Energy Sector Stock Price Prediction Using The CNN, GRU & LSTM Hybrid Algorithm

Abstract

Nowadays, many people are starting to care about early investment. One of the most popular investments lately, especially for millennials, is a stock investment. In investing, there are advantages and risks of loss. One way to reduce the risk of loss is by using price predictions before investing in stocks. This paper proposes the use of deep learning in making stock predictions. We conducted research by calculating the performance of six deep-learning algorithms to predict stock closing prices. The application of the CNN-LSTM-GRU hybrid algorithm combination produces the best performance compared to other methods, based on the value: Root Mean Squared Error (RMSE) decreased by 1.100 by 14%, Mean Absolute Error (MAE) was successfully reduced by 0.798 by 13.4%, and R Square increased by 0.957 by 3.9%. In predicting stock prices on the Indonesian Stock Exchange, especially in the energy sector, CNN-LSTM-GRU is more appropriate for investors than using a single algorithm to make decisions in investing in stocks..