Indonesian Stock Price Prediction including Covid19 Era Using Decision Tree Regression

Abstract

Predicting stock prices is an interesting field in Data Mining. There are many variables affecting stock prices. Especially in this covid19 era which impacts in economy, the stock prices become unpredictable. Telecommunications companies are observed in this research as it is one of the sectors that's still very much in demand in this pandemic situation. Fundamental data will be used to predict the Indonesian telecommunications stock price. Regression techniques will be used as the proposed model. The correlation coefficient shows that despite the covid19 era, fundamental data still play a role in stock market price. Decision Tree Regression produced competitive results compared to other methods.