PERAMALAN HARGA SAHAM PENUTUPAN INDEKS HARGA SAHAM GABUNGAN (IHSG) MENGGUNAKAN ALGORITMA LONG SHORT TERM MEMORY (LSTM)

Eka Patriya; Andriansyah Latif; Handayani Handayani

doi:10.35760/eb.2023.v28i2.7964

PERAMALAN HARGA SAHAM PENUTUPAN INDEKS HARGA SAHAM GABUNGAN (IHSG) MENGGUNAKAN ALGORITMA LONG SHORT TERM MEMORY (LSTM)

Eka Patriya
Gunadarma University
Indonesia

Andriansyah Latif
Gunadarma University
Indonesia

Handayani Handayani
Gunadarma University
Indonesia

DOI: http://dx.doi.org/10.35760/eb.2023.v28i2.7964

Abstract

Investasi merupakan suatu kegiatan yang dilakukan untuk uang kepada suatu produk investasi untuk mendapatkan keuntungan (benefit) dengan harapan secara imbal balik mendapat keuntungan yang lebih besar di masa depan. Saham sebagai bentuk kegiatan investasi yang dapat menjadi alternatif sumber dana bagi para investor baik perusahaan atau pun individual. Seorang investor saham dituntut untuk bisa melakukan analisis dari indikator yang dapat mempengaruhi pergerakan saham. Indeks Harga Saham Gabungan (IHSG) merupakan salah satu indikator yang perlu diperhatikan dalam berinvestasi. IHSG merupakan refleksi dari kinerja keseluruhan saham perusahaan dan aktifitas kinerja ini dicatat di Bursa Efek Indonesia (BEI). BEI akan mencatat saham yang mengalami kenaikan dan penurunan. Penelitian ini melakukan peramalan saham berdasarkan harga penutupan saham IHSG menggunakan Long Short Term Memory (LSTM). Evaluasi kinerja model LSTM dalam melakukan peramalan menggunakan Root Mean Square Error (RMSE). Model LSTM yang dibentuk dapat digunakan untuk melakukan peramalan harga penutupan saham, sehingga dapat menjadi pertimbangan para investor untuk melakukan investasi saham. Invesitasi saham dapat dilakukan salah satunya dengan melihat nilai pergerakan IHSG yang mencerminkan nilai kinerja saham di pasar keuangan.

Keywords

LSTM; Penutupan; Pergerakan; RMSE; Saham

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