Studi penerapan deep learning untuk prediksi pergerakan indeks harga saham gabungan

Sie, Yoseph Widjaja (2025) Studi penerapan deep learning untuk prediksi pergerakan indeks harga saham gabungan. Undergraduate thesis, Widya Mandala Surabaya Catholic University.

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Abstract

Penelitian ini mengembangkan model prediksi pergerakan Indeks Harga Saham Gabungan (IHSG) menggunakan metode Long Short-Term Memory (LSTM). Tiga pendekatan model yang diuji adalah Univariate, Multivariate All Feature, dan Multivariate Selected Feature, dengan mempertimbangkan faktor eksternal seperti harga emas dunia, harga minyak dunia, nilai tukar rupiah terhadap dolar Amerika, dan indeks saham internasional. Hasil evaluasi menunjukkan bahwa model Multivariate All Feature memberikan kinerja terbaik dengan MAPE sebesar 0.76, RMSE sebesar 66.72, dan MAE sebesar 51.58, lebih unggul dibandingkan dengan kedua model lainnya. Uji signifikansi menggunakan ANOVA dan Tukey HSD mengonfirmasi perbedaan signifikan antara ketiga model. Penelitian ini menyarankan bahwa memasukkan variabel eksternal dapat meningkatkan akurasi prediksi pergerakan IHSG.

Item Type: Thesis (Undergraduate)
Department: S1 - Teknik Industri
Contributors:
Contribution
Contributors
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Thesis advisor
Karijadi, Irene
NIDN0717019205
UNSPECIFIED
Thesis advisor
Dewi, Dian Retno Sari
NIDN0713127301
UNSPECIFIED
Uncontrolled Keywords: LSTM, IHSG, prediksi, univariate, multivariate.
Subjects: Engineering
Engineering > Industrial Engineering
Divisions: Faculty of Engineering > Industrial Engineering Study Program
Depositing User: Yoseph Widjaja Sie
Date Deposited: 08 Jul 2025 08:56
Last Modified: 08 Jul 2025 08:56
URI: https://repositori.ukwms.ac.id/id/eprint/43469

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