PT.Telkom (Tbk) Stock Price Forecasting Using Long Short Term Memory (LSTM)

The movement of the share price of PT.Telkom (Tbk) fluctuates so it is necessary to do forecasting analysis. Forecasting the share price of PT.Telkom (Tbk) can be done using the Long Short Term Memory (LSTM) method. LSTM is a development of the Recurrent Neural Network (RNN)method. In this study using PT.Telkom Stock price data for 2018-2023 and PT.Telkom (Tbk) stock price data after Covid-19 (20121-2023) this is done to see if a significant price decline has an impact on forecasting the stock price for the next period. Both data have a very small difference in MAPE value. The data that has the smallest MAPE value is PT.Telkom (Tbk) stock price data after Covid-19 (20121-2023) with a MAPE of 0,93% with an optimal parameter combination of neurons, batch size 64, and epoch 80.

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Publication Details

Journal
UNP Journal of Statistics and Data Science
Published
2024-11-28
DOI
https://doi.org/10.24036/ujsds/vol2-iss4/223
Primary Topic
Data Mining and Machine Learning Applications
Type
article
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article

PT.Telkom (Tbk) Stock Price Forecasting Using Long Short Term Memory (LSTM)

Zilrahmi Zilrahmi, Dony Permana, Dina Fitria, Hanifah Nazhiroh
UNP Journal of Statistics and Data Science
Data Mining and Machine Learning Applications
article

PT.Telkom (Tbk) Stock Price Forecasting Using Long Short Term Memory (LSTM)

Zilrahmi Zilrahmi, Dony Permana, Dina Fitria, Hanifah Nazhiroh
article en

Abstract

The movement of the share price of PT.Telkom (Tbk) fluctuates so it is necessary to do forecasting analysis. Forecasting the share price of PT.Telkom (Tbk) can be done using the Long Short Term Memory (LSTM) method. LSTM is a development of the Recurrent Neural Network (RNN)method. In this study using PT.Telkom Stock price data for 2018-2023 and PT.Telkom (Tbk) stock price data after Covid-19 (20121-2023) this is done to see if a significant price decline has an impact on forecasting the stock price for the next period. Both data have a very small difference in MAPE value. The data that has the smallest MAPE value is PT.Telkom (Tbk) stock price data after Covid-19 (20121-2023) with a MAPE of 0,93% with an optimal parameter combination of neurons, batch size 64, and epoch 80.

UNP Journal of Statistics and Data ScienceVol. 2(4)
State University of Padang (ID)
Industry, innovation and infrastructure
Openalex Percentile: Top 65%
Data Mining and Machine Learning Applications
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