Hybrid Model of Artificial Neural Networks and Flower Pollination Algorithm for Stock Price Prediction

Predicting the future behavior of the stock market is a difficult task due to its complex and ever-changing nature. This study focuses on predicting BBRI stock prices using an Artificial Neural Network (ANN) improved with the Flower Pollination Algorithm (FPA). We found that the model works well with a 9-100-1 setup, achieving accurate predictions with a Root Mean Square Error (RMSE) of 0.127579154. While FPA effectively reduces errors in the initial 10 iterations, it faces challenges in further improvement, especially in responding to sudden changes in stock prices. Despite performing well overall, the model tends to have a wider margin during unexpected market shifts, indicating a need for additional fine-tuning. This research provides valuable insights into stock price prediction, highlighting the importance of refining models to handle unexpected market changes.

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Publication Details

Journal
Jurnal Sistem Cerdas
Published
2024-12-17
DOI
https://doi.org/10.37396/jsc.v7i3.433
Primary Topic
Stock Market Forecasting Methods
Type
article
Field-Weighted Citation Impact
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article

Hybrid Model of Artificial Neural Networks and Flower Pollination Algorithm for Stock Price Prediction

Jurnal Sistem Cerdas
Stock Market Forecasting Methods
article

Hybrid Model of Artificial Neural Networks and Flower Pollination Algorithm for Stock Price Prediction

article en

Abstract

Predicting the future behavior of the stock market is a difficult task due to its complex and ever-changing nature. This study focuses on predicting BBRI stock prices using an Artificial Neural Network (ANN) improved with the Flower Pollination Algorithm (FPA). We found that the model works well with a 9-100-1 setup, achieving accurate predictions with a Root Mean Square Error (RMSE) of 0.127579154. While FPA effectively reduces errors in the initial 10 iterations, it faces challenges in further improvement, especially in responding to sudden changes in stock prices. Despite performing well overall, the model tends to have a wider margin during unexpected market shifts, indicating a need for additional fine-tuning. This research provides valuable insights into stock price prediction, highlighting the importance of refining models to handle unexpected market changes.

Jurnal Sistem CerdasVol. 7(3)
Institut Seni Indonesia Surakarta (ID), IAIN Syekh Nurjati Cirebon
Openalex Percentile: Top 61%
Stock Market Forecasting Methods
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Hybrid Model of Artificial Neural Networks and Flower Pollination Algorithm for Stock Price Prediction · Jurnal Sistem Cerdas (2024) | TGRS Research Map | TGRS