Daily Forecasting Trend Jakarta Composite Index (JCI) Using Multivariate Long Short Term Memory
نویسندگان
چکیده
The need to be able predict stock price movements is one of the problems that difficult for investors solve.Forecasting serves as a signal buy and sell. Forecasting can provide us with reference in making investment decisions. This study aims daily trend JCI. datasets used this research are JCI, NASDAQ, NYSE range 21 years (01/01/2000 31/12/2021). features input opening prices NYSE. amount data 5211 lines. deep learning method multivariate LSTM. optimization model using Adam. There 4 LSTM models made loss metrics MSE MAE, 2 epochs 100, 300 epochs. results showed could (d+1) most optimum
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ژورنال
عنوان ژورنال: International journal of research publications
سال: 2022
ISSN: ['2708-3578']
DOI: https://doi.org/10.47119/ijrp1001081920223853