IMPLEMENTASI GRIDSEARCHCV PADA SUPPORT VECTOR REGRESSION (SVR) UNTUK PERAMALAN HARGA SAHAM
نویسندگان
چکیده
Stock is a sign of the capital participation person or authority in company (PT). PT Anabatic Technologies Tbk (ATIC) one service providers and IT consultants that included technology sector, which new sector IDX-IC classification. ATIC stock trading was temporarily suspended due to significant increase cumulative prices. This indicates prices tend be volatile non-linear. The Support Vector Regression (SVR) method can used predict SVR able solve non-linear data problems by using kernel functions so it overcome overfitting will give good performance. problem difficult determine optimal hyperparameters, this research uses grid search cross validation (GridSearchCV). In research, ATIC’s daily closing price with 1007 training 252 testing data. results show best model linear hyperparameters are Cost epsilon . produces MSE 0,001237173; SMAPE 0,1167301; = 0,9206643
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ژورنال
عنوان ژورنال: Jurnal Gaussian : Jurnal Statistika Undip
سال: 2023
ISSN: ['2339-2541']
DOI: https://doi.org/10.14710/j.gauss.12.2.276-286