Stock Price Forecasting on Time Series Data Using the Long Short-Term Memory (LSTM) Model
Journal Title: International Journal of Current Science Research and Review - Year 2024, Vol 7, Issue 12
Abstract
Stock price forecasting on time series data is a complex task due to the dynamic and uncertain nature of financial markets. This research aims to forecast stock prices by applying an advanced machine learning model, namely Long Short-Term Memory (LSTM), a deep learning architecture that excels in capturing long-term dependencies in time series data. The dataset used in this study consists of 1221 daily ANTM.JK stock price data over the period April 30, 2019 to April 30, 2024. The model was trained and evaluated using performance metrics such as Mean Absolute Percentage Error (MAPE) and Root Mean Squared Error (RMSE) in measuring the level of forecasting accuracy. The results show that the LSTM model can accurately predict stock prices on time series data, as evidenced by the MAPE accuracy evaluation value of 2.52% and RMSE of 54.64. These findings indicate that the LSTM model is effective in predicting stock prices on time series data and can be used as a supporting tool in making the right investment decisions.
Authors and Affiliations
Daniel Robi Sanjaya, Bayu Surarso, Tarno .
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