The dynamics of the stock market during the pandemic and economic crisis
Keywords:
Dinamika, Pasar Saham, Prediksi, Krisis ekonomiAbstract
Pandemi koronavirus sing wis wiwit Maret 2020 lan wis nyebar sajrone setaun nyebabake owah-owahan rega saham ing pasar modal. Panliten iki nduweni ancas kanggo nemtokake akurasi prediksi lan obahe rega saham perusahaan UNVR. JKT ngadhepi pandemi Covid 19. Informasi data ing panliten iki kalebu panutup minangka kelas utawa label. Sedheng ngubungake bukaan, dhuwur, kurang, lan volume saham perusahaan minangka atribut utawa prediktor. Sebanyak 90% set data minangka latihan data kanggo mbangun model lan 10% set data minangka testing data. Analisis data ditindakake kanthi algoritma Artificial Neural Network kanggo prédhiksi nilai rega saham perusahaan. Prediksi rega saham sing tepat bakal menehi informasi kawruh babagan status saiki lan obahe rega saham ing mangsa ngarep. Asil kasebut nuduhake yen model ANN sing dipikolehi saka asil eksperimen yaiku 95% data latihan lan 5% data uji coba. Model ANN nduweni 5 cathetan input kanthi siji cathetan bias, siji lapisan sing didhelikake kanthi 5 cathetan kalebu siji bias lan ngasilake siji output yaiku penutupan saham. Asil validasi model nilai RMSE yaiku 62,741 lan nilai SE yaiku 3936,43. Akurasi model kanthi nilai koefisien korelasi 0,998 tegese ana korelasi positif sing kuwat banget antarane data aktual lan data prediksi.
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