PREDIKSI INDEKS SAHAM SYARIAH MENGGUNAKAN MODEL LONG SHORT-TERM MEMORY (LSTM)
DOI:
https://doi.org/10.33474/jimmu.v9i1.21547Keywords:
Prediksi, JII70, LSTMAbstract
Prediksi indeks saham syariah saat ini menjadi hal yang krusial bagi para investor dan analis keuangan. Jakarta Islamic Index 70 (Indeks JII70) adalah indeks saham syariah dengan jumlah perusahaan terbanyak. Hal ini menjadi sangat menarik untuk melakukan prediksi indeks saham JII70. Tujuan penelitian ini adalah memprediksi indeks saham syariah JII70 menggunakan model Long Short-Term Memory (LSTM). Data yang diguakan dalam penelitian ini adalah data historis closed indeks saham syariah JII70 empat tahun terakhir. Hasil penelitian menunjukkan bahwa model LSTM baik digunakan untuk meprediksi indeks saham syariah JII70 dengan nilai RMSE sebesar 6,8993. Penelitian ini sangat penting bagi investor dalam menetukan keputusan investasi dan strategi perdagangan saham.
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