Penerapan Machine Learning Algoritma Regresi Linear Untuk Memprediksi Saham Bank BNI

Novira Dwi Andini, Syaiful Zuhri Harahap, Marnis Nasution

Abstract


Indonesia has been growing rapidly, one of which can be seen from the economy and technology in Indonesia, at this time the community is almost entirely using machine power technology as a helper of daily life, and the community has also processed a lot of its finances by way of stock investment, with stock investment, the community believes that stocks are invested safer and more profitable. Shares are securities that show proof of ownership or capital market participation of investors in a company (BNI) and shares have a value that is up and down (volatile). Stocks are very important in a company and stocks are a trigger for rising profits in the company.  The rise and fall of stock prices in Indonesia has an adverse effect on companies, especially PT Bank Negara Indonesia (Persero), Tbk. the cause of the rise and fall in stock prices is usually caused by several things, namely the condition and performance of the company, risk, dividends, interest rates, economic conditions, government policies, government issues or other issues, the rate of inflation, supply and demand. Machine learning tools used in predicting stocks, using machine learning, the data obtained is more accurate. Machine learning is an artificial intelligence that can process data that is useful for consideration in making decisions and solving problems.      Linear regression algorithm is one of the methods used to predict stock data in Bank Negara Indonesia. Linear regression algorithm tries to model the relationship between two variables by matching the linear equation of the stock data to be studied. One variable is considered the explanatory variable and the other variable is called the dependent variable. Prediction a process for systematically estimating BNI stock data that will appear in the future using data obtained from the past. Thus the company can easily find out the stock data in the future.


Keywords


Machine Learning, Linear Regression Algorithms, Stocks, Predicting.

Full Text:

PDF

References


A. M. Anwar, “Pengaruh Current Ratio, Debt To Equity, dan Return On Assets Terhadap Harga Saham (Studi kasus pada perusahaan sektor makanan dan minuman yang terdaftar di BEI tahun 2017-2019),” J. Ilm. Mhs. Akunt., vol. 1, no. 2, pp. 146–157, 2021.

A. Roihan, P. A. Sunarya, and A. S. Rafika, “Pemanfaatan Machine Learning dalam Berbagai Bidang: Review paper,” IJCIT (Indonesian J. Comput. Inf. Technol., vol. 5, no. 1, pp. 75–82, 2020, doi: 10.31294/ijcit.v5i1.7951.

Ainiah, “Kajian Trading Saham Syariah di Bursa Efek Indonesia,” JIEI J. Ilm. Ekon. Islam, vol. 9, no. 1, pp. 1322–1328, 2023, [Online]. Available: http://dx.doi.org/10.29040/jiei.v9i1.6920

D. Astuti, “Penentuan Strategi Promosi Usaha Mikro Kecil Dan Menengah (UMKM) Menggunakan Metode CRISP-DM dengan Algoritma K-Means Clustering,” J. Informatics, Inf. Syst. Softw. Eng. Appl., vol. 1, no. 2, pp. 60–72, 2019, doi: 10.20895/inista.v1i2.71.

D. N. Batubara and A. P. Windarto, “Analisa Klasifikasi Data Mining Pada Tingkat Kepuasan Pengunjung Taman Hewan Pematang Siantar Dengan Algoritma,” KOMIK (Konferensi Nas. Teknol. Inf. dan Komputer), vol. 3, no. 1, pp. 588–592, 2019, doi: 10.30865/komik.v3i1.1664.

D. Novianty, N. D. Palasara, and M. Qomaruddin, “Algoritma Regresi Linear pada Prediksi Permohonan Paten yang Terdaftar di Indonesia,” J. Sist. dan Teknol. Inf., vol. 9, no. 2, p. 81, 2021, doi: 10.26418/justin.v9i2.43664.

D. P. Utomo and M. Mesran, “Analisis Komparasi Metode Klasifikasi Data Mining dan Reduksi Atribut Pada Data Set Penyakit Jantung,” J. Media Inform. Budidarma, vol. 4, no. 2, p. 437, 2020, doi: 10.30865/mib.v4i2.2080.

E. Damayanti, R. D. Larasati, and Kharis Fadlullah Hana, “Reaksi Pasar Modal Indonesia Terhadap Pengumuman,” J. Ekon. dan Manaj., vol. 1, no. 3, pp. 1–5, 2020.

H. Hozairi, A. Anwari, and S. Alim, “Implementasi Orange Data Mining Untuk Klasifikasi Kelulusan Mahasiswa Dengan Model K-Nearest Neighbor, Decision Tree Serta Naive Bayes,” Netw. Eng. Res. Oper., vol. 6, no. 2, p. 133, 2021, doi: 10.21107/nero.v6i2.237.

H. W. Herwanto, T. Widiyaningtyas, and P. Indriana, “Penerapan Algoritme Linear Regression untuk Prediksi Hasil Panen Tanaman Padi,” J. Nas. Tek. Elektro dan Teknol. Inf., vol. 8, no. 4, p. 364, 2019, doi: 10.22146/jnteti.v8i4.537.

I. Novitasari, D. Budiadi, and A. D. Limatara, “Analisis Stock Split Terhadap Harga Saham Pt. Jaya Real Property Tahun 2010-2016,” Cahaya Akt., vol. 10, no. 1, pp. 8–17, 2020.

J. S. Putra, R. D. Ramadhani, and A. Burhanuddin, “Prediksi Harga Saham Bank Bri Menggunakan Algoritma Linear Regresion Sebagai Strategi Jual Beli Saham,” J. Dinda Data Sci. Inf. Technol. Data Anal., vol. 2, no. 1, pp. 1–10, 2022, doi: 10.20895/dinda.v2i1.273.

K. Mahendra, N. Satyahadewi, and H. Perdana, “Analisis Teknikal Saham Menggunakan Indikator Moving Average Convergence Divergence (Macd),” Bimaster Bul. Ilm. Mat. Stat. dan Ter., vol. 11, no. 1, pp. 51–58, 2022.

L. K. Harahap, “Analisis SEM (Structural Equation Modelling) Dengan SMARTPLS (Partial Least Square),” Fak. Sains Dan Teknol. Uin Walisongo Semarang, no. 1, p. 1, 2018.

M. A. Aditya, R. D. Mulyana, I. P. Eka, and S. R. Widianto, “Penggabungan Teknologi Untuk Analisa Data Berbasis Data Science,” Semin. Nas. Teknol. Komput. Sains, pp. 51–56, 2020.

M. Fujianugrah MM, “Analisis Faktor – Faktor Yang Mempengaruhi Harga Saham Pada Perusahaan Manufaktur Yang Terdaftar Di Bursa Efek Indonesia,” J. Benefita, vol. 4, no. 2, pp. 245–259, 2019, doi: 10.47221/tangible.v4i2.72.

N. Purwati, R. Nurlistiani, and O. Devinsen, “Data Mining Dengan Algoritma Neural Network Dan Visualisasi Data Untuk Prediksi Kelulusan Mahasiswa,” J. Inform., vol. 20, no. 2, pp. 156–163, 2020, doi: 10.30873/ji.v20i2.2273.

P. Purwadi, P. S. Ramadhan, and N. Safitri, “Penerapan Data Mining Untuk Mengestimasi Laju Pertumbuhan Penduduk Menggunakan Metode Regresi Linier Berganda Pada BPS Deli Serdang,” J. SAINTIKOM (Jurnal Sains Manaj. Inform. dan Komputer), vol. 18, no. 1, p. 55, 2019, doi: 10.53513/jis.v18i1.104.

S. Indah Nurhafida and F. Sembiring, “Analisis Text Clustering Masyarakat Di Twiter Mengenai Mcdonald’Sxbts Menggunakan Orange Data Mining,” SISMATIK (Seminar Nas. Sist. Inf. dan Manaj. Inform., pp. 28–35, 2021.




DOI: https://doi.org/10.36987/informatika.v12i2.5649

Hasil gambar untuk committee on publication ethics logo

Jurnal ini mengikuti pedoman dari Committee on Publication Ethics (COPE)dalam menghadapi semua aspek etika publikasi dan, khususnya, bagaimana menangani kasus penelitian dan kesalahan publikasi. Pernyataan ini menjelaskan etika perilaku semua pihak yang terlibat dalam proses penerbitan artikel di jurnal ini, termasuk Penulis, Pemimpin Redaksi, Dewan Redaksi, Mitra Bebestari, dan Penerbit (Akademi Kepolisian Republik Indonesia). INFORMATIKA berkomitmen untuk mengikuti praktik terbaik tentang masalah etika, kesalahan, dan pencabutan. Pencegahan malpraktek publikasi merupakan salah satu tanggung jawab penting dewan redaksi. Segala jenis perilaku tidak etis tidak dapat diterima, dan jurnal tidak mentolerir plagiarisme dalam bentuk apa pun.

 

INFORMATIKA
Journal URL: https://jurnal.ulb.ac.id/index.php/informatika
Journal DOI: 10.36987/informatika
P-ISSN: 2303-2863
E-ISSN: 2615-1855

Alamat Redaksi :
Fakultas Sains dan Teknologi, Universitas Labuhanbatu
Gedung Fakultas Sains dan Teknologi,
Jalan Sisingamangaraja No.126 A KM 3.5 Aek Tapa, Bakaran Batu, Rantau Sel., Kabupaten Labuhan Batu, Sumatera Utara 21418