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LQ45 Stock Index Prediction using k-Nearest Neighbors Regressio

Tanuwijaya, Julius and Hansun, Seng (2019) LQ45 Stock Index Prediction using k-Nearest Neighbors Regressio. International Journal of Recent Technology and Engineering (IJRTE), 83. ISSN 2277-3878

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Official URL: https://www.ijrte.org/wp-content/uploads/papers/v8...

Abstract

The capital market is an organized financial system consisting of commercial banks, intermediary institutions in the financial sector and all outstanding securities. One of the benefits of the capital market is creating opportunities for the community to participate in economic activities, especially in investing. In daily stock trading activities, stock prices tend to have fluctuated. Therefore, stock price prediction is needed to help investors make decisions when they want to buy or sell their shares. One asset for investment is shares. One of the stock price indices that attracts many investors is the LQ45 stock index on the Indonesian stock exchange. One of the algorithms that can be used to predict is the k-Nearest Neighbors (kNN) algorithm. In the previous study, kNN had a higher accuracy than the moving average method of 14.7%. This study uses kNN regression method because it predicts numerical data. The results of the research in making the LQ45 stock index prediction application have been successfully built. The highest accuracy achieved reaches 91.81% by WSKT share.

Item Type: Article
Subjects: 000 Computer Science, Information and General Works > 000 Computer Science, Knowledge and Systems > 006 Special Computer Methods (Artificial Intelligence, Machine Learning, 3D Graphics, Digital Video, Data Mining, Augmented Reality)
300 Social Sciences > 330 Economics > 332 Financial Economics (Shares, Investment)
Divisions: Fakultas Teknik Informatika > Program Studi Informatika
Depositing User: mr admin umn
Date Deposited: 21 Oct 2021 01:42
Last Modified: 21 Oct 2021 01:42
URI: http://kc.umn.ac.id/id/eprint/18898

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