Fitrinanda, Ghinarosa (2022) Peramalan Harga Saham Pt Adaro Energy Indonesia Tbk Yang Mempertimbangkan Faktor Kurs Dolar Amerika Menggunakan Bidirectional Long-Short Term Memory. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Saham milik PT Adaro Energy Indonesia Tbk merupakan salah satu saham yang diminati oleh para investor dan diyakini memiliki prospek yang baik seiring dengan melonjaknya harga batubara dunia.Namun demikian, oleh karena investasi saham dapat berisiko tinggi karena nilainya yang fluktuatif dan juga dapat dipengaruhi oleh nilai kurs mata uang asing, maka tersedianya fasilitas peramalan harga saham Adaro akan membantu investor mengetahui informasi harga di masa depan yang dapat digunakan sebagai pertimbangan dalam pengambilan keputusan. Penelitian ini membangun model peramalan harga saham harian PT Adaro Energy Indonesia Tbk dengan mempertimbangkan faktor kurs dolar Amerika menggunakan metode Bidirectional Long Short-Term Memory (BiLSTM). Metode BiLSTM dipilih karena kemampuan arsitekturnya yang dapat mempelajari pola data secara dua arah yaitu dari masa lalu ke masa depan maupun sebaliknya, sehingga diharapkan dapat menghasilkan akurasi peramalan yang lebih baik. Hasil penelitian menunjukkan bahwa model BiLSTM berhasil memberikan prediksi harga saham dengan nilai Mean Absolute Percentage Error (MAPE) sebesar 2.06% untuk model yang tidak mempertimbangkan faktor kurs dan sebesar 2.43% untuk model yang mempertimbangkan faktor kurs. Hasil ini menunjukkan bahwa model yang dibangun cukup akurat untuk digunakan sebagai alat bantu pendukung keputusan bagi investor.
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Shares of PT Adaro Energy Indonesia Tbk are among the stocks that are in demand by investors and are believed to have good prospects along with the soaring world coal prices. However, because stock investment can be high-risk due to its volatile value and can also be influenced by foreign currency exchange rates, the availability of Adaro stock price forecasting facilities will help investors know future price information which can be used as a consideration in decision making. This study builds a daily stock price forecasting model for PT Adaro Energy Indonesia Tbk by considering the US dollar exchange rate factor using the Bidirectional Long Short-Term Memory (BiLSTM) method. The BiLSTM method was chosen because of its architectural ability to learn data patterns in two directions, from the past to the future and vice versa, so it is expected to produce better forecasting accuracy. The results showed that the BiLSTM model successfully provided stock price predictions with a Mean Absolute Percentage Error (MAPE) value of 2.06% for the model that did not consider the exchange rate factor and 2.43% for the model that considered the exchange rate factor. These results indicate that the built model is accurate enough to be used as a decision support tool for investors.
| Item Type: | Thesis (Other) |
|---|---|
| Additional Information: | RSSI 658.403 55 Fit p-1 2022 |
| Uncontrolled Keywords: | saham. BiLSTM. stocks. BiLSTM. |
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD30.213 Management information systems. Dashboards. Enterprise resource planning. |
| Divisions: | Faculty of Intelligent Electrical and Informatics Technology (ELECTICS) > Information System > 57201-(S1) Undergraduate Thesis |
| Depositing User: | Mr. Marsudiyana - |
| Date Deposited: | 04 Jun 2026 06:32 |
| Last Modified: | 04 Jun 2026 06:32 |
| URI: | http://repository.its.ac.id/id/eprint/133565 |
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