Tumonggor, Christoforus Fachrasya Pratama (2025) Analisis Sentimen dan Korelasi Berita Saham pada Platform Trading Gotrade terhadap Perubahan Harga Saham. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Investasi saham dalam beberapa tahun ini mengalami peningkatan. Munculnya aplikasi Gotrade menjawab peningkatan minat investasi tersebut. Ada juga Gotrade Daily, yang merupakan newsletter berisi informasi-informasi terkini mengenai saham-saham yang ada di aplikasi Gotrade. Efektivitas newsletter Gotrade Daily sebagai referensi bagi investor inilah yang menjadi bahasan pada Tugas Akhir ini. Salah satu cara untuk mengukur efektivitas adalah dengan cara menghitung korelasi antara sentimen berita terhadap perubahan harga saham.. Korelasi diukur dengan membandingkan nilai sentimen berita dengan perubahan harga saham. Analisis sentimen pada data berita menggunakan pendekatan rule-based, dengan memanfaatkan kombinasi library Loughran-McDonald dictionary dan VADER (Valence Aware Dictionary and sEntiment Reasoner) dictionary. Data berita yang sudah didapatkan nilai analisis sentimen kemudian dikorelasikan dengan perubahan harga saham. Pengkorelasian ini didapatkan dengan memanfaatkan korelasi Pearson dan korelasi Spearman. Hasil dari korelasi ini diharapkan dapat menemukan sentimen berita dan kekuatan korelasi sentimen berita terhadap perubahan harga saham.
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The interest in investing in stocks has increased in recent years. Gotrade app has appeared to address this increasing interest. Gotrade Daily also appeared along with Gotrade, a newsletter that provides recent information about stocks that are traded in Gotrade application. Effectiveness of the Gotrade Daily newsletter as the main reference for investors is the focus on this thesis. The effectiveness of Gotrade Daily newsletter can be calculated by measuring the correlation between its news sentiment and stock price changes. News sentiment is calculated using rule-based approach by combining two libraries, Loughran-McDonald dictionary and VADER (Valence Aware Dictionary and sEntiment Reasoner) dictionary. The obtained sentiment scores could be correlated with its stock price changes, using Pearson correlation and Spearman correlation. The correlation results are expected for finding the news sentiment and the correlation's strength between news sentiment and stock price changes.
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | Analisis Sentimen, Harga Saham, Sentiment Analysis, Stock Price, Loughran-McDonald, VADER, Pearson Correlation, Spearman Correlation. |
| Subjects: | Q Science > QA Mathematics > QA76.9.D343 Data mining. Querying (Computer science) T Technology > T Technology (General) > T57.5 Data Processing |
| Divisions: | Faculty of Intelligent Electrical and Informatics Technology (ELECTICS) > Information System > 57201-(S1) Undergraduate Thesis |
| Depositing User: | Christoforus Fachrasya Pratama Tumonggor |
| Date Deposited: | 10 Feb 2025 06:53 |
| Last Modified: | 10 Feb 2025 06:53 |
| URI: | http://repository.its.ac.id/id/eprint/118590 |
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