Neural Network on Stock Prediction using the Stock Prices Feature and Indonesian Financial News Titles
DOI:
https://doi.org/10.21108/ijoict.v7i1.544Keywords:
Stock Prices, Indonesian Financial News Title, Neural NetworkAbstract
Stocks are the most popular investments among entrepreneurs or other investors. When investing in stocks these investors tend to learn how to invest stocks correctly and when is the right time. For the problem of how to invest shares correctly can be used a variety of basic theories that already exist, but for the problem when the right time needs further learning. In this paper will purpose about stock price prediction using stock data indicators and financial headline data in Bahasa Indonesia. The machine learning model used is a multi-layer perceptron neural network (MLP-NN) with the highest accuracy produced by 80%.
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References
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[7] Y. Zhai, A. Hsu and S. Halgamuge, Combining news and technical indicators in Daily stock price trends prediction, Advances in Neural Networks, 1087-1096 (2007).
[8] G. Rachlin, M. Last, D. Alberg and A. Kandel, ADMIRAL: A data mining based financial trading system, IEEE Symposium on Computational Intelligence and Data Mining, 720-725 (2007).
[9] J. J. Wang, J. Z. Wang, Z. G. Zhang and S. P. Guo, Stock index forecasting based on a hybrid model, Omega, 40(6), 758-766 (2012).
[10] R. P. Schumaker and H. Chen, A quantitative stock prediction system based on financial news, Information Processing and Management, 45(5), 571-583 (2009).
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[15] X. Zhang and Y. LeCun, Text understanding from scratch, arXiv preprint arXiv:1502.01710, (2015).
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[20] C. Zhou, C. Sun, Z. Liu and F. Lau, A C-LSTM neural network for text classification, arXiv preprint arXiv:1511.08630, (2015).
[21] S. Lai, L. Xu, K. Liu and J. Zhao, Recurrent Convolutional Neural Networks for Text Classification, AAAI, 2267-2273 (2015).
[22] Yu, Pengfei, and Xuesong Yan. "Stock price prediction based on deep neural networks." Neural Computing and Applications 32.6, 1609-1628, (2020).
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Published
2021-07-01
How to Cite
Nur Ghaniaviyanto Ramadhan, & Imelda Atastina. (2021). Neural Network on Stock Prediction using the Stock Prices Feature and Indonesian Financial News Titles. International Journal on Information and Communication Technology (IJoICT), 7(1), 54–63. https://doi.org/10.21108/ijoict.v7i1.544
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Data Science
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