Pengaruh Pemilihan Banyak Data dan Time Frame dalam Finance Forecasting dengan Linear Regression

Wahyu Cahyo Utomo; Resty Wulanningrum; Intan Nur Farida

doi:10.30736/informatika.v8i2.1049

Pengaruh Pemilihan Banyak Data dan Time Frame dalam Finance Forecasting dengan Linear Regression

Authors

Wahyu Cahyo Utomo Universitas Nusantara PGRI Kediri
Resty Wulanningrum (SCOPUS ID : 57193496378) Prodi Teknik Informatika, Universitas Nusantara PGRI Kediri
Intan Nur Farida Universitas Nusantara PGRI Kediri

DOI:

https://doi.org/10.30736/informatika.v8i2.1049

Keywords:

Finance Forecasting, Time Frame, Linear Model, Forex

Abstract

Finance forecasting merupakan kegiatan yang berhubungan dengan aktifitas trading yang memiliki resiko yang besar. Pendekatan forecasting merupakan salah satu langkah yang dapat dilakukan untuk meminimalkan resiko melalui bidang ilmu komputer atau Informatika. Dalam hal ini tantangannya adalah membuat sebuah model yang memiliki akurasi yang bagus untuk meminimalkan resiko. Pemilihan time frame dan pengunaan banyak data akan mempengaruhi akurasi karena setiap time frame memiliki range pergerakan yang berbeda. Berdasakan hal tersebut, penelitian ini mencoba menemukan serta melakukan analisa pengaruh time frame dan banyak data sehingga mendapat model evaluasi yang optimal dengan metode linear regression. Beberapa variasi perubahan time frame dan banyak data akan digunakan untuk melihat hasil forecasting terbaik. Dari hasil penelitian diperoleh time frame semakin turun maka hasil evaluasi MSE lebih baik. Sedangkan untuk penurunan jumlah data juga berpengaruh terhadap nilai evaluasi yang semakin kecil. maka dapat disimpulkan bahwa forecasting dalam bidang finance memiliki keunikan karena semakin banyak data tidak menjamin bahwa model yang dihasilkan semakin bagus.

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References

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Published

2023-09-13

How to Cite

Utomo, W. C., Wulanningrum, R., & Farida, I. N. (2023). Pengaruh Pemilihan Banyak Data dan Time Frame dalam Finance Forecasting dengan Linear Regression. Joutica, 8(2), 18–23. https://doi.org/10.30736/informatika.v8i2.1049

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Issue

Vol. 8 No. 2 (2023): Journal of Informatic Unisla

Section

editorial

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