S&P500 STOCK INDEX PREDICTION ANALYSIS USING MULTILAYER PERCEPTRON
Stock investment is one type of investment that is very popular among investors related to the value of the benefits it offers. Consideration and anticipation in decision making plays a very important role in asset protection, so it is necessary to predict the closing price of shares to provide cons...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/60154 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
| Summary: | Stock investment is one type of investment that is very popular among investors related to the value of the benefits it offers. Consideration and anticipation in decision making plays a very important role in asset protection, so it is necessary to predict the closing price of shares to provide consideration in making decisions. To predict stock trends, technical analysis can be used such as using the Moving Average Convergence Divergence (MACD) indicator. This study aims to predict the price or value of a stock in the future based on data from the previous days and its performance as an indicator when compared to the standard MACD indicator. This is done using a neural network. The neural network used in this study is Multilayer Perceptron (MLP). The stock used in this study is the S&P 500 stock index. The stock index period taken is during the period September 2018 to August 2021. The calculations carried out conclude that MLP has sufficient accuracy to predict the value of the stock index, besides that MLP is also a better indicator of the standard MACD indicator. |
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