在印度尼西亚2019冠状病毒病大流行之前和期间,使用LSTM对Antam矿业股份的决策技术

Ahmad Kamal Badri, Jerry Heikal, Yochebed Anggraini Terah, D. Nurjaman
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引用次数: 22

摘要

股票除了具有波动性和混沌性外,还具有各种各样的噪声、非线性和非平稳运动,使其难以准确预测。因此,投资股票的风险取决于投资者或交易者的判断和决策能力。本研究旨在将长短期记忆(LSTM)作为一种决策技术,以历史股票价格为唯一预测指标,并在COVID-19大流行之前和期间的条件下实施。研究结果表明,在新冠肺炎大流行之前和期间,长短期记忆(LSTM)可以作为一种决策技术,历史价格输入是唯一的预测因素。基于已有的研究,可以得出以下结论:LSTM模型可以很好地预测股票价格,以历史股票价格作为唯一的预测因子。LSTM模型可以作为日内交易者的交易决策技术。事实证明,2019年新冠疫情前使用LSTM方法进行库存预测的风险低于2020年新冠疫情期间。在进一步的研究中,研究人员可以对交易决策的风险准则进行更深入的研究,作为选择LSTM模型的重要参考。
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Decision-Making Techniques using LSTM on Antam Mining Shares before and during the COVID-19 Pandemic in Indonesia
Stocks, apart from having volatile and chaotic characteristics, also have various kinds of noise, non-linear and non-stationary movements, making them difficult to predict accurately. Therefore, the risk of investing in stocks depends on the skills of investors or traders in making judgments and decisions. This study aims to use Long Short-Term Memory (LSTM) as a decision-making technique with historical stock prices as the sole predictor, then implement it in conditions before and during the COVID-19 pandemic. The study results concluded that Long Short-Term Memory (LSTM) could be used as a decision-making technique in conditions before and during the COVID-19 pandemic with historical price inputs as the sole predictor. Based on the research that has been done, the following conclusions can be drawn: The LSTM model can predict stock prices well using historical stock prices as the sole predictor. The LSTM model can be used as a trading decision-making technique for day traders. The risk of stock prediction using the LSTM method in 2019 before the COVID pandemic was proven to be lower than in 2020 during the COVID pandemic. For further research, researchers can conduct more in-depth research on the risk criteria for making trading decisions as an essential reference that can be used to select the LSTM model.
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