利用线性回归预测股价的移动平均数

Luis Alpianto, Aditiya Hermawan, None Junaedi
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摘要

股票作为资本市场上的投资工具,既可以获得资本收益,也有资本损失的风险。需要分析和预测方法来支持投资者。为了实现这一点,我们使用历史数据和移动平均线来减少股票价格的短期随机波动,并使用线性回归算法来减少错误率和均方误差(MSE)值,从而获得准确的结果。评价结果表明,该方法具有较强的相关性和较低的平均绝对百分比误差(MAPE)。此外,对历史数据进行测试,以测试模型,并根据模型的预测产生可观的利润。根据评估的结果,使用移动平均线和线性回归方法预测股票可以帮助投资者获得利润和降低风险。
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Moving Average untuk Prediksi Harga Saham dengan Linear Regression
Stocks as investment instruments in the capital market can provide benefits in capital gains but also have the risk of capital loss. Analysis and forecasting methods are needed to support investors. To achieve this, historical data and moving averages are used to reduce short-term random fluctuations in stock prices, and a linear regression algorithm to obtain accurate results by reducing the error rate and Mean Squared Error (MSE) value. The evaluation results show good accuracy with a strong correlation and a low Mean Absolute Percent Error (MAPE) value. In addition, testing on historical data is carried out to test the model and generate significant profits based on predictions from the model. According to the findings derived from the assessment, predicting stocks using the moving average and linear regression methods can help investors gain profits and reduce risk.
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