Implementasi Regresi Linear dan Single Exponential Smoothing Dalam Prediksi Harga Saham ANTM

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Published Sep 21, 2024
https://doi.org/10.31943/teknokom.v7i2.222
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Vol. 7 No. 2 (2024): TEKNOKOM

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imam paidi
a:1:{s:5:"en_US";s:10:"stikom cki";}
Tundo

Abstract

This study focuses on using linear regression and single exponential smoothing
(SES) models to predict the share price of PT Aneka Tambang Tbk (ANTM). Data
from Yahoo! Finance covering the period from 2005 to 2023 is used. The linear
regression model establishes a relationship between the current and previous
stock prices, while the SES model smoothes out fluctuations and captures short
term trends. The findings reveal that both models are highly accurate in predicting
ANTM stock prices. However, the SES model is less consistent in capturing short
term trends, suggesting its effectiveness lies in capturing seasonal and short-term
trends in the ANTM stock price data. This research is significant as it contributes
to the development of accurate and reliable stock price prediction models, which
can assist investors and players in the capital market in making informed
investment decisions. The results also provide a foundation for future research on
applying more complex and sophisticated forecasting models for stock price
prediction.

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Creative Commons License

This work is licensed under a Creative Commons Attribution-NoDerivatives 4.0 International License.

How to Cite
paidi, imam, & Tundo. (2024). Implementasi Regresi Linear dan Single Exponential Smoothing Dalam Prediksi Harga Saham ANTM. TEKNOKOM, 7(2), 291–297. https://doi.org/10.31943/teknokom.v7i2.222

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