Bank BCA (BBCA) Stock Price Prediction After Stock Split with Artificial Neural Network with Backpropagation Algorithm
DOI:
https://doi.org/10.33379/gtech.v7i4.3363Keywords:
Stock split, BCA, Stock, Prediction, Artificial Neural NetworkAbstract
Stocks are a type of financial investment with fluctuating prices. A solution that can be done by companies is to do a stock split to increase the number of outstanding shares with the aim of increasing trading liquidity. Stock split is in line with Sustainable Development Goals number 8 on Decent Work and Economic Growth. This study uses historical data of BCA stock prices and USD exchange rates against IDR to predict BCA stock prices using Artificial Neural Network (ANN) method using backpropagation algorithm with Feed Forward Neural Network (FFNN) architecture. The results of this study show that the FFNN structure with 9 neurons in the hidden layer can produce accurate predictions with Root Mean Squared Error (RMSE) value of 121.16 and Mean Absolute Percentage Error (MAPE) value of 1.12%.
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