Implementasi Model Machine Learning dalam Membaca Data Foreign Sell pada Saham
Keywords:
Machine Learning Model; Artificial Intelligence; Share Sale; Reading Data
Abstract
This research aims to determine predictions of the level of sales of Bank BCA shares by utilizing artificial intelligence technology. By utilizing Big Data Analytics technology to manage and read large amounts of data. This research uses a descriptive qualitative method by applying the Extreme Gradient Boosting (XGBoost) algorithm regression model. The implementation of this machine learning model can be done iteratively and incrementally. while the type of data used is secondary data obtained from the dataset collection site, namely Kaggle. The results of this research create a solution to help companies see predictions of stock profits or losses more easily and this research can also become public information for potential investors who want to buy shares. This research concludes that the use of appropriate machine learning models can show quite good prediction accuracy and become an innovative solution to increase operational efficiency.
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Zidek, K., Pitel, J & Hosovsk, A. (2017). Machine Learning algoritma implementasi into embedded system with web application user interface. 2017. IEEE 21st. International Conference on Intelligence Emgineering System (INES), 77-82.
Ahmad Roihan, Po Abas Sunarya, Ageng Setiani Rafika. 2019. Pemanfaatan Machine Learning dalam Berbagai Bidang. Sistem Komputer, Universitas Raharja Tangerang, Indonesia.
Adrian, M. R., Putra, M. P., Rafialdy, M. H., & Rakhmawati, N. A. (2021). Perbandingan Metode Klasifikasi Random Forest dan SVM Pada Analisis Sentimen PSBB. Jurnal Informatika Upgris, 7(1).
Arikunto, 2006. Prosedur Penelitian Suatu Pendekatan Praktek. Jakarta: PT Rineka Cipta
Ardianto, Elvinaro. 2010. Metode Penelitian Untuk Publik Relations Kuantitatif dan Kualitatif. Bandung: Simbiosa Rekatama Media.
AWS. Amazon, 2020. Apa Perbedaan Antara Machine Learning dan Deep Learning. Pengertian Machine Learning. https://aws.amazon.com/id/compare/the-difference-between-machine-learning-and-deep-learning/ Available: 27 Desember 2023. (21:35).
Brownlee, J. (2016). Master Machine Learning Algoriths: discover how they work and implement them from scratch. Jason Brownlee.
Chen, T., & Guestrin, C. (2016) XGBoost: A scalable tree boosting system. Proceeding of the ACM SIGKDD International Coference on Kwonlage Discovery and Data Mining, 13-17-August, 785-794. https://doi.org/10.1109/WD.2019.8734193
Dicoding. (2020). Apa Itu Kecerdasan Buatan? Berikut Pengertian dan Contohnya. https://www.dicoding.com/blog/kecerdasan-buatan-adalah/
Djam’an Satori, Aan Komariah, 2011. Metode Penelitian Kualitatif, Bandung, Alfabeta.
DQLab 2023. Spesifikasi Pengembangan Machine Learning. “Apa itu Machine Learning Model”. AI-powered learning, (10 Januari). https://dqlab.id/spesifikasi-model-machine-learning-yang-%E2%80%9Cfit
Esterberg. Macam-macam Wawancara. Dikutib dalam Sugiono, Metode Penelitian Pendidikan: Pendekatan Kuantitatif, Kualitatif, dan R&D. Bandung: Alfabeta, 2015
Eterberg. Pengertian Wawancara. Dikutib dalam Sugiono, Metode Penelitian Pendidikan: Pendekatan Kuantitatif, Kualitatif dan R&D. Bandung: Alfabeta, 2015.
Ferdy Riza 2021. Analisis dan Prediksi Data Penjualan Menggunakan Machine Learning dengan Pendekatan Ilmu Data h. 62
Friedman, J. H. (2001). Greedy Function Approximation: A Gradient Boosting Machine. Annals of Statistic, 29, 1189-1232.
Houtmand P Saragih, CNBC Indonesia. 2019. Alasan Asing Jual Saham BCA Sampai MIlliaran, 04 February 2019 https://www.cnbcindonesia.com/
IBM Watson, 2023. Mengenal IBM Watsonx Machine Learning. Availible at https://www.ibm.com/
Jaiswal, S. (2018). Regression Analysis in Machine learning. Retrieved from Javatpoint: https://www.javatpoint.com/regression-analysis-in-machine-learning
J. Huikku, T. Hyvönen, and J. Järvinen, “The role of a predictive analytics project initiator in the integration of financial and operational forecasts” Balt. J. Manag., vol. 12, no. 4, pp. 427–446, Sep. 2017.\
Kusuma, P. D. (2020). Machine learning teori, Program dan Studi kasus. Deeppublish.
Lestarik, N., & Sapitri, R. C. (2016). Pengaruh Intellectual Capital Terhadap Nilai Perusahaan. Jurnal Akuntansi, Ekonomi dan Manajemen Bisnis, 29.
Lexy J. Meleong, Metodelogi Penelitian Kualitatif (Bandung: PT. Remaja Rosdakarya, 2007). H4.
M. Seyedan and F. Mafakheri, “Predictive big data analytics for supply chain demand forecasting: methods, applications, and research opportunities” J. Big Data, vol. 7, no. 1, pp. 1–22, Jul. 2020.
Mitchell, T.M. (2001). Machine Learning. In Intelligence System reference Library (Vol. 17). https://doi.org/10.1007/978-3-642-21004-4_10
M. Sobron & Lubis, “Implementasi Artificial Intelligence Pada Sistem Manufaktur Terpadu,” Semin. Nas.Tek. UISU, vol.4 no. 1, pp. 1-7, 2021, [Online]. Available: https://jurnal.uisu.ac.id/index.php/semnastek/article/view/4134
Miles, Matthew B and A. Michele Huberman. 2005. Qualitative Data Analysis, A Methods Sourcebook, Edition 3. USA: Sage Publication. Terjemahan Tjejep Rohindi, UI-Press.
N. Calixto and J. Ferreira, “Salespeople performance evaluation with predictive analytics in B2B” Appl. Sci., vol. 10, no. 11, p. 4036, Jun. 2020.
Prayitno 2001 Definisi Teknologi Menurut Ekonomi. Dalam Ilyas Meningkatkan Sistem E-Government. Bangka: https://bangka.go.id/
Rahmawati, D., Kristanto, T., Pratama, B. F. S., & Abiansa, D. B. (2022). Prediksi Pelaku Perjalanan Luar Negeri Di Masa Pandemi COVID-19 Menggunakan Metode Regresi Linier Sederhana. Journal of Information System Research (JOSH), 3(3), 338-343.
Ricky Lie Jaya. 2022. Implementasi Model Machine Learning Dalam Memprediksi Retrun Saham (Studi Kasus Pada Perusahaan yang Terdaftar di LQ45 Periode 2012-2021). Skripsi tidak diterbitkan. Jakarta: Prodi Akuntansi FEB UIN Syarif Hidayatullah Jakarta.
Rich, E., Knight, K., & B Nair, S. (2019). Artificial Intelligence (3rd ed.). The McGrow Hill.
Roziq, M. (2021). Mengenal Apa itu AI (Artificial Intelligence)? Berikut Tipe, Bentuk dan Penerapannya dalam Kehidupan. https://caraguna.com/apa-itu-ai-artificial-intelligence-berikut-tipe-bentuk-dan-penerapannya-dalam-kehidupan/
Rianto, M., & Yunis, R. (2021). Analisis Runtun Waktu Untuk Memprediksi Jumlah Mahasiswa Baru Dengan Model Random Forest. Paradigma, 23(1).
Rokhlinasari, S. (2015). Teori –Teori dalam Pengungkapan Informasi Corporate Social Responbility Perbankan. Al Amwal Jurnal Kajian Ekonomi dan Perbankan Syariah Vol 7, No 1, 8-9.
Samsudiney, (2019). Algoritma Supervisid Learning dan Unsupervised Learning dalam Pengelolaan Data. Ejournal Uniramalang, April, Vol.4 No.2. https://ejournal.uniramalang.ac.id/index.php/g-tech/article/view/635
Siringoringo, R., Perangin-angin, R., & Purba, M. J. (2021). Segmentasi Dan Peramalan Pasar Retail Menggunakan Xgboost Dan Principal Component Analysis. METHOMIKA: Jurnal Manajemen Informatika & Komputerisasi Akuntansi, 5(1), 42-47.
Setyaningsih, H. (2008). Pengaruh Tingkat Kesulitan Keuangan Perusahaan Terhadap Konservatisme Akuntansi. Jurnal Akuntansi dan Investasi Vol. 9 No. 1, halaman: 91-107, 94.
Thomsett, M. C. (1998). Mastering Fundamental Analysis. Chicago: Dearborn Financial Publishing. Dalam Button, R. S., & Barto, A. G. (2018). Reinforcement Learning, second edition: An Introduction. Cambridge: MIT Press.
Zidek, K., Pitel, J & Hosovsk, A. (2017). Machine Learning algoritma implementasi into embedded system with web application user interface. 2017. IEEE 21st. International Conference on Intelligence Emgineering System (INES), 77-82.
Published
2025-01-31
How to Cite
Asmarani, H., Suyanto, S., & Nusantoro, J. (2025). Implementasi Model Machine Learning dalam Membaca Data Foreign Sell pada Saham. Expensive: Jurnal Akuntansi Dan Keuangan, 4(1), 85-96. https://doi.org/10.24127/exclusive.v4i1.8463
Section
Articles
