Journal
Stock Return Prediction Using Voting Regressor Ensemble Learning
Recursive Journal of Informatics · Vol. 1 No. 2 (2023) · pp. 55–63
- ISSN
- 2986-6588, 2963-5551
- Published
- 2023-09-29
- Publisher
- Universitas Negeri Semarang
- Language
- eng
Abstract
Abstract. The value of return on stock prices is often used in predicting profits in the process of buying and selling shares based on the calculation of the return on investment. The calculation of the value of return on stock prices can be predicted automatically at certain periods, both weekly and daily Purpose: The problem faced is determining a good algorithm for making predictions due to fluctuating data on stock prices making it difficult to predict. Methods: The stages carried out by the researcher include the data preprocessing stage and then proceed to the Exploratory Data Analysis (EDA) stage to get a pattern from the data, followed by the modeling stage on the data. This research was developed using the Python programming language where the models used to make predictions can be obtained in real-time. Result: The results obtained in this study show that the Voting Regressor has the best model with an error rate of 0.032523 using Root Mean Square Error (RMSE). The results of this study can be further developed to automatically predict stock return values in the future.
Collaboration network of the authors
40 authors · 103 co-authorship links · 19 across different organisations · showing the 40 most connected
Hover or tap a name to highlight its co-authors. Double-click to open the author's page.
- State University of Semarang
- Institut Teknologi Kalimantan
- Tun Hussein Onn University of Malaysia
- Universitas PGRI Palembang
- Affiliation unknown
- Different organisations
- Same organisation
- Affiliation unknown
- Thicker line = more joint articles · bigger circle = more articles
Show as table
| Co-author | Organisation | Joint articles |
|---|---|---|
| Endang Sugiharti | State University of Semarang | 5 |
| Florentina Yuni Arini | State University of Semarang | 3 |
| Rochmad Rochmad | Affiliation unknown | 3 |
| Amin Suyitno | Affiliation unknown | 3 |
| Alamsyah Alamsyah | Institut Teknologi Kalimantan | 2 |
| Anggyi Trisnawan Putra | Affiliation unknown | 2 |
| Novanka Agnes Sekartaji | Affiliation unknown | 2 |
| Irfan Fajar Muttaqin | Affiliation unknown | 2 |
| Dwijanto Dwijanto | Affiliation unknown | 2 |
| Putriaji Hendikawati | Affiliation unknown | 2 |
| Mashuri Mashuri | Affiliation unknown | 2 |
| Budi Prasetiyo | State University of Semarang | 1 |
| Much Aziz Muslim | Tun Hussein Onn University of Malaysia | 1 |
| Jumanto Jumanto | State University of Semarang | 1 |
| Rofik Rofik | State University of Semarang | 1 |
| Arif Widiyatmoko | State University of Semarang | 1 |
| Stephani Diah Pamelasari | State University of Semarang | 1 |
| Arka Yanitama | State University of Semarang | 1 |
| Melissa Salma Darmawan | State University of Semarang | 1 |
| Aji Saputra | Universitas PGRI Palembang | 1 |
| Desy Fitria Astutianingtyas | Affiliation unknown | 1 |
| Syafa Nabilah Syahputra | Affiliation unknown | 1 |
| Athoillah Athoillah | Affiliation unknown | 1 |
| Kholiq Budiman | Affiliation unknown | 1 |
| zaenal abidin | Affiliation unknown | 1 |
| Anggoro Sakti Anindhito | Affiliation unknown | 1 |
| Fajar Sujito | Affiliation unknown | 1 |
| Anita Wahyu Melinda | Affiliation unknown | 1 |
| Isa Akhlis | State University of Semarang | 1 |
| Achmad Wahyu Hidayat | Affiliation unknown | 1 |
| Dian Rahman Syahputra | Affiliation unknown | 1 |
| Safit Firmansyah | Affiliation unknown | 1 |
| Anggil Agusta | Affiliation unknown | 1 |
| Fachrizal Ahdy Andoyo | Affiliation unknown | 1 |
| Margareta Ayu Riantik | Affiliation unknown | 1 |
| Dandi Indra Wijaya | Affiliation unknown | 1 |
| Hanif Nur Cahyani | Affiliation unknown | 1 |
| Andhika Seno Tamtama | Affiliation unknown | 1 |
Affiliations come from OpenAlex; journal OAI-PMH metadata carries none. Authors without an OpenAlex ID are matched by name, which can merge or split people.