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Stocks Analysis and Forecasting

Overview

Project to forecast stock prices using the Long-Short Term Memory (LSTM) algorithm. The forecasted stocks consist of 4 stock codes on the Indonesia Stock Exchange (IDX), 2 stocks each in the banking sector, namely BBCA and BBNI, the mining sector, namely ADRO and INDY.

Prerequisite

  • Anaconda 3
  • Python 3

Installation

Installing library for crawling data (yfinance)

pip install yfinance
pip3 install yfinance

Installing library for forecasting (Keras and TensorFlow)

Keras

pip install keras
pip3 install keras

TensorFlow

pip install tensorflow
pip3 install tensorflow

TensorFlow using Conda

If you found issue with kernel after installing tensorflow using pip, then you can install using conda as follows below(creating a new environment is recommended).

conda install tensorflow

Result

  • BBCA

RMSE = 234.38500392654765

1

  • BBNI

RSME = 366.55772131988164

2

  • ADRO

RMSE = 110.05313726697713

3

  • INDY

RMSE = 90.1968382033163

4

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Project to forecast stock prices using the Long-Short Term Memory (LSTM) algorithm

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