PREDIKSI DATA HARGA SAHAM HARIAN MENGGUNAKAN FEED FORWARD NEURAL NETWORKS (FFNN) DENGAN PELATIHAN ALGORITMA GENETIKA (Studi Kasus pada Harga Saham Harian PT. XL Axiata Tbk)

Abstract

Artificial neural network (ANN) or Neural Network (NN) is an information processing system that has characteristics similar to biological neural networks. One of the ANN models have network is quite simple and can be applied to time series data prediction is Feed Forward Neural Networks (FFNN). In general, FFNN trained using Backpropagation algorithm to obtain weights, but performance will decrease and trapped in a local minimum when applied to data that have great complexity like financial data. The solution to this problem is to train FFNN using Genetic Algorithm (GA). GA is a search algorithm that is based on the mechanism of natural selection and genetics to determine the global optimum. Training FFNN using GA is a good solution but the problem is how to understand the workings of FFNN training using the GA, the determination of the combination of the probability of crossover (), number of populations, number of generations, and the size of the tournament (k) on the AG to produce predictive value approaching actual value. One possible option is to use the technique of trial-end-error by experimenting for some combination of these four parameters. Of the 64 times the application of the AG test results to train FFNN models on daily stock price data PT. XL Axiata Tbk obtained results are sufficiently accurate predictions indicated by the proximity of the target to the output of the crossover probability () 0.8, a population of 50, the number of generations 20000 and tournament size of 4 produces the testing RMSE 107.4769.