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Abstract
Stock price prediction remains one of the most demanding challenges in financial analytics due to the inherently non-linear and temporally dependent nature of market data. This study proposes a deep learning framework based on Simple Recurrent Neural Network (SimpleRNN) for next-day closing price prediction of PT Telkom Indonesia (Persero) Tbk (TLKM.JK), one of Indonesia's most actively traded blue-chip stocks on the Indonesia Stock Exchange (IDX). The model was trained on 4,434 daily OHLCV observations from 2008 to 2026 sourced via Yahoo Finance, augmented with six engineered features encompassing momentum, trend, and volatility indicators. A sliding window of ten timesteps was employed to encode sequential dependencies. To ensure result reliability, the model was evaluated across five independent runs under identical hyperparameter configurations. The mean performance metrics were: MAE = Rp 67.50, RMSE = Rp 89.13, MAPE = 2.00%, and R² = 0.9775, indicating high predictive accuracy and cross-run stability. Error analysis revealed a near-symmetric distribution (skewness = 0.029) with a slight overestimation tendency (56.4%). The trained model was subsequently integrated into a FastAPI-based REST endpoint with SQLite persistence and an interactive multi-range candlestick dashboard, forming a deployable investment decision-support prototype. These findings demonstrate that SimpleRNN, when combined with systematic feature engineering and robust deployment architecture, can serve as a practical and computationally efficient tool for short-term equity price forecasting in emerging digital business contexts.
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References
- Andriyanto, D., & Rianto, Y. (2022). Optimization of recurrent neural network in Indonesia stock exchange price prediction modeling. Journal of Information Systems, Informatics and Computing, 6(1), 1–10. https://doi.org/10.52362/jisicom.v6i1.744
- Bakri, R., Alam, S., Astuti, N. P., & Bakhtiar, M. I. (2025). Optimizing machine learning models for graduation on time prediction: A comparative study with resampling and hyperparameter tuning. Jurnal Online Informatika (JOIN), 10(2), 270–285. https://doi.org/10.15575/join.v10i2.1590
- Budiharto, W. (2021). Data science approach to stock prices forecasting in Indonesia during Covid-19 using Long Short-Term Memory (LSTM). Journal of Big Data, 8(1), 1–9. https://doi.org/10.1186/s40537-021-00430-0
- Darnis, F., Rahman, A., & Ansori, Y. (2025). Akurasi model algoritma Recurrent Neural Network untuk prediksi saham syariah. TEKNOMATIKA, 15(1), 17–24. https://ojs.palcomtech.ac.id/index.php/teknomatika/article/view/690
- Dwiandiyanta, B. Y., Hartanto, R., & Ferdiana, R. (2025). Harnessing deep learning and technical indicators for enhanced stock predictions of blue-chip stocks on the Indonesia Stock Exchange (IDX). Engineering, Technology & Applied Science Research, 15(1), 20348–20357. https://doi.org/10.48084/etasr.9850
- Dwiandiyanta, B. Y., Hartanto, R., & Ferdiana, R. (2025). Optimization of stock predictions on Indonesia Stock Exchange: A new hybrid deep learning method. Engineering, Technology & Applied Science Research, 15(1), 19370–19379. https://doi.org/10.48084/etasr.9363
- Fischer, T., & Krauss, C. (2018). Deep learning with long short-term memory networks for financial market predictions. European Journal of Operational Research, 270(2), 654–669. https://doi.org/10.1016/j.ejor.2017.11.054
- Hadi, M. F., & Priyanto, D. (2025). Perbandingan kinerja RNN, LSTM, dan GRU dalam prediksi harga saham TLKM menggunakan deep learning. Seminar Nasional CORISINDO 2025, 265–270
- Haryono, A. T., Sarno, R., & Sungkono, K. R. (2024). Stock price forecasting in Indonesia stock exchange using deep learning: A comparative study. International Journal of Electrical and Computer Engineering, 14(1), 861–869. https://doi.org/10.11591/ijece.v14i1.pp861-869
- Khan, A. H., Shah, A., Ali, A., Shahid, R., Zahid, Z. U., Sharif, M. U., Jan, T., & Zafar, M. H. (2023). A performance comparison of machine learning models for stock market prediction with novel investment strategy. PLOS ONE, 18(9), e0286362. https://doi.org/10.1371/journal.pone.0286362
- Pipin, S. J., Purba, R., & Kurniawan, H. (2023). Prediksi saham menggunakan Recurrent Neural Network (RNN-LSTM) dengan optimasi Adaptive Moment Estimation. Journal of Computer System and Informatics, 4(4), 806–815. https://doi.org/10.47065/josyc.v4i4.4014
- Pratama, F. R., Santoso, B., & Kacung, S. (2025). Prediksi harga saham PT Telkom menggunakan metode CNN-LSTM. Journal of Information System Management (JOISM), 7(1), 66–70. https://doi.org/10.24076/joism.2025v7i1.2087
- Ramadhani, G., Mahdiyah, U., & Wulanningrum, R. (2025). Prediksi harga saham batubara menggunakan Recurrent Neural Network (RNN). Prosiding Seminar Nasional Inovasi Teknologi (SEMNAS INOTEK), 9, 528–536.
- Sako, K., Mpinda, B. N., & Rodrigues, P. C. (2022). Neural networks for financial time series forecasting. Entropy, 24(5), 657. https://doi.org/10.3390/e24050657
- Saud, A. S., & Shakya, S. (2020). Analysis of look back period for stock price prediction with RNN variants: A case study on banking sector of NEPSE. Procedia Computer Science, 167, 788–798. https://doi.org/10.1016/j.procs.2020.03.419
- Switrayana, I. N., Hammad, R., Irfan, P., Sujaka, T. T., & Nasri, M. H. (2025). Comparative analysis of stock price prediction using deep learning with data scaling method. JTIM: Jurnal Teknologi Informasi dan Multimedia, 7(1), 78–90. https://doi.org/10.35746/jtim.v7i1.650
- Suyudi, M. A. D., Djamal, E. C., & Maspupah, A. (2019). Prediksi harga saham menggunakan metode Recurrent Neural Network. Seminar Nasional Aplikasi Teknologi Informasi (SNATi), A-33–A-38. Retrieved from https://journal.uii.ac.id/snati
- Zhang, Y., Li, C., & Wang, J. (2024). Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020–2022. WIREs Data Mining and Knowledge Discovery, 14(1), e1519. https://doi.org/10.1002/widm.1519
References
Andriyanto, D., & Rianto, Y. (2022). Optimization of recurrent neural network in Indonesia stock exchange price prediction modeling. Journal of Information Systems, Informatics and Computing, 6(1), 1–10. https://doi.org/10.52362/jisicom.v6i1.744
Bakri, R., Alam, S., Astuti, N. P., & Bakhtiar, M. I. (2025). Optimizing machine learning models for graduation on time prediction: A comparative study with resampling and hyperparameter tuning. Jurnal Online Informatika (JOIN), 10(2), 270–285. https://doi.org/10.15575/join.v10i2.1590
Budiharto, W. (2021). Data science approach to stock prices forecasting in Indonesia during Covid-19 using Long Short-Term Memory (LSTM). Journal of Big Data, 8(1), 1–9. https://doi.org/10.1186/s40537-021-00430-0
Darnis, F., Rahman, A., & Ansori, Y. (2025). Akurasi model algoritma Recurrent Neural Network untuk prediksi saham syariah. TEKNOMATIKA, 15(1), 17–24. https://ojs.palcomtech.ac.id/index.php/teknomatika/article/view/690
Dwiandiyanta, B. Y., Hartanto, R., & Ferdiana, R. (2025). Harnessing deep learning and technical indicators for enhanced stock predictions of blue-chip stocks on the Indonesia Stock Exchange (IDX). Engineering, Technology & Applied Science Research, 15(1), 20348–20357. https://doi.org/10.48084/etasr.9850
Dwiandiyanta, B. Y., Hartanto, R., & Ferdiana, R. (2025). Optimization of stock predictions on Indonesia Stock Exchange: A new hybrid deep learning method. Engineering, Technology & Applied Science Research, 15(1), 19370–19379. https://doi.org/10.48084/etasr.9363
Fischer, T., & Krauss, C. (2018). Deep learning with long short-term memory networks for financial market predictions. European Journal of Operational Research, 270(2), 654–669. https://doi.org/10.1016/j.ejor.2017.11.054
Hadi, M. F., & Priyanto, D. (2025). Perbandingan kinerja RNN, LSTM, dan GRU dalam prediksi harga saham TLKM menggunakan deep learning. Seminar Nasional CORISINDO 2025, 265–270
Haryono, A. T., Sarno, R., & Sungkono, K. R. (2024). Stock price forecasting in Indonesia stock exchange using deep learning: A comparative study. International Journal of Electrical and Computer Engineering, 14(1), 861–869. https://doi.org/10.11591/ijece.v14i1.pp861-869
Khan, A. H., Shah, A., Ali, A., Shahid, R., Zahid, Z. U., Sharif, M. U., Jan, T., & Zafar, M. H. (2023). A performance comparison of machine learning models for stock market prediction with novel investment strategy. PLOS ONE, 18(9), e0286362. https://doi.org/10.1371/journal.pone.0286362
Pipin, S. J., Purba, R., & Kurniawan, H. (2023). Prediksi saham menggunakan Recurrent Neural Network (RNN-LSTM) dengan optimasi Adaptive Moment Estimation. Journal of Computer System and Informatics, 4(4), 806–815. https://doi.org/10.47065/josyc.v4i4.4014
Pratama, F. R., Santoso, B., & Kacung, S. (2025). Prediksi harga saham PT Telkom menggunakan metode CNN-LSTM. Journal of Information System Management (JOISM), 7(1), 66–70. https://doi.org/10.24076/joism.2025v7i1.2087
Ramadhani, G., Mahdiyah, U., & Wulanningrum, R. (2025). Prediksi harga saham batubara menggunakan Recurrent Neural Network (RNN). Prosiding Seminar Nasional Inovasi Teknologi (SEMNAS INOTEK), 9, 528–536.
Sako, K., Mpinda, B. N., & Rodrigues, P. C. (2022). Neural networks for financial time series forecasting. Entropy, 24(5), 657. https://doi.org/10.3390/e24050657
Saud, A. S., & Shakya, S. (2020). Analysis of look back period for stock price prediction with RNN variants: A case study on banking sector of NEPSE. Procedia Computer Science, 167, 788–798. https://doi.org/10.1016/j.procs.2020.03.419
Switrayana, I. N., Hammad, R., Irfan, P., Sujaka, T. T., & Nasri, M. H. (2025). Comparative analysis of stock price prediction using deep learning with data scaling method. JTIM: Jurnal Teknologi Informasi dan Multimedia, 7(1), 78–90. https://doi.org/10.35746/jtim.v7i1.650
Suyudi, M. A. D., Djamal, E. C., & Maspupah, A. (2019). Prediksi harga saham menggunakan metode Recurrent Neural Network. Seminar Nasional Aplikasi Teknologi Informasi (SNATi), A-33–A-38. Retrieved from https://journal.uii.ac.id/snati
Zhang, Y., Li, C., & Wang, J. (2024). Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020–2022. WIREs Data Mining and Knowledge Discovery, 14(1), e1519. https://doi.org/10.1002/widm.1519
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