Stock Market Prediction Using Support Vector Regressor with Radial Basis Function Kernel
Antonius Ricky, Kennedy Genesius, Michelle Setiawan, Richardo Nugroho Jaya, Derwin Suhartono · 2022
Currently, one of the most popular types of investment by the Indonesian people is stocks. This is evidenced by data from the Indonesia Stock Exchange, until the end of 2020, the number of capital market investors increased 56% from 2019 to 3.88 million investors. The purpose of this study is to increase public interest, especially the millennial generation, to invest in stocks, to increase profits from investing in stocks, and to reduce suicides due to losses from investing in stocks. In addition, the method used in this study is the Support Vector Regressor. From this research, the results of the Support Vector Regressor Train results for Root Mean Square Error are 179.17, R2 are 1.0, and Mean Absolute Error are 1.48 while the Support Vector Regressor Test results for Root Mean Square Error are 228.79, R2 are 0.99, and Mean Absolute Error are 13.80. Therefore, the Support Vector Regressor model is suitable for predicting stock prices.