Febrian Wahyu Christanto

Work place: Department of Information Technology, Universitas Semarang, Semarang, Indonesia

E-mail: febrian.wahyu.christanto@usm.ac.id

Website:

Research Interests: Internet of Things, Computer Networking, Software Engineering

Biography

Febrian Wahyu Christanto received the B.S. degree in Informatic Engineering in 2010 and his M.S. in Information System in 2012 respectively from the Satya Wacana Christian University, Salatiga, Indonesia. Since 2013 he has been an assistant professor at the Information Technology Department of Universitas Semarang, Indonesia. He has published several journal and conference articles in his areas and active as a reviewer and guest editor in many journals. His research interests include computer networking, internet of things, and software engineering.

Author Articles
The Impact of Financial Statement Integration in Machine Learning for Stock Price Prediction

By Febrian Wahyu Christanto Victor Gayuh Utomo Rastri Prathivi Christine Dewi

DOI: https://doi.org/10.5815/ijitcs.2024.01.04, Pub. Date: 8 Feb. 2024

In the capital market, there are two methods used by investors to make stock price predictions, namely fundamental analysis, and technical analysis. In computer science, it is possible to make prediction, including stock price prediction, use Machine Learning (ML). While there is research result that said both fundamental and technical parameter should give an optimum prediction there is lack of confirmation in Machine Learning to this result. This research conducts experi-ment using Support Vector Regression (SVR) and Support Vector Machine (SVM) as ML method to predict stock price. Further, the result is compared between 3 groups of parameters, technical only (TEC), financial statement only (FIN) and combination of both (COM). Our experimental results show that integrating financial statements has a neutral impact on SVR predictions but a positive impact on SVM predictions and the accuracy value of the model in this research reached 83%.

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