The goal is to predict how the value of the stock exchanges of New York will throughout 2022
The result shows that the New York stock exchange value will be predicted to decline from June to August 2021, where the lowest point is less than 10,000. After that, it will tend to increase until it reaches around 20,000 in the middle of 2022
Through the Machine Learning approach, I made a time series forecasting to predict data for the next year based on data from the previous time. I used Neural Network algorithm with LSTM architecture for the model training
OVERVIEW
This project is the data analytics project that utilizes time series in predicting the future trend. The dataset used in this project is stock exchange data from 1965 to 2021 with a total of 13,947 samples. Those data only refer to data with index 'NYA'.
I used the Neuron Network algorithm with LSTM architecture for model training with a total of 31,145 parameters used. I divided the dataset into two parts, the training set and the validation set with a proportion of 80:20.
Based on the results of model training, the MAE rate obtained was 9.87% with a loss rate of 1.03%. After training the model, it was used to predict the data over the next year. Prediction results are shown in the line graph below.
