Developing a Stock Prediction System Using Grammatical Evolution

Aditya Kusuma Setyanegara

Abstract


Stocks represent a popular investment model in contemporary markets. However, investing in stocks carries inherent risks, potentially leading to losses when purchased at high prices but sold at significantly lower values. Technical analysis is employed to examine historical stock price behavior in order to predict future price movements. The Grammatical Evolution method has been selected to address this issue, utilizing historical stock price data as input. By constructing a comprehensive grammar in Backus-Naur Form notation, Grammatical Evolution facilitates the exploration of numerous potential predictive models, allowing for a wide range of forecasting possibilities.

Keywords


Technical Analysis; Grammatical Evolution; Backus-Naur Form

Full Text:

PDF

References


Brealey, A. R., Myers, S. C., & Marcus, A. J. (2007). Fundamentals of corporate finance (5th ed.). McGraw-Hill.

Dalton, M. J. (2001). How the stock market works (3rd ed.). NYIF.

Darmadji, T., & Fakhruddin, H. M. (2001). Pasar modal di Indonesia. Salemba Empat.

Fauzan, R., Harsono, K., Meisandy, R. P., Barokah, M., & Muhaimin, M. I. (2024). Optimising human resource management as an effort to improve employee performance through digital attendance. Riwayat: Educational Journal of History and Humanities, 7(1), 16–25.

Frankel, J. A., & Froot, K. A. (1990). Chartists, fundamentalists, and trading in the foreign exchange market. The American Economic Review, 80(2), 181–185.

Gunaidi, A. A. (2010). The shortcut of MATLAB programming. Informatika.

Imran, M. F. (2024). Criminological examination of physical and psychological violence committed against children in the school environment. Riwayat: Educational Journal of History and Humanities, 7(1), 41–47.

Kirkpatrick, C. D., & Dahlquist, J. R. (2006). Technical analysis: The complete resource for financial market technicians. Financial Times Press.

Leung, J., Kern, K., & Dawson, J. (2007). Genetic algorithms and evolution strategies [Presentation slides].

Osler, K. (2000). Support for resistance: Technical analysis and intraday exchange rates. FRBNY Economic Policy Review, July.

Romulo, C. S., & Dalimunthe, Z. (2024). Effect of related party transaction and tax haven utilization on tax avoidance moderated by country-by-country reporting. Riwayat: Educational Journal of History and Humanities, 7(1), 26–40.

Sugiharto, A. (2006). Pemrograman GUI dengan MATLAB. Andi.

Suyanto. (2008). Evolutionary computation: Komputasi berbasis evolusi dan genetika. Informatika.

Taylor, M. P., & Allen, H. (1992). The use of technical analysis in the foreign exchange market. Journal of International Money and Finance, 11(3), 304–314.

Widhiantika, B. A. (2010). Peramalan harga dinar di Indonesia menggunakan grammatical evolution [Undergraduate thesis, Institut Teknologi Telkom].




DOI: https://doi.org/10.24815/jr.v8i2.45122

Article Metrics

Abstract view : 25 times
PDF - 19 times

Refbacks

  • There are currently no refbacks.


Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.

__________________________________________________________

Riwayat: Educatioanl Journal of History and Humanities


Published: Departemen of History Education, Faculty of Teacher Training and Education, Universitas Syiah Kuala, Provinsi Aceh. Indonesia

Situs web: https://jurnal.usk.ac.id/riwayat
Email: riwayat@usk.ac.id

Lisensi Creative Commons
Karya ini dilisensikan di bawah Lisensi Internasional Creative Commons Atribusi-BerbagiSerupa 4.0.