?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=MODEL+VECTOR+AUTOREGRESSIVE-GATED+RECURRENT%0D%0AUNIT+(VAR-GRU)+TERHADAP+HARGA+SAHAM+INDUSTRI%0D%0A%0D%0AFARMASI+PERIODE+2020-2023&rft.creator=%09Clara+%2C+Merinda+%09&rft.subject=500+ilmu+pengetahuan+alam+dan+matematika&rft.subject=510+Matematika&rft.description=Pharmaceutical+stock+prices+have+soared+dramatically+due+to+critical+public%0D%0Ahealth+factors+due+to+the+COVID-19+pandemic.+With+the+occurrence+of+unstable%0D%0Astock+price+fluctuations%2C+a+system+is+needed+that+can+be+used+to+forecast+how%0D%0Astock+prices+will+move+in+the+future.+Utilizing+the+power+of+Vector%0D%0AAutoregressive+(VAR)+in+linear+relationship+analysis+and+the+ability+of+Gated%0D%0ARecurrent+Unit+(GRU)+in+capturing+nonlinear+patterns%2C+a+hybrid+VAR-GRU%0D%0Amodel+is+applied+in+the+hope+of+improving+forecasting+accuracy.+This+research%0D%0A%0D%0Aforecasts+the+daily+stock+price+data+of+Kalbe+Farma+company.+The+hybrid+VAR-%0D%0AGRU+model+with+a+scheme+of+90%25+training+data+and+10%25+testing+data+is+the+best%0D%0A%0D%0Amodel+with+a+MAPE+value+of+0.0143+and+a+T%0D%0A%0D%0A2+Hotelling+test+p-value+of+0.066.%0D%0A%0D%0AKeywords%3A+VAR%2C+GRU%2C+Hybrid+VAR-GRU%2C+Stock+Forecasting%0D%0AHarga+saham+farmasi+sangat+melonjak+drastis+karena+faktor+kesehatan+masyarakat%0D%0Ayang+sedang+kritis+akibat+pandemi+COVID-19.+Dengan+terjadinya+fluktuasi+harga%0D%0Asaham+yang+tidak+stabil%2C+diperlukan+sebuah+sistem+yang+dapat+digunakan+untuk%0D%0Ameramalkan+bagaimana+harga+saham+akan+bergerak+di+masa+depan.%0D%0AMemanfaatkan+kekuatan+Vector+Autoregressive+(VAR)+dalam+analisis+hubungan%0D%0Alinier+dan+kemampuan+Gated+Recurrent+Unit+(GRU)+dalam+menangkap+pola%0D%0Anonlinier%2C+model+hybrid+VAR-GRU+diterapkan+dengan+harapan+dapat%0D%0Ameningkatkan+akurasi+peramalan.+Penelitian+ini+meramalkan+data+harga+saham%0D%0Aharian+perusahaan+Kalbe+Farma.+Model+hybrid+VAR-GRU+dengan+skema+90%25%0D%0Adata+training+dan+10%25+data+testing+menjadi+model+terbaik+dengan+nilai+MAPE%0D%0Asebesar+0.0143+dan+p-value+uji+T%0D%0A%0D%0A2+Hotelling+sebesar+0.066.%0D%0A%0D%0AKata+Kunci%3A+VAR%2C+GRU%2C+Hybrid+VAR-GRU%2C+Peramalan+Saham&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM+&rft.date=2024-07-11&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87536%2F1%2FABSTRAK%2520-%2520Clara%2520Merinda.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87536%2F2%2FSKRIPSI%2520FULL-1%2520-%2520Clara%2520Merinda.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87536%2F3%2FSKRIPSI%2520TANPA%2520PEMBAHASAN%2520-%2520Clara%2520Merinda.pdf&rft.identifier=+++Clara+%2C+Merinda+++(2024)+MODEL+VECTOR+AUTOREGRESSIVE-GATED+RECURRENT+UNIT+(VAR-GRU)+TERHADAP+HARGA+SAHAM+INDUSTRI+FARMASI+PERIODE+2020-2023.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM+%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F87536%2F