Penerapan Gradient Boosting Regression dalam Prediksi Pergerakan Harga Emas Berdasarkan Pendekatan Moving Average of VWAP
DOI:
https://doi.org/10.22441/incomtech.v15i1.28304Keywords:
Emas, Gradient Boosting Regeression, Moving Average, VWAP.Abstract
Pergerakan Harga emas dipengaruhi oleh berbagai faktor ekonomi, inflasi, penawaran dan permintaan, serta kebijakan moneter, yang membuat prediksi Harga emas menjadi penting bagi investor. Penelitian ini bertujuan untuk mengembangkan model prediksi Harga emas menggunakan pendekatan Moving Average of VWAP dan Algoritma Gradient Boosting Regression. Data diambil dari situs www.investing.com, mencakup periode 14 Januari 2016 hingga 12 April 2024. Metode penelitian meliputi pembersihan data. Penskalaan dengan StandardScaler, dan pembagian data menjadi set pelatihan dan pengujian, Moving Average of VWAP digunakan untuk menganalisis Harga berdasarkan volume perdagangan, sementara Algoritma Gradient Boosting Regression digunakan untuk klasifikasi dan prediksi Harga actual dan prediksi. Hasil penelitian menunjukan Tingkat akurasi yang sangat tinggi dengan R-Squared (R2) mencapai 0.99 dan evaluasi kinerja model menunjukan MAE sebesar 6.2955, MSE sebesar 78.0802, RMSE sebesar 8.8317. hasil ini menunjukan bahwa model prediksi yang dihasilkan dapat menjadi alat yang efektif bagi investor dalam pengambilan Keputusan investasi emas yang lebih informasional dan strategis.
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