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Dengue fever is still a crucial public health problem in Indonesia, with the highest fatality rate (CFR) is 1.01% in East Java, Malang Regency. One of the solutions to control the death rate and cases is to forecast the cases number. This study proposed ensemble forecasting that build from several penalized regressions. Penalized regressions are able to overcome linear regression analysis’ shortcomings by using penalty values, that will affect regression’s coefficient, resulting on regression model with a slight bias in order to reduce parameter estimations and prediction values' variances. Penalized regressions are evaluated and built as ensemble forecasting method to minimize the shortcomings of other existing model, so it could produce more accurate values comparing to single penalized regression model. The result showed that the ensemble model `consists of smoothly clipped absolute deviation (SCAD) and Elastic-net is sufficient to capture data patterns with root mean squared error (RMSE) 6.38.

The stock market is one of the investment choices that always have traction from time to time. Aside from being a means of corporate funding, investing in the stock market can benefit investors. Investing also has a higher risk because the pattern of stock prices is volatile, which is caused by internal and external factors. One external factor that affects stock prices is the macro-economic, where these factors are events that occur in a country where one of the economic sectors affected is stock prices. Investors often feel confused about the right time in decisions making related to buying or selling stock. One way to look at how the prospect of stock prices is a stock price forecasting activity. For this study, we will be making use of the recurrent neural network (RNN) to forecast stock prices for the next periods. This research involves two variables: the closing stock price and the rupiah exchange rate against the dollar for the daily period. We achieve a MAPE value of 1.546% for RNN model without the variable foreign exchange rate and 1.558% for the RNN model that uses the foreign exchange rate against the dollar.