Comparison of data mining algorithm in predicting TLKM stock price.

The stock price in the capital market moves randomly, the high low stock price is influenced by many factors. Therefore, it is necessary to predict the stock price so that it can help investors to see the future prospects of investment. In this study, TLKM's stock price prediction will be conducted by comparing several algorithm models, namely Neural Network (NN), Linear Regression (LR), and Support Vector Machine (SVM). To measure the accuracy level of each algorithm model used validation model 10 Fold Cross Validation and evaluation using Root Mean Squared Error (RMSE). The results of this study concluded that TLKM stock price data can be predicted using Neural Network (NN) algortima model, with rmse prediction accuracy of 24,102 +/-2,415 (micro: 24,258 +/-0,000) smallest compared to other algorithm models. [ABSTRACT FROM AUTHOR]