JOURNAL ARTICLESendy Ardiansyah · Putu Nina Madiawati · Agus Maolana Hidayat
International Journal of Finance & Banking Studies · 2025
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This study investigates the application of Recurrent Neural Network (RNN) and Long Short-Term Memory (LSTM) models for predicting Bitcoin prices, with the objective of enhancing investment approaches. Given Bitcoin's significant volatility and inherent risk, accurate price forecasting is vital for making strategic decisions. The research evaluates model performance by analyzing Bitcoin price data spanning May 25, 2020, to May 25, 2024, employing quantitative methodologies like experimental design and predictive analysis. Results indicate the LSTM model achieves superior predictive accuracy over the RNN model, demonstrated by reduced Mean Absolute Percentage Error (MAPE) and Root Mean Squared Error (RMSE) figures. Additionally, the research delves into how these models affect the Dollar Cost Averaging (DCA) investment strategy, offering perspectives on the advantages and drawbacks of using machine learning to optimize cryptocurrency investments.
DOI 10.20525/ijfbs.v14i2.36221 Crossref citations1 OpenAlex citations
JOURNAL ARTICLERommy Pramudya · Rommy Pramudya
International Journal of Finance & Banking Studies · 2020
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The purpose of this study is to determine which indicators are more capable of showing more accurate sell and buy signals on the LQ45 index by using the oscillator indicator Moving Average Divergent Convergent (MACD), Bollinger Band, and Relative Strength Index (RSI). The results in this study indicate that the sell signal can be captured well by the Bollinger band and MACD indicators, but it cannot be captured properly by the RSI, the volume can be small or heading and are in the side ways, while the MACD plays a too slow role in capturing the signal buy compared to Bollinger bands and RSI. The use of a single indicator will never show a buy and sell signal that is really accurate, this is based on the results of research that shows the difference in timeliness in Bollinger, RSI and also MACD so that the combination of several types of indicators will be better compared to using single indicators. Although in statistics there are no significant differences, there are only differences in increment and improvement in the placement of existing values, but in this case, the order of this value is crucial for traders because it requires very high accuracy to determine the right decision in daily transactions.
DOI 10.20525/ijfbs.v9i1.66611 Crossref citations20 OpenAlex citations