Abstrak- Saham adalah salah satu bentuk investasi yang dapat memindah tangankan kepemilikan perusahaan. Saham diperjual-belikan di lantai bursa, salah satunya yang berada di Indonesia adalah IDX (Indonesia Stcok Exchange). IDX adalah pihak penyelenggara dan penyedia sistem dan sarana yang mempertemukan penawaran jual beli Efek pihak-pihak lain dengan tujuan memperdagangkan Efek diantara mereka. Harga saham yang sangat fluktuatif sangat beresiko dapat menimbulkan kerugian kepada para trader ataupun investor, tetapi harga saham masih dapat diprediksi. Model prediksi pergerakan harga saham yang akurat dapat membantu para investor dalam pertimbangan pengambilan keputusan. Ada beberapa variabel yang mempengaruhi nilai return saham, yang sifatnya linier dan non-linier terhadap return harga saham. Prediksi harga saham ini akan sangat berguna bagi investor untuk mengetahui bagaimana alur investasi bekerja dan tentunya akan sangat membantu untuk mengurangi tingkat kerugian. Penelitian ini bertujuan untuk menerapkan metode Support Vector Machine (SVM) dalam melakukan prediksi harga saham harian PT. Garuda Indonesia, Tbk yang mana hasil akhirnya berupa nilai akurasi prediksi harga saham. Data yang digunakan dalam penelitian ini adalah data sekunder berupa data historis harga saham harian sejak tanggal 18 Maret 2019 sampai dengan tanggal 23 April 2021. Penelitian ini menunjukkan bahwa menggunakan metode SVM mampu memprediksi harga saham dengan nilai akurasi prediksi sebesar 0.545. Abstract- Stock is one of the investment firms that can transfer ownership of a company. Shares are traded on the stock exchange floor, one of which is in Indonesia is IDX (Indonesia Stock Exchange). IDX is the provider of systems and facilities that bring together other parties' buying and selling offers for the purpose of trading Securities between them. Very volatile stock prices are very risky, which can cause losses to traders or investors, but stock prices are still predictable. An accurate prediction model for stock price movements can help investors in considering decision-making. Several variables affect the value of stock returns, which are linear and non-linear on stock price returns. This stock price prediction will be very useful for investors to find out how the investment flow works and of course will be very helpful to reduce the level of losses. This study aims to apply the Support Vector Machine (SVM) method in predicting the daily stock price of PT. Garuda Indonesia, Tbk, where the result is the accuracy of the stock price prediction. The data used in this study is secondary data in the form of historical data on daily stock prices from March 18, 2019, to April 23, 2021. This study shows that using the SVM method can predict stock prices with a predictive accuracy value of 0.545.
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