PROYEKSI WAKTU POTENSIAL UNTUK BERINVESTASI MENGGUNAKAN ALGORITMA LONG SHORT-TERM MEMORY
DOI:
https://doi.org/10.24076/joism.2026v7i2.2400Keywords:
suku bunga, inflasi, ketenagakerjaan, strategi investasi, long short-term memoryAbstract
Penelitian ini bertujuan untuk memproyeksikan kondisi makroekonomi Indonesia pada periode 2025–2029 serta merumuskan strategi investasi yang relevan berdasarkan hasil forecasting menggunakan algoritma Long Short-Term Memory (LSTM). Tiga indikator ekonomi utama yang dianalisis meliputi tingkat suku bunga (Interest Rate), inflasi (Consumer Price Index), dan ketenagakerjaan (Non-Farm Payroll). Data historis bulanan dari tahun 1970 hingga 2023 digunakan untuk melatih model LSTM, yang kemudian menghasilkan prediksi nilai ketiga indikator tersebut secara tahunan. Hasil forecasting menunjukkan tren penurunan suku bunga dan inflasi secara bertahap, serta pertumbuhan ketenagakerjaan yang meningkat dari tahun ke tahun. Berdasarkan hasil tersebut, strategi investasi disusun secara dinamis, menyesuaikan kondisi ekonomi makro pada setiap tahunnya. Strategi yang disarankan mencakup pendekatan konservatif pada awal periode (2025–2026) dan lebih agresif pada fase ekspansi ekonomi (2028–2029). Penelitian ini menunjukkan bahwa penggunaan model LSTM dapat membantu investor dalam menyusun keputusan investasi yang lebih tepat, berbasis pada proyeksi data makroekonomi yang akurat dan terukur.
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