Analyzing Company’s Share Purchase Value Based on Financial Reports Using Artificial Neural Network (ANN)

Because financial time series forecasting is sensitive to political, economic, and social factors, it is not a simple task. As a result, those who make investments in currency exchange and financial markets typically search for reliable models that can guarantee they will maximize their profile and minimize their losses. Fortunately, many studies have used a method from Artificial Neural Networks (ANNs) called Backpropagation, could improve the predictive accuracy of the behavior of the financial data over time. This paper aims to forecast stock share prediction from closing value of PT. Bank Central Asia Tbk, and PT. Bank Maybank Indonesia Tbk. The results show that the using Backpropagation gives the closest result. And for the rating of judgement for cast accuracy, it exceeded 10% accuracy, which means high accurate from the prediction. For further checking, comparing the results of research from Victor’s results, it almost hits the same accuracy percentage. Which means, these prediction are accurate enough to do time series forecasting.