Application of Support Vector Regression in Time Series Analysis of Dior Stock Prices
DOI:
https://doi.org/10.31102/zeta.2025.10.1.51-60Keywords:
Dior’s Stock Price, Radial Basis Function, Support Vector RegressionAbstract
Christian Dior (Dior) is a multinational company focusing on luxury goods, including fashion products, cosmetics, and accessories. In 2020–2024, Dior's share price will experience significant fluctuations influenced by financial performance, global market trends, etc. These fluctuations require investors to implement appropriate strategies to minimize the risk of losses and support sustainable economic growth. This step aligns with goal 8 of the Sustainable Development Goals (SDGs), emphasizing the importance of sustainable economic growth through investment and infrastructure development for economic prosperity. One of the effective methods for modeling and predicting stock prices is Support Vector Regression (SVR). By applying SVR using the Radial Basis Function (RBF) kernel, this study shows that the model can generate predictions with a MAPE value of 2.5864% on the test data. The SVR method is expected to provide accurate predictions, making it a helpful tool for investors and market analysts to make better investment decisions.
Downloads
References
Aisyah, S., Wahyuningsih, S., & Amijaya, F. (2021). Peramalan Jumlah Titik Panas Provinsi Kalimantan Timur Menggunakan Metode Radial Basis Function Neural Network. Jambura Journal of Probability and Statistics, 64-74. https://doi.org/10.34312/jjps.v2i2.10292
Arfan, A., & Lussiana, E. (2020). Perbandingan algoritma long short-term memory dengan SVR pada prediksi harga saham di Indonesia. PETIR, 13 (1), 33–43. https://doi.org/10.33322/petir.v13i1.858
Bawues, J. P., Mongi, C. E., & Salaki, D. T. (2022). Perbandingan Metode Support Vector Regression menggunakanKernel Radial Basis Function dan Kernel Linear dalam Peramalan Laju Inflasi di Kota Manado. d'Cartesian, 75-81. https://doi.org/10.35799/dc.11.2.2022.39931
Faisol, F., Ukhrowi, P., Mardianto, M. F., Yudistira, I., & Kuzairi, K. (2022). Comparison of Salinity and Seawater Temperature Predictions Using VAR and Biresponse Fourier Series Estimator. Barekeng: Jurnal Ilmu Matematika dan Terapan, 1465–1476. https://doi.org/10.30598/barekengvol16iss4pp1465-1476
Fajri, M., & Primajaya, A. (2023). Komparasi Teknik Hyperparameter Optimization pada SVM untuk Permasalahan Klasifikasi dengan Menggunakan Grid Search dan Random Search. Journal of Applied Informatics and Computing, 7(1), 10-15. Gananta, I. M., Purnama, I. N., & Fredlina, K. Q. (2023). Optimasi Prediksi Harga Emas Dengan Metode Support Vector Regression (Svr) Menggunakan Algoritma Grid Search. JATI (Jurnal Mahasiswa Teknik Informatika), 7(6), 3160-3165. https://doi.org/10.30871/jaic.v7i1.5004
Isnaeni, R., Sudarmin, S., & Rais, Z. (2022). Analisis Support Vector Regression (SVR) dengan Kernel Radial Basis Function (RBF) Untuk Memprediksi Laju Inflasi di Indonesia. VRIANSI: Journal of Statistics and Its application on Teaching and Research, 30-38. https://doi.org/10.35580/variansiunm13
Liu, X., Ji, K., Fu, Y., Tam, W., Du, Z., Yang, Z., & Tang, J. (2021). P-Tuning V2: Prompt Tuning Can Be Comparable to Fine-Tuning Universally Across Scales and Tasks. arXiv preprint arXiv:2110.07602. https://doi.org/10.48550/arXiv.2110.07602
Mahgfirah, A. A., Hikmah, H., & Rahayu, P. I. (2025). Analisis Support Vector Regression untuk Meramalkan Saham Perusahaan Dss di Indonesia. VARIANSI: Journal of Statistics and Its application on Teaching and Research, 7(01). Muhammad, M., Wahyuningsih, S., & Siringoringo, M. (2021). Peramalan Nilai Tukar Petani Subsektor Peternakan Menggunakan Fuzzy Time Series Lee. Jambura Journal of Mathematics, 1-15. https://doi.org/10.35580/variansiunm356
Ngui, S. W. (2023, Maret 2). How to use Support Vector Machine to Predict Stock Prices. Dipetik Desember 20, 2024, dari https://swngui.medium.com/how-to-use-support-vector-machine-to-predict-stock
Ningrum, R. S., & Sukresna, I. (2024). The Influence Of Brand Experience, Brand Attitude, Brand Perceived Quality, And Brand Satisfaction On Brand Equity (Study On Consumer Of Dior Perfume At Dki Jakarta). Semarang: Doctoral Dissertation, Undip: Fakultas Ekonomika dan Bisnis.
Pratama, R. D. ., Sagita, V. ., & Anjelina, D. . (2025). KEPUTUSAN INVESTASI DAN PROFITABILITAS TERHADAP NILAI PERUSAHAAN MANUFAKTUR SEKTOR MAKANAN DAN MINUMAN YANG TERDAFTAR DI BEI. JAKA (Jurnal Akuntansi, Keuangan, Dan Auditing), 6(1), 79–91. https://doi.org/10.56696/jaka.v6i1.11765
Purnama, D. I., & Hendarsin, O. P. (2020). Peramalan Jumlah Penumpang Berangkat Melalui Transportasi Udara di Sulawesi Tengah Menggunakan Support Vector Regression (SVR). Jambura Journal Of Mathematics, 49-59. https://doi.org/10.34312/jjom.v2i2.4458
Purwoko, C. F., Sediono, Saifudin, T., & Mardianto, M. F. (2023). Prediksi Harga Ekspor Non Migas di Indonesia Berdasarkan Metode Estimator Deret Fourier dan Support Vector Regression. Inferensi, 6(1), 45-55.
Saadah, S. (2021). Support Vector Regression (SVR) Dalam Memprediksi Harga Minyak Kelapa Sawit di Indonesia dan Nilai Tukar Mata Uang EUR/USD. Journal of Computer Science and Informatics Engineering (J-Cosine), 5(1), 85-92. https://doi.org/10.29303/jcosine.v5i1.403
Unites Nations. (2023). Sustainable Development Goals: Goal 8. Diambil kembali dari https://sdgs.un.org/goals/goal8
Yahoo Finance. (2024). Christian Dior SE (CDI.PA) Stock Price, News, Quote & History. Diambil kembali dari https://finance.yahoo.com/quote/CDI.PA/
