FINANCIAL FORECASTING AND MACHINE LEARNING: A BIBLIOMETRIC ANALYSIS OF GLOBAL RESEARCH TRENDS
DOI:
https://doi.org/10.29303/akurasi.v9i1.839Kata Kunci:
Bibliometrik, financial forecasting, machine learning, deep learning, stock marketAbstrak
Pesatnya pertumbuhan aplikasi kecerdasan buatan (artificial intelligence) dalam bidang keuangan telah menghasilkan literatur yang luas, namun tinjauan komprehensif mengenai struktur intelektualnya masih terbatas. Penelitian ini bertujuan untuk memetakan dan menganalisis tren riset global dalam peramalan keuangan (financial forecasting) dan prediksi harga saham menggunakan machine learning antara tahun 2015 dan 2025. Dengan menggunakan pendekatan bibliometrik, sebanyak 197 artikel terindeks Scopus dianalisis melalui paket Bibliometrix di R Studio dengan mengikuti kerangka kerja PRISMA. Analisis ini mencakup performa publikasi, jaringan kolaborasi antarpenulis (co-authorship), serta evolusi tematik. Hasil penelitian menunjukkan tingkat pertumbuhan publikasi tahunan sebesar 13,98% dengan rata-rata 16,16 sitasi per dokumen. "Forecasting" muncul sebagai tema penelitian sentral yang terhubung erat dengan "machine learning", "financial markets", dan "LSTM." Kolaborasi internasional mencakup 32,99% dari total publikasi, dengan Tiongkok, India, dan Amerika Serikat sebagai kontributor utama. Evolusi tematik menunjukkan adanya pergeseran dari pendekatan ekonometrika tradisional menuju model prediksi berbasis kecerdasan buatan dan deep learning. Studi ini berkontribusi dengan menyediakan peta intelektual yang komprehensif mengenai riset peramalan keuangan berbasis AI serta mengidentifikasi arah penelitian masa depan bagi para akademisi, praktisi, dan pembuat kebijakan.
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