Study of Gated Recurrent Unit (GRU) and Extreme Gradient Boosting (XGBoost) Methods in Predicting the Closing Price of Garudafood Putra Putri Jaya Tbk., Indonesia

Time series analysis has become an important method in understanding and predicting the behavior of stock prices in financial markets. Gated Recurrent Unit (GRU) and Extreme Gradient Boosting (XGBoost) are methods that can be used to perform stock price predictions. The aim of this research is to compare the GRU and XGBoost methods in predicting the closing share price of Garudafood Putra Putri Jaya Tbk., Indonesia. The research results from comparing these two methods show that the GRU method is better than XGBoost. This is based on the MAPE and RMSE GRU values, namely 1% and 6.42 respectively. Meanwhile, the XGBoost method obtained a MAPE value of 1.8% and RMSE of 8.78. From these results it can be concluded that the use of the GRU method is better than XGBoost in predicting the closing price of PT Garudafood Putra Putri Jaya Tbk., Indonesia because it produces smaller MAPE and RMSE values