IMPLEMENTASI JARINGAN SARAF TIRUAN RADIAL BASIS FUNCTION (RBF) PADA PERAMALAN FOREIGN EXCHANGE (FOREX)

Saputri, Lia (2016) IMPLEMENTASI JARINGAN SARAF TIRUAN RADIAL BASIS FUNCTION (RBF) PADA PERAMALAN FOREIGN EXCHANGE (FOREX). S1 thesis, Universitas Pendidikan Indonesia.

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Abstract

Foreign Exchange (forex) saat ini telah berkembang menjadi salah satu model investasi yang menggiurkan karena memiliki tingkat pengembalian yang tinggi. Namun, tidak berbeda dengan investasi yang lainnya, forex juga memiliki resiko kerugian. Tinggi rendahnya resiko kerugian tergantung kepada keahlian dalam memprediksi pergerakan nilai forex. Salah satu cara yang dapat dilakukan untuk memprediksi nilai forex adalah dengan forecasting. Untuk penyelesaian forecasting forex dapat menggunakan jaringan saraf tiruan Radial Basis Function. Pada jurnal ini penulis menitikberatkan penelitian pada implementasi jaringan saraf tiruan Radial Basis Function untuk memprediksi nilai forex pada masa mendatang, Algoritma ini melakukan pembelajaran dengan data forex di masa lalu. Ada tiga parameter data yang dimasukkan ke dalam sistem, yaitu harga penutupan (close price), harga tertinggi (high price) dan harga terendah (low price). Sistem akan menghasilkan output berupa nilai prediksi forex untuk hari selanjutnya. Hasil eksperimen menunjukkan bahwa Radial Basis Function dapat melakukan prediksi terhadap pergerakan nilai forex, hal ini ditunjukkan dengan nilai akurasi hasil pengujian diatas 90%. Kata kunci — Forex, Forecasting, Radial Basis Function (RBF) Foreign Exchange (forex) currently has grown to be one of an enticing investment model because it has a high rate of return. However, it is no different with other investments, forex also has risk of loss. High low risk of loss depends on the expertise in predicting the movements of forex value. One of the ways that can be done to predict the value of the forex is with forecasting. For the completion of the forecasting forex, use Radial Basis Function Neural Newtwork. In this journal, author focuses on the implementation of Radial Basis Function neural network to predict the forex value in the future.This Algorithm learn with forex data in the past. There are three parameters of the data entered into the system, i.e. the closing price (close price), the highest price (high price) and the lowest price (low price). The system will produce output of forex prediction value for the next day. Experimental results showed that the Radial Basis Function can predictions against the movement of the value of the forex, it is indicated by the value of the accuracy of the test results above 90%. Keywords — Forex, Forecasting, Radial Basis Function (RBF)

Item Type: Thesis (S1)
Additional Information: No. Panggil: S_KOM_SAP i-2016; Pembimbing : I. Eddy Prasetyo Nugroho, II.M. Nursalman
Uncontrolled Keywords: Forex, Forecasting, Radial Basis Function (RBF)
Subjects: L Education > L Education (General)
T Technology > T Technology (General)
T Technology > TA Engineering (General). Civil engineering (General)
Divisions: Fakultas Pendidikan Matematika dan Ilmu Pengetahuan Alam > Program Studi Ilmu Komputer
Depositing User: Mr. Cahya Mulyana
Date Deposited: 27 Mar 2017 00:47
Last Modified: 27 Mar 2017 00:47
URI: http://repository.upi.edu/id/eprint/23271

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