ACADSTAFF UGM
| Title | : | Prediction of Rupiah Exchange Rates Using Genetic Algorithm Based Multiple Regression |
| Author | : |
Nikolaus Aldo Halim (1) Wahyono, Ph.D. (2) |
| Date | : | 30 2019 |
| Keyword | : | Genetic Algorithm,Linear Regression,Currency,Prediction Genetic Algorithm,Linear Regression,Currency,Prediction |
| Abstract | : | Genetic Algorithm is an evolutionary algorithm that could be used for solving many problems, especially problems of searching and optimization. It is often used in prediction with multiple regression to find the optimal weight for every variable used in the system equation. With many options of window size, multiple regression will give different results depending on the window size. This research calculates the accuracy of the foreign currency to rupiah prediction system using genetic algorithm and multiple regression. The variables used this system are the past currency value and the currency interest rate as an external factor besides the past currency value. This research uses Mean Absolute Error (MAE) and Minimum Squared Error (MSE) as the error values to calculate the accuracy of the system created. |
| Group of Knowledge | : | Ilmu Komputer |
| Original Language | : | English |
| Level | : | Internasional |
| Status | : |
Published
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