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Multi-Horizon Bitcoin Volatility Forecasting Using Support Vector Machines Hidayat, Syaiful; Faris Al Fatih, Mohammad; Parlika, Rizky
JURNAL FASILKOM Vol. 16 No. 2 (2026): Jurnal FASILKOM (teknologi inFormASi dan ILmu KOMputer)
Publisher : Unversitas Muhammadiyah Riau

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37859/jf.v16i2.11683

Abstract

This study uses Support Vector Regression (SVR) to forecast Bitcoin realized volatility across four timeframes (2h, 4h, 8h, and daily) and four forecast horizons using Binance OHLCV data from January 2023 to June 2026. Realized volatility is estimated using a 5-period rolling standard deviation of log returns. We construct 14 features from lagged volatility, returns, trading volume, RSI, MACD, Bollinger Bandwidth, and high-low spread. We evaluate linear and radial basis function (RBF) kernels using walk-forward validation with a 100-sample rolling window. To prevent look-ahead bias, the training window is adjusted for each forecast horizon so that only targets observable at the forecast time are included. Performance is evaluated using MAE, RMSE, MAPE, and R². The linear kernel outperforms the RBF kernel across all 16 timeframe-horizon combinations, achieving the highest R² of 0.5140 for daily volatility at the shortest horizon. Short horizons () generally produce positive R², whereas longer horizons () yield near-zero or negative R². The look-ahead bias correction produces only modest changes in performance, indicating that the initial bias had limited influence on the results. Permutation importance identifies lagged volatility as the dominant predictor, supporting volatility persistence. Overall, the findings demonstrate that linear SVR provides a simple, effective, and interpretable approach to Bitcoin volatility forecasting.
Perancangan Ulang Website Company Profile PT XYZ Menggunakan Framework Laravel dan Metode Waterfall Anindya Khalisha Nurdianti; Rizky Parlika
JURNAL PENELITIAN SISTEM INFORMASI (JPSI) Vol. 4 No. 3 (2026): Agustus : JURNAL PENELITIAN SISTEM INFORMASI
Publisher : Institut Teknologi dan Bisnis (ITB) Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.54066/jpsi.v4i3.4256

Abstract

PT XYZ is a company that offers software and application development services. PT XYZ's website faces several issues, including an unappealing visual appearance, disorganized homepage content, and an admin management system that is difficult to use independently. This research aims to redesign PT XYZ's website to be more modern, professional, responsive, and easily developed as a medium for the company to inform the public. The development was carried out using the Laravel framework, Bootstrap as a responsive CSS framework, MySQL as the database, and Firebase Analytics for monitoring visitor behavior. System testing was conducted using Black Box Testing. The results of the Black Box Testing on 12 test scenarios showed that all features functioned well. The system evaluation involved 30 respondents through a questionnaire whose validity was tested using Pearson Correlation and reliability using Cronbach's Alpha. The validity test results showed that all 10 statements were declared valid with calculated r values ranging from 0.450 to 0.752, all exceeding the table r value of 0.374 at a 5% significance level. The reliability test results showed a Cronbach's Alpha value of 0.82, thus the instrument was declared reliable. The redesigned PT XYZ website successfully meets all functional requirements and is suitable for use as a medium for the company's information and communication with the public.
Co-Authors A. Kachsyfur Djasim Ilyas Paenrongi Abidin Sulaiman Abrori, Merdin Risalul Achmad Heidhar Mubarok, Achmad Heidhar Achmad Yuneda Alfajr Agussalim Ahmad Budi Trisnawan Ahmad Budi Trisnawan Ahmad Dendy Prasongko Putra Ahmad Maghfur’ Ali Akbar, Fawwaz Ali Akhlis Munazilin Akhlis Munazilin Akhlis Munazilin, Akhlis al hakim, Rais Alfajr, Achmad Yuneda Alif Ernanda Putra Alwin, Muhammad Izdihar Amir Muhammad Hakim Andreas Nugroho Sihananto Andry S, Firdaus Anggoro Cahyo Nugroho Anggreini, Diana Nur Anindya Khalisha Nurdianti Anita Nusari Ardiana Deka Maharani Ardisty Palvelus Jumala Arianto, Chakra Satrya Pradana Putra Arif Nur Cahyo Aris Pratama Arista Pratama Asif Faroqi Atmaja, Pratama Wirya Aulia N, Rayhan Auliya, Rahmat Avrie Akbar Prabowo Ayu Ithriah, Syurfah Basuki Rahmat Masdi Siduppa Benny Danendra Hadi Bima Rizqy Prasurya Bregsi Atingsari Julastri Bryan Benedict Bangun Caritta Elizabeth Chakra Satrya Pradana Putra Arianto Choirun Nisa Dandi Azaidane Devan Cakra Mudra Wijaya Devi Anugrah Putri Dewi Azizah Dhany Satya Hutama Didik U Pribadi, Didik U Dimara Kusuma Hakim Dimas Rizward Hikmah Utomo Dino Rosanilo Yuswanto Dwi Rahmadewi, Cynthia Eka Maurita Maurita Emmil Yulianto Erayanti, Aninda Elsa Fadhli Shidqi Wiratama faradilla, yolla Faris Al Fatih, Mohammad Faris Hirmar Pralas Fatwa Zuhri Diva Perdana Fedianto, Muhammad Helmi Satria Fernanda, Rifky Akhmad Fernanda, Rifky Akhmad Firmansyah, Fahrul Firza Prima Aditiawan Fitranda Ramadhana Gayuh Abdi Mahardika Hadiansyah Rachmawan Putra Haidar Ananta Kusuma Hakim, Arif Rahman Hamdi Indra Hanafi, Agus Heldian Lintang P Heri Khariono Heri Khariono Hidayat Nur Tauhid Hidayat, Mochammad Fikri Hilman Fadlilah Lesmana Humam Maulana Tsubasanofa Ramadhan Humam Maulana Tsubasanofa Ramadhan Humania B, Nobel Ilham Asy’ari Ilham Krisdianta Siregar Ilham Pradika, Sunu Ilham Setia R Isfan Rachmad Ja'far Shodiq Jerry Ramadhani Cahyas Kartini Kartini Kartini Kartini Kemal Fahreza Jibran Jibran Khariono, Heri Kholilul Rachman Nur Manab Lendy Rahmadi Lesmana, Hilman Fadlilah Lintang P, Heldian Luthfiyatul ‘Azizah M. Muharrom Al Haromainy M. Syahrul Munir, M. Syahrul M. Zaky Pria Maulana Malik, Gamar Ramadhani Maulana, Hendra Melinda Shilatil Fauziyah Merdin Risalul Abrori Miftakhoneki, Sufi Misbahul Munir Mochammad Fikri Hidayat Mochammad Zayyan Ramadhan Moh. Ainur Rofik Mohammad Idhom Muhamad Faizhal Musthafa Muhammad Agung Shobirin Muhammad Ghifari Alifian Muhammad Hakim, Amir Muhammad Helmi Satria Fedianto Muhammad Ilham Arzaki Muhammad Izdihar Alwin Muhammad Rafli Aulia Rojani Lutfi Muhammad Rizal Waskito Muhammad Romi Nasution Muhammad Suriansyah Muhammad Wifaqul Azmi Munir, M Syahrul Mustafid Mustafid Nafa Nabila El Indri Nizam, M Miftahul Nobel Humania B Nugroho, Budi Nur Manab, Kholilul Rachman Nurilhaq, Muhammad Sabilli Olivia i Anggun Permatasar Orissa, Dendy Fektor Parlika, Anjaya Perdana, Fatwa Zuhri Diva Prabowo, Avrie Akbar Pralas, Faris Hirmar Prasasti Karunia Farista Ananto Prasasti Karunia Farista Ananto Prayoga, Julio Cahya Pribadi, Didik U Pribadi, Didik Utomo Putra Dwi Wira Gardha Yuniahans Putra, Ahmad Dendy Prasongko Putra, Alif Ernanda Putra, Hadiansyah Rachmawan Qonitah Jihan Nabilah R Rizal Isnanto R. Rizal Isnanto Rachman N.M., Kholilul Rahmat Auliya Ramadhan, Ferry Dzaky Rayhan Aulia N Rayhan Rizal Mahendra Rayhan Saneval Arhinza Rendra Ardika Retno Mumpuni Reza Achmad Gallanta Rifardi Taufiq Yufananda Rifky Akhmad Fernanda Rifky Akhmad Fernanda Riky Hermawan Riky Hermawan Rivaldy Setiawan, Rivaldy Rizky Ananda Ramadhan Rizqy Khoirul Waritsin Roiqoh, Aprinia Salsabila S. Gama, Nemicio de Salsa Pramudhita Agustiardani Sarirotul Latifah Setia R, Ilham Setiawan, Rienaldi Shahab, Muhammad Syaugi Shodiq, Ja'far Siregar, Ilham Krisdianta Steffanuel Pranatalie Krispriyanto Stevanus Frangky Handono Sunu Ilham Pradika Suriansyah, Muhammad Susy Rahmawati Syafriansyah, Muhammad Syahrul Munir Syaiful Hidayat, Syaiful Syalum Marsya Pruista Tasya Ardhian Nisaa’ Tegar Satria Kirana Trisnawan, Ahmad Budi Ummam, Mohamad Arel Intidhofatul Vinza Hedi Satria Vito Fausta Majid Wahyu Syaifullah Jauharis Saputra Wahyudi Wahyudi Waskito, Muhammad Rizal Wigananda Firdaus Putra Aditya Wijaya, Devan Cakra Mudra Wijaya, Devan Cakra Mudra Yoga Ari Tofan Yudhistira Nanda Kumala Yulianto, Emmil