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Prediction of USD Exchange Rate Against CNY and RUB Using Support Vector Regression and Neural Network M Fariz Fadillah Mardianto; Larisa Mutiara Putri; Evi Wijayawati; Sugha Faiz Al Maula Al Maula
Inferensi Vol 9 No 1 (2026)
Publisher : Department of Statistics ITS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j27213862.v9i1.9952

Abstract

Major currency exchange rates have been impacted by the escalation of global trade volatility brought on by the trade war between the United States and China and economic sanctions imposed on Russia. USD dominance in global trade exposes developing countries to economic risks. BRICS seeks to reduce reliance by boosting local currency trade and diversifying reserves. This study analyzes BRICS exchange rate movements, specifically USD-RUB and USD-CNY, using Support Vector Regression (SVR) and Neural Network (NN). Statistical analysis of 2009-2025 data shows USD-RUB's high volatility due to oil prices and sanctions, while USD-CNY remains more stable but is influenced by monetary policy and global conditions. The results show that the SVR method is superior to NN in prediction accuracy. For USD-RUB, SVR with a sigmoid kernel achieves MSE 6.1596, MAE 1.8808, and MAPE 1.95%, while for USD-CNY, SVR with a Radial Basis Function kernel achieves MSE 0.0014, MAE 0.0322, and MAPE 0.45% Thus, the use of SVR-based prediction models is recommended to analyze the exchange rate to reduce the risk of volatility. Additionally, diversifying reserves, enhancing bilateral trade in local currencies, and considering external factors like commodity prices and global policies can improve exchange rate stability and economic resilience.
Optimalisasi Pemasaran Digital dan Penguatan Legalitas Usaha bagi UMKM Desa Tambaksawah: Implementasi Pelatihan dan Pendampingan Berbasis Media Sosial Sediono Sediono; Elly Pusporani; Sa’idah Zahrotul Jannah; M. Fariz Fadillah Mardianto; Alfredi Yoani; Helfira Lady Ari Pramesti; Ainaya Zakiyah Nabila; Sasy Okti Karima
I-Com: Indonesian Community Journal Vol 5 No 4 (2025): I-Com: Indonesian Community Journal (Desember 2025)
Publisher : Fakultas Sains Dan Teknologi, Universitas Raden Rahmat Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.70609/i-com.v5i4.8282

Abstract

Kabupaten Sidoarjo merupakan kawasan industri dengan potensi besar pada sektor UMKM, termasuk Desa Tambaksawah yang telah mengembangkan berbagai produk makanan dan kerajinan tangan. Namun, pelaku UMKM masih menghadapi kendala dalam perizinan usaha, pemasaran terbatas, serta kurangnya pemahaman mengenai legalitas usaha. Kegiatan Pengabdian Masyarakat yang dilaksanakan pada Maret – September 2023 bertujuan memperluas jangkauan pemasaran melalui digital marketing dan meningkatkan pemahaman terkait legalitas usaha. Kegiatan meliputi tahap persiapan, pelatihan, pendampingan, monitoring, dan evaluasi. Sebanyak 9 UMKM berhasil membuat akun TikTok dan 30 video promosi diproduksi sebagai strategi branding digital. Selain itu, UMKM mulai beralih dari pemasaran berbasis WhatsApp menuju penggunaan media sosial yang lebih luas, sehingga meningkatkan visibilitas produk dan peluang perluasan pasar. Secara umum, kegiatan berjalan baik, ditunjukkan oleh hasil kuesioner yang mayoritas menyatakan pelaksanaan sangat baik. Meski demikian, penerapan informasi perizinan masih perlu ditingkatkan, karena baru sekitar 50% pelaku UMKM yang telah mendaftarkan usahanya.
UNILEVER STOCK PRICES FORECASTING WITH ENSEMBLE AVERAGING APPROACH ARIMA-GARCH AND SUPPORT VECTOR REGRESSION Elly Pusporani; Alfi Nur Nitasari; Fatiha Nadia Salsabila; Irma Ayu Indrasta; M. Fariz Fadillah Mardianto
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 20 No 1 (2026): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol20iss1pp0137-0154

Abstract

Investment, mainly in stock prices, plays a significant role in the Indonesian economy. Accurate stock price forecasting can help investors make informed decisions. Unilever Indonesia Tbk (UNVR) exhibits high volatility in its closing stock prices, making it crucial to develop a reliable forecasting model. This study applies an ensemble averaging method that integrates the ARIMA-GARCH model and Support Vector Regression (SVR) to predict UNVR's closing stock prices from January 6, 2019, to November 5, 2023. The results indicate that the data can be modeled using ARIMA (0,2,1). However, the squared residuals of the model show heteroscedasticity, necessitating variance modeling using the ARCH-GARCH approach. The best combination of mean and variance modeling is achieved with ARIMA (0,2,1) – GARCH (1,1), yielding a Mean Absolute Percentage Error (MAPE) of 2.865%. Additionally, a nonparametric SVR model with parameters C = 4 and ε = 0 is applied, resulting in a MAPE of 2.94%. An ensemble averaging approach is implemented to optimize forecasting accuracy further, combining ARIMA-GARCH and SVR models. This ensemble approach improves predictive performance, achieving a final MAPE of 1.682%. These findings demonstrate that ensemble averaging effectively enhances stock price forecasting accuracy by leveraging linear and nonlinear modeling techniques.
Stock Price Modelling of Ciputra Development Tbk. (CTRA) Using Fourier Series Ika Purnamasari; Toha Saifudin; Sri Wahyuningsih; M. Fariz Fadillah Mardianto
Journal of Applied Informatics and Computing Vol. 10 No. 3 (2026): June 2026
Publisher : Politeknik Negeri Batam

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30871/jaic.v10i3.13093

Abstract

Stock price data generally show fluctuating and dynamic patterns, making the forecasting process challenging in time series analysis. In addition, stock forecasting is also related to economic activity and investment development that support economic growth. This study applies the Fourier series model to predict daily stock prices of Ciputra Development Tbk (CTRA) during January-December 2025 by considering the Fourier parameter (K). The Fourier series estimator consists of two models, namely a model with trend component and a model without trend component. The data were divided into training and testing sets using an 85:15 ratio. Model selection was performed using Generalized Cross validation (GCV), while model performance was evaluated using Mean Absolute Percentage Error (MAPE) and Root Mean Square Error (RMSE). The results show that the Fourier series model with a trend component outperformed the model without trend component. The optimal model was obtained at K=20 with a minimum GCV value of 357.7702. The model produced a training MAPE of 1.2804% and RMSE of 14.9427, while the testing MAPE and RMSE were 5.0640% and 53.6083, respectively, indicating good predictive accuracy and generalization performance.
DETERMINANT OF CUSTOMER LOYALTY FOR BANK SYARIAH INDONESIA AFTER M&A ACTIVITY BASED ON CONFIRMATORY FACTOR ANALYSIS M. Fariz Fadillah Mardianto; Eko Fajar Cahyono; Anggara Teguh Previan; Eka Rani Fitrianingsih; Muhammad Hafid Fauzan
Jurnal Ekonomi dan Bisnis Islam (Journal of Islamic Economics and Business) Vol. 9 No. 2 (2023): JULY - DECEMBER 2023
Publisher : Universitas Airlangga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20473/jebis.v9i2.48051

Abstract

Introduction: The government of Indonesia consolidated three state-owned Islamic banks to become Bank Syariah Indonesia. Customer loyalty is affected by merger operations. The goal of this study was to look at how operational integration variables, information technology integration, bank location, service quality, bank human resource quality, and product quality affected customer loyalty at BSI's predecessor banks (Bank Syariah Mandiri, BNI Syariah and BRI Syariah). Methods: Primary data was collected using a questionnaire tool. Confirmatory Factor Analysis was employed as the analytical method. Results: Consumer loyalty to BSI post the merger is influenced by a number of variable aspects, according to the study's findings. All operational integration variables, IT integration, bank location, service quality, HR quality, and product quality have a major effect on BSI customer loyalty, but the operational integration variables, IT integration, and product quality have the most significance. Conclusion and suggestion: BSI perform operational integration, fast and good IT integration, and has better product quality than before the merger, the most influencing factor for customers to be loyal to BSI is when BSI performs operational integration, fast and good IT integration, and has better product quality than before the merger.
Prediksi dengan Support Vector Regression dan analisis kelayakan investasi pada harga saham Spotify Mardianto, M. Fariz Fadillah; Ismi, Ferissa Maulida; Nariswari, Anggita; Fatihah, Amelia; Syahzaqi, Idrus
Jurnal Kebijakan Ekonomi dan Keuangan Volume 5 Issue 1, Juni 2026
Publisher : Jurusan Ilmu Ekonomi, Fakultas Bisnis dan Ekonomika, Universitas Islam Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20885/JKEK.vol5.iss1.art2

Abstract

Purpose – This study aims to predict the weekly stock price of Spotify Technology SA (SPOT) using Support Vector Regression (SVR) and to evaluate investment feasibility based on Net Present Value (NPV), Internal Rate of Return (IRR), Sharpe Ratio, and Sortino Ratio.Methods – Weekly stock price data from October 2022 to May 2026 (190 observations) were analyzed using SVR with lag selection based on PACF and kernel optimization through two-stage grid search. Investment feasibility was evaluated using NPV, IRR, Sharpe Ratio, and Sortin o Ratio.Findings – The linear kernel SVR achieved the best performance with MAPE of 5.44% (training) and 4.61% (testing). The NPV was positive at USD 19,685.86. However, the IRR of 1.197% per week, Sharpe Ratio of 0.3703, and Sortino Ratio of 17.77 consistently indicate that Spotify stock during the prediction period is not financially viable for investment.Implication – The findings emphasize the importance of combining return- and risk-based measures when evaluating investment feasibility, particularly for high-volatility assets. Originality – Unlike prior studies that focus mainly on forecasting accuracy, this study integrates SVR-based prediction and investment feasibility analysis using NPV, IRR, Sharpe, and Sortino ratios within within a unified framework. AbstrakTujuan – Penelitian ini bertujuan untuk memprediksi harga saham mingguan Spotify Technology SA (SPOT) menggunakan metode Support Vector Regression (SVR) serta mengevaluasi kelayakan investasi berdasarkan Net Present Value (NPV), Internal Rate of Return (IRR), Sharpe Ratio, dan Sortino Ratio. Metode – Data harga saham mingguan periode Oktober 2022 hingga Mei 2026 (190 observasi) dianalisis menggunakan SVR dengan pemilihan lag berdasarkan PACF dan optimasi kernel melalui grid search dua tahap. Temuan – Kernel linear SVR menghasilkan performa terbaik dengan MAPE sebesar 5,44% pada data pelatihan dan 4,61% pada data pengujian. NPV bernilai positif sebesar USD 19.685,86. Namun, IRR sebesar 1,197% per minggu, Sharpe Ratio sebesar 0,3703, dan Sortino Ratio sebesar 17,77 secara konsisten menunjukkan bahwa saham Spotify pada periode prediksi tidak layak secara finansial untuk diinvestasikan.Implikasi – Temuan penelitian menekankan pentingnya mengombinasikan indikator berbasis imbal hasil dan risiko dalam mengevaluasi kelayakan investasi, khususnya pada aset dengan volatilitas tinggi.Orisinalitas – Berbeda dengan penelitian sebelumnya yang terutama berfokus pada akurasi peramalan, penelitian ini mengintegrasikan prediksi berbasis SVR dan analisis kelayakan investasi menggunakan NPV, IRR, Sharpe Ratio, dan Sortino Ratio dalam satu kerangka yang terpadu.
Co-Authors Abdilah, Nurullah Asep Abdillah, Adrian Wahyu Adma Novita Sari Adnan Syawal Adilaha Sadikin Adriansyah, Muhammad Haykal Afifa, Fitriana Nur Aflaha, Nabila Shafa Agnes Happy Julianto Agustiansyah, Lucky Dita Ahmad Saddam Hussein Ain, Dzuria Hilma Qurotu Ainaya Zakiyah Nabila Aini Divayanti Arrofah Aldawiyah, Najwa Khoir Aldawiyah, Najwa Khoir Alexandra, Victoria Anggia Alfi Nur Nitasari Alfredi Yoani Aliffia, Netha Almira Sophie Syamsudin Alya Rahma Inneztiana Amalia, Nadinta Kasih Amalia, Rica Ana, Elly Andi Vania Ghalliyah Putrie Andri Tri Cahyono Andriani, Putu Eka Anggara Teguh Previan Anggriawan, Muhammad Rizal Anggriawan, Muhammad Rizal Annisa Putri Nayumi Antonio Nikolas Manuel Bonar Simamora Anwari, Anwari Apidianti, Sari Pratiwi Aprilia Prastyaningrum Ardi Kurniawan Ardi Kurniawan Ariyawan, Jovansha Arum Eka Ismiranda Putri Astuti, Aprillia Audilla, Marfa Aulia Ramadhanti Aulia, Niswa Faizah Ayu Safitri Ayuning Dwis Cahyasari Ayuning Dwis Cahyasari Azzah Nazhifa Wina Ramadhani Bimo Okta Syahputra Bintang Alyaa Sabila Br Pangaribuan, Fani Agustina Budijono, Gabriella Agnes Cahyoko, Fajar Dwi Candra Junaedi Chaerobby Fakhri Fauzaan Purwoko Chairunnisa, Nurul Rizky Christopher Andreas Citra Imama Cynthia Anggelyn Siburian Darmawan, Kezia Eunike Davina Shafa Vanisa Deshinta Arrova Dewi Devayanti Anugerahing Husada Dewanty, Sanda Insania Dewi, Berlianti Alisa Dewi, Deshinta Arrova Disty Ridha Hastuti Dita Amelia Dita Amelia Dita Amelia, Dita Doni Muhammad Fauzi Dwiyanto, Adelia Sukma Dyah Rohma Wati Efan Yudha Winata Eka Rani Fitrianingsih Eko Fajar Cahyono, David Kaluge Elly Anna Elly Pusporani Elok Zubaidah Eris Tri Kurniawati Erlina Anggraini Erlina Anggraini, Erlina Evi Wijayawati Faisol Faisol Faisol, Faisol Faizun, Nurin Fajar Hidayanto, Fajar Fajrina, Sofia Andika Nur Faradilla Harianto Farah Fauziah Putri Farizi, Muhammad Fikry Al Fatiha Nadia Salsabila Fatihah, Amelia Fauzi, Doni Muhammad Febriyani, Eka Riche Fernanda Desmak Pertiwi Firda Aulia Pratiwi Fitri, Marfa Audilla Fitria Eka Resti Wijayanti Fitriyani, Mubadi’ul Fortunata, Regina Galena, Marcelena Vicky Ghasani, Anisah Nabilah Ginzel, Bryan Given Christiano Girsang, Anne Vinella Grace Lucyana Koesnadi Hanny Valida Haq, Affan Fayzul Hari Hariadi, Hari Hasanah, Sarmiatul Helda Urbhani Rosa Helfira Lady Ari Pramesti Hermawan, Mohamad David Humaira, Edla Putri I Kadek Pasek Kusuma Adi Putra I Nyoman Budiantara Idrus Syahzaqi Ika Purnamasari Imam Yuadi Immanuel Alexander Sirait Inneztiana, Alya Rahma Ira Yudistira Irma Ayu Indrasta Ismi, Ferissa Maulida Isna Nurul Izza Amalia Karina Rubita Makhbubah Karina Tri Handayani Koesnadi, Grace Lucyana Koesnadi, Grace Lucyana Kresna Oktafianto Kurnia, Rizky Dwi Kusuma, Shalwa Oktavia Kusumasari Kartika Hima Darmayanti Kuzairi Larisa Mutiara Putri Leni Halimatusyadiah Lu'lu'a, Na'imatul Lu’lu’a, Na’imatul M. Nabil Saputra Ma'ruf, Aris Mahadesyawardani, Arinda Makhbubah, Karina Rubita Mamdudah, Siti Marbun, Barnabas Anthony Philbert Marcel Laverda Subiyanto Marcel Laverda Subiyanto Marcelena Vicky Galena Marcelena Vicky Galena Maria Setya Dewanti Maritha, Vevi Marthabakti, CitraWani Maulidya, Utsna Rosalin Meliyawati Meliyawati Miswan, Nor Hamizah Mochamad Rasyid Mochammad Baihaqi Mochammad Imron Awalludin Muhammad Andry Muhammad Daffa Bintang Setyawan Muhammad Faizal Fathurrohim Muhammad Faizhal Fathurrohim Muhammad Fikry Al Farizi Muhammad Hafid Fauzan Muhammad Luthfi Muhammad Rizaldy Baihaqi Muhammad Rosyid Ridho Az Zuhro Muhammad Walid Jumlat Mu’jijah Mu’jijah Na'imatul Lu'lu'a Nabila Angel Nafisha Nadia Dwi Marwanda Nahar, Muhammad Hafidzuddin Nariswari, Anggita Naufal Ainul Hayat Naufal Ramadhan Al Akhwal Siregar Nauvaldy, Muhammad Na’imatul Lu’lu’a Netha Aliffia Nitasari, Alfi Nur Noer Azizah Nur Chamidah Nurdin, Nabila Nurfitriyah, Luluk Nurmaulawati, Rina Nurrohmah, Zidni ‘Ilmatun Nurul M’rifatil Laila Nurvadilah, Eva Palupi, Inggrid Nindia Aprila Pambudi, Daffa Satrio Pamungkas, Barolym Tri Panjaitan5, Leni Sartika Permana, Made Riyo Ary Pertiwi, Fernanda Desmak Pratama, Bagas Shata Pratama, Fachriza Yosa Pratiwi, Firda Aulia Prayitno Prayitno Pressylia Aluisina Putri Widyangga Previan, Anggara Teguh Purba, Gaby Valenia Rosa Pusporani, Elly Putra, Mochamad Rasyid Aditya Putra, Mochamad Rasyid Aditya Putri Fardha Asa Oktavia Hans Putri Masyita Qomaryah Putri, Asyifa Charmadya Putri, Farah Fauziah Putri, Ferdiana Friska Rahmana Putri, Larisa Mutiara Putrie, Andi Vania Ghalliyah Putu Eka Andriani Rachma Hikmaya Rahmada, Indrastanto Oktodian Rahmi Fadhillah, Fitri Raka Andriawan Ramadhan, Achmad Wahyu Ramadhani, Maulana Syah Putra Ramadhanty, Devira Thania Rani, Lina Nugraha Recylia, Rien Reswara, Aqil Azmi Reynaldy Aries Ariyanto Reza Febrian Nugroho Rica Amalia Riefky, Muhammad Rohman, Naylur Romadhoni, M. Suma Firman Romadhoni, Moh Suma Firman Rosyida Widadina Ulya Rosyida Widadina Ulya Sadikin, Adnan Syawal Adilaha Safitri , Endang Safitri, Endang Sahidah, Sahidah Sakinah Priandi Salsabila, Fatiha Nadia Sanda Insania Dewanty Sari, Adma Novita Sari, Adma Novita Sasy Okti Karima Sa’idah Zahrotul Jannah Sa’idah Zahrotul Jannah Sa’idah, Andini Sediono, Sediono Selvina Cindy Kusumaningrum Setyaji, Diyan Yunanto Shafira Renianti, Fayza Sholiha, Anisatus Siagian, Kimberly Maserati Sifa, Ghisella Asy Sifriyani, Sifriyani Sihite, Rivaldi Sihombing, Abednego Siregar, Naufal Ramadhan Al Akhwal Siswahyudianto Siti Maghfirotul Ulyah Siti Maghfrotul Ulyah Siti Romlah Sofia Andika Nur Fajrina Sri Endah Nurhidayati Sri Wahyuningsih Steven Soewignjo Sugha Faiz Al Maula Al Maula Sukardi Sugeng Rahmad Sulaiman, Faizah Jauhar Suliyanto Suliyanto Suliyanto Suliyanto Suryono, Alda Fuadiyah Swastika Oktavia Syahfitri, Nabila Syahzaqi, Idruz Tagawa, Dustin Nathanael Tanjung, Siti Aisiyah Tika Widiastuti Toha Saifudin Tony Yulianto Ucu Wandi Somantri Ukhrowi, Putri Usman Setiawan Vanisa, Davina Shafa Wibawa, Yoga Setya Widyangga, Pressylia Aluisina Putri Widyangga, Pressylia Aluisina Putri Wijayanti Wijayanti Wulandari, Indana Zulfa Yenny, Ratna Fitry Yudistira, Ira Yuliana Kolo Yuniar, Muhammad Alvito Dzaky Putra Yusuf, Bima Sakti Putra Yuwinani, Iin Zah, Alfian Iqbal Zahrani, Vista Vanadya Zalfaa Nur Amalia Zhafirab, Azizah Atsariyyah Zuleika, Talitha Zuleika, Talitha Zuleika, Talitha