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All Journal PROSIDING SEMINAR NASIONAL Jurnal Matematika dan Statistika serta Aplikasinya (Jurnal MSA) Jurnal Sains Matematika dan Statistika Prosiding SI MaNIs (Seminar Nasional Integrasi Matematika dan Nilai-Nilai Islami) SOSIOHUMANIORA: Jurnal Ilmiah Ilmu Sosial dan Humaniora ASRO JOURNAL - STTAL ESTIMASI: Journal of Statistics and Its Application Jurnal Statistika dan Aplikasinya Indonesian Journal of Business Analytics (IJBA) Jurnal Pengabdian Mandiri Prosiding Seminar Nasional Official Statistics SAINTEK Emerging Statistics and Data Science Journal
Edy Widodo
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Agriculture, Biological Sciences & Forestry Arts Humanities Automotive Engineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Engineering Environmental Science Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Mathematics Medicine & Pharmacology Social Sciences Other

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Journal : PROSIDING SEMINAR NASIONAL

 1 
APPLICATION OF SUPPORT VECTOR MACHINE METHOD FOR RUPIAH EXCHANGE RATE TO US DOLLAR FORECASTING Rias Monica Putri; Edy Widodo
PROSIDING SEMINAR NASIONAL & INTERNASIONAL 2018: SEMINAR NASIONAL PENDIDIKAN SAINS DAN TEKNOLOGI
Publisher : Universitas Muhammadiyah Semarang

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Abstract

A country’s currency exchange rate is one of important indicators in economy. The currency used in international transactions is called Foreign Exchange. For a developing country like Indonesia, the role of foreign exchange rate is very important, especially against hard currencies such as US Dollar. Forecasting foreign exchange is a very important strategy to achieve international business success. This study uses Support Vector Machine (SVM) method because that method has excellent capability in minimizing classification error. From this study result, obtained that the best parameter to forecast Rupiah exchange rate to US Dollar are epsilon (ε) = 0.1, cost (C) = 256, and gamma (γ) = 8. Then, the result of Rupiah exchange rate to US Dollar forecasting on 14th days, the Rupiah exchange rate to US Dollar began to strengthen until it reached Rp. 14.359,14. Keywords:Foreign Exchange,Rupiah, US Dollar, Support Vector Machine (SVM)
APPLICATION OF SUPPORT VECTOR MACHINE (SVM) METHODS ON STOCK PRICE FORECASTING OF PT TELEKOMUNIKASI INDONESIA TBK. Ayu Mutmainnah; Edy Widodo
PROSIDING SEMINAR NASIONAL & INTERNASIONAL 2018: SEMINAR NASIONAL PENDIDIKAN SAINS DAN TEKNOLOGI
Publisher : Universitas Muhammadiyah Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (518.13 KB)

Abstract

PT Telekomunikasi Indonesia Tbk. (PT Telkom Tbk.) is a Badan UsahaMilik Negara (BUMN) engaged in telecommunications and network services in the territory of Indonesia. PT Telkom Tbk. is claimed to be the largest telecommunications company with 15 million costumer of telephone and 104 million costumer of cellular telephone. PT Telkom Tbk. is one of the BUMN’s whose shares are currently owned by the Government of Indonesia (52,56%), and 47,44% owned by the Public, Bank of New York, and Domestic Investors. In the 2017, PT Telkom Tbk. experienced satellite interference that triggers stock price changes. Thus, forecasting is needed to help capital market players to determine the basis for strategic decision making that can give them an advantage. The forecasting method used is Support Vector Machine (SVM).SVM is one of many methods that can be used to solve various types ofproblems including forecasting. By using the Grid Search method, the best training data parameter optimization results are obtained to predict data testing. Based on the results of forecasting stock prices are in the range of Rp3152 up to Rp3615 for the period 01-15 August 2018. Based on the MAPE value the variables open, high, low and close obtained very good forecasting results with a value of <10%. Keywords: PT Telkom Tbk., SVM, Grid Search and MAPE
Co-Authors Abdul Halim Anshor Adindach Syadza Rizkia Afifi Indrasari Alhaqq, Faisal Hakim Akbar Ali Mashudi Alifyah, Hasna Alivia Ayudhi Asmaradana Amali, Amali Ami Mulya Pratiwi Andri Firmansyah Andrian Andrian Andriani Andriani Anissa Karmila Islami Asdan Tri Madani Asep Arwan Sulaeman Aswan Supriyadi Sunge Ayu Mutmainnah Bella Destia Butsianto, Sufajar Dendy K. Pramudito Dian Aditya Dian Bestriandita Dita Prima Tri Hapsari Eko Heru Firdauz Elen Prihana Putri Fauziah , Sifa Febi Permata Putri Ginastuti, Ajrina Putri Ikhwan Syahtaria Indradewa, Rhian Latifah Nur Laila Lintang Puspita Muhamad Fatchan Muhammad Sukriansyah Muhammad Tanaka Mulia Hidayahti, Rate Mulia Hidayahti Nanda Lailatul Humairoh Ninda Nurul Halim Pramudita, Zalfa Nindia Puspita Putri Nabilah Putri Ermayani Rafika Aristawidya Rias Monica Putri Ridhwan Mustajab Riefyal Arshyzha Mustain Riski Pratama Ramadhan Riyana Putri Rizki Maliki Zidni Rizky Normelia Sukarno Sukarno Titian Dewi Fortuna Wulan Maghfirotul Fauziah Yunita Hilda