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All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi Jurnal Ilmiah Pangabdhi INTENSIF: Jurnal Ilmiah Penelitian dan Penerapan Teknologi Sistem Informasi MUST: Journal of Mathematics Education, Science and Technology BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) Zeta - Math Journal J Statistika: Jurnal Ilmiah Teori dan Aplikasi Statistika Jurnal Nasional Pendidikan Teknik Informatika (JANAPATI) ComTech: Computer, Mathematics and Engineering Applications Jurnal ABDINUS : Jurnal Pengabdian Nusantara G-Tech : Jurnal Teknologi Terapan Inferensi Contemporary Mathematics and Applications (ConMathA) Jurnal Statistika dan Aplikasinya Elastisitas Jurnal Ekonomi Pembangunan Journal of Mathematics Education and Science Indonesian Community Journal Eksponensial Limits: Journal of Mathematics and Its Applications
Elly Pusporani
Universitas Airlangga
Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Environmental Science Industrial & Manufacturing Engineering Materials Science & Nanotechnology Mathematics Mechanical Engineering Physics Public Health Social Sciences Transportation Other

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Prediksi Harga Saham Big Four Banks di Indonesia Menggunakan Deret Fourier Multirespon Mochamad Rasyid; Sediono Sediono; M. Fariz Fadillah Mardianto; Elly Pusporani
Limits: Journal of Mathematics and Its Applications Vol. 22 No. 1 (2025): Limits: Journal of Mathematics and Its Applications Volume 22 Nomor 1 Edisi Ma
Publisher : Pusat Publikasi Ilmiah LPPM Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/limits.v22i1.3379

Abstract

Exchange Rate Prediction of BRICS Countries against US Dollar Based on Multiresponse Fourier series Estimator Mardianto, M. Fariz Fadillah; Maulidya, Utsna Rosalin; Ginzel, Bryan Given Christiano; Putra, Mochamad Rasyid Aditya; Pusporani, Elly; Miswan, Nor Hamizah
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 10, No 2 (2026): April
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v10i2.36983

Abstract

The dominance of the US dollar (USD) as the global reserve currency has begun to face structural challenges since the 2007-2008 financial crisis, which triggered the strengthening of the BRICS alliance. Although this alliance now controls 35% of the world's GDP and is actively pursuing de-dollarization, analysis of the volatility of their collective currencies is often limited to univariate parametric models that fail to capture inter-country dependencies and complex periodic fluctuation patterns. This study aims to fill this gap by applying a nonparametric multiresponse Fourier series regression to simultaneously model the interdependence of the five major BRICS currencies against the USD. Using weekly secondary data from June 2009 to February 2025 (817 observations) from investing.com, this study positions time as the predictor and the exchange rates of the five BRICS currencies as the response. The analysis results show that the best estimation model is obtained through a sine function without a trend component with an optimal oscillation parameter k=1, based on a minimum Generalized Cross Validation (GCV) value of 0.000702363. The prediction results from the training data produce a MAPE value of 4.7521%, which classifies the analysis as highly accurate. These findings strategically support the validation of the de-dollarization movement, providing a predictive instrument for developing countries to reduce their dependence on the USD, as well as strengthening the bargaining position of Eastern economies in a more multipolar international financial order.
Co-Authors Adinda Tries Melati Afifah Nur Makkiyah Ailsa Shafa Salsabila Ain, Dzuria Hilma Qurotu Alexandra, Victoria Anggia Alfredi Yoani Ana, Elly Audilla, Marfa Aufa Muhammad Yogi Riyanto Aulia Ramadhanti Ayuning Dwis Cahyasari Ayuning Dwis Cahyasari Azizah Dewi Ariyani Azzah Nazhifa Wina Ramadhani Bagas Maulana Christopher Andreas Deby Victoria Diana Nurlaily Dita Amelia Dwitya, Shabrina Nareswari Elly Ana Fadillah Mardianto, M. Fariz Fajrina, Sofia Andika Nur Farida Nur Hayati Farizi, Muhammad Fikry Al Fauzi, Doni Muhammad Ferissa Maulida Ismi Fidela Sahda Ilona Ramadhina Fitri, Marfa Audilla Fitriana Nur Afifa Ginzel, Bryan Given Christiano Grace Lucyana Koesnadi Haq, Affan Fayzul I Kadek Pasek Kusuma Adi Putra Idrus Syahzaqi Indrasta, Irma Ayu Irhamah - Ismi, Ferissa Maulida Jannah, Sa'idah Zahrotul Jannah, Sa’idah Zahrotul Karima, Sasy Okti Koesnadi, Grace Lucyana Lu'lu'a, Na'imatul Lu’lu’a, Na’imatul M. Fariz Fadillah Mardianto Marcel Laverda Subiyanto Marcelena Vicky Galena Mardianto, M. Fariz Fadillah Mardianto, Muhammad Fariz Fadillah Maula, Sugha Faiz Al Maulidya, Utsna Rosalin Miswan, Nor Hamizah Mochamad Rasyid Nabila Rahma Na’ifa, Ariza Nabila, Ainaya Zakiyah Nadya Lovita Hana Trisa Nashwa Carista Nitasari, Alfi Nur Nurrohmah, Zidni ‘Ilmatun Nurul Fajriah Deswani Sangadji Permana, Made Riyo Ary Pramesti, Helfira Lady Ari Pratama, Bagas Shata Previan, Anggara Teguh Putra, Mochamad Rasyid Aditya Putri, Farah Fauziah Putri, Ferdiana Friska Rahmana Putri, Refa Berliana Rahmat Agung Ibrahim Rani, Lina Nugraha Rohayah, Dewi Sa'idah Zahrotul Jannah Sa'idah Zahrotul Jannah Salsabila, Fatiha Nadia Sari, Adma Novita Sari, Adma Novita Sasy Okti Karima Sediono, Sediono Setiawan, Nicoletta Almira Dyah Sheila Sevira Asteriska Naura Simamora, Antonio Nikolas Manuel Bonar Siregar, Naufal Ramadhan Al Akhwal Siti Maghfirotul Ulyah Siti Qomariyah Steven Soewignjo Toha Saifudin Tsabita Amalia Shofa, Nayla Valida, Hanny Wieldyanisa, Ezha Easyfa Yoani, Alfredi Yuliati, Intan Yuniar, Muhammad Alvito Dzaky Putra Zah, Alfian Iqbal Zuleika, Talitha Zuleika, Talitha