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Universitas Buddhi Dharma
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Penerapan Markerless Augmented Reality pada E-Katalog Variasi Mobil Menggunakan Metode Natural Feature Tracking Stevens Khouw; Edy
bit-Tech Vol. 6 No. 2 (2023): bit-Tech
Publisher : Komunitas Dosen Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32877/bt.v6i2.941

Abstract

Information technology is widely used by business people in promoting the products and services they sell, this is very important especially for businesses that sell products that are not common, for example car variations. Car variation business is already widely found in various regions in Indonesia, but the car variation business has a relatively small and specialized market. The main cause is the lack of promotion of product knowledge to the public and the lack of interesting and practical forms of promotional media that make car variation products rarely seen by vehicle owners. Therefore, in this study, attempted on the application of augmented reality technology into the e-catalog application of car variations using the natural feature tracking method to help the visual augmentation process of car variation products that want to be seen as a form of promotional media for car variation products in general, the e-catalog itself were made using unity engine. From this research, the results obtained are: the application of augmented reality was successfully carried out on the Android e-catalog application, the attractiveness of the application display with a good indicator of 100%, the attractiveness of augmented reality with a percentage of 88.9% on good indicators and the appropriateness of application development with a percentage of 100% on good indicators, these result are obtained from questionnaires that are distributed to both coworker and random users as sample.
Enhancing Stock Price Forecasting: Optimizing Neural Networks with Moving Average Data Aditiya Hermawan; Stanley Ananda; Junaedi; Edy
bit-Tech Vol. 7 No. 3 (2025): bit-Tech
Publisher : Komunitas Dosen Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32877/bt.v7i3.2196

Abstract

This research focuses on optimizing a neural network model for stock price prediction using Particle Swarm Optimization (PSO), considering the inherent risks and potential high returns associated with stock investment. Given the challenges posed by stock price volatility, this study combines Moving Average (MA) a fundamental statistical technique in stock market analysis with advanced data mining approaches, specifically neural networks and PSO, to enhance prediction accuracy. The primary objective is to improve the efficiency of neural networks by minimizing error rates and equipping investors with more reliable tools for financial decision-making. The proposed methodology involves converting historical stock price data into a Simple Moving Average (SMA) over a 5-day period, followed by optimizing a neural network model using PSO. This optimization process fine-tunes key parameters, particularly the weight distributions of various stock market indicators, including Open SMA, High SMA, Low SMA, and Close SMA. Model performance is evaluated using Root Mean Square Error (RMSE) as a validation metric. The findings indicate a significant enhancement in the predictive accuracy of the neural network model after PSO optimization. The optimal configuration is identified in a two-layer neural network with a specific node arrangement. This optimized model not only improves stock price forecasting precision but also has practical implications for investors and financial analysts in risk management and profit maximization.
Co-Authors Aditiya Hermawan Junaedi Stanley Ananda Stevens Khouw