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All Journal JSIKTI (Jurnal Sistem Informasi dan Komputer Terapan Indonesia)
Darma Wandika, I Made Pranadata
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Computer Science & IT

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Deep Learning Approach for USD to IDR Forecasting with LSTM Ardriani, Ni Nengah Dita; Sugiartawan, Putu; Santiago, Gede Agus; Darma Wandika, I Made Pranadata; Wiwahana Prasetya, I Made Irfan
Jurnal Sistem Informasi dan Komputer Terapan Indonesia (JSIKTI) Vol 8 No 1 (2025): September
Publisher : INFOTEKS (Information Technology, Computer and Sciences)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33173/jsikti.210

Abstract

This Research explores the use of Long Short-Term Memory (LSTM) networks for forecasting the USD to IDR exchange rate, with the goal of improving prediction accuracy in the volatile foreign exchange market. By leveraging historical data, including daily exchange rates and trading volume, the LSTM model captures long-term dependencies and patterns within the time series data. The results show that the LSTM model effectively predicts general trends and medium-term fluctuations, demonstrating its capacity to follow market dynamics. However, the model struggles with extreme volatility and sudden market shifts, particularly during unforeseen geopolitical or economic events. This limitation highlights the need for further enhancement through the incorporation of additional features, such as macroeconomic indicators, sentiment analysis, and real-time news data. Furthermore, the study suggests the potential benefits of combining LSTM with other machine learning techniques to create hybrid models that can better handle short-term fluctuations and extreme events. In conclusion, while LSTM shows promise for exchange rate forecasting, its performance can be improved by refining model parameters, incorporating diverse data sources, and exploring hybrid approaches. This research provides valuable insights for traders, investors, and policymakers seeking to make more informed decisions in the foreign exchange market.
Co-Authors Ardriani, Ni Nengah Dita PUTU SUGIARTAWAN Santiago, Gede Agus Wiwahana Prasetya, I Made Irfan