Jurnal FASILKOM (teknologi inFormASi dan ILmu KOMputer)
Vol. 16 No. 2 (2026): Jurnal FASILKOM (teknologi inFormASi dan ILmu KOMputer)

Prediksi Harga Bitcoin Menggunakan Support Vector Regression (SVR) Berbasis Particle Swarm Optimization (PSO)

Parlika, Rizky (Unknown)
Wahyudi, Wahyudi (Unknown)
Budi Trisnawan, Ahmad (Unknown)
Munazilin, Akhlis (Unknown)
Karunia Farista Ananto, Prasasti (Unknown)



Article Info

Publish Date
30 Aug 2026

Abstract

Bitcoin prices exhibit high volatility and complex non-linear patterns, making accurate price predictions challenging in the context of cryptocurrency market research. In this study, an optimized SVR-PSO predictive modeling approach is developed to help predict Bitcoin prices, and its performance is compared against a Grid Search-optimized SVR baseline. The SVR-PSO modeling approach developed in this study uses daily historical Bitcoin records obtained from Yahoo Finance between March 10, 2019, and May 11, 2026. The data consists of open, high, low, close, and volume values as attributes, and the closed value as the target. Data preprocessing consists of chronologically organizing the data, removing blank rows, min-max scaling, and splitting the data into 80:20 for training and testing. PSO is used to identify the optimal SVR parameters C, ε, and γ with the aim of reducing MAPE. The optimal parameters for the SVR model are C = 501, ε = 0.001, and γ = 0.001. On the test dataset, the SVR-PSO model achieved an MAE of 1,521.47, an RMSE of 2,101.70, a MAPE of 1.65%, and an R² of 0.9813, outperforming the SVR-GridSearch baseline (MAE 1,559.87; RMSE 2,128.52; MAPE 1.69%; R² 0.9809). These results suggest that SVR-based Bitcoin price prediction is more accurate when optimized using PSO than using a discrete Grid Search.

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Journal Info

Abbrev

JIK

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management

Description

Jurnal FASILKOM (teknologi inFormASi dan ILmu KOMputer) is expected to be a media of scientific study of research result, a thought and a study criticial analysis to a System engineering research, Informatics Engineering, Information Technology, Computer Engineering, Informatics Management, and ...