Technical Data Analysis for Movement Prediction of Euro to USD Using Genetic Algorithm-Neural Network
| Main Authors: | Sespajayadi, Ary, Indrabayu, Indrabayu, Nurtanio, Ingrid |
|---|---|
| Format: | Article |
| Bahasa: | eng |
| Terbitan: |
IEEE
, 2017
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| Subjects: | |
| Online Access: |
http://repository.unhas.ac.id/handle/123456789/25972 |
Daftar Isi:
- In the foreign currency exchange (FOREX), a technical data analysis system for predicting currency movements is needed to help traders in decision making. Thus, this study proposes a system of technical data analysis to movement prediction of Euro to USD using Genetic Algorithm-Neural Network (GANN). To generate a predicted value, Genetic Algorithm searching for the best value of Feed Forward Neural Network (FFNN) trained with the Neural Network method that produced a net to predict. The Validation of predicted results with GANN method based on the degree of accuracy as follows. RMSE values of open is 0.00043; The RMSE values of high is 0.00068; The RMSE value of low is 0.00075; and RMSE values of close is 0.00070.