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Keuangan Komputasional

Author

Listed:
  • Hokky Situngkir
  • Yohanes Surya

    (Dept. Computational Sociology, Bandung Fe Institute)

Abstract

Jaring saraf buatan adalah model pemrograman paralel terdistribusi yang banyak memberikan manfaat dalam inovasi kemampuan komputasional untuk menganalisis berbagai sistem dinamik dan non-linier di alam. Makalah ini mencoba memperkenalkan penggunaan secara generik ide model jaring saraf buatan untuk melakukan prediksi data deret waktu keuangan dengan menggunakan sebuah contoh yang hendak diprediksi. Hasilnya secara lokal dengan memperhatikan deret waktu hasil aproksimasi dan prediksi cukup baik meski perlu ditambahkan data untuk training jaring saraf untuk memperkuat hasil analisis.

Suggested Citation

  • Hokky Situngkir & Yohanes Surya, 2003. "Keuangan Komputasional," Departmental Working Papers wpe2003, Bandung Fe Institute.
    • Handle: RePEc:bfe:wpsbfi:wpe2003
    as

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