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Persepsi Jaring Saraf Pada Peta Poincare Keuangan

Author

Listed:
  • Hokky Situngkir
  • Yohanes Surya

    (Dept. Computational Sociology, Bandung Fe Institute)

Abstract

Makalah ini bersifat lanjutan dari makalah terdahulu (Situngkir, 2003). Hal yang baru dalam makalah ini adalah upaya penggunaan peta Poincare dalam persepsi model jaring saraf yang kita buat untuk tujuan prediksi. Peta Poincare yang dimodifikasi digenerasi dari data deret waktu keuangan biasa untuk kemudian dipersepsi oleh jaring saraf. Hasil persepsi ini (berupa peta Poincare juga) kemudian kita ubah lagi ke dalam data deret waktu biasa sebagai hasil aproksimasi dan prediksi dari proses training jaring saraf. Hasilnya menjanjikan kemampuan dan kecepatan prediksi yang lebih baik daripada secara langsung mempersepsi data deret waktu biasa. Di akhir makalah digambarkan pula contoh bagaimana memprediksi range fluktuasi harga saham dengen aproksimasi terhadap data penawaran saham tertinggi (HIGH) dan selisih penawaran tertinggi dan terendah secara bersamaan sebagai peta Poincare yang dimodifikasi.

Suggested Citation

  • Hokky Situngkir & Yohanes Surya, 2003. "Persepsi Jaring Saraf Pada Peta Poincare Keuangan," Departmental Working Papers wpg2003, Bandung Fe Institute.
    • Handle: RePEc:bfe:wpsbfi:wpg2003
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