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Journal : Jurnal INFOTEL

Navigating Bitcoin Panic-Selling using Linear Approach Agi Prasetiadi
JURNAL INFOTEL Vol 12 No 4 (2020): November 2020
Publisher : LPPM INSTITUT TEKNOLOGI TELKOM PURWOKERTO

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20895/infotel.v12i4.543

Abstract

COVID-19 affects significant human activity around the globe, including Bitcoin prices. The Bitcoin price is well known for its volatility, so it is not a big shocker when the panic-selling occurs during the pandemic. However, the mechanism to cope with these breakouts, especially the bearish one, is contentious. The experts give numerous pieces of advice with different conclusions in the end. It is also the same with Machine Learning. Various kernels show different results regarding how the price will move. It depends on the window size, how the data is being preprocessed, and the algorithm used. This paper inspects the best combination that various machine learning can offer with a linear approach to navigate the price prediction based on its depth interval, window size until the algorithms themselves. This paper also proposed a new approach to seeing the prediction range called s-steps ahead prediction using a linear model. The result shows that simple machine learning can herd 99.715% profit even during the bearish breakout.
Classification Based on Configuration Objects by Using Procrustes Analysis Ridho Ananda; Agi Prasetiadi
JURNAL INFOTEL Vol 13 No 2 (2021): May 2021
Publisher : LPPM INSTITUT TEKNOLOGI TELKOM PURWOKERTO

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20895/infotel.v13i2.637

Abstract

Classification is one of the data mining topics that will predict an object to go into a certain group. The prediction process can be performed by using similarity measures, classification trees, or regression. On the other hand, Procrustes refers to a technique of matching two configurations that have been implemented for outlier detection. Based on the result, Procrustes has a potential to tackle the misclassification problem when the outliers are assumed as the misclassified object. Therefore, the Procrustes classification algorithm (PrCA) and Procrustes nearest neighbor classification algorithm (PNNCA) were proposed in this paper. The results of those algorithms had been compared to the classical classification algorithms, namely k-Nearest Neighbor (k-NN), Support Vector Machine (SVM), AdaBoost (AB), Random Forest (RF), Logistic Regression (LR), and Ridge Regression (RR). The data used were iris, cancer, liver, seeds, and wine dataset. The minimum and maximum accuracy values obtained by the PrCA algorithm were 0.610 and 0.925, while the PNNCA were 0.610 and 0.963. PrCA was generally better than k-NN, SVM, and AB. Meanwhile, PNNCA was generally better than k-NN, SVM, AB, and RF. Based on the results, PrCA and PNNCA certainly deserve to be proposed as a new approach in the classification process.