IJAIT (International Journal of Applied Information Technology)
Vol 04 No 02 (November 2020)

Artificial Neural Network Model with PSO as a Learning Method to Predict Movement of the Rupiah Exchange Rate against the US Dollar

Eko Verianto (Faculty of Information Technology, Duta Wacana Christian University, Yogyakarta)
Budi Sutedjo Dharma Oetomo (Faculty of Information Technology, Duta Wacana Christian University, Yogyakarta)



Article Info

Publish Date
09 Apr 2021

Abstract

The movement of currency exchange rate can be predicted in the next few days, this is used by economic actors to get profit. Artificial Neural Network with the backpropagation learning method is good enough to use for forecasting time series data, it's just that in its application this method was considered to have shortcomings such as a long training time to achieve convergence. The purpose of this research is to form a Multilayer Perceptron Artificial Neural Network model with the Particle Swarm Optimization (PSO) algorithm as a learning method in the case of currency exchange rate prediction. This research produced a model that can predict the movement of the Rupiah exchange rate against the US Dollar, while the model formed was the MLP-PSO model with an error rate of 5.6168 x 10-8, slightly better than the MLP-BP model with an error rate of 6.4683 x 10-8. These results indicated that the PSO algorithm can be used as a learning algorithm in the Multilayer Perceptron Artificial Neural Network.

Copyrights © 2021






Journal Info

Abbrev

ijait

Publisher

Subject

Computer Science & IT

Description

International Journal of Applied Information Technology covers a broad range of research topics in information technology. The topics include, but are not limited to avionics, bio medical instrumentation, biometric, computer network design, cryptography, data compression, digital signal processing, ...