2020
DOI: 10.11591/ijeecs.v18.i1.pp494-501
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Foreign exchange prediction based on indices and commodities price using convolutional neural network

Abstract: The level of accuracy in predicting is the key in conducting forex trading activities in gaining profits. Some predictions are made only by using historical currency data to be predicted, this makes predictions less accurate because they do not consider external influences. This study examines external factors that can influence the results of predictions, by looking for the relationship between the value of indices such as NTFSE and S & P 500 and the value of commodities such as gold and silver to the… Show more

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Cited by 5 publications
(5 citation statements)
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References 13 publications
(16 reference statements)
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“…In this regard, max pooling is an algorithm used to reduce calculation problems and increase calculation speed [8]. Upon completion of the feature extraction process using filters and max pooling [27,28], the output will be in the form of a dataset that must be pre-processing through re-arrangement to be in the form of one-dimension vector. From the CNN structure, the neurons of the previous layer i.e.…”
Section: Materials and Methods 21 Convolutional Neural Network (Cnn)mentioning
confidence: 99%
“…In this regard, max pooling is an algorithm used to reduce calculation problems and increase calculation speed [8]. Upon completion of the feature extraction process using filters and max pooling [27,28], the output will be in the form of a dataset that must be pre-processing through re-arrangement to be in the form of one-dimension vector. From the CNN structure, the neurons of the previous layer i.e.…”
Section: Materials and Methods 21 Convolutional Neural Network (Cnn)mentioning
confidence: 99%
“…Based on the experimental results, deep learning AutoML was found to have the best accuracy rate, which ranges from 81% to 92% across all companies, and accuracy after DNN optimization using PSO varies from 73% to 82% in all companies. Rassetiadi and Suharjito [18] examine the external factors that can influence forecast results, looking for the relationship between the value of indices such as S and P500 (standard and poor's) and the value of commodities such as gold and silver in the process EUR/USD prediction. When comparing the mean squared error (MSE) values, it turned out that the best combination was a combination of the FTSE100 (financial times stock exchange) and natural gas values.…”
Section: Related Workmentioning
confidence: 99%
“…It mainly scans this input image. It then generates k output boxes, all with two scores representing probability for an object's availability [16], [17]. Figure 1 depicts the F-RCNN architecture.…”
Section: Architecture Of F-rcnnmentioning
confidence: 99%