Estimating Signals by Using Linear Prediction for Forex Trading Applications using the Levenberg- Marquardt algorithm

Prasetya, FX Hendra (2017) Estimating Signals by Using Linear Prediction for Forex Trading Applications using the Levenberg- Marquardt algorithm. Estimating Signals by Using Linear Prediction for Forex Trading Applications using the Levenberg- Marquardt algorithm.

[img] Text
58119972062017G1_lengkap miticon.pdf
Restricted to Registered users only

Download (1MB)

Abstract

In this research, we have made the estimate of the price in foreign currency trading by using linear prediction of a price. The algorithm used in this research was LevenbergMarquardt algorithm, with the help of Matlab to calculate the prediction result. Data used in this study were taken from the real data in metrader account, and the results obtained in two experiments in getting a maximum error rate of only 0.04%, indicated that this error could still be tolerated. The more data as a reference were, the more valid the predictions would be.

Item Type: Article
Subjects: 000 Computer Science, Information and General Works
Divisions: Faculty of Computer Science > Department of Information Systems
Depositing User: ms F. Dewi Retnowati
Date Deposited: 29 Jul 2021 07:25
Last Modified: 29 Jul 2021 07:25
URI: http://repository.unika.ac.id/id/eprint/26107

Actions (login required)

View Item View Item