TECHNICAL ANALYSIS FOR PREDICTING CURRENCY PRICE MOVEMENT TREND USING GAUSSIAN PROCESS

• Main Author: WAYAN ARIAWAN (NIM : 20813001); Pembimbing : Sapto Wahyu Indratno, Ph.D, I
• Format: Theses
• Language: Indonesia
• Online Access: https://digilib.itb.ac.id/gdl/view/20219
• Institution: Institut Teknologi Bandung

Forex trading is the largest business in the world with transaction more than $4 billions each day and forex market is open 24 hours, 5 days a week so that forex trading is a potential business to gain a lot of profit in short term period. The correct trading strategy is very essential because trading has a high risk to get enormous loss. One of trading strategies is using technical analysis, a method to evaluate financial instruments based on scientific and mathematics analyses use historical data such as price and transaction volume of financial instruments. Technical analysis relates to the usage of charts and technical indicators. Key success in forex trading is knowing market trend, i.e. identifying trend in the relatively early beginning and <br /> <br /> <br /> <br /> then following the trend. One way to know market trend is using technical indicators. This research discusses a method to obtain a technical indicator by applying <br /> <br /> <br /> <br /> Gaussian process to historical data (close price) of several currencies pair such as EUR/USD, GBP/USD, AUD/USD, and EUR/GBP. Furthermore, from the process <br /> <br /> <br /> <br /> is obtained predictive data which can be used to predict price movement trend for the next several days.