AN ANALYSIS OF USING SVR AS AN ALTERNATIVE OF GARCH IN MODELING THE VOLATILITY OF JAKARTA COMPOSITE IDX INDEX
Volatility can be an impending risk while investing. The most common way to visualize the inherent risk of a financial instrument is using the ARCH-GARCH method. This method is not without flaws. This method is very susceptible to overfitting and cannot predict volatility in the future. To alleviate...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/60049 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |