EFFECT OF KERNEL FUNCTION, C, AND ? HYPERPARAMETER OPTIMIZATION ON PREDICTION ACCURACY ON IHSG USING SUPPORT VECTOR REGRESSION

In this study the ability of support vector regression in forecasting daily rates of the IDX Composite (Indeks Harga Saham Gabungan/IHSG) was investigated. The daily prices of the IDX Composite from 26th of March 2020 to 16th of July 2021 was used. To train the model, 75% of the data was used as tra...

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Bibliographic Details
Main Author: Rafii Manzo Natakusuma, Edgar
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/60599
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Institution: Institut Teknologi Bandung
Language: Indonesia