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International Journal Of Engineering, Business And Management(IJEBM)

Prediction of Euro 50 Using Back Propagation Neural Network (BPNN) and Genetic Algorithm (GA)

Rezzy Eko Caraka

International Journal of Engineering, Business And Management(IJEBM), Vol-1,Issue-1, May - June 2017, Pages 35-42 ,

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Modeling time series is often associated with the process forecasts certain characteristics in the next period. One of the methods forecasts that developed nowadays is using artificial neural network or more popularly known as a neural network. Use neural network in forecasts time series can be a good solution, but the problem is network architecture and the training method in the right direction. One of the choices that might be using a genetic algorithm. A genetic algorithm is a search algorithm stochastic resonance based on how it works by the mechanisms of natural selection and genetic variation that aims to find a solution to a problem. This algorithm can be used as teaching methods in train models are sent back propagation neural network. The application genetic algorithm and neural network for divination time series aim to get the weight optimum. From the training and testing on the data index share price euro 50 obtained by the RMSE testing 27.8744 and 39.2852 RMSE training. The weight or parameters that produced by has reached an optimum level in second-generation 1000 with the best fitness and the average 0.027771 the fitness of 0.0027847.Model is good to be used to give a prediction that is quite accurate information that is shown by the close target with the output.

Genetic Algorithm, Back Propagation Neural Network, Euro 50, Prediction, Neural Network.

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