LAPORAN PROJEK KAJIAN PEMBANGUNAN RANGKAIAN
Transcription
LAPORAN PROJEK KAJIAN PEMBANGUNAN RANGKAIAN
: LAPORAN PROJEK / KAJIAN PEMBANGUNAN RANGKAIAN NEURAL UNTUK PERAMALAN PASARAN NIAGA HADAPAN KIIAIRIL ISZUDDIN ISMAIL Laporan projek ini dikemukakansebagaimemenuhisebahagiandaripada syaratpenganugerahan ljazah SarjanaMuda SainsKomputer FAKULTI SAINS KOMPUTER DAN SISTEM MAKLUMAT UNIVERSITI TEKNOLOGI MAI,AYSIA IV ABSTRAK : t Kajian ini adalah satu kajian terhadappembangunanrangkaian neural untuk peramalanpasaranniaga hadapan.Ianya melibatkanpembangunanbeberapamodel rangkaian neural yang berbeza dafi segi jumlah nod input dan dan kaedah prapemprosesan.Prototaip ini kemudiannya dilatih. Kerana tujuan pembangunan rangkaian noural untuk peramalan,set data untuk ujian adalahberbeza denganset data latihan. Hasil, semuanyaakan dibezakan rnelalui graf statistik untuk mengenalpastihasil yang terbaik.Hasil terbaik adalahhasil.darisegi kombinasi parameter-parameter yang terbaik dapatditemui sepanjangkajian. Kajian ini mengkhususkankepada data pasaranniaga hadapankelapa sawit tempatanyang diniagakan di COMMEX. ABSTRACT This is a researchon developinga neuralnetwork i for the purposeof forecastingthe futuresmarket.This will involve in developinga number of neural network models that will be differentiatein the numberof input nodesand in the way dataare preprocessed.Models will be trained. For the purposeof forecasting, thesemodelswill be testedon a different set of datathan the one usedfor training. Resultswill then be analysisthrough statisticalgraphs to identify the best output. The bestresult is definedin the best combination parameters of that is found through out the research.This researchwill be using data from the crude palm oil market tradedin COMMEX, Malaysia. -_-q RUJUI1,4I{ 1- Swinglers,Kevin., Financial Prediction, SomePointers, Pitfalls and Common Errors., center for cognitive and computational Neuroscience,stgrling Universitv.. 1.994. Z. Mendelsohn,Lou., SynergisticMarket Analysis with Neural Networlcs., Artificial Intelligence In Capital Market., Irwin ProfessionalPublising,USA., 7994. 3. Kutsurelis,E. Jason.,ForecastingFinancial markets (JsingNeural Networks : An Analysis of MethodsAndAccuracy., Naval postgraduateSchool,Monterey, CA, USA., 1998. I 4. Rao, Vallaru., Rao, Hayagriva.,C++ Neural Networks& Fuz4t Logic., MIS Press,USA., 1995. 5. RoselinaSallehuddin.,Mohd SalihinNgadiman.,Siti Mariyam Shamsuddin., Penentuansaiz Dan Bilangan Nod rersembunyi Rangkaian Neural Bgai Peramalan, Jurnal Teknologi Maklumat, Jun 1999. 6. Pandya,Abhijit S., Macy, Robert 8., Pattern RecognitionWith Neural NetworksIn C++., CRC Press,USA., 1"996. 7. Achelis,Steven8., TechnicalAnalysis From A To 2., probus publishing, usA.,1,995. 8. Elder,Alexander.,Trading For A Living., John Wiley & SonsInc., USA., 1993. --</l 9. Haga,Martin T., Demuth,Howard B., Beale,Mark.,Neural Nework Design., PWS publishingCompany,dSR., lggl. 10' E, Brauner.,J, Dayhotf., X. sun., commodity Trading using Neural Network : Model For Gold Market., rnstituteof SystemResearch.,lgg7., Technical Report. I 11'. Mitchell, Tom M., Machine Learning., McGraw-HilI, usA., r9g7.' r2. shwager, Jack D., shwager on Future Technical Analysis.,John wiley & Sons Inc., Canada..1996.