{"id":"https://openalex.org/W4401349361","doi":"https://doi.org/10.30598/barekengvol18iss3pp1683-1694","title":"CHINESE YUAN EXCHANGE RATE AGAINST THE INDONESIAN RUPIAH PREDICTION USING SUPPORT VECTOR REGRESSION","display_name":"CHINESE YUAN EXCHANGE RATE AGAINST THE INDONESIAN RUPIAH PREDICTION USING SUPPORT VECTOR REGRESSION","publication_year":2024,"publication_date":"2024-08-02","ids":{"openalex":"https://openalex.org/W4401349361","doi":"https://doi.org/10.30598/barekengvol18iss3pp1683-1694"},"language":"en","primary_location":{"id":"doi:10.30598/barekengvol18iss3pp1683-1694","doi":"https://doi.org/10.30598/barekengvol18iss3pp1683-1694","is_oa":true,"landing_page_url":"https://doi.org/10.30598/barekengvol18iss3pp1683-1694","pdf_url":null,"source":{"id":"https://openalex.org/S4210230638","display_name":"BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN","issn_l":"1978-7227","issn":["1978-7227","2615-3017"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","jufo-1"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"BAREKENG: Jurnal Ilmu Matematika dan Terapan","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://doi.org/10.30598/barekengvol18iss3pp1683-1694","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5093085463","display_name":"Steven Soewignjo","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I205133468","display_name":"Universitas Airlangga","ror":"https://ror.org/04ctejd88","country_code":"ID","type":"education","lineage":["https://openalex.org/I205133468"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Steven Soewignjo","raw_affiliation_strings":["Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia","institution_ids":["https://openalex.org/I205133468"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5113042134","display_name":"Ni Wayan Widya Septia Sari","orcid":"https://orcid.org/0009-0008-6725-874X","observed_orcids":["https://orcid.org/0009-0008-6725-874X"]},"institutions":[{"id":"https://openalex.org/I205133468","display_name":"Universitas Airlangga","ror":"https://ror.org/04ctejd88","country_code":"ID","type":"education","lineage":["https://openalex.org/I205133468"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Ni Wayan Widya Septia Sari","raw_affiliation_strings":["Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia","institution_ids":["https://openalex.org/I205133468"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5106312292","display_name":"Andini Putri Mediani","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I205133468","display_name":"Universitas Airlangga","ror":"https://ror.org/04ctejd88","country_code":"ID","type":"education","lineage":["https://openalex.org/I205133468"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Andini Putri Mediani","raw_affiliation_strings":["Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia","institution_ids":["https://openalex.org/I205133468"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5025621104","display_name":"M. Aqil Zaidan Kamil","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I205133468","display_name":"Universitas Airlangga","ror":"https://ror.org/04ctejd88","country_code":"ID","type":"education","lineage":["https://openalex.org/I205133468"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"M. Aqil Zaidan Kamil","raw_affiliation_strings":["Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia","institution_ids":["https://openalex.org/I205133468"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5070341940","display_name":"Dita Amelia","orcid":"https://orcid.org/0000-0002-2387-9981","observed_orcids":["https://orcid.org/0000-0002-2387-9981"]},"institutions":[{"id":"https://openalex.org/I205133468","display_name":"Universitas Airlangga","ror":"https://ror.org/04ctejd88","country_code":"ID","type":"education","lineage":["https://openalex.org/I205133468"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Dita Amelia","raw_affiliation_strings":["Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia"],"raw_orcid":"https://orcid.org/0000-0002-2387-9981","affiliations":[{"raw_affiliation_string":"Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia","institution_ids":["https://openalex.org/I205133468"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5025506617","display_name":"Nur Chamidah","orcid":"https://orcid.org/0000-0003-1592-4671","observed_orcids":["https://orcid.org/0000-0003-1592-4671"]},"institutions":[{"id":"https://openalex.org/I205133468","display_name":"Universitas Airlangga","ror":"https://ror.org/04ctejd88","country_code":"ID","type":"education","lineage":["https://openalex.org/I205133468"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Nur Chamidah","raw_affiliation_strings":["Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia"],"raw_orcid":"https://orcid.org/0000-0003-1592-4671","affiliations":[{"raw_affiliation_string":"Department of Mathematics, Faculty of Science and Technology, Universitas Airlangga, Indonesia","institution_ids":["https://openalex.org/I205133468"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I205133468"],"apc_list":null,"apc_paid":null,"fwci":0.4506,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.63843881,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":95},"biblio":{"volume":"18","issue":"3","first_page":"1683","last_page":"1694"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.8809000253677368,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.8809000253677368,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.11540000140666962,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13373","display_name":"Data Mining and Machine Learning Applications","score":0.0008999999845400453,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rate-forecasting","display_name":"exchange rate forecasting","score":0.8379999995231628},{"id":"https://openalex.org/keywords/chinese-yuan","display_name":"Chinese yuan","score":0.7210000157356262},{"id":"https://openalex.org/keywords/indonesian-rupiah","display_name":"Indonesian rupiah","score":0.996999979019165},{"id":"https://openalex.org/keywords/support-vector-regression","display_name":"support vector regression","score":0.9779999852180481},{"id":"https://openalex.org/keywords/gaussian-kernel","display_name":"Gaussian kernel","score":0.9810000061988831},{"id":"https://openalex.org/keywords/belt-and-road-initiative","display_name":"Belt and Road Initiative","score":0.7720000147819519},{"id":"https://openalex.org/keywords/foreign-exchange-market","display_name":"foreign exchange market","score":0.6050000190734863}],"concepts":[{"id":"https://openalex.org/C150217764","wikidata":"https://www.wikidata.org/wiki/Q6803607","display_name":"Mean absolute percentage error","level":3,"score":0.8101546764373779},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.736535370349884},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.7360517978668213},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.7341845035552979},{"id":"https://openalex.org/C2779207338","wikidata":"https://www.wikidata.org/wiki/Q9240","display_name":"Indonesian","level":2,"score":0.5403033494949341},{"id":"https://openalex.org/C134024062","wikidata":"https://www.wikidata.org/wiki/Q1401229","display_name":"Error correction model","level":3,"score":0.45918864011764526},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43605440855026245},{"id":"https://openalex.org/C74193536","wikidata":"https://www.wikidata.org/wiki/Q574844","display_name":"Kernel (algebra)","level":2,"score":0.42861032485961914},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.35314035415649414},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.32610103487968445},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.32215747237205505},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2546667754650116},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.20932599902153015},{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.18708613514900208},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14132145047187805},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.30598/barekengvol18iss3pp1683-1694","doi":"https://doi.org/10.30598/barekengvol18iss3pp1683-1694","is_oa":true,"landing_page_url":"https://doi.org/10.30598/barekengvol18iss3pp1683-1694","pdf_url":null,"source":{"id":"https://openalex.org/S4210230638","display_name":"BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN","issn_l":"1978-7227","issn":["1978-7227","2615-3017"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","jufo-1"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"BAREKENG: Jurnal Ilmu Matematika dan Terapan","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:ca19824a8f5d446e9041e5b000ef9cd8","doi":null,"is_oa":true,"landing_page_url":"https://doaj.org/article/ca19824a8f5d446e9041e5b000ef9cd8","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Barekeng, Vol 18, Iss 3, Pp 1683-1694 (2024)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.30598/barekengvol18iss3pp1683-1694","doi":"https://doi.org/10.30598/barekengvol18iss3pp1683-1694","is_oa":true,"landing_page_url":"https://doi.org/10.30598/barekengvol18iss3pp1683-1694","pdf_url":null,"source":{"id":"https://openalex.org/S4210230638","display_name":"BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN","issn_l":"1978-7227","issn":["1978-7227","2615-3017"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","jufo-1"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"BAREKENG: Jurnal Ilmu Matematika dan Terapan","raw_type":"journal-article"},"sustainable_development_goals":[{"score":0.7207000255584717,"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W2016864600","https://openalex.org/W2045256553","https://openalex.org/W2083172453","https://openalex.org/W2297152540","https://openalex.org/W2514923130","https://openalex.org/W2610468767","https://openalex.org/W2761730264","https://openalex.org/W2959216240","https://openalex.org/W3009625625","https://openalex.org/W3026294234","https://openalex.org/W3081328321","https://openalex.org/W3184868197","https://openalex.org/W3210983520","https://openalex.org/W4291914026"],"related_works":["https://openalex.org/W4403143746","https://openalex.org/W7203603151","https://openalex.org/W1635993928","https://openalex.org/W7211932186","https://openalex.org/W7130723757","https://openalex.org/W4401349362","https://openalex.org/W7222163469","https://openalex.org/W4411754073","https://openalex.org/W7201866918","https://openalex.org/W3043563503"],"abstract_inverted_index":{"This":[0],"study":[1,157],"aims":[2],"to":[3,48,169],"forecast":[4],"the":[5,9,14,36,53,64,76,105,119,140,146,150,160],"exchange":[6,39,142],"rate":[7,40,143],"between":[8],"Chinese":[10],"Yuan":[11],"(CNY)":[12],"and":[13,30,70,74,108,113,134,145,152,173],"Indonesian":[15],"Rupiah":[16],"(IDR)":[17],"using":[18,75],"Support":[19],"Vector":[20],"Regression":[21],"(SVR),":[22],"a":[23,88,96,109],"machine-learning":[24],"technique":[25],"that":[26],"can":[27,127],"handle":[28],"nonlinear":[29],"complex":[31],"data.":[32,121],"The":[33,56,82,122,156],"authors":[34],"utilize":[35],"monthly":[37],"selling":[38],"of":[41,94,102,111,116,124,149],"CNY":[42],"against":[43],"IDR":[44],"from":[45,52],"January":[46],"2012":[47],"October":[49],"2023":[50],"sourced":[51],"\u201cinvesting\u201d":[54],"platform.":[55],"optimal":[57],"SVR":[58],"model":[59,83],"is":[60],"obtained":[61],"by":[62],"splitting":[63],"data":[65,107],"into":[66],"113":[67],"training":[68,106],"samples":[69,73],"28":[71],"testing":[72,120],"Radial":[77],"Basis":[78],"Function":[79],"(RBF)":[80],"kernel.":[81],"achieves":[84],"high":[85],"accuracy,":[86],"with":[87,159],"Mean":[89,98],"Absolute":[90],"Percentage":[91],"Error":[92,100],"(MAPE)":[93],"1.738%,":[95],"Root":[97],"Squared":[99],"(RMSE)":[101],"50.661":[103],"for":[104,118,131],"MAPE":[110],"2.516%,":[112],"an":[114],"RMSE":[115],"64.735":[117],"results":[123],"this":[125],"paper":[126],"provide":[128],"valuable":[129],"insights":[130],"policymakers,":[132],"investors,":[133],"traders":[135],"who":[136],"are":[137],"interested":[138],"in":[139],"CNY/IDR":[141],"dynamics":[144],"economic":[147,175],"implications":[148],"Belt":[151],"Road":[153],"Initiative":[154],"(BRI).":[155],"aligns":[158],"Sustainable":[161],"Development":[162],"Goals":[163],"(SDGs),":[164],"specifically":[165],"SDG":[166],"8,":[167],"aiming":[168],"promote":[170],"sustained,":[171],"inclusive,":[172],"sustainable":[174],"growth.":[176]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2024-08-06T00:00:00"}
