Extended Kalman Filter In Recurrent Neural Network: USDIDR Forecasting Case Study
Artificial Neural Networks (ANN) especially Recurrent Neural Network (RNN) have been widely used to predict currency exchange rates. The learning algorithm that is commonly used in ANN is Stochastic Gradient Descent (SGD). One of the advantages of SGD is that the computational time needed is relativ...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Gadjah Mada
2019-07-01
|
| Series: | IJCCS (Indonesian Journal of Computing and Cybernetics Systems) |
| Subjects: | |
| Online Access: | https://jurnal.ugm.ac.id/ijccs/article/view/47802 |