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- W2154730703 abstract "This This study aims to investigate the robustness of prediction model by comparing artificial neural networks (ANNs), and support vector machine (SVMs) model. The study employs ten years monthly data of six types of macroeconomic variables as independent variables and the average rate of return of one-month time deposit of Indonesian Islamic banks (RR) as dependent variable. Finally, the performance is evaluated through graph analysis, statistical parameters and accuracy rate measurement. This research found that ANNs outperforms SVMs empirically resulted from the training process and overall data prediction. This is indicating that ANNs model is better in the context of capturing all data pattern and explaining the volatility of RR." @default.
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- W2154730703 date "2011-05-01" @default.
- W2154730703 modified "2023-09-23" @default.
- W2154730703 title "Robustness Analysis of Artificial Neural Networks and Support Vector Machine in Making Prediction" @default.
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- W2154730703 doi "https://doi.org/10.1109/ispa.2011.64" @default.
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