NDLI: Robustness Analysis of Artificial Neural Networks and Support Vector Machine in Making Prediction

Content Provider	IEEE Xplore Digital Library
Author	Anwar, S. Ismal, R.
Copyright Year	2011
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.
Starting Page	256
Ending Page	261
File Size	461261
Page Count	6
File Format	PDF
ISBN	9781457703911
DOI	10.1109/ISPA.2011.64
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-05-26
Publisher Place	Korea (South)
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Training Support vector machines Accuracy Artificial Neural Networks Neurons Artificial neural networks Predictive models Data models Islamic Bank support Vector Machine Rate of Return
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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Robustness Analysis of Artificial Neural Networks and Support Vector Machine in Making Prediction