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[02365] Fuzzy C-Medoids Clustering on the Foreign Currency Exchange Rate Against the Indonesian Rupiah

  • Session Time & Room : 3D (Aug.23, 15:30-17:10) @E504
  • Type : Industrial Contributed Talk
  • Abstract : The exchange rate is always fluctuating, indicates the presence of heteroscedasticity. Forecasting currency exchange rate movements is necessary in order to make a correct decision. In this study, clustering was carried out using a fuzzy c-medoids algorithm with distances based on the estimated parameters of the GARCH model. The case study used is data on foreign exchange rates against the Indonesian Rupiah (IDR) for the monthly period of January 2018–October 2022.
  • Classification : 62M10
  • Format : Online Talk on Zoom
  • Author(s) :
    • Vemmie Nastiti Lestari (Universitas Gadjah Mada)
    • Abdurakhman Abdurakhman (Universitas Gadjah Mada)
    • Dedi Rosadi (Universitas Gadjah Mada)