KOMPARASI PREDIKSI HARGA BITCOIN MENGGUNAKAN ALGORITMA KNN DAN SVM

BUDIYANA, IRVAN PUTRA (2025) KOMPARASI PREDIKSI HARGA BITCOIN MENGGUNAKAN ALGORITMA KNN DAN SVM. S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

Limited public knowledge about Bitcoin Halving often triggers Fear of Missing Out (FOMO), leading individuals to invest without understanding the risks and market volatility. Bitcoin Halving is a periodic event that halves mining rewards, impacting Bitcoin's price and scarcity. This study aims to analyze Bitcoin price trends before and after Halving and evaluate the Support Vector Machine (SVM) and K-Nearest Neighbor (KNN) algorithms in predicting its impact. Using a predictive approach, the study employs historical Bitcoin price data, including variables such as date, opening price, high price, low price, volume, percentage change, and U.S. interest rates. SVM and KNN are chosen for their ability to process complex and non-linear data. Model performance is assessed using Mean Square Error (MSE) and Root Mean Square Error (RMSE) to measure prediction accuracy. The research also explores the relationship between macroeconomic variables, such as interest rates, and Bitcoin price fluctuations. The findings aim to provide insights into the strengths and weaknesses of each algorithm while helping individuals manage investment risks more effectively. Key Search: Bitcoin Halving, Market Volatility, SVM, KNN, Price Prediction, Cryptocurrency, Investment Risk, Interest Rates Minimnya pengetahuan masyarakat tentang momen Halving Bitcoin sering menyebabkan terjadinya Fear of Missing Out (FOMO), di mana banyak orang berinvestasi tanpa memahami risiko dan volatilitas pasar. Halving Bitcoin merupakan peristiwa yang mengurangi hadiah blok bagi penambang hingga setengahnya, yang dapat memengaruhi harga dan kelangkaan Bitcoin. Penelitian ini bertujuan untuk menganalisis pola perubahan harga Bitcoin sebelum dan sesudah Halving serta mengevaluasi algoritma Support Vector Machine (SVM) dan KNearest Neighbor (KNN) dalam memprediksi dampak peristiwa tersebut. Melalui pendekatan prediktif, penelitian menggunakan data historis Bitcoin, mencakup variabel seperti tanggal, harga terakhir, harga pembukaan, harga tertinggi, harga terendah, volume, perubahan persentase, dan suku bunga Amerika Serikat. Algoritma SVM dan KNN dipilih karena kemampuannya menangani data kompleks dan non-linear. Kinerja model dievaluasi menggunakan Mean Square Error (MSE) dan Root Mean Square Error (RMSE) untuk mengukur akurasi prediksi. Penelitian juga mengkaji hubungan antara variabel makroekonomi, seperti suku bunga, dengan fluktuasi harga Bitcoin. Hasil diharapkan memberikan wawasan tentang keunggulan dan kelemahan masing-masing algoritma serta membantu masyarakat mengelola risiko investasi secara lebih bijak. Kata kunci: Halving Bitcoin, Volatilitas Pasar, SVM, KNN, Prediksi Harga, Cryptocurrency, Risiko Investasi, Suku Bunga

Item Type: Thesis (S1)
Call Number CD: FIK/INFO. 25 039
NIM/NIDN Creators: 41521010192
Uncontrolled Keywords: Halving Bitcoin, Volatilitas Pasar, SVM, KNN, Prediksi Harga, Cryptocurrency, Risiko Investasi, Suku Bunga
Subjects: 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan
300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan > 332.6 Investment/Investasi
300 Social Science/Ilmu-ilmu Sosial > 380 Commerce, Communications, Transportation (Perdagangan, Komunikasi, Transportasi) > 381 Commerce, Trade/Perdagangan > 381.1 Retail Trade/Perdagangan Ritail, Pasar
500 Natural Science and Mathematics/Ilmu-ilmu Alam dan Matematika > 510 Mathematics/Matematika > 518 Numerical Analysis/Analisis Numerik, Analisa Numerik > 518.1 Algorithms/Algoritma
Divisions: Fakultas Ilmu Komputer > Informatika
Depositing User: khalimah
Date Deposited: 13 Feb 2025 01:56
Last Modified: 13 Feb 2025 01:56
URI: http://repository.mercubuana.ac.id/id/eprint/94165

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