Comparison of Feedforward Neural Network and Classical Statistics Methods: Application in Finance
نویسندگان
چکیده
The flexibility and elevated accurateness of the statistical machine learning method makes this widely applied in various fields. One methods is neural network, which can be used for data analysis. great performance network field finance. In study, was to predict Non-Performing Loans (NPL) forecast credit receivables. NPL prediction, banks are State-Owned Banks, Regional Government National Private Banks with a main capital more than 6 trillion rupiahs March 2021, i.e. 26 period 2018 until 2021. predicting NPL, moving window scheme involves several different periods. number receivables, financing from November 2012 December 2020 as training data, while January June 2021 testing data. results analysis show that prediction receivables forecasting shows better compared classical such multiple linear regression ARIMA. A comparison banking NPLs based on RMSE values, receivable RMSE, MAE, MAPE values.
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ژورنال
عنوان ژورنال: Jurnal Matematika Statistik dan Komputasi
سال: 2023
ISSN: ['2614-8811', '1858-1382']
DOI: https://doi.org/10.20956/j.v19i3.25379