| Abstract |
“Dinar is gold currency in which is made of 22 carat gold. Dinar has 4.25 gram in weight. Because of made from gold, dinar have sufficient resilience against inflation. Nevertheless, the price of dinar is not constant. Dinar prices are influenced by exchange rate against the dollar, and world gold price. The movement from day to day will form a time series data.
In the study, the grammatical eevolution were used to predict dinar price. Grammatical evolution will be tested on grammar with two characteristics : sinusoids, and linear. Dinar price data obtained from the compilation of the world gold price and BI exchange rate. Data used from 2003 until May 2010. Research will focus on three groups : in stable, volatile, and all data condition. From the results of this study indicated smallest MAPE are 0.74% at stable data condition, 0.87% MAPE on fluctuating data, and 1.07% MAPE on overall data.” |