Ramadhan, Rahmawati and Devianto, Dodi and Maiyastri, Maiyastri (2020) Hidden Markov Model for Exchange Rate with EWMA Control Chart. In: Proceedings of the 1st International Conference on Statistics and Analytics, ICSA 2019, 2-3 August 2019, Bogor, Indonesia.
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Abstract
Nowadays, the US dollar exchange rate is still very influential on the exchange rate stability of many countries, including Indonesia. The effect of the US Dollar exchange rate has caused the fluctuation of Rupiah exchange rate. That is one of the cases that can be modeled with the Hidden Markov Mod
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 12:54 |
| Last Modified: | 17 Apr 2026 12:25 |
| URI: | http://eprints.eai.eu/id/eprint/27010 |
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