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Analyzing Perceptron Algorithm for Global Gold Price Prediction using Quantum Computing Approach
Corresponding Author(s) : Solikhun
Kinetik: Game Technology, Information System, Computer Network, Computing, Electronics, and Control,
Vol. 10, No. 1, February 2025
Abstract
The price of gold has garnered significant attention in the world of finance and investment due to its role as a safe haven asset and an indicator of global economic stability. An inherent risk of investing in gold is the daily fluctuation in prices, which can rise, fall, or remain stable. Investors are constantly seeking accurate ways to predict gold price movements in order to make informed investment decisions. While classic algorithms like artificial neural networks have been used for gold price prediction, they often struggle with analyzing complex data and identifying the hidden patterns within large datasets. It is widely acknowledged that accurately and consistently predicting the gold price movements, exchange rate, and whether the gold price will rise or fall is very challenging. To address this challenge, this study explored the use of quantum perceptron algorithm for predicting global gold prices. This approach harnesses the principles of quantum computing to improve the efficiency and performance of neural network models. Quantum computers can perform multiple computations simultaneously, enabling the solution of problems that are difficult for classical computers. This study utilized global gold data from January 2018 to December 2022, with 80:20 split of training and testing data; data from January 2018 to December 2021 for training and data from January 2022 to December 2022 for testing. This study aims to offer insights into the potential and application of quantum algorithms in predicting gold prices. The research involved an analysis of global gold price predictions using the quantum perceptron algorithm and quantum computing.
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- S. Darmawan and M. S. Saiful Haq, “Analisis Pengaruh Makroekonomi, Indeks Saham Global, Harga Emas Dunia Dan Harga Minyak Dunia Terhadap Indeks Harga Saham Gabungan (IHSG),” Jurnal Riset Ekonomi dan Bisnis, vol. 15, no. 2, p. 95, Aug. 2022. http://dx.doi.org/10.26623/jreb.v15i2.4381
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- N. Liu and P. Rebentrost, “Quantum Machine Learning For Quantum Anomaly Detection,” Physical Review A, vol. 97, no. 4, p. 042315, Apr. 2018. https://doi.org/10.1103/PhysRevA.97.042315
- A. Jadhav, A. Rasool, and M. Gyanchandani, “Quantum Machine Learning: Scope For Real-World Problems,” Procedia Computer Science, vol. 218, pp. 2612–2625, 2023. https://doi.org/10.1016/j.procs.2023.01.235
- P. Kairon and S. Bhattacharyya, “Comparative Study Of Variational Quantum Circuit And Quantum Backpropagation Multilayer Perceptron For COVID-19 Outbreak Predictions,” arXiv, pp. 1–10, 2020, doi: https://doi.org/10.48550/arXiv.2008.07617.
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- K. Beer, M. Khosla, J. Köhler, T. J. Osborne, and T. Zhao, “Quantum Machine Learning Of Graph-Structured Data,” Physical Review A, vol. 108, no. 1, p. 012410, Jul. 2023. https://doi.org/10.1103/PhysRevA.108.012410
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- M. R. Pulicharla, “Hybrid Quantum-Classical Machine Learning Models: Powering the Future of AI,” Journal of Science & Technology, vol. 4, no. 1, pp. 40–65, 2023. https://doi.org/10.55662/JST.2023.4102
- P. Huber, J. Haber, P. Barthel, J. J. García-Ripoll, E. Torrontegui, and C. Wunderlich, “Realization Of A Quantum Perceptron Gate With Trapped Ions,” arXiv, pp. 1–5, 2021, doi: https://doi.org/10.48550/arXiv.2111.08977.
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- Hafid Akbar Fikri, “Prediksi Harga Emas Dengan Algoritma Backpropagation,” Jurnal Sains Komputer & Informatika (J-SAKTI), vol. 7, no. 1, pp. 182–189, 2023. http://dx.doi.org/10.30645/j-sakti.v7i1.582
- A. Prasetya Wibawa, W. Lestar, A. Bella Putra Utama, I. Tri Saputra, and Z. Nabila Izdihar, “Multilayer Perceptron untuk Prediksi Sessions pada Sebuah Website Journal Elektronik,” Indonesian Journal of Data and Science, vol. 1, no. 3, pp. 57–67, Dec. 2020. https://doi.org/10.33096/ijodas.v1i3.15
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- S. Solikhun and V. Yasin, “Analisis Quantum Perceptron Untuk Memprediksi Jumlah Pengunjung Ucok Kopi Pematangsiantar Pada Masa Pandemi Covid-19,” Jurnal Edukasi dan Penelitian Informatika (JEPIN), vol. 8, no. 1, p. 162, 2022. https://dx.doi.org/10.26418/jp.v8i1.52191
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- A. chandra Saputra, “Penentuan Parameter Learning Rate Selama Pembelajaran Jaringan Syaraf Tiruan Backpropagation Menggunakan Algoritma Genetika,” Jurnal Teknologi Informasi: Jurnal Keilmuan dan Aplikasi Bidang Teknik Informatika, vol. 14, no. 2, pp. 202–212, Aug. 2020. https://doi.org/10.47111/jti.v14i2.1141
- P. R. Iswardani, M. Sudarma, and L. Jasa, “Peramalan Nilai Tukar Rupiah Terhadap Mata Uang Negara Asia Menggunakan Metode Quantum Neural Network,” Majalah Ilmiah Teknologi Elektro, vol. 20, no. 1, p. 153, Apr. 2021. https://doi.org/10.24843/MITE.2021.v20i01.P18
- N. Kahar and W. Aritonang, “Implementasi Jaringan Syaraf Tiruan Dengan Algoritma Perceptron Dalam Penentuan Program Studi Mahasiswa Baru,” JURNAL AKADEMIKA, vol. 14, no. 2, pp. 74–80, Apr. 2022. http://dx.doi.org/10.53564/akademika.v14i2.864
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M. Guntur, J. Santony, and Y. Yuhandri, “Prediksi Harga Emas Dengan Menggunakan Metode Naïve Bayes Dalam Investasi Untuk Meminimalisasi Resiko,” Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi), vol. 2, no. 1, pp. 354–360, Apr. 2018. https://doi.org/10.29207/resti.v2i1.276
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S. Ben Jabeur, S. Mefteh-Wali, and J. L. Viviani, “Forecasting Gold Price With The XGBOOST Algorithm And SHAP Interaction Values,” Annals of Operations Research, vol. 334, no. 1–3, pp. 679–699, 2024. https://doi.org/10.1007/s10479-021-04187-w
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D. Nababan and E. Alexander, “Implementasi Metode Fuzzy Time Series Dengan Model Algoritma Chen Untuk Memprediksi Harga Emas,” Jurnal Teknik Informatika, vol. 13, no. 1, pp. 71–78, 2020. https://doi.org/10.15408/jti.v13i1.15516
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M. Schuld and N. Killoran, “Is Quantum Advantage the Right Goal for Quantum Machine Learning?,” PRX Quantum, vol. 3, no. 3, p. 030101, Jul. 2022. https://doi.org/10.1103/PRXQuantum.3.030101
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K. Beer, M. Khosla, J. Köhler, T. J. Osborne, and T. Zhao, “Quantum Machine Learning Of Graph-Structured Data,” Physical Review A, vol. 108, no. 1, p. 012410, Jul. 2023. https://doi.org/10.1103/PhysRevA.108.012410
Rabiatul Adawiyah and Munifah, “Eksplorasi Kapasitas Pengkodean Amplitudo Untuk Model Quantum Machine Learning,” Informatika: Jurnal Teknik Informatika dan Multimedia, vol. 3, no. 1, pp. 38–58, May 2023. https://doi.org/10.51903/informatika.v3i1.232
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J. Carrasquilla and G. Torlai, “How To Use Neural Networks To Investigate Quantum Many-Body Physics,” PRX Quantum, vol. 2, no. 4, p. 040201, Nov. 2021. https://doi.org/10.1103/PRXQuantum.2.040201
A. Daskin, “A Simple Quantum Neural Net with a Periodic Activation Function,” in 2018 IEEE International Conference on Systems, Man, and Cybernetics (SMC), IEEE, Oct. 2018, pp. 2887–2891. https://doi.org/10.1109/SMC.2018.00491
Z. Abohashima, M. Elhosen, E. H. Houssein, and W. M. Mohamed, “Classification with Quantum Machine Learning: A Survey,” arXiv, no. 9, pp. 1–16, 2020. https://doi.org/10.48550/arXiv.2006.12270
V. Kulkarni, M. Kulkarni, and A. Pant, “Quantum Computing Methods For Supervised Learning,” Quantum Machine Intelligence, vol. 3, no. 2, p. 23, Dec. 2021. https://doi.org/10.1007/s42484-021-00050-0
R. Zhao and S. Wang, “A Review Of Quantum Neural Networks: Methods, Models, Dilemma,” arXiv, no. 299, pp. 1–14, 2021, doi: https://doi.org/10.48550/arXiv.2109.01840.
X. Gao, Z.-Y. Zhang, and L.-M. Duan, “A Quantum Machine Learning Algorithm Based On Generative Models,” Science Advances, vol. 4, no. 12, pp. 1–7, Dec. 2018. https://doi.org/10.1126/sciadv.aat9004
M. R. Pulicharla, “Hybrid Quantum-Classical Machine Learning Models: Powering the Future of AI,” Journal of Science & Technology, vol. 4, no. 1, pp. 40–65, 2023. https://doi.org/10.55662/JST.2023.4102
P. Huber, J. Haber, P. Barthel, J. J. García-Ripoll, E. Torrontegui, and C. Wunderlich, “Realization Of A Quantum Perceptron Gate With Trapped Ions,” arXiv, pp. 1–5, 2021, doi: https://doi.org/10.48550/arXiv.2111.08977.
R. Wiersema and H. J. Kappen, “Implementing Perceptron Models With Qubits,” Physical Review A, vol. 100, no. 2, p. 020301, Aug. 2019. https://doi.org/10.1103/PhysRevA.100.020301
A. Macaluso, F. Orazi, M. Klusch, S. Lodi, and C. Sartori, “A Variational Algorithm for Quantum Single Layer Perceptron,” in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Springer, 2023, pp. 341–356. https://doi.org/10.1007/978-3-031-25891-6_26
Hafid Akbar Fikri, “Prediksi Harga Emas Dengan Algoritma Backpropagation,” Jurnal Sains Komputer & Informatika (J-SAKTI), vol. 7, no. 1, pp. 182–189, 2023. http://dx.doi.org/10.30645/j-sakti.v7i1.582
A. Prasetya Wibawa, W. Lestar, A. Bella Putra Utama, I. Tri Saputra, and Z. Nabila Izdihar, “Multilayer Perceptron untuk Prediksi Sessions pada Sebuah Website Journal Elektronik,” Indonesian Journal of Data and Science, vol. 1, no. 3, pp. 57–67, Dec. 2020. https://doi.org/10.33096/ijodas.v1i3.15
S. Khotijah, L. Sarifah, and A. Fuaddiyah, “Prediksi Harga Emas Menggunakan Metode Radial Basis Function Neural Network (RBFNN),” Jurnal Sains Matematika dan Statistika, vol. 10, no. 1, p. 20, Feb. 2024. http://dx.doi.org/10.24014/jsms.v10i1.20890
S. Solikhun and V. Yasin, “Analisis Quantum Perceptron Untuk Memprediksi Jumlah Pengunjung Ucok Kopi Pematangsiantar Pada Masa Pandemi Covid-19,” Jurnal Edukasi dan Penelitian Informatika (JEPIN), vol. 8, no. 1, p. 162, 2022. https://dx.doi.org/10.26418/jp.v8i1.52191
M. Guntur, J. Santony, and Y. Yuhandri, “Prediksi Harga Emas Dengan Menggunakan Metode Naïve Bayes Dalam Investasi Untuk Meminimalisasi Resiko,” Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi), vol. 2, no. 1, pp. 354–360, 2018. https://doi.org/10.29207/resti.v2i1.276
A. Abbas, D. Sutter, C. Zoufal, A. Lucchi, A. Figalli, and S. Woerner, “The Power Of Quantum Neural Networks,” Nature Computational Science, vol. 1, no. 6, pp. 403–409, Jun. 2021. https://doi.org/10.1038/s43588-021-00084-1
A. chandra Saputra, “Penentuan Parameter Learning Rate Selama Pembelajaran Jaringan Syaraf Tiruan Backpropagation Menggunakan Algoritma Genetika,” Jurnal Teknologi Informasi: Jurnal Keilmuan dan Aplikasi Bidang Teknik Informatika, vol. 14, no. 2, pp. 202–212, Aug. 2020. https://doi.org/10.47111/jti.v14i2.1141
P. R. Iswardani, M. Sudarma, and L. Jasa, “Peramalan Nilai Tukar Rupiah Terhadap Mata Uang Negara Asia Menggunakan Metode Quantum Neural Network,” Majalah Ilmiah Teknologi Elektro, vol. 20, no. 1, p. 153, Apr. 2021. https://doi.org/10.24843/MITE.2021.v20i01.P18
N. Kahar and W. Aritonang, “Implementasi Jaringan Syaraf Tiruan Dengan Algoritma Perceptron Dalam Penentuan Program Studi Mahasiswa Baru,” JURNAL AKADEMIKA, vol. 14, no. 2, pp. 74–80, Apr. 2022. http://dx.doi.org/10.53564/akademika.v14i2.864