MODEL ESTIMASI NEURAL NETWORK, APLIKASI PERAMALAN TINGKAT BAGI HASIL DEPOSITO MUDHARABAH DENGAN VARIABEL MAKROEKONOMI SEBAGAI PENENTU

Abstract

This research aims to predict the rate of return mudharabah deposits with macroeconomic variables as determinants of the period June 2007 – December 2011. From the rate of return mudharabah deposits showed the amount of investor return according to their investment funds in the bank. On the other hand, with the forecasting could assist banks in determining the rate of the mudharabah deposits according to current condition. The population in this research are data of the rate of return mudharabah deposits, macroeconomic variables during the period 2006 to 2011. Because of the limitation in data availability, this research used a sample from June 2007 until December 2011. This research used the Artificial Neural Network (ANN) methods to measure how large the macroeconomic variables can influence to the rate of return mudharabah deposit. Test result showed that eight macroeconomic variables are used by ANN method, the supply of money variables is the most influential variables in determining rate of return mudharabah deposit. Then, the other variables also influence the rate of return mudharabah deposit, they are interest rate of Central Bank, Composite Stock Price Index, Inflation, Oil Price, The Average Interest Rate one Month Period of Conventional Banks, Currency Exchange Rate of U.S Dollar to Indonesian Rupiah, and the recent World Gold Price.