期刊名称：International Journal of Economics and Finance
印刷版ISSN：1916-971X
电子版ISSN：1916-9728
出版年度：2014
卷号：2
期号：3
页码：170
DOI：10.5539/ijef.v2n3p170
语种：English
出版社：Canadian Center of Science and Education
摘要：Islamic bank has to perform well in order to deliver better return in compensating depositor`s money. This paper is conducted to identify the relative significance assigned to macroeconomics variables for maximizing depositor’s opportunity. Furthermore, it becomes very necessary to have a prediction of future rate of return to get a clear picture in making deposit decision. This research uses some key macroeconomic variables such as; Jakarta Stock Indices (JSI), inflation rate (INFR), central bank`s interest rate certificate (INTR), exchange rate (ER), and money in circulation (MIC). Since these variables are characterized as nonlinearities time series data, Artificial Neural Networks (ANN) is employed using back propagation algorithm as learning algorithm. From observation resulted that central bank’s interest rate certificate (INTR) and Money In Circulation (MIC) could be used as leading indicators to face the problem with 94.95% accuracy.
