한국경영과학회:학술대회논문집 (Proceedings of the Korean Operations and Management Science Society Conference)
- 한국경영과학회 1998년도 추계학술대회 논문집
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- Pages.228-231
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- 1998
Quantitative Causal Reasoning in Stock Price Index Prediction Model
- Kim, Myoung-Joon (Graduate School of Management, KAIST) ;
- Ingoo Han (Graduate School of Management, KAIST)
- 발행 : 1998.10.01
초록
Artificial Intelligence literatures have recognized that stock market is a highly unstructured and complex domain so that it is difficult to find knowledge that belongs to that domain. This paper demonstrates that the proposed QCOM can derive global knowledge about stock market on the basis of a set of local knowledge and express it as a digraph representation. In addition, inference mechanism using quantitative causal reasoning can describe the qualitative and quantitative effects of exogenous variables on stock market.
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