다변량 최근접 예측 모형: 거래량을 고려한 종합주가지수의 예측

  • 윤종훈 (한국과학기술원 테크노경영대학원) ;
  • 이회경 (한국과학기술원 테크노경영대학원)
  • Published : 1998.10.01

Abstract

This paper examines the mutlivariate nearest neighbor forecasting model which considers the volume traded as well as the stock price. The empirical results using the data from KOSPI indicate that the predictive power of the nearest neighbor model increases as the model becomes mutlivariate.

Keywords