대한전기학회:학술대회논문집 (Proceedings of the KIEE Conference)
- 대한전기학회 2001년도 하계학술대회 논문집 D
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- Pages.2030-2032
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- 2001
퍼지시스템과 지식정보를 이용한 주가지수 예측
Stock-Index Prediction using Fuzzy System and Knowledge Information
- Kim, Hae-Gyun (Dept. of Electrical Engineering, Pusan National Univ.) ;
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Kim, Sung-Shin
(Dept. of Electrical Engineering, Pusan National Univ.)
- 발행 : 2001.07.18
초록
In recent years, many attempts have been made to predict the behavior of bonds, currencies, stock, or other economic markets. Most previous experiments used multilayer perceptrons(MLP) for stock market forecasting. The Kospi 200 Index is modeled using different neural networks and fuzzy system predictions. In this paper, a multilayer perceptron architecture, a dynamic polynomial neural network(DPNN) and a fuzzy system are used to predict the Kospi 200 index. The results of prediction is compared with the root mean squared error(RMSE) and the scatter plot. Results show that both networks can be trained to predict the index. And the fuzzy system is performing slightly better than DPNN and MLP.
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