한국경영과학회:학술대회논문집 (Proceedings of the Korean Operations and Management Science Society Conference)
- 대한산업공학회/한국경영과학회 2006년도 춘계공동학술대회 논문집
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- Pages.1207-1213
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- 2006
The use of Case-Based Reasoning for Financial Market Monitoring
- Han Sung-Kwon (Department of Information and Industrial Engineering, Yonsei University) ;
- Oh Kyong-Joo (Department of Information and Industrial Engineering, Yonsei University) ;
- Kim Tae-Yoon (Department of Statistics, Keimyung University)
- 발행 : 2006.05.01
초록
This paper shows that case-based reasoning (CBR), an artificial intelligence technique, is a quite efficient tool in monitoring financial market against its possible collapse. For this purpose, daily financial condition indicator (DFCI) monitoring financial market is built on CBR and its performance is compared to DFCI on neural network. This study is empirically done for the Korean financial market.