A Development for Short-term Stock Forecasting on Learning Agent System using Decision Tree Algorithm

의사결정 트리를 이용한 학습 에이전트 단기주가예측 시스템 개발

  • 서장훈 (명지대학교 산업시스템공학부) ;
  • 장현수 (경기공업대 산업경영시스템과)
  • Published : 2004.06.01

Abstract

The basis of cyber trading has been sufficiently developed with innovative advancement of Internet Technology and the tendency of stock market investment has changed from long-term investment, which estimates the value of enterprises, to short-term investment, which focuses on getting short-term stock trading margin. Hence, this research shows a Short-term Stock Price Forecasting System on Learning Agent System using DTA(Decision Tree Algorithm) ; it collects real-time information of interest and favorite issues using Agent Technology through the Internet, and forms a decision tree, and creates a Rule-Base Database. Through this procedure the Short-term Stock Price Forecasting System provides customers with the prediction of the fluctuation of stock prices for each issue in near future and a point of sales and purchases. A Human being has the limitation of analytic ability and so through taking a look into and analyzing the fluctuation of stock prices, the Agent enables man to trace out the external factors of fluctuation of stock market on real-time. Therefore, we can check out the ups and downs of several issues at the same time and figure out the relationship and interrelation among many issues using the Agent. The SPFA (Stock Price Forecasting System) has such basic four phases as Data Collection, Data Processing, Learning, and Forecasting and Feedback.

Keywords

References

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