참고문헌
- Ahn, H. and H. Y. Lee, "A combination model of Multiple Artificial Intelligence techniques based on Genetic Algorithms for Investment Decision Support Aid: An Application to KOSPI", The e-Business Studies, Vol.10, No.1 (2009), 215-236. https://doi.org/10.15719/geba.10.1.200903.215
- Atsalakis, G. and K. Valavanis, "Neuro-fuzzy and technical analysis for stock prediction," Working paper, 2006.
- Atsalakis, G. S. and K. P. Valavanis, "Surveying stock market forecasting techniques - Part II: Soft computing methods", Expert Systems with Applications, Vol.36, No.3(2009), 5932-5941. https://doi.org/10.1016/j.eswa.2008.07.006
- Chang, C.-C. and C.-J. Lin, "LIBSVM: a library for support vector machines", ACM Transactions on Intelligent Systems and Technology, Vol.2, No.3(2011), 27:1-27:27. Software available at http://www.csie.ntu.edu.tw/-cjlin/libsvm.
- Chang, P.-C., C.-H. Liu, J.-L. Lin, C.-Y. Fan, and C. S. P. Ng, "A neural network with a case based dynamic window for stock trading prediction", Expert Systems with Applications, Vol.36, No.3(2009), 6889-6898. https://doi.org/10.1016/j.eswa.2008.08.077
- Chen, C.-H., T.-K. Liu, J.-H. Chou, C.-H. Tasi, and H. Wang, "Optimization of teacher volunteer transferring problems using greedy genetic algorithms", Expert Systems with Applications, Vol.42, No.1(2015), 668-678. https://doi.org/10.1016/j.eswa.2014.08.020
- Constantinou, E., R. Georgiades, A. Kazandjian, and G. P. Kouretas, "Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns", International Journal of Finance and Economics, Vol.11, No.4(2006), 371-383. https://doi.org/10.1002/ijfe.305
- Cortes, C. and V. Vapnik, "Support-vector networks", Machine Learning, Vol.20, No.3(1995), 273-297
- Debashish D. and S. U. Mohammad, "Data mining and Neural network techniques in Stock market prediction: A methodological review", International Journal of Artificial Intelligence & Applications (IJAIA), Vol.4, No.1(2013), 117-127. https://doi.org/10.5121/ijaia.2013.4109
- Esen, I. and M. A. Koc, "Optimization of a passive vibration absorber for a barrel using the genetic algorithm", Expert Systems with Applications, Vol.42, No.2(2015), 894-905. https://doi.org/10.1016/j.eswa.2014.08.038
- Goldberg, D., Genetic algorithms in search, optimization, and machine learning, Addison-Wesley, 1989.
- Gordini, N., "A genetic algorithm approach for SMEs bankruptcy prediction: Empirical evidence from Italy", Expert Systems with Applications, Vol.41, No.14(2014), 6433-6445. https://doi.org/10.1016/j.eswa.2014.04.026
- Harnett, D. L. and A. K. Soni, Statistical methods for business and economics, Addison-Wesley. Massachusetts, MA, (1991).
- Holland, J. H., "Genetic Algorithms", Scientific American, Vol.267, No.1(1992), 66-72. https://doi.org/10.1038/scientificamerican0792-66
- Huang, H.-X., J.-C. Li, and C.-L. Xiao, "A proposed iteration optimization approach integrating backpropagation neural network with genetic algorithm", Expert Systems with Applications, Vol.42, No.1(2015), 146-155. https://doi.org/10.1016/j.eswa.2014.07.039
- Jhee, W. C. and J. K. Lee, "Performance of Neural networks in managerial forecasting", Intelligent Systems in Accounting, Finance, and Management, Vol.2, No.1(1993), 55-71. https://doi.org/10.1002/j.1099-1174.1993.tb00034.x
- Jo, H., "The integrated methodology of artificial intelligence and statistical methods for bankruptcy prediction," Ph.D. Dissertation, Dept. of Management Engineering, KAIST, 1999.
- Kanas, A. and A. Yannopoulos, "Comparing linear and nonlinear forecasts for stock returns", International Review of Economics and Finance, Vol.10, No.4(2001), 383-398. https://doi.org/10.1016/S1059-0560(01)00092-2
- Kim, K.-j. and H. Ahn, "Optimization of Support Vector Machines for Financial Forecasting", Journal of Intelligence and Information Systems, Vol.17, No.4(2011), 241-254.
- Kim, K.-j., and H. Ahn, "Simultaneous optimization of artificial neural networks for financial forecasting", Applied Intelligence, Vol.36, No.4(2012), 887-898. https://doi.org/10.1007/s10489-011-0303-2
- Kim, S.-W. and H. Ahn, "Development of an Intelligent Trading System Using Support Vector Machines and Genetic Algorithms", Journal of Intelligence and Information Systems, Vol.16, No.1(2010), 71-92.
- Koulouriotis, D. E., I. E. Diakoulakis, D. M. Emiris, and C. D. Zopounidis, "Development of dynamic cognitive networks as complex systems approximators: Validation in financial time series", Applied Soft Computing, Vol.5, No.2(2005), 157-179. https://doi.org/10.1016/j.asoc.2004.06.004
- Lee, J. K., "Integration and competition of AI with quantitative methods for decision support", Expert Systems with Applications, Vol.1, No.4(1990), 329-333. https://doi.org/10.1016/0957-4174(90)90042-S
- Lendasse, A., E. de Bodt, V. Wertz, and M. Verleysen, "Non-linear financial time series forecasting - Application to the Belgium 20 Stock Market Index", European Journal of Economical and Social Systems, Vol.14, No.1(2000), 81-91. https://doi.org/10.1051/ejess:2000110
- Liang, T.-P., J. S. Chandler, and I. Han, "Integrating statistical and inductive learning methods for knowledge acquisition", Expert Systems with Applications, Vol.1, No.4(1990), 391-401. https://doi.org/10.1016/0957-4174(90)90048-Y
- Majhi, R., G. Panda, B. Majhi, and G. Sahoo, "Efficient prediction of stock market indices using adaptive bacterial foraging optimization (ABFO) and BFO based techniques", Expert Systems with Applications, Vol.36, No.6 (2009), 10097-10104. https://doi.org/10.1016/j.eswa.2009.01.012
- Marczyk, A., Genetic algorithms and evolutionary computation, The TalkOrigins Archive, 2004. Available at http://www.talkorigins.org/faqs/genalg/genalg.html (Downloaded 1 November, 2014).
- Medsker, L. and E. Turban, "Integrating expert systems and neural computing for decision support", Proceedings of the Twenty-Seventh Hawaii International Conference on System Sciences, (1994), 656-665.
- Mitchell, M., An Introduction to Genetic Algorithms, MIT Press, Massachusetts, 1998.
- Mohammadian, M. and M. Kingham, "An adaptive hierarchical Fuzzy logic system for modelling of Financial Systems", Intelligent Systems in Accounting, Finance and Management, Vol.12, No.1(2004), 61-82. https://doi.org/10.1002/isaf.241
- Novak, V., I. Perfilieva, and J. Mockor, Mathematical Principles of Fuzzy Logic, Kluwer Academic, Dordrecht, 1999.
- Pal, S. K. and P. K. Pramanik, "Fuzzy measures in determining seed points in clustering", Pattern Recognition Letters, Vol.4, No.3(1986), 159-164. https://doi.org/10.1016/0167-8655(86)90014-0
- Fernandez-Rodriiguez F., C. Gonzalez-Martel, and S. Sosvilla-Rivebo, "On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid Stock Market", Economics Letters, Vol.69, No.1(2000), 89-94. https://doi.org/10.1016/S0165-1765(00)00270-6
- Perez-Rodriguez, J. V., S. Torra, and J. Andrada-Felix, "STAR and ANN models: Forecasting performance on the Spanish "Ibex-35" stock index", Journal of Empirical Finance, Vol.12, No.3(2004), 490-509.
- Steiner, M., and H.-G. Wittkemper, "Portfolio optimization with a neural network implementation of the coherent market hypothesis", European Journal of Operational Research, Vol.100, No.1(1997), 27-40. https://doi.org/10.1016/S0377-2217(95)00339-8
- Tan, T. Z., C. Quek, and G. S. Ng, "Brain inspired genetic complimentary learning for stock market prediction", Proceedings of the IEEE congress on evolutionary computation, Vol.3(2005), 2653-2660.
- Zhang, Y. and L. Wu, "Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network", Expert Systems with Applications, Vol.36, No.5(2009), 8849-8854. https://doi.org/10.1016/j.eswa.2008.11.028
- Yumlu, M. S., F. S. Gurgen, and N. Okay, "Turkish stock market analysis using mixture of experts", Proceedings of Engineering of Intelligent Systems (EIS), (2004).
- Yumlu, S., F. S. Gurgen, and N. Okay, "A Comparison of global, recurrent and smoothed-piecewise neural models for Istanbul Stock Exchange prediction", Pattern Recognition Letters, Vol.26, No.13 (2005), 2093-2103. https://doi.org/10.1016/j.patrec.2005.03.026
- Zadeh, L.A., "Fuzzy sets", Information and Control, Vol.8, No.3(1965), 338-353. https://doi.org/10.1016/S0019-9958(65)90241-X
피인용 문헌
- User Convenience-based Trading Algorithm System vol.16, pp.3, 2016, https://doi.org/10.7236/JIIBC.2016.16.3.155
- Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석 vol.23, pp.2, 2014, https://doi.org/10.13088/jiis.2017.23.2.107
- 절대 유사 임계값 기반 사례기반추론과 유전자 알고리즘을 활용한 시스템 트레이딩 vol.26, pp.3, 2014, https://doi.org/10.5859/kais.2017.26.3.63