디지털융복합연구 (Journal of Digital Convergence)

  • 제13권5호
  • /
  • Pages.237-244
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  • 2015
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  • 2713-6434(pISSN)
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  • 2713-6442(eISSN)
한국디지털정책학회 (The Society of Digital Policy and Management)
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금융시장 예측을 위한 시계열자료의 변환기법 융합을 이용한 패턴 모델 결정

Determination of Pattern Models using a Convergence of Time-Series Data Conversion Technique for the Prediction of Financial Markets

  • 전진호 (가톨릭관동대학교 경영학과) ;
  • 김민수 (가톨릭관동대학교 무역학과)
  • Jeon, Jin-Ho (Dept. of Business Administration, Catholic Kwan-Dong University) ;
  • Kim, Min-Soo (Dept. of International Trade, Catholic Kwan-Dong University)
  • 투고 : 2015.03.16
  • 심사 : 2015.05.20
  • 발행 : 2015.05.28
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초록

수출주도정책, FTA 체결 및 규제개선 등과 같은 다양한 시장지향적인 정책을 통해 경제시장의 규모가 지속적으로 커졌다. 이에 따라 올바른 의사결정을 위하여 경제시장을 정확하게 분석, 예측하는 문제가 중요한 이슈가 되었다. 경제시장을 표현하는 여러 지표 중 가장 대표적인 주식지표의 정확한 분석 및 의사결정을 위하여 시계열자료의 모델링에 적합한 은닉마아코프모델을 토대로 자료 내에 내재된 예외적인 특징과 잡음을 제거하기 위한 변환기법의 융합모델을 제안하여 모델 추정과 예측 문제에 적용하였으며 그 유효성을 확인하였다. 실험 결과를 통해, 본 연구에서 제안하는 변환조합을 적용하는 모델추정 기법이 유효한 모델 상태 추정 결과를 보여주었으며 실제 코스피지수와 예측의 문제에서도 매우 유사한 운동양태를 확인할 수 있었다.

Export-led policies, FTA signed and economics of scale through a variety of market-oriented policies, such as regulations to improve market grew constantly. Accordingly, the correct decision making accurately analyze the economics market for decision, a problem has been an important issue in predicting. For accurate analysis and decision-making of the most common indicators of the stock market by proposing a number of indicators of economic transformation techniques were applied to the convergence model combining estimation and forecasts problem confirmed its effectiveness. Experimental result, gave the model estimation method to apply a transform to show the valid combinations proposed model state estimation result was confirmed in a very similar exercise aspect of the physical problem and the KOSPI index prediction.

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