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http://dx.doi.org/10.7465/jkdi.2013.24.2.223

An intelligent early warning system for forecasting abnormal investment trends of foreign investors  

Oh, Kyong Joo (Department of Information and Industrial Engineering, Yonsei University)
Kim, Young Min (Department of Information and Industrial Engineering, Yonsei University)
Publication Information
Journal of the Korean Data and Information Science Society / v.24, no.2, 2013 , pp. 223-233 More about this Journal
Abstract
At local emerging stock markets such as Korea, Hong Kong, Singapore and Taiwan, foreign investors (FI) are recognized as important investment community due to the globalization and deregulation of financial markets. Therefore, it is required to monitor the behavior of FI against a sudden enormous selling stocks for the concerned local governments or private and institutional investors. The main aim of this study is to propose an early warning system (EWS) which purposes issuing a warning signal against the possible massive selling stocks of FI at the market. For this, we suggest machine learning algorithm which predicts the behavior of FI by forecasting future conditions. This study is empirically done for the Korean stock market.
Keywords
Abnormal investment trends; early warning system; foreign investors;
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Times Cited By KSCI : 1  (Citation Analysis)
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