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http://dx.doi.org/10.14400/JDC.2015.13.5.237

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

Jeon, Jin-Ho (Dept. of Business Administration, Catholic Kwan-Dong University)
Kim, Min-Soo (Dept. of International Trade, Catholic Kwan-Dong University)
Publication Information
Journal of Digital Convergence / v.13, no.5, 2015 , pp. 237-244 More about this Journal
Abstract
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.
Keywords
Finance; Prediction; Time Series; Pattern; Convergence;
Citations & Related Records
Times Cited By KSCI : 4  (Citation Analysis)
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