1 |
Cho, H. Y. and P. S. Lee, "A study on the relationship between price volatility and trading volume for trader type," Korean Journal of Financial Studies, Vol.29(2001), 373-405.
|
2 |
Daigler, R. and M. Wiley, "The impact of trader type on the futures volatility-volume relation," The Journal of Finance, Vol.54(1999), 2297-2316.
DOI
|
3 |
Dreiseitl, S., Machado, L. O., "Logistic regression and artificial neural network classification models: a methodology review," Journal of Biomedical Informatics, Vol.35(2002), 352-359.
DOI
|
4 |
Heaton, J., Introduction to the Math of Neural Networks, Heaton Research, Inc., 2012.
|
5 |
Kim, J-H, "An analysis on the impact of investor's information superiority and negative feedback trading on stock return," Korean Journal of Financial Studies, Vol.42(2013), 667-698.
|
6 |
Kim, S. and H. Choi, "Performance analysis on trading system using foreign investors' trading information," Korean Management Science Review, Vol.32(2015), 57-67.
DOI
|
7 |
Kim, S. M. and J. J. Kim, "A new cluster validity index based on connectivity in self-organizing map.", The Korean Journal of Applied Statistics, Vol.33, No.5(2020), 591-601.
DOI
|
8 |
Kim, S. W. and H. C. Ahn, "Development of an intelligent trading system using Support Vector Machines and Genetic Algorithms," Journal of Intelligence and Information Systems, Vol.16(2010), 71-92.
|
9 |
Ko, K. and J. Lee, "Foreigner's trading information and stock market: 10 years' experience of stock market liberalization," The Korean Journal of Finance, Vol.16(2003), 159-192.
|
10 |
Kohonen, T., "The self-organizing map," Proceedings of IEEE, 78(1990), 1464-1480.
DOI
|
11 |
Kwark, N. K. and S. G. Jun, "Performance and impact of foreign investment," The Korean Journal of Financial Management, Vol.15, No.2(1998), 369-399.
|
12 |
Oh, S. H. and S. B. Hahn, "Analyzing the cumulative returns on investments of domestic and foreign investors in Korean stock market," Korean Journal of Financial Studies, Vol. 37(2008), 537-567.
|
13 |
Jeong, Y. G. and Y. S. Yun, "A Study on the Predictability of Stock Price Using Artificial Neural Network Model.", The Korean Journal of Financial Management, Vol.15(1998), No.2, p.369-399.
|
14 |
Lee, S. W., Turbo-C Learning Machine Neural Network, Book publishing Ohm, 1993.
|
15 |
Moon, J., S. Kang, and J. Kim, "A study on the performance and investment behavior classified by the type of investors," Korean International Accounting Review, Vol.65(2016), 155-178.
DOI
|
16 |
Schmidhuber, J., "Deep learning in neural networks: An overview," Neural Networks, 61(2015), 85-117.
DOI
|
17 |
Olson, D. and D. Delen, Advanced Data Mining Techniques, Springer, 2008.
|
18 |
Park, K. I., "Trading performance of foreign investors and exchange rate," International Business Review, Vol. 18(2014), 119-135.
DOI
|
19 |
Park, S. C., S. W. Kim, and H. S. Choi, "Selection model of system trading strategies using SVM," Journal of Intelligence and Information Systems, Vol.20(2014), 59-71.
|
20 |
Yi, K. Y. and Y. G. Lee, "The differences in investment behavior and performance by investor types," Journal of Industrial Economics and Business, Vol.17(2004), 1233-1253.
|