• Journal of Digital Convergence
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• v.18 no.7
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• pp.223-228
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• 2020

The stock price reflects people's psychology, and factors affecting the entire stock market include economic growth rate, economic rate, interest rate, trade balance, exchange rate, and currency. The domestic stock market is heavily influenced by the stock index of the United States and neighboring countries on the previous day, and the representative stock indexes are the Dow index, NASDAQ, and S & P500. Recently, research on stock price analysis using stock news has been actively conducted, and research is underway to predict the future based on past time series data through artificial intelligence-based analysis. However, even if the stock market is hit for a short period of time by the forecasting system, the market will no longer move according to the short-term strategy, and it will have to change anew. Therefore, this model monitored Samsung Electronics' stock data and news information through text mining, and presented a predictable model by showing the analyzed results.

• Korean Business Review
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• v.20 no.2
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• pp.1-13
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• 2007

The purpose of this study is to investigate a simple present value model Involving earnings (i.e., the earnings discount model) that presumes a relationship between stock prices and earnings. The model suggests a simple linear equilibrium relationship between stock prices and earnings. The tests for cointegration render strong support for the cointegration hypothesis between stock prices (Pt) and earnings (Xt) even at the one-percent significance level. The tests are based on residuals from a cointegrating regression of Pt on Pt+l + Xt. This suggests that there is a stable long-nu equilibrium relationship between stock prices and earnings. The results of the tests lead to the acceptance of the present value model of stock prices involving earnings.

• Proceedings of the KSR Conference
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• 2011.10a
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• pp.2286-2291
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• 2011

Technology on the rolling stock is very composition and system engineering. We have to consider to many parameters on the rolling stock design. High speed train is interface between rolling stock and infra system of rail, signal, communication etc. For many years testing operation has experienced substantial growth based on various advanced new technology. Recently some problems was clearly stated on effective management, practical use and testing operation of the the rolling stock on the technology change. This paper presents some results of the study on necessary requirements of the operation testing for rolling stock technology change. We propose a general plan to suggest the operation testing and the parameters of the rolling stock on the technology change in the text.

• Journal of Industrial Technology
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• v.20 no.A
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• pp.219-228
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• 2000

The determination of lot sizes in prevailing inventory problems has been made with constant safety stock over the planning horizon. But, it is more profitable to accommodate the safety stock to dynamically fluctuating demands. The objective of this paper is to study the method to determine the dynamic safety stock and lot sizing rules depending on the actual customer demands. The last period or highly fluctuating period during the consumption of a lot is the most critical one to stock-out. It means that such periods must be given more attentions. Some dynamic methods to control safety stock are proposed with viewpoints of the time, quantity, and time-quantity. Simulation results show that lot sizing methods with dynamic safety stock reduce about 10% of average total cost compared to those with constant safety stock.

• Journal of the East Asian Society of Dietary Life
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• v.11 no.4
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• pp.281-288
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• 2001

The autoclave method and the traditional cooking method were compared for nutrients(especially, minerals), color difference, viscosity, reduction of sugar and amino nitrogen content of brown stock. The autoclave cooking method is better than the traditional cooking method for retaining protein and amino nitrogen contents, as well as for reducing sugar content. Also, reducing sugar content increased by the autoclave cooking method. Since the color of brown sauce was related with the reducing sugar content, the autoclave cooking method was more effective than the traditional cooking method for the color development of brown stock. Since the autoclave method can reduce the cooking time without a loss of quality in brown stock, the autoclave method is a viable alternative to the traditional method of preparing brown stock.

• Journal of Korea Society of Digital Industry and Information Management
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• v.4 no.4
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• pp.113-125
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• 2008

This paper investigates the spillover effects(co-movements) between korean and U.S stock market by KOSPI and DJIA Index. Especially it compare to the pre- and post period of U.S. financial crisis resulted from sub-prime mortgage loan. The main results are as follows. First, the spillover effects of DJIA(U.S. market) to KOSPI(Korean market) are strong. This result accord with the former researches on this subject. Second, spillover effects are more strong after U.S. financial crisis. A possible reason for this phenomenon is a trend which the major investors such as foreign and institutional investors in domestic stock market have more attention to U.S. stock market. Third, the spillover effects appear in the opposite direction, that is KOSPI(Korean Stock Market) to DJIA(U.S. Stock Market). It seems to be the results of asian stock market's growing infIuences to European and U.S Markets.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1099-1106
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• 2006

This study is an analysis of the stock trading value in terms of investor types in the Korean stock market for recent 12 years. We examined the characteristics in stock trading value variation according to each investor type and the interactive relationship in the trading value between types of investors. The results show that the trading value scale of every investor type increases overall while the proportion of the trading value by each investor type in the market exhibits variation. In addition, a statistically significant interactive relationship in the trading value between types of investors exists: the correlations are formed differently before and after events which largely influence the stock market.

• East Asian Economic Review
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• v.23 no.4
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• pp.333-351
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• 2019

We use a data-mining bootstrap procedure to investigate the predictability test in the eight Asia-Pacific regional stock markets using in-sample and out-of-sample forecasting models. We address ourselves to the data-mining bias issues by using the data-mining bootstrap procedure proposed by Inoue and Kilian and applied to the US stock market data by Rapach and Wohar. The empirical findings show that stock returns are predictable not only in-sample but out-of-sample in Hong Kong, Malaysia, Singapore, and Korea with a few exceptions for some forecasting horizons. However, we find some significant disparity between in-sample and out-of-sample predictability in the Korean stock market. For Hong Kong, Malaysia, and Singapore, stock returns have predictable components both in-sample and out-of-sample. For the US, Australia, and Canada, we do not find any evidence of return predictability in-sample and out-of-sample with a few exceptions. For Japan, stock returns have a predictable component with price-earnings ratio as a forecasting variable for some out-of-sample forecasting horizons.

• Korean Management Science Review
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• v.28 no.1
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• pp.53-60
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• 2011

Time series analysis methods have been traditionally used in stock price prediction. However, most of the existing methods represent some methodological limitations in reflecting influence from external factors that affect the fluctuation of stock prices, such as oil prices, exchange rates, money interest rates, and the stock price indexes of other countries. To overcome the limitations, we propose a network based method incorporating the relations between the individual company stock prices and the external factors by using a graph-based semi-supervised learning algorithm. For verifying the significance of the proposed method, it was applied to the prediction problems of company stock prices listed in the KOSPI from January 2007 to August 2008.

• Journal of Korea Technology Innovation Society
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• v.6 no.3
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• pp.328-344
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• 2003

This paper is aimed at analyzing the effect of Information Technology (IT) investment on the output growth and Total Factor Productivity (TFP) of Korean stock industry. Data on 24 stock firms for the eleven years (1991-2001) are used for the analysis. It is identified that there are both direct and indirect impacts of IT investment of the Korean stock industry on output growth. The total effect on output growth is 1.34 percentage point per year, which divided into a direct effect of investment in IT on the output growth is 1.97 and an indirect effect on the TFP is -0.63 percentage points per year. Results show that IT investment cannot contribute to increased stock industry productivity. Therefore, the Korean stock industry has not benefited from increased investment on IT in increasing productivity, implying the so-called productivity paradox has existed during the period.