최소 단어 이상 선택하여야 합니다.
최대 10 단어까지만 선택 가능합니다.
다음과 같은 기능을 한번의 로그인으로 사용 할 수 있습니다.
NTIS 바로가기응용통계연구 = The Korean journal of applied statistics, v.34 no.5, 2021년, pp.745 - 760
김용환 (고려대학교 통계학과) , 송성주 (고려대학교 통계학과)
Prediction of a stock price has been a subject of interest for a long time in financial markets, and thus, many studies have been conducted in various directions. As the efficient market hypothesis introduced in the 1970s acquired supports, it came to be the majority opinion that it was impossible t...
Abouloula K, Habil BE, and Krit S (2018). Money management limits to trade by robot trader for automatic trading , International Journal of Engineering, Science and Mathematics, 7, 195-206.
Akgiray V (1989). Conditional heteroscedasticity in time series of stock returns: evidence and forecasts, Journal of Business, 62, 55-80.
Appel G (2005). Technical Analysis Power Tools for Active Investors, FT Press, Upper Saddle River.
Basak S, Kar S, Saha S, Khaidem L, and Dey SR (2019). Predicting the direction of stock market prices using tree-based classifiers, North American Journal of Economics and Finance, 47, 552-567.
Bussiere M (2013). In defense of early warning signals, ' Banque De France Working Paper, 420.
Chen T and Guestrin C (2016). XGBoost: A scalable tree boosting system. In KDD'16: Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, 785-794.
Cheng TCE, Lo YK, and Ma KW (1990). Forecasting stock price index by multiple regression, Managerial Finance, 16, 27-31
Chong TT and Ng W (2008). Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30, Applied Economics Letters, 15, 1111-1114.
Cowles A (1933). Can stock market forecasters forecast, Econometrica, 1, 309-324.
Cristianini N and Shawe-Taylor J (2000). An Introduction to Support Vector Machines and Other Kernel-based Learning Methods, Cambridge University Press, Cambridge.
Dsouze JF and Mallikarjunappa T (2015). Do the stock market indices follow random walk?, Asia-Pacific Journal of Management Research and Innovation, 11, 251-273.
Durusu-Ciftci D, Ispir MS, and Kok D (2019). Do stock markets follow a random walk? New evidence for an old question, International Review of Economics and Finance, 64, 165-175.
Fama EF (1970). Efficient capital markets: A review of theory and empirical work, Journal of Finance, 25, 383-417.
Farshchian M and Jahan MV (2015). Stock market prediction with hidden Markov model, International Congress on Technology, Communication and Knowledge, 473-477.
Fletcher R (1987). Practical Methods of Optimization, John Wiley & Sons Ltd, Chichester.
Granville JE (1976). Granville's New Strategy of Daily Stock Market Timing for Maximum Profit, Simon & Schuster, New York.
Gu S, Kelly B, and Xiu D (2020). Empirical asset pricing via machine learning, Review of Financial Studies, 33, 2223-2273.
Gupta A and Dhingra B (2012). Stock market prediction using hidden Markov models, Students Conference on Engineering and Systems, 16-18.
Huang W, Nakamori Y, and Wang SY (2005). Forecasting stock market movement direction with support vector machine, Computers and Operations Research, 32, 2513-2522.
Hwang H (2018). Daily stock price forecasting using deep neural network model, Journal of the Korea Convergence Society, 9, 39-44.
Ikoku AE, Hosseini A, and Okany CT (2010). Can price-earnings ratios predict stock prices?, The International Journal of Finance, 4, 6581-6611.
Kim M, Min S, and Han I (2006). An evolutionary approach to the combination of multiple classifiers to predict a stock price index, Expert Systems with Applications, 31, 241-247.
Kim S and Lee D (1997). Extended forecasts of a stock index using learning techniques : A study of predictive granularity and input diversity, Asia Pacific Journal of Information Systems, 7, 67-83.
Kolodner JL (1993). Case-Based Reasoning, Morgan Kaufmann Publishers, Massachusetts.
Larson M (2015). Price Rate of Change: 12 Simple Technical Indicators: That Really Work, Wiley, New Jersey
Metghalchi M, Chang Y, and Garza-Gomez X (2012). Technical analysis of the Taiwanese stock market, International Journal of Economics and Finance, 4, 90-102.
Rabiner L and Juang B (1986). An introduction to hidden Markov models, IEEE ASSP Magazine, 3, 4-16.
Ren R, Wu DD, and Liu T (2019). Forecasting stock market movement direction using sentiment analysis and support vector machine, IEEE Systems Journal, 13, 760-770.
Sopipan N, Kanjanavajee W, and Sattayatham P (2012). Forecasting SET50 index with multiple regression based on principal component analysis, Journal of Applied Finance & Banking, 2, 271-294.
Umstead DA (1977). Forecasting stock market prices, Journal of Finance, 32, 427-441.
Wang J and Kim J (2018). Predicting stock price trend using MACD optimized by historical volatility, Mathematical Problems in Engineering, ID 9280590, 1-12
Wang JJ, Wang JZ, Zhang ZG, and Guo SP (2012). Stock index forecasting based on a hybrid model, Omega, 40, 758-766.
Zhao Y, Yang M, and Qi C (2008). Forecast stock market returns based on risk anticipation, International Conference on Information Management, Innovation Management and Industrial Engineering, 2, 377-380.
*원문 PDF 파일 및 링크정보가 존재하지 않을 경우 KISTI DDS 시스템에서 제공하는 원문복사서비스를 사용할 수 있습니다.
오픈액세스 학술지에 출판된 논문
※ AI-Helper는 부적절한 답변을 할 수 있습니다.