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Prediction of the industrial stock price index using domestic and foreign economic indices
국내외 경제지표를 예측변수로 사용한 산업별 주가지수 예측

Ik-Sun Choi, Dong-Sik Kang, Jung-Ho Lee, Min-Woo Kang, Da-Young Song, Seo-Hee Shin, Young-Sook Son
2012 Journal of the Korean Data and Information Science Society  
In this paper, we predicted the rise or the fall in eleven major industrial stock price indices unlike existing studies dealing with the prediction of KOSPI that combines all industries. We used as input variables not only domestic economic indices but also foreign economic indices including the U.S.A, Japan, China and Europe that have affected korean stock market. Numerical analysis through SAS E-miner showed above or below about 60% accuracy using the logistic regression and neural network
more » ... d neural network model. Keywords: Domestic and foreign economic indices, logistic regression model, neural network model, prediction of the industrial stock price index, SAS E-miner.
doi:10.7465/jkdi.2012.23.2.271 fatcat:nufgmbk7tnbgdpbddhl465lx3m