박사

(A) study on characteristics of mezzanine investment and investment strategy using artificial intelligence

이성엽 2020년
논문상세정보
' (A) study on characteristics of mezzanine investment and investment strategy using artificial intelligence' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • BDS test
  • BDS 검정
  • Chaos
  • Convertible ETF
  • Convertible index
  • Maximum Lyapunov exponent
  • Rough set
  • Transfer Entropy
  • correlation dimension
  • hurstexponent
  • 러프집합
  • 상관차원
  • 전이 엔트로피
  • 전환사채 ETF
  • 전환사채 지수
  • 최대 리아푸노프지수
  • 카오스
  • 허스트 지수
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
161 0

0.0%

' (A) study on characteristics of mezzanine investment and investment strategy using artificial intelligence' 의 참고문헌

  • study on the pricing of national convertible bond
    [2001]
  • Variable precision rough set theory and data discretization : an application to corporate failure prediction
    29 ( 6 ) , 561 ? 576 [2001]
  • Valuation of primary issue convertible bonds
    9 , 251-259 . [1986]
  • Using rough set to support investment strategies of real-time trading in futures market
    32 , 364- 377 [2010]
  • Using rough set to support arbitrage box spread strategies in KOSPI 200 option markets .
    22 , 37-47 . [2011]
  • Using rough set to develop volatility reverting strategy in options market .
    24 , 135-150 [2013]
  • Using rough set to develop the optimization strategy of evolving time-division trading in the futures market
    23 , 881-893 [2012]
  • Using rough set to develop a volatility reverting strategy in options market
    24 ( 1 ) , 135-150 [2013]
  • Using genetic algorithm to optimize rough set strategy in KOSPI200 futures market .
    25 ( 2 ) , 281-292 [2014]
  • Using chaos analysis to forecast real estate indexes .
    [2007]
  • Time-varying Hurst exponent for US stock market
    387 ( 24 ) , 6159-6169 [2008]
  • Time-dependent Hurst exponent in financial time series
    344 ( 1 ) , 267 ? 271 [2004]
  • The integrated methodology of rough set theory and artificial neural network for business failure prediction
    18 ( 2 ) , 65-74 . [2000]
  • The extraction of trading rules from stock market data using rough sets
    18 ( 4 ) , 194-202 [2001]
  • The Study on The Mining Data Based on Rough Set Theory
    [1997]
  • The Software Classification Criteria based on the Tolerant Rough Set
    10 ( 1 ) , 307-310 . [2000]
  • The Integrated Methodology of Rough Set Theory and Artificial Neural Network for Business Failure Prediction
    9 ( 4 ) , 23-40 . [1999]
  • The Determinants of CB Price Movements : Empirical Verification for Theoretical Prediction and Implications on CB Market Efficiency
    28 , 371-381 [2015]
  • Tests of the Random Walk Hypothesis in The Korea Stock Market
    [2003]
  • Testing for Chaos using Daily Stock Price Data
    47 ( 2 ) , 81-108 [1999]
  • Technical analysis of the financial markets
    [1999]
  • Technical analysis from A to Z
    2 nd edition [1995]
  • Study of Hybrid Bond Rating Model Using Data Mining Technique
    [2000]
  • Stock Return Analysis Using Technical Transaction Method
    9 ( 1 ) , 39-64 [1995]
  • Stock Market Uncertainty and Economic Fundamentals : An Entropy-Based Approach
    19 ( 7 ) , 1151 ? 1163 [2019]
  • Statistical Methodology for Nonperiodic Cycles : From the Covariance to R/S Analysis
    3 ( 1 ) , 259 ? 290 [1972]
  • Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
    47 ( 5 ) , 1731-1764 [1992]
  • RoughControl , application of rough set theory toControl
    [1996]
  • Rough sets as a front end of neuralnetworks textureClassifiers
    36 , 85-102 [2001]
  • Rough sets
    11 , 314-356 [1982]
  • Rough set theory and its applications to data analysis
    29 , 661-668 [1998]
  • Rough set approach to the strategies for trading stock index futures :Case of KOSPI200 futures market
    [2000]
  • Rough set approach to multi attribute decision analysis
    72 ( 3 ) , 263-280 . [1994]
  • Rough set approach to knowledge-based decision support
    99 ( 1 ) , 48-57 . [1997]
  • Rough Sets Theoretical Aspects of Reasoning about Data
    [1991]
  • Rough Set Analysis for Stock Market Timing
    16 ( 3 ) , 77-97 . [2010]
  • Robustness of the rescaled range R/S in the measurement of noncyclic long-run statistical dependence
    5 , 967-988 . [1969]
  • Really Uncertain BusinessCycles
    [2012]
  • Prediction ofCompany acquisition in Greece by means of the rough set approach
    100 ( 1 ) , 1-15 [1997]
  • Optimization of investment decision on KTB ( Korea treasury bond ) futures market using rough set .
    30 ( 2 ) , 271-283 . [2019]
  • Long-term storage capacity of reservoirs
    116 , 770-799 [1951]
  • Integrating rough set theory and casebased reasoning for the corporate credit evaluation
    14 ( 1 ) , 41-65 . [2005]
  • Information Flow between Bitcoin and Other Investment Assets
    21 ( 11 ) , 1116 [2019]
  • Genetic programming and rough sets : A hybrid approach to bankruptcy classification
    138 ( 2 ) , 436-451 [2002]
  • Futures Investment Techniques Using Technical Analysis Indicators
    [1996]
  • Fluctuations in Uncertainty
    28 ( 2 ) , 153-175 [2014]
  • Empirical Studies on the Stock Return Distributions Using Stable Distribution
    9 ( 1 ) , 41-70 [2004]
  • Dorocakova , M. ( 2017 ) . Comparison of ETF¢¥s performance related to the tracking error
    10 ( 4 ) , 154-16510 ( 4 ) , 154-165 . [2017]
  • Discretization of Continuous Attributes based on Rough Set Theory and SOM
    [2004]
  • Discovering classification knowledge using Rough Set and Granular Computing .
    [2000]
  • Discovering Classification Knowledge for Data Mining using Rough Sets and Hierarchical Classification Structure .
    12 ( 3 ) , 202-209 [2002]
  • Developing a rule change trading system for the futures market using rough set analysis
    59 . 165-173 [2016]
  • Determining Lyapunov exponents from a time series
    16 , 285-317 . [1985]
  • Decision Analysis System for Job Guidance using Rough Set
    11 ( 10 ) , 387-394 . [2013]
  • Data mining framework based on rough set theory to improve location selection decisions : A case study of a restaurant chain
    53 , 197-206 [2016]
  • Data Mining Using Attribute-Oriented Generation and Information Reduction . Rough Sets and Data Mining
    [1997]
  • Data Classification based on Tolerant Rough Set .
    10 ( 1 ) , 481- 484 . [1997]
  • Convertible right Valuation of convertible bond using option pricing right
    2 , 1-19 [1995]
  • Classification knowledge discovery in data mining using rough set and hierarchical classification ,
    [2001]
  • Chi Merge : Discretization of Numeric Attributes .
    [1992]
  • Charting : Chaos theory in disguise ?
    17 ( 5 ) , 489-514 [1997]
  • Chaos test and nonlinear prediction of stock index by industry
    14 ( 1 ) , 171-205 [1997]
  • Chaos and order in the capital markets : a new view of cycles , prices , and market volatility
    [1991]
  • Chaos and nonlinearity in economics
    [2001]
  • Chaos and Evolution -Focusing on Economic Application of Logistic Equation System
    3 , 132-154 [2000]
  • Chaos analysis of real estate auction sale price rate time series
    28 ( 2 ) , 371-381 [2017]
  • Business failure prediction using rough sets
    114 ( 2 ) , 263-280 . [1999]
  • Automated Valuation Model based on fuzzy and rough set theory for real estate market with insufficient source data
    87 [2019]
  • Application of the rough set approach to evaluation of bankruptcy risk
    4 , 27-41 [1995]
  • An Improvement of the Decision-Making of Categorical Data in Rough Set Analysis
    13 ( 6 ) , 157-164 [2015]
  • An Empirical Study on the Chaotic Characteristics of Stock Returns
    30 ( 1 ) , 99-130 [2002]
  • An Emlepirical Stuey on Chaotic and Nonlinear Dynamics in Korean Stock Market
    8 ( 3 ) , 57-118 [2002]
  • A practical method for calculating largest Lyapunov exponents from small data sets .
    65 , 117-134 . [1996]
  • A hybrid intelligent system for predicting bank holding structures
    109 ( 2 ) , 390-402 . [1998]
  • A hybrid approach of DEA , rough set and support vector machines for business failure prediction
    37 , 535-1541 [2010]
  • A Technique to enhance the Analysis of Psychological Characteristics by Weight-lifters Performance
    [2015]
  • A Study on the nonlinearity of volatility of exchange rate
    [2011]
  • A Study on the Nonlinear Deterministic Characteristics of Stock Returns
    21 ( 1 ) , 149-181 [2004]
  • A Study on the Long-Range dependence of stock prices - Empirical Analysis on the Korean Stock Market
    13 ( 1 ) , 101-114 [1996]
  • A Study on the Development of Integrated Model of Stock Price Return Forecasting Method Using Rough Set
    11 , 185-193 [1999]
  • A Study on the Bifurcation of the Proceeds from Convertible Bonds Issuance and Its Policy Significance for Chinese Accounting Standards
    4 ( 11 ) , 158-163 . [2009]
  • A Study on Nonlinear Dynamic Characteristics of Korean Stock Market Using Chaos Model
    11 ( 1 ) , 73-96 [1994]
  • A Study of the Convertible Bond Index and the Investment Performance Using Rough Set
    1 , 23-31 . [2019]
  • A Study of regulation of daily range of Fluctuation in Korea Stock Market and Hurst exponent
    [2001]
  • A Hybrid Credit Rating System using Rough Set Theory .
    25 , 125-135 [2000]
  • A Classification of Credit Card Delinquent Using Rough Sets Model
    7 ( 1 ) , 141- 150 [2008]