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K-Nearest Neighbors(K-NN) 알고리즘을 통한 KOSPI200 선물지수 예측효과 연구
김명현(Myeong-Hyeon Kim)
이세호(Seho Lee)
신동훈(Dong-Hoon Shin)
2015년
활용도 Analysis
논문 Analysis
연구자 Analysis
활용도 Analysis
논문 Analysis
연구자 Analysis
활용도
공유도
영향력
논문상세정보
저자
김명현(Myeong-Hyeon Kim)
이세호(Seho Lee)
신동훈(Dong-Hoon Shin)
주제어
Algorithm Trading
EMH
k-nearestneighbors
KOSPI 200 futures
KOSPI200선물
Predictability Test
기술적 분석
예측력 검증
효율적 시장가설
참고문헌( 39)
유사주제 논문( 9,676)
경영관리 9,595건
효율적 시장가설 25건
기술적 분석 14건
k-nearestneighbors 11건
kospi200선물 11건
algorithm trading 9건
kospi 200 futures 8건
emh 1건
predictability test 1건
예측력 검증 1건
인용/피인용
K-Nearest Neighbors(K-NN) 알고리즘을 통한 KO ...
' K-Nearest Neighbors(K-NN) 알고리즘을 통한 KOSPI200 선물지수 예측효과 연구' 의 주제별 논문영향력
논문영향력 요약
주제
경영관리
algorithm trading
emh
k-nearestneighbors
kospi 200 futures
kospi200선물
predictability test
기술적 분석
예측력 검증
효율적 시장가설
동일주제 총논문수
논문피인용 총횟수
주제별 논문영향력의 평균
9,325
0
0.0%
자세히
주제별 논문영향력
논문영향력
주제
주제별 논문수
주제별 피인용횟수
주제별 논문영향력
주제분류(KDC/DDC)
경영관리
9,596
0
0.0%
주제어
algorithm trading
10
0
0.0%
emh
2
0
0.0%
k-nearestneighbors
12
0
0.0%
kospi 200 futures
9
0
0.0%
kospi200선물
12
0
0.0%
predictability test
2
0
0.0%
기술적 분석
15
0
0.0%
예측력 검증
2
0
0.0%
효율적 시장가설
26
0
0.0%
계
9,686
0
0.0%
* 다른 주제어 보유 논문에서 피인용된 횟수
0
닫기
' K-Nearest Neighbors(K-NN) 알고리즘을 통한 KOSPI200 선물지수 예측효과 연구'
의 참고문헌
한국주식시장에서의 기술적 분석을 통한 약형 효율 시장가설 검증과 기술적 시스템의 수익성 분석
김형도
증권 금융연구 1 : 49 ~ 67
[1995]
증권시장 동조화와 기술적 거래전략 - 한국 주가지수 선물시장의 정보효율성
유일성
대한경영학회지 24 (2) : 837 ~ 857
[2011]
주가이동 평균선을 이용한 기술적 분석의 효과
이윤선
금융공학연구 1 : 1 ~ 20
[2002]
인공지능시스템을 이용한 주가예측에 대한 연구
김광용
대한경영학회지 21 (6) : 2421 ~ 2449
[2008]
기술적 거래전략의 예측력 검정
김상환
재무연구 16 (2) : 67 ~ 93
[2003]
거래량을 이용한 투자전략에 관한 실증연구
이윤선
산업경제연구 12 (6) : 63 ~ 74
[1999]
What does futures market interest tell us about the macroeconomy and asset prices?
Hong, H.
Journal of Financial Economics 105 (3) : 473 ~ 490
[2012]
Value versus growth: The international evidence
Fama, E. F.
The Journal of Finance 53 (6) : 1975 ~ 1999
[1998]
The dividend-price ratio and expectations of future dividends and discount factors
Campbell, J. Y.
The Review of Financial Studies 1 (3) : 195 ~ 228
[1988]
The Curse of Knowledge in Economic Settings : An Experimental Analysis
Weber, M.
The Journal of Political Economy 97 (5) : 1232 ~ 1254
[1989]
The Behavior of Stock-Market Prices
Fama, E. F.
The Journal of Business 38 (1) : 34 ~ 105
[1965]
The Analysis of Economic Time-Series-Part I: Prices
Kendall, M. G.
Journal of the Royal Statistical Society 116 (1) : 11 ~ 34
[1953]
Stock market prediction with multiple classifiers
Qian, B.
Applied Intelligence 26 (1) : 25 ~ 33
[2007]
Stock Market Prices Do Not Follow Random Walks : Evidence from a Simple Specification Test
Lo, A. W.
The Review of Financial Studies 1 (1) : 41 ~ 66
[1988]
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
Brock, W.
The Journal of Finance 47 (5) : 1731 ~ 1764
[1992]
Public futures funds
Irwin S. H.
Journal of Futures Markets 5 (2) : 149 ~ 171
[1985]
Presidential address : Discount rates
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The Journal of Finance 66 (4) : 1047 ~ 1180
[2012]
Predicting chaotic time series
Farmer J. D.
Physical Review Letters 59 : 845 ~ 848
[1987]
Nonlinear prediction of chaotic time series
Casdagli, M.
Physica D : Nonlinear Phenomena 35 (3) : 335 ~ 356
[1989]
Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series
Sugihara, G.
Nature 344 : 734 ~ 741
[1990]
Non-linear predictability in stock and bond returns:When and where is it exploitable?
Guidolin, M.
International Journal of Forecasting 25 (2) : 373 ~ 399
[2009]
Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series
Bajo-Rubio, O.
[2002]
Nearest-neighbor methods for nonparametric rainfall-runoff forecasting
Karisson, M.
Water Resources Research 23 (7) : 1300 ~ 1308
[1987]
Nearest Neighbor Methods for Time Series, with Application to Rainfall/Runoff Prediction, Advances in the Statistical Sciences: Stochastic Hydrology
Yakowitz, S.
The University of Western Ontario Series in Philosophy of Science 37 : 149 ~ 160
[1987]
Market Statistics and Technical Analysis : The Role of Volume
Blume, L.
The Journal of Finance 49 (1) : 153 ~ 181
[1994]
How Do UK-Based Foreign Exchange Dealers Think their Market Operates?
Cheung, Y.
[2000]
Futures Trading and Volatility in the GNMA Market
Figlewski, S.
The Journal of Finance 36 (2) : 445 ~ 456
[1981]
Futures Funds and Price Volatility
Brorsen, B. W.
Review of Futures Markets 6 : 118 ~ 138
[1987]
Finding Frequent Patterns in a Large Sparse Graph
Kuramochi, M.
Data Mining and Knowledge Discovery 11 (3) : 243 ~ 271
[2005]
Examining the use of technical currency analysis
Menkhoff, L.
International Journal of Finance & Economics 2 (4) : 307 ~ 318
[1997]
Estimation and prediction for a class of dynamic nonlinear statistical models
Ord, J. K.
Journal of the American Statistical Association 92 (440) : 1620 ~ 1629
[1995]
Dynamic Patterns in Complex Systems
Kelso, J. A. S.
World Scientific Press
[1988]
Currency traders and exchange rate dynamics : a survey of the US market
Cheung, Y.
Journal of International Money and Finance 20 (4) : 439 ~ 471
[2001]
Combining multiple feature selection methods for stock prediction : Union, intersection, and multi-intersection approaches
Tsai, C.
Decision Support Systems 50 (1) : 258 ~ 269
[2010]
Benefits and Limitations of Diversification Among Commodity Trading Advisors
Billingsley, R. S.
The Journal of Portfolio Management 23 (1) : 65 ~ 80
[1996]
A nearest neighbor bootstrap for resampling hydrologic time series
Lall, U.
Water Resources Research 32 (3) : 679 ~ 693
[1996]
A Survey of Market Practioners’ Views on Exchange Rate Dynamics
Cheung, Y.
Journal of International Economics 51 : 379 ~ 400
[2000]
A Revision of Previous Conclusions Regarding Stock Price Behavior
Cowles, A.
Econometrica 28 (4) : 909 ~ 915
[1960]
A Nearest Neighbor Bootstrap For Resampling Hydrologic Time Series
Sharma, U. L.
Water Resources Research 32 (3) : 679 ~ 693
[1996]
' K-Nearest Neighbors(K-NN) 알고리즘을 통한 KOSPI200 선물지수 예측효과 연구'
의 유사주제(
) 논문