Financial market monitoring by case-based reasoning

Kyong Joo Oh; Tae Yoon Kim

doi:10.1016/j.eswa.2006.01.044

Financial market monitoring by case-based reasoning

Kyong Joo Oh, Tae Yoon Kim

Department of Industrial Engineering

Research output: Contribution to journal › Article › peer-review

31 Citations (Scopus)

Abstract

This paper shows that case-based reasoning (CBR), an artificial intelligence technique, is a quite efficient tool in monitoring financial market against its possible collapse. For this purpose, daily financial condition indicator (DFCI) monitoring financial market is built on CBR and its performance is compared to DFCI on neural network. This study is empirically done for the Korean financial market.

Original language	English
Pages (from-to)	789-800
Number of pages	12
Journal	Expert Systems with Applications
Volume	32
Issue number	3
DOIs	https://doi.org/10.1016/j.eswa.2006.01.044
Publication status	Published - 2007 Apr

Bibliographical note

Funding Information:
This research was supported by the Program for the Training of Graduate Students in Regional Innovation which was conducted by the Ministry of Commerce Industry and Energy of the Korean Government.

All Science Journal Classification (ASJC) codes

Engineering(all)
Computer Science Applications
Artificial Intelligence

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10.1016/j.eswa.2006.01.044

Cite this

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Financial market monitoring by case-based reasoning

Abstract

Bibliographical note

All Science Journal Classification (ASJC) codes

Access to Document

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