Financial market monitoring by case-based reasoning

Kyong Joo Oh, Tae Yoon Kim

Research output: Contribution to journalArticle

25 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 languageEnglish
Pages (from-to)789-800
Number of pages12
JournalExpert Systems with Applications
Volume32
Issue number3
DOIs
Publication statusPublished - 2007 Apr 1

Fingerprint

Case based reasoning
Monitoring
Artificial intelligence
Neural networks
Financial markets

All Science Journal Classification (ASJC) codes

  • Engineering(all)
  • Computer Science Applications
  • Artificial Intelligence

Cite this

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Financial market monitoring by case-based reasoning. / Oh, Kyong Joo; Kim, Tae Yoon.

In: Expert Systems with Applications, Vol. 32, No. 3, 01.04.2007, p. 789-800.

Research output: Contribution to journalArticle

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