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연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술대회자료
- 저자정보
- 발행연도
- 2013.5
- 수록면
- 2,395 - 2,401 (7page)
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이 논문의 연구 히스토리 (2)
2013
Stock Prediction Analysis based on Interdependence between Stock Index and Foreign Exchange Rate
Otgontsetseg
,
Joonsoo Bae
한국경영과학회 학술대회논문집
2013.05
학술대회자료
Stock Prediction Analysis based on Interdependence between Stock Index and Foreign Exchange Rate
Otgontsetseg
,
Joonsoo Bae
대한산업공학회 춘계공동학술대회 논문집
2013.05
학술대회자료
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초록· 키워드
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One country’s foreign exchange rate and stock index are critical parameters of current economic situation. Furthermore, these two parameters tend to have strong correlation.
This paper presents one method to predict stock index using interdependence between stock index and currency rates. At the first step, the interdependencies between stock index and foreign exchange rate are studied during Scatter Plot analysis, Regression analysis, and Correlation analysis. The data set is daily exchange rates (US Dollor, Korean Won) from Reserve Bank of New Zealand, and stock indexes (KOSPI, NASDAQ) from Korea and USA for three years (2010.3~2013.3). At the next step, stock prediction model is made using Nerual Network prediction approach. Using this model, future stock index can be predicted from existing stock index and currency rates. The experimented results show the validation of the model.
This paper presents one method to predict stock index using interdependence between stock index and currency rates. At the first step, the interdependencies between stock index and foreign exchange rate are studied during Scatter Plot analysis, Regression analysis, and Correlation analysis. The data set is daily exchange rates (US Dollor, Korean Won) from Reserve Bank of New Zealand, and stock indexes (KOSPI, NASDAQ) from Korea and USA for three years (2010.3~2013.3). At the next step, stock prediction model is made using Nerual Network prediction approach. Using this model, future stock index can be predicted from existing stock index and currency rates. The experimented results show the validation of the model.
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