Proceedings of the Korean Operations and Management Science Society Conference (한국경영과학회:학술대회논문집)
- 1998.10a
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- Pages.224-227
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- 1998
Inter-Level Causal Reasoning in Stock Price Index Prediction Model
- Kim, Myoung-Jong (Graduate School of Management, KAIST) ;
- Ingoo Han (Graduate School of Management, KAIST)
- Published : 1998.10.01
Abstract
This paper proposes inter-level causal reasoning to implement synergistic approach. We decompose KOSPI prediction model into economy and industry level. Two kinds of intra-level QCOM are combined in inter-level QCOM via Inter-level relations. Downward reasoning is achieved by propagating the disturbance in the higher level to lower level while upward reasoning is to analyze the reverse cases.
Keywords