Proceedings of the Korean Operations and Management Science Society Conference (한국경영과학회:학술대회논문집)

The Korean Operations Research and Management Science Society (한국경영과학회)
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The use of Case-Based Reasoning for Financial Market Monitoring

  • Han Sung-Kwon (Department of Information and Industrial Engineering, Yonsei University) ;
  • Oh Kyong-Joo (Department of Information and Industrial Engineering, Yonsei University) ;
  • Kim Tae-Yoon (Department of Statistics, Keimyung University)
  • Published : 2006.05.01
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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.

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