A Mechanism for Combining Quantitative and Qualitative Reasoning

정량 추론과 정성 추론의 통합 메카니즘 : 주가예측의 적용

  • Received : 2009.02.07
  • Accepted : 2009.04.28
  • Published : 2009.06.01

Abstract

The paper proposes a quantitative causal ordering map (QCOM) to combine qualitative and quantitative methods in a framework. The procedures for developing QCOM consist of three phases. The first phase is to collect partially known causal dependencies from experts and to convert them into relations and causal nodes of a model graph. The second phase is to find the global causal structure by tracing causality among relation and causal nodes and to represent it in causal ordering graph with signed coefficient. Causal ordering graph is converted into QCOM by assigning regression coefficient estimated from path analysis in the third phase. Experiments with the prediction model of Korea stock price show results as following; First, the QCOM can support the design of qualitative and quantitative model by finding the global causal structure from partially known causal dependencies. Second, the QCOM can be used as an integration tool of qualitative and quantitative model to offerhigher explanatory capability and quantitative measurability. The QCOM with static and dynamic analysis is applied to investigate the changes in factors involved in the model at present as well discrete times in the future.

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