산업공학 (IE interfaces)

  • 제25권3호
  • /
  • Pages.319-326
  • /
  • 2012
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  • 1225-0996(pISSN)
  • /
  • 2234-6465(eISSN)
대한산업공학회 (Korean Institute of Industrial Engineers)
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인공지능기법을 이용한 외환위기 조기경보시스템 구축

Development of an Early Warning System based on Artificial Intelligence

  • 권병천 (서울과학기술대학교 IT정책대학원) ;
  • 조남욱 (서울과학기술대학교 글로벌융합산업공학과)
  • Kwon, Byeung-Chun (Graduate School of Public Policy and Information Technology, Seoul National University of Science and Technology) ;
  • Cho, Nam-Wook (Department of Industrial and Information System Engineering, Seoul National University of Science and Technology)
  • 투고 : 2011.08.23
  • 심사 : 2012.02.04
  • 발행 : 2012.09.01
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초록

To effectively predict financial crisis, this paper presents an early warning system based on artificial intelligence technologies. Both Genetic Algorithms and Neural Networks are utilized for the proposed system. First, a genetic algorithm has been developed for the effective selection of economic indices, which are used for monitoring financial crisis. Then, an optimum weight of the selected indices has been determined by a neural network method. To validate the effectiveness of the proposed system, a series of experiments has been conducted by using the Korean economic indices from 2005 to 2008.

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참고문헌

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