Journal of Convergence for Information Technology (융합정보논문지)

Convergence Society for SMB (중소기업융합학회)
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A study on stock price prediction through analysis of sales growth performance and macro-indicators using artificial intelligence

인공지능을 이용하여 매출성장성과 거시지표 분석을 통한 주가 예측 연구

  • Received : 2020.11.26
  • Accepted : 2021.01.20
  • Published : 2021.01.28
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Abstract

Since the stock price is a measure of the future value of the company, when analyzing the stock price, the company's growth potential, such as sales and profits, is considered and invested in stocks. In order to set the criteria for selecting stocks, institutional investors look at current industry trends and macroeconomic indicators, first select relevant fields that can grow, then select related companies, analyze them, set a target price, then buy, and sell when the target price is reached. Stock trading is carried out in the same way. However, general individual investors do not have any knowledge of investment, and invest in items recommended by experts or acquaintances without analysis of financial statements or growth potential of the company, which is lower in terms of return than institutional investors and foreign investors. Therefore, in this study, we propose a research method to select undervalued stocks by analyzing ROE, an indicator that considers the growth potential of a company, such as sales and profits, and predict the stock price flow of the selected stock through deep learning algorithms. This study is conducted to help with investment.

주가는 그 기업의 미래 가치의 척도이기 때문에 주가를 분석할 때 기업의 성장성인 매출과 이익 등을 고려하여 주식을 투자한다. 기관투자자들은 종목 선정 기준을 잡기 위해서 현재 산업의 트렌드와 거시경제 지표를 보고 성장 가능한 관련 분야를 먼저 정하고 관련 기업을 선정한 후 기업에 대한 분석을 하고 목표가를 설정 후에 매수를 하고 목표가에 도달하면 매도하는 방식으로 주식 매매를 실시한다. 하지만, 일반 개인 투자자들은 경제에 대한 지식이 기관이나 외국인 투자자에 비교하여 부족하고, 기업에 대한 재무재표 분석이나 성장성에 대한 분석 없이 전문가나 지인의 추천종목을 따라 투자를 하여 기관투자자나 외국인 투자자들 보다 수익률 면에서 낮은 편이다. 따라서, 본 연구에서는 기업의 성장성인 매출과 이익 등을 고려한 지표인 ROE를 분석하여 저평가된 종목을 선택하고, 선택된 종목의 주가 흐름을 딥러닝 알고리즘을 통하여 예측하는 연구방법을 제안하여 투기가 아닌 건전한 투자에 도움이 되기 위해 본 연구를 진행한다.

Keywords

Acknowledgement

This research was supported by 2020 Baekseok University Research Fund.

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