과제정보
The research has received funding from the National University of Mongolia (Grant No. P2019-3739).
참고문헌
- H. V. Jagadish, J. Gehrke, A. Labrinidis, Y. Papakonstantinou, J. M. Patel, R. Ramakrishnan, and C. Shahabi, "Big data and its technical challenges," Communications of the ACM, vol. 57, no. 7, pp. 86-94, 2014. https://doi.org/10.1145/2611567
- A. Oussous, F. Z. Benjelloun, A. A. Lahcen, and S. Belfkih, "Big data technologies: a survey," Journal of King Saud University-Computer and Information Sciences, vol. 30, no. 4, pp. 431-448, 2018. https://doi.org/10.1016/j.jksuci.2017.06.001
- I. Lee, "Big data: dimensions, evolution, impacts, and challenges," Business Horizons, vol. 60, no. 3, pp. 293-303, 2017. https://doi.org/10.1016/j.bushor.2017.01.004
- W. Liu, J. Zhao, and D. Wang, "Data mining for energy systems: review and prospect," Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery, vol. 11, no. 4, article no. e1406, 2021. https://doi.org/10.1002/widm.1406
- K. P. Sinaga and M. S. Yang, "Unsupervised K-means clustering algorithm," IEEE Access, vol. 8, pp. 80716-80727, 2020. https://doi.org/10.1109/access.2020.2988796
- D. Fields, "Constructing a new asset class: property-led financial accumulation after the crisis," Economic Geography, vol. 94, no. 2, pp. 118-140, 2018. https://doi.org/10.1080/00130095.2017.1397492
- D. Daugaard, "Emerging new themes in environmental, social and governance investing: a systematic literature review," Accounting & Finance, vol. 60, no. 2, pp. 1501-1530, 2020. https://doi.org/10.1111/acfi.12479
- B. Braun, "Central banking and the infrastructural power of finance: the case of ECB support for repo and securitization markets," Socio-economic Review, vol. 18, no. 2, pp. 395-418, 2020. https://doi.org/10.1093/ser/mwy008
- S. Carta, A. Ferreira, A. S. Podda, D. R. Recupero, and A. Sanna, "Multi-DQN: an ensemble of deep Qlearning agents for stock market forecasting," Expert Systems with Applications, vol. 164, article no. 113820, 2021. https://doi.org/10.1016/j.eswa.2020.113820
- S. Roychowdhury, N. Shroff, and R. S. Verdi, "The effects of financial reporting and disclosure on corporate investment: a review," Journal of Accounting and Economics, vol. 68, no. 2-3, article no. 101246, 2019. https://doi.org/10.1016/j.jacceco.2019.101246
- C. M. Hsu, "A hybrid procedure for stock price prediction by integrating self-organizing map and genetic programming," Expert Systems with Applications, vol. 38, no. 11, pp. 14026-14036, 2011. https://doi.org/10.1016/j.eswa.2011.04.210
- K. Kohara, T. Ishikawa, Y. Fukuhara, and Y. Nakamura, "Stock price prediction using prior knowledge and neural networks," Intelligent Systems in Accounting, Finance & Management, vol. 6, no. 1, pp. 11-22, 1997. https://doi.org/10.1002/(SICI)1099-1174(199703)6:1<11::AID-ISAF115>3.0.CO;2-3
- Y. Yoon and G. Swales, "Predicting stock price performance: a neural network approach," in Proceedings of the 24th Annual Hawaii International Conference on System Sciences, Kauai, HI, 1991, pp. 156-162.
- Y. Zhang and L. Wu, "Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network," Expert Systems with Applications, vol. 36, no. 5, pp. 8849-8854, 2009. https://doi.org/10.1016/j.eswa.2008.11.028
- S. R. Nanda, B. Mahanty, and M. K. Tiwari, "Clustering Indian stock market data for portfolio management," Expert Systems with Applications, vol. 37, no. 12, pp. 8793-8798, 2010. https://doi.org/10.1016/j.eswa.2010.06.026
- K. J. Oh, T. Y. Kim, and S. Min, "Using genetic algorithm to support portfolio optimization for index fund management," Expert Systems with Applications, vol. 28, no. 2, pp. 371-379, 2005. https://doi.org/10.1016/j.eswa.2004.10.014
- N. Topaloglou, H. Vladimirou, and S. A. Zenios, "A dynamic stochastic programming model for international portfolio management," European Journal of Operational Research, vol. 185, no. 3, pp. 1501-1524, 2008. https://doi.org/10.1016/j.ejor.2005.07.035
- A. Ghosh and A. Mahanti, "Investment portfolio management: a review from 2009 to 2014," in Proceedings of 10th Global Business and Social Science Research Conference, Beijing, China, 2014.
- Z. Zhu and N. Liu, "Early warning of financial risk based on k-means clustering algorithm," Complexity, vol. 2021, article no. 5571683, 2021. https://doi.org/10.1155/2021/5571683
- L. Li, J. Wang, and X. Li, "Efficiency analysis of machine learning intelligent investment based on K-means algorithm," IEEE Access, vol. 8, pp. 147463-147470, 2020. https://doi.org/10.1109/access.2020.3011366
- W. Dai, "Development and supervision of robo-advisors under digital financial inclusion in complex systems," Complexity, vol. 2021, article no. 6666089, 2021. https://doi.org/10.1155/2021/6666089
- S. Sankhwar, D. Gupta, K. C. Ramya, S. Sheeba Rani, K. Shankar, and S. K. Lakshmanaprabu, "Improved grey wolf optimization-based feature subset selection with fuzzy neural classifier for financial crisis prediction," Soft Computing, vol. 24, no. 1, pp. 101-110, 2020. https://doi.org/10.1007/s00500-019-04323-6
- S. Guo, H. He, and X. Huang, "A multi-stage self-adaptive classifier ensemble model with application in credit scoring," IEEE Access, vol. 7, pp. 78549-78559, 2019. https://doi.org/10.1109/access.2019.2922676
- R. Rosati, L. Romeo, C. A. Goday, T. Menga, and E. Frontoni, "Machine learning in capital markets: decision support system for outcome analysis," IEEE Access, vol. 8, pp. 109080-109091, 2020. https://doi.org/10.1109/access.2020.3001455
- D. Fengqian and L. Chao, "An adaptive financial trading system using deep reinforcement learning with candlestick decomposing features," IEEE Access, vol. 8, pp. 63666-63678, 2020. https://doi.org/10.1109/access.2020.2982662
- P. N. Tan, M. Steinbach, and V. Kumar, Introduction to Data Mining. Boston, MA: Pearson, 2005.
- S. Tsolmon, "Bankruptcy prediction model and methodological issues," Ph.D. dissertation, National University of Mongolia, UB City, Mongolia, 2016.
- D. Diakoulaki, G. Mavrotas, and L. Papayannakis, "Determining objective weights in multiple criteria problems: the critic method," Computers & Operations Research, vol. 22, no. 7, pp. 763-770, 1995. https://doi.org/10.1016/0305-0548(94)00059-H
- C. L. Hwang and K. Yoon, Multiple Attribute Decision Making. Heidelberg, Germany: Springer, 1981.
- H. Markowitz, "Portfolio Selection," Journal of Finance, vol. 7, no. 1, pp. 77-91, 1952. https://doi.org/10.1111/j.1540-6261.1952.tb01525.x
- H. Markowitz, Portfolio Selection: Efficient Diversification of Investments. London, UK: Yale University Press, 1959.