• Journal of Digital Convergence
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• v.18 no.11
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• pp.267-272
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• 2020

Macroeconomics are one of the indicators that are preceded and analyzed when analyzing stocks because it shows the movement of a country's economy as a whole. The overall economic situation at the national level, such as national income, inflation, unemployment, exchange rates, currency, interest rates, and balance of payments, has a great affect on the stock market, and economic indicators are actually correlated with stock prices. It is the main source of data for analysts to watch with interest and to determine buy and sell considering the impact on individual stock prices. Therefore, economic indicators that impact on the stock price are analyzed as leading indicators, and the stock price prediction is predicted through deep learning-based prediction, after that the actual stock price is compared. If you decide to buy or sell stocks by analysis of stock prediction, then stocks can be investments, not gambling. Therefore, this research was conducted to enable automated stock trading by using macro-indicators and deep learning algorithms in artificial intelligence.

• Journal of Intelligence and Information Systems
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• v.29 no.1
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• pp.377-396
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• 2023

As the cryptocurrency market continues to grow, it has developed into a new financial market. The need for investment strategy research on the cryptocurrency market is also emerging. This study aims to conduct an empirical analysis on an investment methodology of cryptocurrency that combines short-term trading strategy and deep learning. Daily price data of the Ethereum was collected through the API of Upbit, the Korean cryptocurrency exchange. The investment performance of the experimental model was analyzed by finding the optimal parameters based on past data. The experimental model is a volatility breakout strategy(VBS), a Long Short Term Memory(LSTM) model, moving average cross strategy and a combined model. VBS is a short-term trading strategy that buys when volatility rises significantly on a daily basis and sells at the closing price of the day. LSTM is suitable for time series data among deep learning models, and the predicted closing price obtained through the prediction model was applied to the simple trading rule. The moving average cross strategy determines whether to buy or sell when the moving average crosses. The combined model is a trading rule made by using derived variables of the VBS and LSTM model using AND/OR for the buy conditions. The result shows that combined model is better investment performance than the single model. This study has academic significance in that it goes beyond simple deep learning-based cryptocurrency price prediction and improves investment performance by combining deep learning and short-term trading strategies, and has practical significance in that it shows the applicability in actual investment.

• Journal of Intelligence and Information Systems
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• v.28 no.4
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• pp.157-177
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• 2022

Investors are trading stocks by keeping a close watch on the order information submitted by domestic and foreign investors in real time through Limit Order Book information, so-called price current provided by securities firms. Will order information released in the Limit Order Book be useful in stock price prediction? This study analyzes whether it is significant as a predictor of future stock price up or down when order imbalances appear as investors' buying and selling orders are concentrated to one side during intra-day trading time. Using classification algorithms, this study improved the prediction accuracy of the order imbalance information on the short-term price up and down trend, that is the closing price up and down of the day. Day trading strategies are proposed using the predicted price trends of the classification algorithms and the trading performances are analyzed through empirical analysis. The 5-minute KOSPI200 Index Futures data were analyzed for 4,564 days from January 19, 2004 to June 30, 2022. The results of the empirical analysis are as follows. First, order imbalance information has a significant impact on the current stock prices. Second, the order imbalance information observed in the early morning has a significant forecasting power on the price trends from the early morning to the market closing time. Third, the Support Vector Machines algorithm showed the highest prediction accuracy on the day's closing price trends using the order imbalance information at 54.1%. Fourth, the order imbalance information measured at an early time of day had higher prediction accuracy than the order imbalance information measured at a later time of day. Fifth, the trading performances of the day trading strategies using the prediction results of the classification algorithms on the price up and down trends were higher than that of the benchmark trading strategy. Sixth, except for the K-Nearest Neighbor algorithm, all investment performances using the classification algorithms showed average higher total profits than that of the benchmark strategy. Seventh, the trading performances using the predictive results of the Logical Regression, Random Forest, Support Vector Machines, and XGBoost algorithms showed higher results than the benchmark strategy in the Sharpe Ratio, which evaluates both profitability and risk. This study has an academic difference from existing studies in that it documented the economic value of the total buy & sell order volume information among the Limit Order Book information. The empirical results of this study are also valuable to the market participants from a trading perspective. In future studies, it is necessary to improve the performance of the trading strategy using more accurate price prediction results by expanding to deep learning models which are actively being studied for predicting stock prices recently.

• Korean Journal of Construction Engineering and Management
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• v.7 no.2 s.30
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• pp.162-170
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• 2006

Neural network analysis is expected to enhance the forecasting ability for the real estate market. This paper reviews definition, structure, strengths and weaknesses of neural network analysis, and verifies the applicability of neural network analysis for the real estate market. Neural network analysis is compared with regression analysis using the same sample data. The analyses model the macroeconomic parameters that influence the sales price of apartments. The results show that neural network analysis provides better forecasting accuracy than regression analysis does, what confirms the applicability of neural network analysis for the real estate market.

• Journal of Intelligence and Information Systems
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• v.28 no.4
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• pp.81-94
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• 2022

Real estate and artworks were considered challenging investment targets for individual investors because of their relatively high average transaction price despite their long investment history. Recently, the so-called fractional investment, generally known as investing in a share of the ownership right for real-life assets, etc., and most investors perceive that they actually own a piece (fraction) of the ownership right through their investments, is gaining popularity. Founded in 2016, Musicow started the first service that allows users to invest in copyright fees related to music distribution. Using the LSTM algorithm, one of the deep learning algorithms, this research predict the price of right to participate in copyright fees traded in Musicow. In addition to variables related to claims such as transfer price, transaction volume of claims, and copyright fees, comprehensive indicators indicating the market conditions for music copyright fees participation, exchange rates reflecting economic conditions, KTB interest rates, and Korea Composite Stock Index were also used as variables. As a result, it was confirmed that the LSTM algorithm accurately predicts the transaction price even in the case of fractional investment which has a relatively low transaction volume.

• The Journal of Bigdata
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• v.3 no.1
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• pp.13-20
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• 2018

Stock market prediction has been long dream for researchers as well as the public. Forecasting ever-changing stock market, though, proved a Herculean task. This study proposes a novel stock market sentiment lexicon acquisition system that can predict the growth (or decline) of stock market index, based on economic news. For this purpose, we have collected 3-year's economic news from January 2015 to December 2017 and adopted Word2Vec model to consider the context of words. To evaluate the result, we performed sentiment analysis to collected news data with the automated constructed lexicon and compared with closings of the KOSPI (Korea Composite Stock Price Index), the South Korean stock market index based on economic news.

• Journal of Internet Computing and Services
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• v.24 no.2
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• pp.67-74
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• 2023

Stock price prediction research in the financial sector aims to ensure trading stability and achieve profit realization. Conventional statistical prediction techniques are not reliable for actual trading decisions due to low prediction accuracy compared to randomly predicted results. Artificial intelligence models improve accuracy by learning data characteristics and fluctuation patterns to make predictions. However, predicting stock prices using long-term time series data remains a challenging problem. This paper proposes a stable and reliable stock price prediction method using K-means clustering-based data augmentation and normalization techniques and LSTM models specialized in time series learning. This enables obtaining more accurate and reliable prediction results and pursuing high profits, as well as contributing to market stability.

• The Journal of Information Systems
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• v.27 no.3
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• pp.123-140
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• 2018

Purpose The purpose of this study is to explore the optimal trading frequency which is useful for stock price prediction by using deep learning for charting image data. We also want to identify the appropriate time for accurate forecasting of stock price when performing pattern analysis. Design/methodology/approach In order to find the optimal trading frequency patterns and forecast timings, this study is performed as follows. First, stock price data is collected using OpenAPI provided by Daishin Securities, and candle chart images are created by data frequency and forecasting time. Second, the patterns are generated by the charting images and the learning is performed using the CNN. Finally, we find the optimal trading frequency patterns and forecasting timings. Findings According to the experiment results, this study confirmed that when the 10 minute frequency data is judged to be a decline pattern at previous 1 tick, the accuracy of predicting the market frequency pattern at which the market decreasing is 76%, which is determined by the optimal frequency pattern. In addition, we confirmed that forecasting of the sales frequency pattern at previous 1 tick shows higher accuracy than previous 2 tick and 3 tick.

• Journal of Digital Convergence
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• v.12 no.11
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• pp.209-214
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• 2014

Despite the recession of the global market, the domestic electronic appliance companies dominated TV market in North America. They took both the premium and mid-priced product market and achieved both profitability and volume due to strong product competitiveness and brand power. Despite doing well in the North American market, the domestic TV manufacturers are worried about product development, marketing and sales strategies to remain the continuous competitiveness in the TV market. This study proposes the a sales prediction model of electronic appliances using sales data of S company from the North American market. We develop the sales prediction models based on multiple regression analysis and artificial neural network and compare two models. Especially, this study analyzes the relevance between the TV sales and TV main features in order to improve the price competitiveness or improve the value of TV products.

• International journal of advanced smart convergence
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• v.11 no.1
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• pp.19-27
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• 2022

Across the world, 'housing' comprises a significant portion of wealth and assets. For this reason, fluctuations in real estate prices are highly sensitive issues to individual households. In Korea, housing prices have steadily increased over the years, and thus many Koreans view the real estate market as an effective channel for their investments. However, if one purchases a real estate property for the purpose of investing, then there are several risks involved when prices begin to fluctuate. The purpose of this study is to design a real estate price 'return rate' prediction model to help mitigate the risks involved with real estate investments and promote reasonable real estate purchases. Various approaches are explored to develop a model capable of predicting real estate prices based on an understanding of the immovability of the real estate market. This study employs the LSTM method, which is based on artificial intelligence and deep learning, to predict real estate prices and validate the model. LSTM networks are based on recurrent neural networks (RNN) but add cell states (which act as a type of conveyer belt) to the hidden states. LSTM networks are able to obtain cell states and hidden states in a recursive manner. Data on the actual trading prices of apartments in autonomous districts between January 2006 and December 2019 are collected from the Actual Trading Price Disclosure System of the Ministry of Land, Infrastructure and Transport (MOLIT). Additionally, basic data on apartments and commercial buildings are collected from the Public Data Portal and Seoul Metropolitan Government's data portal. The collected actual trading price data are scaled to monthly average trading amounts, and each data entry is pre-processed according to address to produce 168 data entries. An LSTM model for return rate prediction is prepared based on a time series dataset where the training period is set as April 2015~August 2017 (29 months), the validation period is set as September 2017~September 2018 (13 months), and the test period is set as December 2018~December 2019 (13 months). The results of the return rate prediction study are as follows. First, the model achieved a prediction similarity level of almost 76%. After collecting time series data and preparing the final prediction model, it was confirmed that 76% of models could be achieved. All in all, the results demonstrate the reliability of the LSTM-based model for return rate prediction.