• 한국멀티미디어학회논문지
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• 제19권7호
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• pp.1107-1115
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• 2016

Efficient Market Hypothesis (EMH), states that at any point in time in a liquid market security prices fully reflect all available information. This paper presents a study of proving the hypothesis through daily Twitter sentiments using the hybrid approach of the lexicon-based approach and the naïve Bayes classifier. In this research we analyze the currency exchange rate movement of Indonesia Rupiah vs US dollar as a way of testing the Efficient Market Hypothesis. In order to find a correlation between the prediction sentiments from Twitter data and the actual currency exchange rate trends we collect Twitter data every day and compute the overall sentiment to label them as positive or negative. Experimental results have shown 69% correct prediction of sentiment analysis and 65.7% correlation with positive sentiments. This implies that EMH is semi-strong Efficient Market Hypothesis, and that public information provide by Twitter sentiment correlate with changes in the exchange market trends.

• Asia Pacific Journal of Business Review
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• 제1권1호
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• pp.1-22
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• 2016

The prediction of prices of agricultural products in the agriculture IT sector plays a significant role in the economic life of consumers and anyone engaged in agricultural business, and as these prices fluctuate more often than do other prices, the prediction of these prices holds a great deal of research promise. For this reason, academic literature has provided studies on the factors influencing the prices of agricultural products and the price index. However, as these factors vary, they are difficult to predict, resulting in the challenge of acquiring quantitative data. China is one example of a country without a reliable prediction system for prices of agricultural products. Fortunately, disclosed heterogeneous data can be found on the Internet, which allows for the effective collection of factors related to the prediction of these product prices through the use of text mining. The data provided online is valuable in that they reflect the opinions of the general public in real-time. Accordingly, this study aims to use heterogeneous data from the Internet and suggest a model predicting the prices of agricultural products before functional analyses. Toward this end, data analyses were conducted on the Chinese agricultural products market, one of the largest markets in the world.

• 품질경영학회지
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• 제47권3호
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• pp.497-508
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• 2019

Purpose: The purpose of this study is to overcome limitations of conventional studies that to predict Baltic Dry Index (BDI). The study proposed applications of Artificial Neural Network (ANN) named Long Short-Term Memory (LSTM) to predict BDI. Methods: The BDI time-series prediction was carried out through eight variables related to the dry bulk market. The prediction was conducted in two steps. First, identifying the goodness of fitness for the BDI time-series of specific ANN models and determining the network structures to be used in the next step. While using ANN's generalization capability, the structures determined in the previous steps were used in the empirical prediction step, and the sliding-window method was applied to make a daily (one-day ahead) prediction. Results: At the empirical prediction step, it was possible to predict variable y(BDI time series) at point of time t by 8 variables (related to the dry bulk market) of x at point of time (t-1). LSTM, known to be good at learning over a long period of time, showed the best performance with higher predictive accuracy compared to Multi-Layer Perceptron (MLP) and Recurrent Neural Network (RNN). Conclusion: Applying this study to real business would require long-term predictions by applying more detailed forecasting techniques. I hope that the research can provide a point of reference in the dry bulk market, and furthermore in the decision-making and investment in the future of the shipping business as a whole.

• 산업경영시스템학회지
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• 제41권3호
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• pp.154-161
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• 2018

This study conducted to predict the stock market prices based on the assumption that internet news articles might have an impact and effect on the rise and fall of stock market prices. The internet news articles were tested to evaluate the accuracy by comparing predicted values of the actual stock index and the forecasting models of the companies. This paper collected stock news from the internet, and analyzed and identified the relationship with the stock price index. Since the internet news contents consist mainly of unstructured texts, this study used text mining technique and multiple regression analysis technique to analyze news articles. A company H as a representative automobile manufacturing company was selected, and prediction models for the stock price index of company H was presented. Thus two prediction models for forecasting the upturn and decline of H stock index is derived and presented. Among the two prediction models, the error value of the prediction model (1) is low, and so the prediction performance of the model (1) is relatively better than that of the prediction model (2). As the further research, if the contents of this study are supplemented by real artificial intelligent investment decision system and applied to real investment, more practical research results will be able to be developed.

• 한국지능정보시스템학회:학술대회논문집
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• 한국지능정보시스템학회 2001년도 The Pacific Aisan Confrence On Intelligent Systems 2001
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• pp.122-127
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• 2001

This study investigates the effectiveness of time delay neural networks(TDNN) for the time dependent prediction domain. Although it is well-known fact that the back-propagation neural network(BPN) performs well in pattern recognition tasks, the method has some limitations in that it can only learn an input mapping of static (or spatial) patterns that are independent of time of sequences. The preliminary results show that the accuracy of TDNN is higher than the standard BPN with time lag. Our proposed approaches are demonstrated by the stork market prediction domain.

• 한국디자인학회:학술대회논문집
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• 한국디자인학회 2003년도 봄 학술발표대회논문집
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• pp.70-71
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• 2003

• 한국빅데이터학회지
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• 제3권1호
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• pp.13-20
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• 2018

주식 시장에 대한 예측은 오랜 기간 많은 이들의 꿈이었다. 하지만 수많은 노력에도 불구하고 주식 시장을 정확하게 예측하기란 쉬운 일이 아니었다. 본 연구는 주식 시장의 방향성에 주목하여 이 방향성을 예측할 수 있는 감성사전을 구축하는 새로운 방법을 제시한다. 이를 위해 2015년 1월 1일부터 2017년 12월 31일까지 3년간의 증시 뉴스 25,000여 건의 데이터를 수집하여, 문맥을 고려하기 위한 Word2Vec을 적용하였다. 이를 바탕으로 뉴스에 감성분석을 실시하여 KOSPI 종가 지수를 예측해 보았다.

• 무역학회지
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• 제47권3호
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• pp.211-232
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• 2022

Due to the impact of the public health event COVID-19 epidemic, the Chinese futures market showed "Black Swan". This has brought the unpredictable into the economic environment with many commodities falling by the daily limit, while gold performed well and closed in the sunshine(Yan-Li and Rui Qian-Wang, 2020). Volatility is integral part of financial market. As an emerging market and a special precious metal, it is important to forecast return of gold futures price. This study selected data of the SHFE gold futures returns and conducted an empirical analysis based on the generalised autoregressive conditional heteroskedasticity (GARCH)-type model. Comparing the statistics of AIC, SC and H-QC, ARMA (12,9) model was selected as the best model. But serial correlation in the squared returns suggests conditional heteroskedasticity. Next part we established the autoregressive moving average ARMA-GARCH-type model to analysis whether Volatility Clustering and the leverage effect exist in the Chinese gold futures market. we consider three different distributions of innovation to explain fat-tailed features of financial returns. Additionally, the error degree and prediction results of different models were evaluated in terms of mean squared error (MSE), mean absolute error (MAE), Theil inequality coefficient(TIC) and root mean-squared error (RMSE). The results show that the ARMA(12,9)-TGARCH(2,2) model under Student's t-distribution outperforms other models when predicting the Chinese gold futures return series.

• International Journal of Computer Science & Network Security
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• 제24권3호
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• pp.113-124
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• 2024

One of the goals of the Saudi Arabia 2030 vision is to ensure full employment of its citizens. Recruitment of graduates depends on the quality of skills that they may have gained during their study. Hence, the quality of education and ensuring that graduates have sufficient knowledge about the in-demand skills of the market are necessary. However, IT graduates are usually not aware of whether they are suitable for recruitment or not. This study builds a prediction model that can be deployed on the web, where users can input variables to generate predictions. Furthermore, it provides data-driven recommendations of the in-demand skills in the Saudi IT labor market to overcome the unemployment problem. Data were collected from two online job portals: LinkedIn and Bayt.com. Three machine learning algorithms, namely, Support Vector Machine, k-Nearest Neighbor, and Naïve Bayes were used to build the model. Furthermore, descriptive and data analysis methods were employed herein to evaluate the existing gap. Results showed that there existed a gap between labor market employers' expectations of Saudi workers and the skills that the workers were equipped with from their educational institutions. Planned collaboration between industry and education providers is required to narrow down this gap.

• 수산해양기술연구
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• 제48권1호
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• pp.72-81
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• 2012

Using artificial neural network (ANN) technique, auction prices for common mackerel were forecasted with the daily total sale and auction price data at the Busan Cooperative Fish Market before introducing Total Allowable Catch (TAC) system, when catch data had no limit in Korea. Virtual input data produced from actual data were used to improve the accuracy of prediction and the suitable neural network was induced for the prediction. We tested 35 networks to be retained 10, and found good performance network with regression ratio of 0.904 and determination coefficient of 0.695. There were significant variations between training and verification errors in this network. Ideally, it should require more training cases to avoid over-learning, which leads to improve performance and makes the results more reliable. And the precision of prediction was improved when environmental factors including physical and biological variables were added. This network for prediction of price and catch was considered to be applicable for other fishes.