@inproceedings{40d83910742f48a88f940fda00f3b936,
title = "A comparison of forecasting the index of the Korean stock market",
abstract = "According to the increase of an impact foreigner investor have on the Korean stock market, it is very importance to analyze the investment pattern of the foreigner investors in order to predict the movement of the Korean stock market. Firstly, in this study we collected various factors which influence the Korean stock market in the previous literatures about the movement of stock market. Secondly, Factors which influence significantly to KOPSI 200 Index among the collected factors are extracted through the stepwise selection used in regression analysis. Finally we predicted the movement of the Korean stock market using Back-Propagation Neural Network (BPN) and Support Vector Machine (SVM). And we have done a comparison analysis of obtained results through these methods. As a result of the experiments, prediction accuracy using SVM showed better result than using BPN.",
keywords = "Forecasting, Neural Network, Stock Market Index, Support Vector Machine",
author = "Shin, {Young Geun} and Park, {Sang Sung} and Jang, {Dong Sik}",
year = "2009",
doi = "10.1063/1.3225281",
language = "English",
isbn = "9780735406858",
series = "AIP Conference Proceedings",
pages = "225--228",
booktitle = "Computational Methods in Science and Engineering - Advances in Computational Science, Lectures Presented at the Int. Conference on Computational Methods in Science and Engineering 2008, ICCMSE 2008",
note = "6th International Conference on Computational Methods in Sciences and Engineering 2008, ICCMSE 2008 ; Conference date: 25-09-2008 Through 30-09-2008",
}