Financial market monitoring by case-based reasoning

Authors:
Kyong Joo Oh;Tae Yoon Kim
Affiliations:
Department of Information and Industrial Engineering, Yonsei University, 134 Shinchon-Dong, Seodaemun-Gu, Seoul 120-749, South Korea;Department of Statistics, Keimyung University, Daegu 704-701, South Korea
Venue:
Expert Systems with Applications: An International Journal
Year:
2007

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Abstract

This paper shows that case-based reasoning (CBR), an artificial intelligence technique, is a quite efficient tool in monitoring financial market against its possible collapse. For this purpose, daily financial condition indicator (DFCI) monitoring financial market is built on CBR and its performance is compared to DFCI on neural network. This study is empirically done for the Korean financial market.