DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lim, Kyuseong | ko |
dc.contributor.author | Kim, Soo Yong | ko |
dc.contributor.author | Kim, Kyungsik | ko |
dc.date.accessioned | 2016-04-12T07:57:03Z | - |
dc.date.available | 2016-04-12T07:57:03Z | - |
dc.date.created | 2015-09-01 | - |
dc.date.created | 2015-09-01 | - |
dc.date.issued | 2015-07 | - |
dc.identifier.citation | JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.67, no.2, pp.395 - 399 | - |
dc.identifier.issn | 0374-4884 | - |
dc.identifier.uri | http://hdl.handle.net/10203/203427 | - |
dc.description.abstract | We investigate the prediction of the future prices from the structures and the networks of the companies in special financial groups. After the financial group network has been constructed from the value of the high cross-correlation, each company in a group is simulated and analyzed how it buys or sells stock is anaylzed and how it makes rational investments is forecasted. In the shortmemory behavior rather than the long-memory behavior, each company among a group can make a rational investment decision by using a stochastic evolution rule in the financial network. In particular, we simulate and analyze the investment situation in connection with the empirical data and the simulated result. | - |
dc.language | English | - |
dc.publisher | KOREAN PHYSICAL SOC | - |
dc.subject | FINANCIAL TIME-SERIES | - |
dc.subject | MINIMAL SPANNING TREE | - |
dc.subject | RANDOM-MATRIX THEORY | - |
dc.subject | CROSS-CORRELATIONS | - |
dc.subject | MARKETS | - |
dc.subject | MODEL | - |
dc.subject | NETWORKS | - |
dc.subject | EIGENVALUES | - |
dc.subject | UNIVERSAL | - |
dc.subject | MINORITY | - |
dc.title | Dynamical behavior of price forecasting in structures of group correlations | - |
dc.type | Article | - |
dc.identifier.wosid | 000358965300021 | - |
dc.identifier.scopusid | 2-s2.0-84938559818 | - |
dc.type.rims | ART | - |
dc.citation.volume | 67 | - |
dc.citation.issue | 2 | - |
dc.citation.beginningpage | 395 | - |
dc.citation.endingpage | 399 | - |
dc.citation.publicationname | JOURNAL OF THE KOREAN PHYSICAL SOCIETY | - |
dc.identifier.doi | 10.3938/jkps.67.395 | - |
dc.contributor.localauthor | Kim, Soo Yong | - |
dc.contributor.nonIdAuthor | Kim, Kyungsik | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | Cross-correlation | - |
dc.subject.keywordAuthor | Financial network | - |
dc.subject.keywordAuthor | Stochastic evolution rule | - |
dc.subject.keywordAuthor | KOSPI | - |
dc.subject.keywordPlus | FINANCIAL TIME-SERIES | - |
dc.subject.keywordPlus | MINIMAL SPANNING TREE | - |
dc.subject.keywordPlus | RANDOM-MATRIX THEORY | - |
dc.subject.keywordPlus | CROSS-CORRELATIONS | - |
dc.subject.keywordPlus | MARKETS | - |
dc.subject.keywordPlus | MODEL | - |
dc.subject.keywordPlus | NETWORKS | - |
dc.subject.keywordPlus | EIGENVALUES | - |
dc.subject.keywordPlus | UNIVERSAL | - |
dc.subject.keywordPlus | MINORITY | - |
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