본문 바로가기
KERD
논문KCI 등재

정량 추론과 정성 추론의 통합 메카니즘： 주가예측의 적용

A Mechanism for Combining Quantitative and Qualitative Reasoning

김명종
한국지식경영학회 (The Knowledge Management Society of Korea)|2009.06|지식경영연구 (Knowledge Management Research)|제10권 제2호|pp. 35-48|DOI 10.15813/kmr.2009.10.2.003

0

조회

0

다운로드

1

인용

0

참고문헌

주제분류경영학

초록

Abstract

The paper proposes a quantitative causal ordering map (QCOM) to combine qualitative and quantitative methods in a framework. The procedures for developing QCOM consist of three phases. The first phase is to collect partially known causal dependencies from experts and to convert them into relations and causal nodes of a model graph. The second phase is to find the global causal structure by tracing causality among relation and causal nodes and to represent it in causal ordering graph with signed coefficient. Causal ordering graph is converted into QCOM by assigning regression coefficient estimated from path analysis in the third phase. Experiments with the prediction model of Korea stock price show results as following; First, the QCOM can support the design of qualitative and quantitative model by finding the global causal structure from partially known causal dependencies. Second, the QCOM can be used as an integration tool of qualitative and quantitative model to offerhigher explanatory capability and quantitative measurability. The QCOM with static and dynamic analysis is applied to investigate the changes in factors involved in the model at present as well discrete times in the future.

참고문헌 (39)

  1. 김종진, "상황요인에 따른 지식경영 전략과 성과의 관계에 대한연구", 금융지식연구, 6(1), pp.213~245 (2008), 금융지식연구소
  2. 빅토리아, "Critical Factors in Job-related Knowledge Sharing, Information Systems Review", The Korea Society of Management Information Systems, 10(2), pp.179~193
  3. 이건창, "국내산업별 지식경영 전략프레임워크에 관한 실증연구", 제3회 지식경영학회 학술심포지엄, pp.481~510 (1999)
  4. 이건창, "퍼지인식도를 이용한 형 식지와 암묵지 결합 메커니즘에 관한 연구：신용 카드 이탈고객 분석을 중심으로", 경영정보학 연구, 11(4), pp.113~133 (2001)
  5. Alpar, P, "Market Share Analysis and Prognosis Using Qualitative Reasoning", Decision Support System, 15(2), pp.133~146 (1995)
  6. Ba, S, "Enterprise Decision Support using Intranet Technology", Decision Support Systems, 20, pp.99~134 (1997)
  7. Benaroch, M, "Controlling the Complexity of Investment Decision Using Qualitative Reasoning Techniques", Decision Support Systems, 15(2), pp.115~131 (1995)
  8. Berleant, D, "Recent Advances in Qualitative Physics, Faltings’B. and P" (1992), Cambridge, Massachusetts, MIT Press
  9. Berndsen, R, "Causal Ordering in Economic Models", Decision Support Systems, 15(2), pp.157~165 (1995)
  10. Berndsen, R, "Qualitative Dynamics and Causality in a Keynesian Model", Journal of Economic Dynamic and Control, 14, pp.435~450 (1985)
  11. Davenport, T. D, "Improving Knowledge Work Process", Sloan Management Review, pp.53~66 (1996)
  12. De Kleer, J, "Special Volumn：Qualitative Reasoning about Physical Systems Ⅱ", Artificial Intelligence, 51 (1991)
  13. De Kleer, J, "A Qualitative Physics Based on Confluences", Artificial Intelligence, 24, pp.7~83 (1984)
  14. De Kleer, J, "Theories of Causal Ordering", Artificial Intelligence, 29, pp.33~61 (1986)
  15. De Kleer, J, "Diagnosing Multiple Faults", Artificial Intelligence, 32, pp.97~130 (1987)
  16. Dovrak, D, "Model-based Monitoring of Dynamic Systems, in Proceedings of the Eleventh international joint conference on artificial intelligence" (1989), CA： Morgan Kaufmann
  17. Duncan, O. D, "Path analysis：Sociological example", The American Journal of Sociology, 72(1), pp.1~16 (1986)
  18. Farley, A. M, "Qualitative Modeling of Economic Systems, Proceedings of the First International Conference on Economics and Artificial Intelligence", Aix-en-Provence, France, 61~64 (1986)
  19. Forbus, K. D, "Qualitative Process Theory", Artificial Intelligence, 24(1), pp.85~168 (1984)
  20. Franke, D, "Representing and Acquiring Teleological Descriptions in Proceedings of the tenth international joint conference on artificial intelligence" (1989), CA:Morgan Kaufmann
  21. Gardin, F, "Liquidity Management with Fuzzy Qualitative Constraints", Decision Support Systems, 15(2), pp.147~156 (1995)
  22. Gilli, M, "CAUSOR：A program for the Analysis of Recursive and Interdependent Causal Structures, Universite de Geneve", Cahiers du Department d'Econometrie, 84(3) (1984)
  23. Hamscher, W, "Temporally Coarse Representations of Behavior for Model-based Troubleshooting of Digital Circuits" (1989), CA：Morgan Kaufmann
  24. Iwasaki, Y, "Causal Ordering in a Mixed Structure", pp.313~318 (1988), St Paul, Minnesota
  25. Iwasaki, Y, "Causality in Device Behavior", Artificial Intelligence, 29, pp.3~32 (1986)
  26. Kiang, M. Y, "Reasoning in Qualitatively Defined Systems Using Interval-Based Difference Equations", IEEE Transaction on System, Man and Cybernetics, 25(7), pp.1110~1120 (1995)
  27. Kuipers, B. J, "Qualitative simulation", Artificial Intelligence, 29(3), pp.289~338 (1986)
  28. Li, C. C, "Path analysis：A primer" (1975), CA：The Boxwood Press
  29. Lin K. P, "Causal Reasoning in Econometric Models", Decision Support Systems, 15(2), pp.167~177 (1995)
  30. Nelson, K. M, "Understanding software operations support expertise：a revealed causal mapping approach", MIS Quarterly, 24(3), pp.475~507 (2000)
  31. Nonaka, I, "The knowledge Creating Company" (1995), Oxford University Press
  32. Pearl, J, "Probabilistic Reasoning in Intelligent Systems：Networks of Plausible Inference" (1988), Los Altos, California, Morgan Kaufman
  33. Phang, C. H, "Senior Citizens' Adoption of E-Government： In Quest of the Antecedents of Perceived Usefulness", Proceedings of the 38th Hawaii International Conference on System Science (2005), Proceedings of the 38th Hawaii International Conference on System Science
  34. Ruggles, R, "The State of the Notion：Knowledge Management in Practice", California Management Review, 40(3), pp.80~89 (1998)
  35. Shen, Q, "Integrating Common- Sense and Qualitative Simulation by the Use of Fuzzy Sets", pp.83~100 (1992), Cambridge, MA ：MIT
  36. Simon, H. A, "Causal Ordering and Identifiability, in Hood and Koopmans, Studies in Econometric Methods, Cowles Commission research 14", John Wiley and Sons, New York, 1953, pp.49~74
  37. Sveiby, K. E, "Managing Knowhow" (1987), Bloomsberry, N. Pomfret
  38. Wijnhoven, F, "Development Scenarios for Organizational Memory Information systems", Journal of Management Information Systems, 16(1), pp.126~145 (1999)
  39. Wyatt, G. J, "Qualitative and Quantitative Simulation of Interacting Markets", Decision Support Systems, 15(2), pp.105~113 (1995)

관련 논문AI추천

패턴 매칭과 자동 규칙 생성에 기반한 2단계 주식 트레이딩 시스템김성동, 김유섭, 이재원, 이종우, 채진석한국정보처리학회 · 정보처리학회 논문지2003 · 제10권 제3호퍼지 모델을 이용한 일별 주가 예측황희수한국정보처리학회 · 정보처리학회 논문지2008 · 제15권 제6호정성적 추론을 이용한 일상의 자연 현상에 대한 추론김현경한국인지과학회 · 인지과학2005 · 제16권 제3호정성적 통찰의 정량화: 대형언어모델(LLMs)을 활용한 금융시장예측권유희, 최영수한국재무관리학회 · 재무관리연구2025 · 제42권 제6호개별기업 주가와 거래량간의 인과관계 연구이윤학한국금융공학회 · 金融工學硏究2006 · 제5권 제1호대규모 인지 시스템을 위한 정성적 지식 모델의 개발김현경한국인지과학회 · 인지과학2004 · 제15권 제4호

이 간행물의 다른 논문 (6건)

유통경로 내 구매자와 판매자 간 정보공유의 촉진요인과 억제요인김상덕pp. 1-14통신 방송 융합 환경에서의 T-Commerce 수용 모델에 관한 연구김은진, 박철우, 안중호pp. 15-33웹 사이트 플로우(Flow) 측정 방법론 및 시뮬레이션에 대한 연구권순재pp. 49-63AHP를 이용한 국방연구개발사업 메타평가 지표개발김순영pp. 65-84지식검색 서비스 사용자의 서비스 사용과 지식 공유 행위에 관한 이해강영식, 김병수, 전진호pp. 85-103
원문 보기