Journal of the Korea Convergence Society (한국융합학회논문지)

Korea Convergence Society (한국융합학회)
권호 표지
DOI QR코드

DOI QR Code

Big Data Analysis of Financial Product Transaction Trends Using Associated Analysis

연관분석을 이용한 금융 상품 거래 동향의 빅데이터 분석

  • Received : 2021.09.15
  • Accepted : 2021.12.20
  • Published : 2021.12.28
Download PDF
⟨ Previous Next ⟩

Abstract

With the advent of the era of the fourth industry, more and more scientific techniques are being used to solve decision-making problems. In particular, big data analysis technology is developing as it becomes easier to collect numerical data. Therefore, in this study, in order to overcome the limitations of qualitatively analyzing investment trends, the association of various products was analyzed using associated analysis techniques. For the experiment, two experimental periods were divided based on the COVID-19 economic crisis, and sales information from individuals, institutions, and foreign investors was collected, and related analysis algorithms were implemented through r software. As a result of the experiment, institutions and foreigners recently invested in the KOSPI and KOSDAQ markets and bought futures and products such as ETF. Individuals purchased ETN and ETF products together, which is presumed to be the result of the recent great interest in sector investment. In addition, after COVID-19, all investors tended to be passive in investing in high-risk products of futures and options. This paper is thought to be a useful reference for product sales and product design in the financial field.

최근 인공지능, 딥러닝, 빅데이터 등 4차 산업의 핵심 분야에 대한 관심이 커지면서 기존의 의사결정 문제를 전통적인 방법론의 한계점을 최소화하는 과학적 접근 방식이 대두되고 있다. 특히 이런 과학적인 기법들은 주로 금융 상품의 방향성을 예측하는데 사용되는데 본 연구에서는 사회적으로 관심이 높은 아파트 가격의 요인을 자기조직화지도를 통해 분석하고자 한다. 이를 위해 아파트 가격의 실질 가격을 추출하고 아파트 가격에 영향을 주는 총 16개의 입력 변수를 선정한다. 실험 기간은 1986년 1월부터 2021년 6월까지이며 아파트 가격의 상승 및 횡보 구간을 나눠 각 구간 별 변수들의 특징을 살펴본 결과, 상승 구간과 횡보 구간의 입력 변수의 통계적 성향이 뚜렷하게 구분되는 것을 알 수 있었다. 더불어 U1~U3 구간이 N1~N3 구간에 비해서 변수들의 표준편차가 상대적으로 크게 나왔다. 본 연구는 중장기적으로 상승과 하락이라는 큰 주기를 갖고 있는 부동산에 대해서 현재 시점의 현황을 정량적으로 분석한 것에 의미가 있으며 향후 이미지 학습을 통해 미래 방향성을 예측하는 연구에 도움이 되기를 기대한다.

Keywords

References

  1. M. S. Kim & M. G. Lee. (2021). The Effect of Individual Investors on Price Delay: Evidence from Korea. Journal of Business Research, 36(2), 35-52. https://doi.org/10.22903/JBR.2021.36.2.35
  2. K. M. Kim, S. W. Kim & H. S. Choi. (2021). Performance of Investment Strategy using Investor-specific Transaction Information and Machine Learning. Korea Intelligent Information Systems Society, 27(1), 65-82. DOI : 10.13088/jiis.2021.27.1.065
  3. J. J. Hwang & K. S. Cho. (2021). The Effect of Investment Horizon of Long-Term Institutional Investor on Corporate Decision Making and Internal Governance in Korea. Journal of Industrial Economics and Business, 34(3), 609-630. DOI : 10.22558/jieb.2021.6.34.3.609
  4. H. S. Na, K. Y. Kim & M. J. Bang. (2021). Effects of Block Share Acquisitions by Foreign Investors on Shareholder Wealth: Focusing on Information Asymmetry and Shareholder Rights. The Korean Finance Association, 34(1), 167-214. DOI : 10.37197/ARFR.2021.34.1.5
  5. C. S. Rhee, H. M. Chun & S. B. Soh. (2019). Global Financial Crisis and the Monitoring Role of Foreign Investors. The Korea Contents Association, 19(9), 233-241. DOI : 10.5392/JKCA.2019.19.09.233
  6. G. T. Back, B. K. Min & J. W. Beak. (2021). The Effect of Trading Behavior of Each Investor Group on the Return in the Korean Stock Market. Journal of Management & Economics, 43(1), 249-278. DOI : https://doi.org/10.22828/meri.2021.43.1.011
  7. H. S. Ryu, Y. S. Kuk & B. H. Kim. (2013). Effect of Investment Behavior of the Different Investor Groups on Returns in Korean Stock Market. Global Business Administration Review, 10(3), 355-370. DOI : 10.17092/jibr.2013.10.3.355
  8. S. G. Kim & Y. T. Beun. (2011). The Relation between Net Purchase of Foreign and Institution Investors and Expected Returns in the Korea Stock Market. Management & Information Systems Review, 30(4), 23-44. DOI : 10.29214/damis.2011.30.4.002
  9. Y. J. Ha & G. S. Go. (2017). Comovement of Paired Stocks and Foreign Investors. Korean Journal of Financial Studies, 46(5), 967-1000. DOI : 10.26845/KJFS.2017.12.46.5.967
  10. S. J. Yoon & S. J. Kim. (2013). The Effect of Individual Investor on Volatility Trading in the KOSPI 200 Index Options Market. The Korean Finance Association, 26(4), 417-446. UCI : G704-000234.2013.26.4.001
  11. Y. W. Jeong & H. C. Chung. (2014). The Effect of Investors' Net Investments on Korean Stock Prices. Korea Financial Management Association, 31(1), 105-143. UCI : I410-ECN-0102-2015-300-000628902
  12. Y. S. Choi & J. Y. Geun. (2018). Analysis of LP Transaction Patterns in the ELW Market. Korean Association of Financial Engineering, 17(3), 1-27. DOI : 10.35527/kfedoi.2018.17.3.001
  13. B. S. Kim. (2020). Research on the Relative Trading Volume by Remaining period and Investor Types in the KOSPI200 Index Futures market. Global Business Administration Review, 17(5), 68-87. DOI : 10.38115/asgba.2020.17.5.68
  14. M. J. Kim & T. H. Kwon. (2021). COVID-19 and Market Performance of Korean Pharmaceutical Bio Companies. management & economic research institute, 43(1), 165-187. DOI : 10.22828/meri.2021.43.1.007
  15. J. P. Ryu & H. J. Shin. (2010). An Option Hedge Strategy Using Machine Learning and Dynamic Delta Hedging. The Korea Academia-Industrial cooperation Society, 12(2), 712-717. DOI : 10.5762/KAIS.2011.12.2.712
  16. C. W. Gock. (2018). Subject Association Analysis of Big Data Studies: Using Co-citation Networks. Journal of Information Management, 35(1), 13-32. DOI : 10.3743/KOSIM.2018.35.1.013
  17. J. Ott, J. Wang & S. M. Leal. (2015). Genetic linkage analysis in the age of whole-genome sequencing. Nature Reviews Genetics, 16(5), 275-359. DOI : 10.1038/nrg3908
  18. S. S. Lim. (2011). Does the Global Economic Crisis Make Return and Volatility Respond to Foreign Information Asymmetrically in Korean Stock Market. Financial Stability Studies, 12(2), 83-99. DOI : 10.2139/ssrn.3017073
  19. G. J. Jo. (2013). The Effects of Foreign Investors on the Korean Equity Market during the 2007~2008 Financial Crisis. The Korean Journal of Economics, 10(1), 65-88. UCI : G704-SER000014455.2013.20.1.001
  20. I. S. Gang & S. Y. No. (2010). Analysis of changes in the structure of foreign direct investment due to the economic crisis. Journal of business economics, 39(1), 59-75.
  21. C. G. Hu. (2016). Changes in foreign securities investment behavior and implications after the 2008 global financial crisis. Korean Society of International Finance, 6(1), 49-94. DOI : 10.34251/ifadoi.6.1.201605.003