학술논문
Understanding Stock Price Movement on the COVID-19 Period Using Dynamic Time Warping Algorithm
이용수 30
- 영문명
- 발행기관
- 한국APEC학회
- 저자명
- Gunhee Lee Jongwook Song
- 간행물 정보
- 『Journal of APEC Studies』Journal of APEC Studies Vol.13 No.1, 71~83쪽, 전체 13쪽
- 주제분류
- 경제경영 > 경제학
- 파일형태
- 발행일자
- 2021.06.30
4,360원
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이 학술논문 정보는 (주)교보문고와 각 발행기관 사이에 저작물 이용 계약이 체결된 것으로, 교보문고를 통해 제공되고 있습니다.
국문 초록
영문 초록
Unlike the impact of MERS or SARS, the COVID-19 has had a huge impact on both social and economic environments. This study investigated the COVID-19 economic impact using the S&P 500 index by applying the DTW (Dynamic Time Warping) algorithm, an artificial intelligence technique. The DTW algorithm is designed for the identification of events the capital market impact resembles in the past. It is shown that the impact of the capital market on COVID-19 showed a completely different pattern from the patterns seen in MERS and SARS. Also, the results showed patterns similar to those of the 2015 China’s Stock Market Crash, the 2019 U.S.-China Trade Dispute, the 2008 Global Financial Crisis, which are specifically referred to as financial crises. However, it was unexpectedly similar to the shock of the U.S.-North Korea Conflict and the 2001 9·11 Terror. They were treated as political and diplomatic crises. These events are closely related to APEC countries, meaning that APEC countries’ economic and political activities are essential in the global economic crisis. The results imply that the policies implemented by APEC countries to overcome the economic crises are important to resolve the global economic crisis from COVID-19.
목차
I. Introduction
II. Materials and Methods
III. Results
IV. Conclusion and Future Study
References
해당간행물 수록 논문
- Regional Patterns of the Effect from Environmental Regulation: CO2 Emissions across Developed and Developing Countries
- Crisis Management Strategies of Startups in the COVID-19 Pandemic
- Understanding Stock Price Movement on the COVID-19 Period Using Dynamic Time Warping Algorithm
- COVID-19 Data and Big Data Analysis: APEC
- Artificial Intelligence and Human Rights in APEC: Navigating the Shortcuts, Gaps, and Traps
- Different Impacts of Government Expenditure for Education and Technology on Economic Growth: Comparative Evidence from Four Countries
참고문헌
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