An Investment Strategy to Integrate the KOSDAQ150 Index and Bitcoin Using the Rough Set Theory
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 박민경 | - |
dc.contributor.author | 최연지 | - |
dc.contributor.author | 김영민 | - |
dc.contributor.author | 오경주 | - |
dc.date.accessioned | 2021-09-10T06:28:18Z | - |
dc.date.available | 2021-09-10T06:28:18Z | - |
dc.date.issued | 2021 | - |
dc.identifier.issn | 2288-1344 | - |
dc.identifier.issn | 2508-7185 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/sch/handle/2021.sw.sch/19148 | - |
dc.description.abstract | Bitcoin, the most representative cryptocurrency, and the KOSDAQ150 index have a higher proportion of individual investors than the other financial products. As they present great investment opportunities, both are found to be highly volatile as well as high-risk financial products. Based on the correlation between the two products, this study proposes a more stable and a higher rate of return trading model for trading the KOSDAQ150 index alongside Bitcoin, enabling the investors to make sound and stable investments. The study utilizes the rough set theory for the development of the investment strategy. In conclusion, it was possible to achieve higher rates of return when trading the KOSDAQ150 index and Bitcoin together than when trading Bitcoin alone. The study demonstrates how the trading of Bitcoin allows for a long term and a stable investment. | - |
dc.format.extent | 11 | - |
dc.language | 영어 | - |
dc.language.iso | ENG | - |
dc.publisher | 자연과학연구소 | - |
dc.title | An Investment Strategy to Integrate the KOSDAQ150 Index and Bitcoin Using the Rough Set Theory | - |
dc.title.alternative | An Investment Strategy to Integrate the KOSDAQ150 Index and Bitcoin Using the Rough Set Theory | - |
dc.type | Article | - |
dc.publisher.location | 대한민국 | - |
dc.identifier.doi | 10.22283/qbs.2021.40.1.1 | - |
dc.identifier.bibliographicCitation | Quantitative Bio-Science, v.40, no.1, pp 1 - 11 | - |
dc.citation.title | Quantitative Bio-Science | - |
dc.citation.volume | 40 | - |
dc.citation.number | 1 | - |
dc.citation.startPage | 1 | - |
dc.citation.endPage | 11 | - |
dc.identifier.kciid | ART002720271 | - |
dc.description.isOpenAccess | N | - |
dc.description.journalRegisteredClass | kci | - |
dc.subject.keywordAuthor | Bitcoin | - |
dc.subject.keywordAuthor | KOSDAQ150 | - |
dc.subject.keywordAuthor | Rough set | - |
dc.subject.keywordAuthor | Sharpe ratio | - |
dc.subject.keywordAuthor | Technical indicators | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
(31538) 22, Soonchunhyang-ro, Asan-si, Chungcheongnam-do, Republic of Korea+82-41-530-1114
COPYRIGHT 2021 by SOONCHUNHYANG UNIVERSITY ALL RIGHTS RESERVED.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.