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DESIGN AND DEVELOPMENT OF A SOFTWARE TOOL FOR ECONOMIC FACTORS ANALYSIS

 

TITLE DESIGN AND DEVELOPMENT OF A SOFTWARE TOOL FOR ECONOMIC FACTORS ANALYSIS
AUTHOR SUWICHAI GULTHAMMANUSORN
DEGREE MASTER OF SCIENCE PROGRAMME IN COMPUTER SCIENCE
FACULTY FACULTY OF SCIENCE
ADVISOR SONGSRI TANGSRIPAIROJ
CO-ADVISOR SUDSANGUAN NGAMSURIYAROJ
SRISUPA PALAKVANGSA NA AYUDHYA
 
ABSTRACT
Since such economic factors as oil price, gold bar price and Stock Exchange of Thailand value have constantly fluctuated over the past several years; it is interesting to investigate the relationship of these economic factors whether or how they have an impact on one another. Though currently economic factor data are disseminated through newspapers and web sites, they have never been compiled at one central place appropriate for analysis. This research was conducted to gather data from different web sites on 6 significant economic factors, namely, those on oil price, gold bar price, interest rate, foreign exchange rate, External Stock Market and Stock Exchange of Thailand value between January 1, 1997 and December 31, 2007. The data were stored in a data warehouse and analyzed. The economic factor analysis used a developed tool which consisted of 3 parts as follows: 1) OLAP tool for retrieving interesting data in different views; 2) Time Series Analysis tool for studying attributes of time series data such as trend, seasonal variation, cyclical variation and irregular variation, and 3) Similarity Analysis tool for measuring the similarity of time series data sets needing comparison. To demonstrate the capability of the economic factors analysis tool developed, 3 experiments were conducted. Experiment I was to find the relationship between oil price and Industrial Stock index. The consequence, based on the analysis, was that oil price had the most influence on the SERVICE industry index. Experiment II was to study the relationship of gold bar price and Interest rate. The result of the analysis was that gold bar price and Interest rate were very slightly similar or had very little influence on each other. Finally, Experiment III was to find the relationship among all economic factor data by selecting representatives of data groups of the 6 factors. The outcome of the analysis could be divided into 2 groups: 1) Oil price had an influence on gold bar price data and the ENERGY Sector index data; and 2) Gold bar price had an influence on the ENERGY Sector index data and money exchange rate.
KEYWORD ECONOMIC FACTOR / DATA MINING / DATA WAREHOUSE / TIME SERIES / SIMILARITY ANALYSIS

 

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