• Title/Summary/Keyword: 거래 위험

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A study on asset management investment strategy model by trade probability control on futures market (선물시장에서 거래확률 조정을 통한 자산운용 투자전략 모델에 관한 연구)

  • Lee, Suk-Jun;Kim, Ji-Hyun;Jeong, Suk-Jae
    • Management & Information Systems Review
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    • v.31 no.3
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    • pp.21-46
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    • 2012
  • This paper attempts to offer an effective strategy of hedge fund based on trade probability control in the futures market. By using various technical indicators, we create an association rule and transforms it into a trading rule to be used as an investment strategy. Association rules are made by the combination of various technical indicators and the range of individual indicator value. Adjustments of trade probabilities are performed by depending on the rule combinations and it can be utilized to establish an effective investment strategy onto the risk management. In order to demonstrate the superiority of the investment strategy proposed, we analyzed a profitability using the futures index based on KOSPI200. Experiments results show that our proposed strategy could effectively manage and response the dynamics investment risks.

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A Study of Information Security Maturity Measurement Methodology for Banking System based on Cyber -based Transaction Processing Architecture Diagnosis (사이버거래 처리 구조 진단을 기반으로 한 뱅킹시스템 정보보호 성숙도 측정방법론 연구)

  • Bang, Kee-Chun
    • Journal of Digital Contents Society
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    • v.15 no.1
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    • pp.121-128
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    • 2014
  • SSE-CMM for security engineering, engineering, assurance, risk is divided into three elements of the process maturity assessment model and the level of information security presented. Maturity measurement of privacy, vulnerability diagnosis and risk analysis methodologies is used in practical field for present a comprehensive conclusion. The common cyber services are internet banking, mobile banking, telephone banking and the like. Transaction structure, a kind of cyber-banking system, information security maturity of the existing measurement methodologies for research purposes, vulnerability diagnosis and risk analysis methodologies to be used in practical field present a comprehensive conclusion. To ensure safety and convenience for the user, convenient to deal with cyber environment is the key to the activation of cyber trading. Particularly by measuring the maturity of cyber banking system to ensure the safety of the practice field much effects are expected as a result.

A Study on the Digital Signature and Certification Authority (전자서명(電子署名)과 인증(認證)에 관한 연구(硏究))

  • Kim, Young-Joon
    • International Commerce and Information Review
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    • v.3 no.1
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    • pp.83-104
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    • 2001
  • 전자문서를 이용한 전자거래는 비접촉, 비대면으로 이루어지기 때문에 거래당사자간에 상대방의 신원과 거래의사의 진정성 여부를 확인하기 어렵고, 타인으로 위장하여 전자문서 등을 부정하게 사용할 위험이 있다. 또한 전자문서는 유통되는 과정에서 위 변조가 용이하고, 문서작성 사실을 입증하기 곤란할 뿐만 아니라, 전송 내용의 비밀 유지가 곤란하다는 문제점이 있다. 이 같이 전자문서 및 전자거래가 가지는 문제점을 해소하기 위한 방안이 암호기술을 이용한 전자서명과 인중문제이다. 세계 각국은 전자거래에서 전자문서의 내용을 증명하고 거래의 진정성을 법적으로 확보하기 위한 관련 법제를 추진하고 있다. 우리 나라도 전자서명법을 제정하여 1999년 7월부터 시행하고 있으며, 비록 전자거래법과 갈이 시행초기라서 아직 법규정이 미비하나 전자거래의 시발점을 열었다는 점에서 의의가 크다고 할 수 있다. 이와 관련하여 전자거래에서 전자서명과 인증과 관한 기술적 내용과 일반적 논의를 살펴보고, 이와 관련된 국내외 동향과 최근 제정하여 시행중인 전자거래법과 시행령 시행규칙의 주요 내용을 검토하고 이를 중심으로 향후 전자서명 인증관련 주요 과제 및 방전 방안을 검토하고자 한다.

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The Effect of Portal Search Intensity on Stock Price Synchronicity and Risk: Evidence from Korea (한국 포털 사이트 검색강도가 주가 동조성 및 위험에 미치는 영향)

  • Kim, Min-Su;Xu, Mengxia;Kwon, Hyuk-Jun
    • The Journal of Society for e-Business Studies
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    • v.25 no.4
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    • pp.125-141
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    • 2020
  • Recent Studies emphasize the effect of investors attention, recognition and sentiment on the trading behavior of retail investors and stock price variation. In this study, we use Naver Trend to measure investors'attention and investigate the relation between investor attention and price synchronicity, total risk and systematic risk of stocks. Using various research methodologies such as portfolio analysis, fixed effect regression and dynamic panel analysis, we find consistent results. First, stock price synchronicity is increased with lager average search volume, but with less search variability. Second, both average search volume and its variability are positively related to total risk and beta of stocks. These results can be interpreted that search volume sharply increases only when stock-related event occurs.

하도급정책-공정위, 불공정하도급거래 통합정보 시스템(USIS) 구축 사업 추진

  • Korea Mechanical Construction Contractors Association
    • 월간 기계설비
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    • no.9 s.218
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    • pp.38-39
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    • 2008
  • 정부 부처에 산재돼 있는 하도급거래정보를 하나로 묶는 불공정하도급거래통합감시망이 구축될 예정이다. 공정거래위원회는 최근 정부 부처에 산재돼 있는 하도급거래정보를 하나로 묶는 '불공정하도급거래통합정보시스템'을 올 11월까지 구축하기로 하고 사업에 착수했다고 밝혔다. 공정위에 따르면 하도급 서면실태조사결과가 누적돼 매년 수만개 업체의 하도급 자료가 축적되고 하도급법 적용 범위가 서비스업종까지 확대돼 적용대상 사업자수가 대폭 늘었지만, 현재의 정보시스템으로는 불공정하도급거래를 체계적으로 감시하는데 한계가 있고, 법위반 혐의를 포착해 조사에 활용하는 사전대응 기능이 미흡하기 때문에 불공정하도급거래 통합 감시망을 구축하게 된 것이다. 불공정하도급거래통합정보시스템이 구축되면 불공정하도급 발생 위험 정보를 신속하게 전파할 수 있고 경보발령 체계 확보로 조기 확산방지 능력을 갖추게 되며 특히 업종, 업체, 법 위반 유형에 따라 체계적인 정보 관리 및 분석이 가능하고 업체에 대한 사건처리의 진행상태도 파악할 수 있게 될 것으로 기대되고 있다.

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Blockchain-based ticket trading system (블록체인 기반 티켓 거래 시스템)

  • Seong-Eun Park;Yeon-Hui Park;Joo-Hyun Lee;Seon-Jeong Heo
    • Proceedings of the Korea Information Processing Society Conference
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    • 2023.05a
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    • pp.246-247
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    • 2023
  • 최근 문화 공연 수요의 증가에 따라 암표 거래도 증가하는 추세이다. 이를 해결하고자 본 논문은 블록체인 기반 티켓 거래 시스템을 제시한다. 메타마스크로 티켓 거래를 진행하며 블록체인에 거래 내역을 기록함으로써 악의적인 재판매 행위를 근절하는데 목적이 있다. 블록체인 기술을 활용해 티켓 거래 내역의 위변조 위험성을 낮추고 무결성을 보장하여 기존 티켓 거래 사이트보다 높은 신뢰성을 제공한다. 또한 티켓 재판매 시 가격을 원가 이하로 제한하고 양도자의 지갑 주소를 양수자에게 비공개하여 사이트 외 추가적인 불법 거래를 방지한다. 본 연구가 공정한 디지털 거래 환경을 조성할 것이라 기대한다.

The Comparison of Online and Offline Purchases: A Transaction Cost Perspective (거래비용 관점에서 본 온라인 구매와 오프라인 구매의 비교)

  • 김동훈;김현정
    • Journal of Distribution Research
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    • v.9 no.1
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    • pp.25-45
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    • 2004
  • As electronic commerce establishes itself as a viable and competitive channel, this research compares the attractiveness of online and offline purchase from a transaction cost perspective. In the process, we propose a framework that integrates transaction cost with purchase decision process and product type. Specifically, the paper proposes and tests hypotheses regarding the difference between online and offline channels with respect to the transaction costs incurred in each stage of the purchase decision process. These differences are further compared across different product types categorized according to the FCB Grid. A total of 24 hypotheses were tested by conducting a questionnaire survey on university students. The results showed that 19 out of 24 hypotheses were supported. Following a detailed presentation of the analysis results, the paper concludes by discussing the academic and managerial implications of the findings.

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A Study on Effects of Customer Satisfaction and Transaction Characteristics on Customers Relationship-Orientation (관계지향성에 대한 고객만족과 거래성향의 영향에 관한 연구)

  • 권준희;오세조;박진용
    • Journal of Distribution Research
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    • v.5 no.2
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    • pp.69-90
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    • 2001
  • This study is to confirm how customers relationship-orientation toward the focal company has been constructed by what factors. The major factors are including the level of customer satisfaction and four components of transaction-characteristics like efficiency of decision making, inertia of decision making, information-seeking in store, and perceived risk. For testing of the hypotheses, customer survey has been conducted at four department stores and three discount stores in the Bundang Area. The sample size is 494. The result of the survey has indicated that customers relationship-orientation is influenced by customer satisfaction, efficiency of decision making, and inertia of decision making, but not by information-seeking in store and perceived risk. Further research has been needed for solving these conflicting results.

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Portfolio Efficient Transaction Choice Strategies based on the Global Electronic Commerce (효율적 거래포트폴리오의 선택에 의한 국제간 전자상거래방식의 전략적 활용방안)

  • Kim, Ki-Sun
    • International Commerce and Information Review
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    • v.3 no.2
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    • pp.1-16
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    • 2001
  • This study discusses some theoretical implications for efficient utilization of the global E-commerce in a world of uncertainty by beginning with measures of risk and return for the global E-commerce, and by moving to risk and return for a efficient transaction portfolio of many risky methods of transaction. Decision rules are developed to show how individuals choose optimal transaction portfolios that maximize their expected utility of wealth. First, the individuals will generally want to allocate positive amount to the global E-commerce, which requires that the expected marginal utility of wealth equals zero. Secondly, the optimal transaction portfolio will be determined by finding the point of tangency between the efficient trading line and the hightest indifference curve in the mean-variance plane. Thirdly, if the global E-commerce is positively correlated with wealth, it must have an expected return that is higher than the risk-free transaction methods in order to compensate for its risk. Fourthly, on the other hand, if the global E-commerce is negatively correlated with wealth, it will have an expected return that is less than the risk-free transaction methods. Finally, the valuation of global E-commerce depends on the degree of individual's risk aversion and the covariance between the expected return of total wealth and the return of global E-commerce.

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Composition and Policy Direction of Compensation Insurance Against Customer Information Infringements in Financial Transactions (금융거래 고객정보 침해사고 보상보험의 구성 및 정책방향)

  • Kim, Jong Hwan;Lim, Jong In
    • The Journal of Society for e-Business Studies
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    • v.19 no.3
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    • pp.1-21
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    • 2014
  • Personal information is a requisite for financial transactions as well as a core asset of financial companies. However, as a side effect of the information society, personal information infringements have emerged as significant social risks, causing realized loss to individuals and companies. This study analyzes results of financial and emotional loss in terms of consumer loss and also presents usefulness of insurance in order to minimize such actual damages as a means of risk transfer. In addition, this study investigates components and premium calculation principles of compensation insurance against personal information invasion and finally presents policies to activate these insurance product. As a method of risk management, insurance not only is a useful tool to guarantee consumer protection and companies' financial soundness simultaneously but also provides a basis of quantitative measurement of IT risks.