• Management & Information Systems Review
• /
• v.33 no.1
• /
• pp.45-63
• /
• 2014

A trading system is a computer trading program that automatically submits trades to an exchange. Mechanical a trading system to execute trade is spreading in the stock market. However, a trading system to trade a single asset might occur instability of the profit because payoff of this system is determined a asset movement. Therefore, it is necessary to develop a trading system that is trade two assets such as a pair trading that is to sell overvalued assets and buy the undervalued ones. The aim of this study is to propose a relative value based trading system designed to yield stable and profitable profits regardless of market conditions. In fact, we propose a procedure for building a trading system that is based on the rough set analysis of indicators derived from a price ratio between two assets. KOSPI 200 index futures and S&P 500 index futures are used as a data for evaluation of the proposed trading system. We intend to examine the usefulness of this model through an empirical study.

• The Journal of Society for e-Business Studies
• /
• v.12 no.1
• /
• pp.99-122
• /
• 2007

The rule based system is inference engine which can correspond quickly to new business model change and improvement requirement by dealing with the business know-how and expert knowledge as well as business process of enterprise and has been trying to apply to the various industries. As a part of application cases for rule-based system, we develop and implement the rule-based insurance product recommend and design system for the efficient decision making of insurance product in insurance industry which is sensitively affected by needs of customers, various kinds of product, and environment changes. The process of fuzzy inference of the developed system helps to recommend and design the proper Insurance product using the information of the present customer and the previous members. This approach is expected that it will be the core technology for the recommendation and design of the tailored insurance product by deciding and corresponding needs of various kinds of customer quickly in future insurance industry.

• Proceedings of the Korea Inteligent Information System Society Conference
• /
• 2002.05a
• /
• pp.265-272
• /
• 2002

기존의 인터넷 웹사이트에서는 사용자의 만족을 극대화시키기 위하여 사용자별로 개인화 된 서비스를 제공하는 협력적 필터링 방식을 적용하고 있다 협력적 여과 기술은 비슷한 선호도를 가지는 사용자들과의 상관관계를 기반으로 취향에 맞는 아이템을 예측하여 특정 사용자에게 추천하여준다. 그러나 협력적 필터링은 추천을 받기 위해서 특정 수 이상의 아이템에 대한 평가를 요구하며, 또한 전체 사용자에 대해 단지 비슷한 선호도를 가지는 일부 사용자 정보에 의지하여 추천함으로써 나머지 사용자 정보를 무시하는 경향이 있다. 그러나 나머지 사용자 정보에도 추천을 위한 유용한 정보가 숨겨져 있다. 우리는 이러한 숨겨진 유용한 추천 정보를 발견하기 위하여 본 논문에서는 협력적 여과 방식과 함께 데이터 마이닝(Data Mining)에서 사용되는 연관 규칙(Association Rule)을 추천에 사용한다. 연관 규칙은 한 항목 그룹과 다른 항목 그룹 사이에 존재하는 연관성을 규칙(Rule)의 형태로 표현한 것이다. 이와 같이 생성된 연관 규칙은 개인 구매도 분석, 상품의 교차 매매(Cross-Marketing), 카탈로그 디자인, 염가 매출품(Loss Leader)분석, 상품 진열, 구매 성향에 따른 고객 분류 다양하게 사용되고 있다. 그러나 이런 연관 규칙은 추천 시스템에서 잘 응용되지 못하고 있는 실정이다. 본 논문에서 우리는 연관 규칙을 추천 시스템에 적용해, 항목 그룹 사이에 연관성을 유도함으로써 추천에 효율적으로 사용할 수 있음을 보였다. 즉 전체 사용자의 히스토리(History) 정보를 기반으로 아이템 사이의 연관 규칙을 유도하고 협력적 여과 방식과 함께 보조적으로 연관 규칙을 추천을 위해 사용함으로써 추천 시스템에 효율성을 높였다. 구축, 각종 전자문서 생성, 전자 결제, 온라인 보험 가입, 해운 선용품 판매 및 관련 정보 제공 등 해운 거래를 위한 종합적인 서비스가 제공되어야 한다. 이를 위해, 본문에서는 e-Marketplace의 효율적인 연계 방안에 대해 해운 관련 업종별로 제시하고 있다. 리스트 제공형, 중개형, 협력형, 보완형, 정보 연계형 등이 있는데, 이는 해운 분야에서 사이버 해운 거래가 가지는 문제점들을 보완하고 업종간 협업체제를 이루어 원활한 거래를 유도할 것이다. 그리하여 우리나라가 동북아 지역뿐만 아니라 세계적인 해운 국가 및 물류 ·정보 중심지로 성장할 수 있는 여건을 구축하는데 기여할 것이다. 나타내었다.약 1주일간의 포르말린 고정이 끝난 소장 및 대장을 부위별, 별 종양개수 및 분포를 자동영상분석기(Kontron Co. Ltd., Germany)로 분석하였다. 체의 변화, 장기무게, 사료소비량 및 마리당 종양의 개수에 대한 통계학적 유의성 검증을 위하여 Duncan's t-test로 통계처리 하였고, 종양 발생빈도에 대하여는 Likelihood ration Chi-square test로 유의성을 검증하였다. C57BL/6J-Apc$^{min/+}$계 수컷 이형접합체 형질전환 마우스에 AIN-76A 정제사료만을 투여한 대조군의 대장선종의 발생률은 84%(Group 3; 21/25례)로써 I3C 100ppm 및 300ppm을 투여한 경우에 있어서는 각군 모두 60%(Group 1; 12/20 례, Group 2; 15/25 례)로 감소하는 경향을 나타내었다. 대장선종의 마리당 발생개수에 있어서는 C57BL/6J-Apc$^{min/+}$계 수컷 이형접합체 형질전환 마우스에 AIN-76A 정제사료

• Journal of Intelligence and Information Systems
• /
• v.16 no.2
• /
• pp.1-17
• /
• 2010

Association rules among product items by association analysis suggest sales effect among products. These are useful for marketing strategies such as cross-selling and product display etc. However, if we evaluate more practical product values reflecting cross-selling effects, they will be also more useful for the decisions of companies such as product item selection for product assortment and profit maximization etc. This study proposes product value evaluation models with the concept of effective value based on single-item association chain and itemset association chain. In addition to that, we performed experiments with transaction data related to clothing of an online shopping mall in Korea to show the performances of our models. In result, we confirmed that some items increased in effective values compared with their pure values while the others decreased in effective values.

• The Journal of Society for e-Business Studies
• /
• v.18 no.4
• /
• pp.195-214
• /
• 2013

Case-based reasoning is a methodology for solving problems more quickly and efficiently by bringing the most similar case of a given problem from past cases and transforming it to fit the current situation. The most important performance indicator of case-based reasoning is the number of cases, so it is difficult to apply the methodology for the area which has not enough cases. In this paper, we proposed a method to exchange cases based on the Semantic Web in order to overcome the problems. Inparticular, we separated cases into sub-cases to make it possible creating new cases by combining the appropriate sub-cases even if there was no proper full case. In order to achieve that, we designed an ontology that connects a case and its sub-cases, represents detailed similarity rules that compare sub-cases, and represents the rules for the combination of sub-cases. Moreover, we designed and implemented a semantic distributed case-based reasoning framework where a case requester can request sub-cases via the Web from case providers and integrates sub-cases into a new case by using the ontology.

• The KIPS Transactions:PartB
• /
• v.8B no.6
• /
• pp.625-632
• /
• 2001

The electronic stores have realized that they need to understand their customers and to quickly response their wants and needs. To be successful in increasingly competitive Internet marketplace, recommender systems are adapting data mining techniques. One of most successful recommender technologies is collaborative filtering (CF) algorithm which recommends products to a target customer based on the information of other customers and employ statistical techniques to find a set of customers known as neighbors. However, the application of the systems, however, is not very suitable for seasonal products which are sensitive to time or season such as refrigerator or seasonal clothes. In this paper, we propose a new adjusted item-based recommendation generation algorithms called the exponentially weighted collaborative filtering recommendation (EWCFR) one that computes item-item similarities regarding seasonal products. Finally, we suggest the recommendation system with relatively high quality computing time on main memory database (MMDB) in XML since the collaborative filtering systems are needed that can quickly produce high quality recommendations with very large-scale problems.

• Proceedings of the Korean Information Science Society Conference
• /
• 2001.10c
• /
• pp.466-468
• /
• 2001

전자상점에서 이루어지는 고객의 구매패턴이 온라인 상에서 데이터베이스화되어, 이를 통하여 고객의 취향에 맞는 상품을 제공할 수 있는 많은 알고리즘이 연구되고 있다. 이러한 알고리즘은 전자상점에서 고객의 개별특성을 고려한 상품을 제공하기 위하여, 고객정보 데이터베이스와 거래정의 데이터베이스로부터 연관규칙 등을 추출하여 사용한다. 그러나 시간의 흐름에 민감한 계절상품이나 특선상품과 같이 전자상점의 거래량에 크게 직결될 수 있는 것 등에도 같은 알고리즘을 적용한다면 추천성공률이 떨어질 것이다. 따라서 본 논문에서는 시간의 영향을 많이 받는 상품추천을 위하여, 최근 전자상점 추천시스템으로 효과적인 아이템 기반 협력알고리즘에 지수적 가중치를 적용하여 추천하는 알고리즘을 제안한다. 또한 이러한 추천시스템이 대용량의 고객데이터와 상품데이터에 대한 연산을 수행하고 다수의 고객에게 실시간으로 서비스를 제공하여야 하므로 MMDB를 활용한다.

• The Journal of Society for e-Business Studies
• /
• v.14 no.4
• /
• pp.315-332
• /
• 2009

In logistic environments, a process, in that it manages the flow of materials among partners, involves more than one organization. In this regard, a logistic process, as a combined process consisting of multiple sub processes, needs to be managed with controling interaction among partners. In achieving systematic management of a logistic process, traditional Business Process Management (BPM) cannot be used for the entire flow, since it lacks the ability to manage interactions among partners. Particularly in logistic environments where RFID technologies are used, how to deal with the connection between RFID event and logistic flow has not been properly addressed. To overcome this limitation, this paper proposes a new method of managing multi-organizational logistic processes based on RFID events. We define inter-workflow pattern, and suggest ECA(Event-Condition-Action) rules for auto triggering of logistic processes. To adjust the rules to RFID events, we invent RFID-based ECA rules using complex event. A prototype system has been developed for the purpose of demonstrating the effectiveness of our approach.

• Journal of KIISE:Databases
• /
• v.35 no.3
• /
• pp.199-207
• /
• 2008

The FP-tree(Frequency Pattern Tree) mining association rules algorithm was proposed to improve mining performance by reducing DB scan overhead dramatically, and it is recognized that the performance of it is better than that of any other algorithms based on different approaches. But the FP-tree algorithm needs a few more memory because it has to store all transactions including frequent itemsets of the DB. This paper implements a FP-tree algorithm on a general purpose UNK system and compares it with the DHP(Direct Hashing and Pruning) algorithm which uses hash tree and direct hash table from the point of memory usage and execution time. The results show surprisingly that the FP-tree algorithm is poor than the DHP algorithm in some cases even if the system memory is sufficient for the FP-tree. The characteristics of the test data are as follows. The site of DB is look, the number of total items is $1K{\sim}7K$, avenrage length of transactions is $5{\sim}10$, avergage size of maximal frequent itemsets is $2{\sim}12$(these are typical attributes of data for large-scale convenience stores).

• Journal of Intelligence and Information Systems
• /
• v.14 no.2
• /
• pp.179-192
• /
• 2008

This case study shows constructing the knowledge-based system using a rule-based approach for detecting illegal transactions regarding money laundering in the Korea Financial Intelligence Unit (KoFIU). To better manage the explosive increment of low risk suspicious transactions reporting from financial institutions, the adoption of a knowledge-based system in the KoFIU is essential. Also since different types of information from various organizations are converged into the KoFIU, constructing a knowledge-based system for practical use and data management regarding money laundering is definitely required. The success of the financial information system largely depends on how well we can build the knowledge-base for the context. Therefore we designed and constructed the knowledge-based system for anti-money laundering by committing domain experts of each specific financial industry co-worked with a knowledge engineer. The outcome of the knowledge base implementation, measured by the empirical ratio of Suspicious Transaction Reports (STRs) reported to law enforcements, shows that the knowledge-based system is filtering STRs in the primary analysis step efficiently, and so has made great contribution to improve efficiency and effectiveness of the analysis process. It can be said that establishing the foundation of the knowledge base under the entire framework of the knowledge-based system for consideration of knowledge creation and management is indeed valuable.