• Title/Summary/Keyword: 포트폴리오구축

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Multi-objective Genetic Algorithm for Variable Selection in Linear Regression Model and Application (선형회귀모델의 변수선택을 위한 다중목적 유전 알고리즘과 응용)

  • Kim, Dong-Il;Park, Cheong-Sool;Baek, Jun-Geol;Kim, Sung-Shick
    • Journal of the Korea Society for Simulation
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    • v.18 no.4
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    • pp.137-148
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    • 2009
  • The purpose of this study is to implement variable selection algorithm which helps construct a reliable linear regression model. If we use all candidate variables to construct a linear regression model, the significance of the model will be decreased and it will cause 'Curse of Dimensionality'. And if the number of data is less than the number of variables (dimension), we cannot construct the regression model. Due to these problems, we consider the variable selection problem as a combinatorial optimization problem, and apply GA (Genetic Algorithm) to the problem. Typical measures of estimating statistical significance are $R^2$, F-value of regression model, t-value of regression coefficients, and standard error of estimates. We design GA to solve multi-objective functions, because statistical significance of model is not to be estimated by a single measure. We perform experiments using simulation data, designed to consider various kinds of situations. As a result, it shows better performance than LARS (Least Angle Regression) which is an algorithm to solve variable selection problems. We modify algorithm to solve portfolio selection problem which construct portfolio by selecting stocks. We conclude that the algorithm is able to solve real problems.

Restructuring Enterprise Brand through Migration of the Brand Equity : A Case Analysis of AJU Capital (브랜드 자산의 이동을 통한 기업브랜드의 재구축: 아주캐피탈 사례 분석)

  • Hong, Sung-Tae;Na, Woon-Bong;Son, Young-Seok
    • Asia Marketing Journal
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    • v.12 no.4
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    • pp.183-201
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    • 2011
  • In case of Aju capital, it adopted a strategy to use a single brand not two separate brands after M&A was completed. In order to implement this strategy, it has endeavored to effectively process the work of shifting existing marketing infrastructure of DAEWOO capital, the mergee, spending enough transition time for the brand migration. In the process of merging, Aju capital picked the strategy to use the brand of mergee first, which is the Daewoo Capital brand, and then took a transition time for a while to converge to the single brand of Aju capital. Putting another way, even if the M&A deal was completed back in 2005, it maximized the effect of launching its final brand "Aju capital" by capitalizing on the positive image of "Daewoo" during the transition time and changing its name just in the right moment. In a bid to implement this strategy successfully, it established a cautious but sophisticated brand migration strategy. 1) "Brand bridge" strategy through reinforcing brand power of "Naegeron", which is an individual product brand of Daewoo Capital 2) Establishing a good brand image through reinforcing customer satisfaction 3) It implemented and completed its brand transition initiative by going through the step of Aju Capital brand unification (from Sept 09 to present) Currently, the sales unit of Aju Capital is realizing quality growth through specialization. It's strategy is to construct a systematic sales portfolio in terms of both quality and quantity through product-by-product specialization where the existing practice was selling a variety of products in a single branch. Back in 2009, it opened a branch that specialize in imported cars and expanded its used car business to 6 specialized locations. Besides, the specialized locations for personal loan named "Naegeron" was expanded from 3 to 11 locations. Recently, it is expected that it will inject vigor to retail and corporate financing business alongside with its core business, which is auto financing.

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Adequacy Analysis of Tunnel Management System in terms of Operational Safety (터널관리시스템의 안전운영 적정성 분석)

  • Park, Bumjin;Roh, Chang-Gyun;Moon, Byeongsup
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.14 no.5
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    • pp.1-12
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    • 2015
  • Length and the number of tunnels has increased 10% annually. Tunnel construction has positive effect in nature and driving condition. However, the structure of tunnels lead to a greater probability of major accidents. For this reason, tunnel is focusing its attention on the rapid incident handling and disaster management to build a tunnel management system in recently. In this study, tunnel management system adequacy analyzed in terms of operational safety using IPA and AHP analysis. IPA analysis results using the portfolio chart, incident management factors has a large gap between important and satisfaction. Disaster management is analyzed high ranking in priority. However, incident management factors are derived first priority in AHP analysis. This study determined that the results are meaningful to practitioners in the field is determined. In addition, practitioners comments should be reflected primarily for tunnel operational safely.

Ad Planning Model by Comparison Challenge Approach in the e-Marketplace (e-Marketplace에서의 비교도전에 의한 광고계획 모델)

  • 이재규;이재원
    • Journal of Intelligence and Information Systems
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    • v.9 no.3
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    • pp.137-153
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    • 2003
  • Comparison shopping is the most popular functionality in the e-Marketplace. Most of their revenue has been generated kent the Internet advertisement, but the ad earning was declined as the ad costing per action method widespread. Seller less familiar to the customer shrinks from chances for advertising and exposing their products. So, we need an efficient methodology subject to the seller's ad budget and other constraints, and it also has to increase comparison broker's earning in the e-Marketplace. Our research proposed and developed an ad planning methodology using comparison challenge approach which can be applied by 3$^{rd}$ party comparison brokers. Comparison challenge planning is organized with challenge policy of competitor level, product level and specification level. With that policies and basic challenge propositions, we measure the quantified value of functional distance between the specifications of my product and competitor's product. My product challenges the comparison using the comparative ad format to the similar but inferior competitor's product based on quantified valuation. Comparison challenge planning system has two phases of comparative value generation and optimization. We developed a prototype system and applied it to the desktop PC market of five major manufacturers. Our performance was emphasized by comparing to other comparative ad methods such as random display method and minimum distance method..

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An Analysis on Inter-Regional Price Linkage of Petroleum Products (석유제품 가격의 지역 간 연계성 분석)

  • Song, Hyojun;Lee, Hahn Shik
    • Environmental and Resource Economics Review
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    • v.28 no.1
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    • pp.121-145
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    • 2019
  • This paper investigates the relationship between the oil price and the major petroleum products prices at the trading hubs such as Singapore, North West Europe and the US New York Harbor. We focus on the lead-lag relationship between the weekly petroleum prices from 2009 to 2016 based on the vector error correction model. We find that the oil price leads the prices of petroleum products in the long term, while there is bidirectional causality in the short term. On the other hand, prices of petroleum products in regions with high import dependency, such as Europe gas oil and jet fuel price, are exogenous in the long term. We also present evidence that prices of petroleum products in region with a large global-market share lead prices in other regions. However, if the region is in an over-production situation and low industry concentration, it may lose its price leadership due to intense competition. The result in this study can provide a useful information to petroleum refining companies in forecasting fluctuations of product price, and hence in planning their regional arbitrage trading activities.

A Study on the Trend of Healthcare Device Technology by Biometric Signal (생체신호를 통한 헬스케어 디바이스 기술 동향 연구)

  • Choi, Kyoung-Ho;Yang, Eun-Seok
    • Journal of Korea Entertainment Industry Association
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    • v.14 no.2
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    • pp.165-176
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    • 2020
  • Customized medical care and services timely providing effective prevention and treatment by collecting and using individuals' biomedical data are recently possible and utilized for users' health care. They are developed as the real-time health care services and information is provided to individuals by using smart phones, PC, tablet, etc. Interactive communication is supported by informing managers of analysis data and results, through collected data. It is therefore the time for constructing health care. This study attempts to prepare for patent applications of technical development at this time, by analyzing the tendency of smart wearable health care technologies, including biological signal-based health care devices and real-time health care system. Patents regarding smart wearable health care technologies were reported to have the relatively higher concentration of research development. Korea focuses on patent activities for real-time health care systems across the intervals of analysis, while U.S and European countries actively make efforts for patent activities regarding health care devices Japan conduct patent activities across health care devices and systems, based on bio-technologies. Korea has recently dominated the market of patents for bio-technologies-based health care devices and real-time health care devices and also appears to secure patents for the technologies and the market, so entry barriers to the market of smart wearable health care technologies are determined to be higher in Korea. It is important to establish the portfolios of patents, by securing patent rights for the figures of products, manufacturing methods and other related technical systems, if technologies are planned to be commercialized.

Performance Analysis of Trading Strategy using Gradient Boosting Machine Learning and Genetic Algorithm

  • Jang, Phil-Sik
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.11
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    • pp.147-155
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    • 2022
  • In this study, we developed a system to dynamically balance a daily stock portfolio and performed trading simulations using gradient boosting and genetic algorithms. We collected various stock market data from stocks listed on the KOSPI and KOSDAQ markets, including investor-specific transaction data. Subsequently, we indexed the data as a preprocessing step, and used feature engineering to modify and generate variables for training. First, we experimentally compared the performance of three popular gradient boosting algorithms in terms of accuracy, precision, recall, and F1-score, including XGBoost, LightGBM, and CatBoost. Based on the results, in a second experiment, we used a LightGBM model trained on the collected data along with genetic algorithms to predict and select stocks with a high daily probability of profit. We also conducted simulations of trading during the period of the testing data to analyze the performance of the proposed approach compared with the KOSPI and KOSDAQ indices in terms of the CAGR (Compound Annual Growth Rate), MDD (Maximum Draw Down), Sharpe ratio, and volatility. The results showed that the proposed strategies outperformed those employed by the Korean stock market in terms of all performance metrics. Moreover, our proposed LightGBM model with a genetic algorithm exhibited competitive performance in predicting stock price movements.

Categorization of UX method based on UX expert's competence model (UX 전문가의 역량 모델에 기반한 수행역량유사도에 따른 UX 방법론 분류에 대한 연구)

  • Lee, Ahreum;Kang, Hyo Jin;Kwon, Gyu Hyun
    • Design Convergence Study
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    • v.16 no.4
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    • pp.1-16
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    • 2017
  • As the local manufacturing industry has entered a phase of stagnation, service and product design based on user experience has been highlighted as an alternative for the innovation. However, SMEs(Small and Medium-sized Enterprises) are still struggling to overcome the current crisis. One of the reasons is that SMEs do not have enough contact points with the validated UX firms and experts. Thus, SMEs has a high barrier to invest in new opportunity area, user experience. In this study, we aim to figure out UX experts' competence to perform the UX method to solve the UX problems based on the KSA framework(Knowledge, Skill, Attitude). Based on the literature review and expert workshop, we grouped the UX method according to the similarity of the competence required to conduct the method. With cluster analysis, 5 different groups of UX method were defined based on the competence, Panoramic Analysis, Meticulous Observation and Analysis, Intuitive Interpretation, Agile Visualization, and Logical Inspection. The results would be applied to compose a portfolio of UX experts and to implement a mechanism that could recommend the professional experts to the company.

A Study on the Application of Micro-Credentials for Vocational Competency Development Training Teachers and Instructors (직업능력개발훈련 교·강사의 자격연계형 마이크로 크리덴셜 적용 방안)

  • Miseok Yang;Ohyoung Kwon;Woocheol Kim
    • Journal of Practical Engineering Education
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    • v.15 no.1
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    • pp.169-181
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    • 2023
  • This study was conducted to examine the remuneration curriculum of vocational ability development training teachers and instructors and to examine ways to apply micro credentials. To this end, the current status of the remuneration curriculum of vocational ability development training instructors and instructors at K University's Competency Education Development Institute, the characteristics of micro credentials, and the possibility of linking the remuneration curriculum to micro credentials are as follows. First, most of the recognition of digital certificates was positive for digital certificates such as digital credit, digital badge issuance, and recognition of the recognized qualification process of maintenance education when completing the training course. In addition, as a method of applying micro credentials to conservative education, various cases were proposed to benefit from conservative education, systematization and grading of the qualification process, and credit of the qualification process. Second, as an institutional supplement to enhance the utilization of conservative education using micro credentials, the need to expand NCS-based major conservative education, provide efficient learning contents and learning methods, and set minimum completion time. In addition, the most common response as a way to improve the understanding of teachers and instructors in vocational ability development training was the micro credential promotion plan. Third, in the role of conservative education institutions and vocational ability development training instructors and instructors, conservative education institutions mention maintaining educational quality the most, and active participation was the role of vocational ability development training instructors. Through this study, it is expected to establish a vocational training environment that can enhance expertise and provide a practical portfolio of practical competency history by linking the remuneration curriculum of vocational competency development training instructors and micro credentials.

Research of university students' awareness of career development and their preparation for employment (대학생의 진로개발과 취업준비에 대한 인식 연구)

  • Park, Ki-Moon;Lee, Kyu-Nyo
    • 대한공업교육학회지
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    • v.34 no.2
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    • pp.103-127
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    • 2009
  • The purpose of this study is to offer the basic data regarding the problems of the employment training activities and their solutions by way of the research and analysis of the awareness of career development of university students and their preparation for employment opportunities. The results of the study are as follows. First, it is necessary that the students themselves make plans for future jobs and their preparation for them, from the start of their university work. This includes taking employment preparation courses as liberal arts requirements. It also needs to have a systematic association with some organizations such as employment preparation centers. Second, it is necessary that the career portfolios of university students be accepted as materials for objective evaluation so that the companies use them at the time of hiring new employees. If those materials are stored and managed in a database even after their graduation, they will be the strong foundation for the competitive power of the university.Third, it is necessary that university students establish the orientation of employment training in advance, according to their personal and disciplinary possibilities by diagnosing the level of basic employment ability they possess and that they find out the appropriate programs, both personal and disciplinary, to enforce the abilities they need to develop further. Accordingly, it is necessary to have an evaluation system in order to assess student's basic employment abilities, so as to increase the degree of their employment preparation and its support strategy based on the evaluation. Fourth, in the higher education level, university students' lower awareness (M=2.86) of their discipline satisfaction, their major selection, and the university's employment opportunity service shows that it is necessary that there be close connection between learning and work. For short-term purpose, the quantitative and qualitative evaluation must be preceded about the various employment training programs and self-development programs offered by the university. From the long-term perspective, it is urgently necessary that the university ensure the human resources development experts for the purpose of diagnosing employment services within the university.