• 제목/요약/키워드: Asset management System

검색결과 375건 처리시간 0.029초

기계학습알고리즘을 이용한 위험회복지수의 개발과 활용 (Development and Application of Risk Recovery Index using Machine Learning Algorithms)

  • 김선웅
    • Journal of Information Technology Applications and Management
    • /
    • 제23권4호
    • /
    • pp.25-39
    • /
    • 2016
  • Asset prices decline sharply and stock markets collapse when financial crisis happens. Recently we have encountered more frequent financial crises than ever. 1998 currency crisis and 2008 global financial crisis triggered academic researches on early warning systems that aim to detect the symptom of financial crisis in advance. This study proposes a risk recovery index for detection of good opportunities from financial market instability. We use SVM classifier algorithms to separate recovery period from unstable financial market data. Input variables are KOSPI index and V-KOSPI200 index. Our SVM algorithms show highly accurate forecasting results on testing data as well as training data. Risk recovery index is derived from our SVM-trained outputs. We develop a trading system that utilizes the suggested risk recovery index. The trading result records very high profit, that is, its annual return runs to 121%.

The Integrated Cyber SRM(Security Risk Monitoring) System Based on the Patterns of Cyber Security Charts

  • Lee, Gang-Soo;Jung, Hyun Mi
    • 한국컴퓨터정보학회논문지
    • /
    • 제24권11호
    • /
    • pp.99-107
    • /
    • 2019
  • 사이버 보안을 위한 활동인 '위험관리(Risk management)'와 '보안관제(security monitoring)' 업무는 미래에 발생할 보안 위협에 대비하고 보안 사고를 최소화 하는 활동이라는 점에서 깊은 상관관계를 가지고 있다. 또한 위험관리와 보안관제 분야 모두 관리자에게 시각적으로 그 정보자산에 대한 위협을 보여주는 패턴 모델을 적용하는 것이 효과적이다. 검증받은 패턴모델로는 전통적인 품질관리 분야에서 오랫동안 사용되어온 '관리도'(control chart)모델이 존재하지만 정보시스템의 사이버 위험관리와 보안관제에서의 활용은 부족하다. 이에 본 논문에서는 위험관리와 보안관제 시스템을 통합한 사이버 SRM(Security Risk Monitoring)시스템을 설계하였다. SRM은 '관리도'의 패턴을 이용한 '보안대책' (security control)의 적용 전략을 제시한다. 보안대책은 기존의 표준화된 보안대책 집합인 ISMS, NIST SP 800-53, CC를 통합적으로 적용하였다. 이를 활용하여 2014~2018년 까지 4년간 우리나라사이버위기 경보동향을 분석하였고 이는 향후 보다 유연한 보안대책 수립을 가능하게 한다.

국내 미용업계의 ASP 도입 요인과 성과에 관한 연구 (Research On Factors for Adoption and Business performance of ASP Introduction - Focused on Cosmetic Industries)

  • 송영우;전인오
    • 한국산학기술학회논문지
    • /
    • 제10권10호
    • /
    • pp.3011-3022
    • /
    • 2009
  • 본 연구에서는 ASP 도입에 미치는 영향 요인을 조직 요인, 시스템 요인, 환경 요인 등을 독립 변수로 설정하고, 공급사와 고객사 간의 적합성을 조절 변수로 설정하였으며 종속 변수는 ASP 도입 성과로 설정하였다. 검증 결과 독립 변수들 가운데 유일하게 비용 절감의 기대 요인만이 ASP 도입 성과에 긍정적인 영향을 미치지 않는 것으로 분석되었다. 또한, 조절변수로 설정된 공급사와 고객사 간의 적합성 요인은 독립 변수 중 유일하게 비용 절감의 기대요인과 ASP 도입 성과 간에 조절적인 영향을 미치지 않는 것으로 분석되었다.

증권시장에서의 효과적인 주가감시모형 (Improving the Performance of Market Surveillance)

  • 안철환
    • 품질경영학회지
    • /
    • 제28권1호
    • /
    • pp.1-12
    • /
    • 2000
  • Since Black Monday there has been a rash of systems developments which aimed at automating and upgrading the surveillance mechanism of monitoring the many facets of security trading. A more sophisticated mathematical model for detecting abnormal trading activities was created by Davis and Ord of Penn State along with Nobel prize laureates Solow and Modigliani of MIT. They used CAPM(Capital Asset Pricing Model) to explain the movements of stock price and applied an idea of residuals to detect unusual movements. In this paper, their idea is discussed and a new method is proposed, which involves a confidence interval of future observation in linear regression. One of the examples of the stock watch system adopting this statistical method is also presented.

  • PDF

A Decision Support Methodology for Remediation Planning of Concrete Bridges

  • Rashidi, Maria;Lemass, Brett
    • Journal of Construction Engineering and Project Management
    • /
    • 제1권2호
    • /
    • pp.1-10
    • /
    • 2011
  • Bridges are critical and valuable components in any road and rail transportation network. Therefore bridge remediation has always been a top priority for asset managers and engineers, but identifying the nature of true defect deterioration and associated remediation treatments remains a complex task. Nowadays Decision Support Systems (DSS) are widely used to assist decision makers across an extensive spectrum of unstructured decision environments. The main objective of this research is to develop a requirements-driven methodology for bridge monitoring and maintenance which has the ability to assess the bridge condition and find the best remediation treatments using Simple Multi Attribute Rating Technique (SMART); with the aim of maintaining a bridge within acceptable limits of safety, serviceability and sustainability.

위험도분석을 통한 RCM 유지보수 결정로직의 개발에 관한 연구 (A study on the development of Maintenance Decision Logic for railway RCM using Risk Analysis)

  • 신석균;김영상;이기서
    • 한국철도학회:학술대회논문집
    • /
    • 한국철도학회 2007년도 춘계학술대회 논문집
    • /
    • pp.266-271
    • /
    • 2007
  • In these days, private investment for railway business has been expended and the importance of asset management arose. Especially new concept and effective management for the maintenance of railway have been developed. RCM(Reliability Centered Maintenance) is suggested to optimize the maintenance task and the proper maintenance decision logic for each system has been needed. But there are a lot of difficulties to apply the maintenance decision logic which has been developed in Aviation fields to railway. In this paper, the study on the development of the maintenance decision logic will be introduced through the risk analysis which has been applied to analyze the safety of railway.

  • PDF

IEC 61968 기반 배전자동화 시스템 GIS 어플리케이션 (IEC 61968-based distribution management system GIS applications)

  • 이재형;김필석;박종호;신용학
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2015년도 제46회 하계학술대회
    • /
    • pp.314-315
    • /
    • 2015
  • 전력수요가 급증하면서 발전량 확보에 대한 요구에 따라 원자력 및 화력과 같은 기존 주요 발전설비로 인한 환경오염 문제에 대한 관심이 높아지고 있다. 일본 3.11 대지진과 후쿠시마 원전사고는 공급 위주의 전력에너지 정책 패러다임에 변화를 주었다. 원자력발전소 건설 규제 및 대책요구에 대한 여론이 높아짐에 따라 전력산업 전반적으로 수용가의 효율적인 에너지 사용을 포함하는 지능형 전력망(Smart Grid)과 수요반응(Demand Response) 기술이 화두가 되고 있다. 배전 시스템내의 어플리케이션 간의 정보 교환은 IEC TC-57 WG-14에 의해 IEC 61968 표준 규격으로 정의되고 Part 4인 "Records and Asset Management"에 기술된 규격에 대한 이해를 요구하고 한다. DMS와 GIS 시스템과 기존 연동하여 이러한 소규모의 마이크로그리드 시스템의 플랫폼으로 활용하도록 데이터교환 및 외부 GIS를 플랫폼으로 활용하는 통신 프로토콜을 소개하고자 한다.

  • PDF

직장예절교육용 공공개방데이터를 활용한 학습 프레임워크 (Learning Framework based on Public Open Data for Workplace Etiquette Education)

  • 김유리
    • 지식경영연구
    • /
    • 제19권1호
    • /
    • pp.133-146
    • /
    • 2018
  • This study develops an Education framework for users who need public open data for workplace etiquette education in a timely manner by mobile application. It facilitates utilizing efficiently Workplace etiquette contents that scattered in various platforms such as blogs, Youtube and web-sites run by private education agencies. Furthermore, it makes Public open data for workplace etiquette through gathering 'metadata', which is a comprehensive source of workplace etiquette. Accordingly, framework changes recognition about necessity of workplace etiquette education positively and suggests method that can promote effective workplace etiquette education. If the system in the study can provide public open data of workplace etiquette education, many young job applicants and workers will have a proper perception on it and sound workplace etiquette culture will be settled in the companies. Public data has been rising as a vital national strategic asset these days. Hopefully the public data will pave a way to discover the blue ocean in the market and open up a new type of businesses.

HOLISTIC DECISION SUPPORT FOR BRIDGE REMEDIATION

  • Maria Rashidi;Brett Lemass
    • 국제학술발표논문집
    • /
    • The 4th International Conference on Construction Engineering and Project Management Organized by the University of New South Wales
    • /
    • pp.52-57
    • /
    • 2011
  • Bridges are essential and valuable elements in road and rail transportation networks. Bridge remediation is a top priority for asset managers, but identifying the nature of true defect deterioration and associated remediation treatments remains a complex task. Nowadays Decision Support Systems (DSS) are used extensively to assist in decision-making across a wide spectrum of unstructured decision environments. In this paper a requirements-driven framework is used to develop a risk based decision support model which has the ability to quantify the bridge condition and find the best remediation treatments using Multi Attribute Utility Theory (MAUT), with the aim of maintaining a bridge within acceptable limits of safety, serviceability and sustainability.

  • PDF

기업 정보보안 전략 수립을 위한 보안 사고 유형 분류에 관한 연구 (A Study on Categorization of Accident Pattern for Organization's Information Security Strategy Establish)

  • 김희올;백동현
    • 산업경영시스템학회지
    • /
    • 제38권4호
    • /
    • pp.193-201
    • /
    • 2015
  • Corporation's valuable intelligent asset is being threatened from the skills of threatening subject that has been evolved along with the growth of the information system and the amount of the information asset. Domestically, attempts of various private information attacks, important information extortion, and information damage have been detected, and some of them have abused the vulnerability of security of information system, and have become a severe social problem that generates security incident. When accessing to the security, most of companies used to establish a strategy with a consistent manner and a solution plan. However, this is not a proper way. The order of priorities vary depending on the types of business. Also, the scale of damage varies significantly depending on the types of security incidents. And method of reaction and critical control point vary depending on the types of business and security incidents. In this study, I will define the security incidents by their types and preponderantly examine how one should react to those security incidents. In this study, analyzed many types of security accidents that can occur within a corporation and an organization considering various factors. Through this analysis, thought about factors that has to be considered by corporations and organizations when they intend to access to the information security. This study focuses on the response methodology based on the analysis of the case analysis of the leakage of industrial secret and private secret other than the conceptual response methodology that examines the way to prevent the leakage of the industry security systems and the industry information activities. And based on these factors, want to be of help for corporations to apply a reasonable approach when they establish a strategy to information security.