• 경영과정보연구
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• 제31권3호
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• pp.21-46
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• 2012

최근 국내 기관 투자자들을 중심으로 전통적 투자대상으로부터의 수익이 하락추세에 있어 기관 투자자들이 적극적 자산운용을 기피할 경우, 장기적으로 안정적 수익보장을 유지하기 어렵다는 우려가 제기되었다. 이에 보유자산 구성을 조정한 수익성 개선전략의 요구가 증대되고 있으며, 일부 기관 투자자들은 헤지펀드를 기존 포트폴리오에 편입시킴으로써 운용수익률을 제고하려는 움직임을 보이고 있다. 본 연구에서는 시스템트레이딩을 이용하여 선물시장에서 거래확률 조정을 통한 헤지펀드 투자전략을 제시하고자 한다. 선물시장에서 사용되는 다양한 기술적 지표를 이용하여 연관성 규칙(association rule)을 생성하고 이를 거래규칙(trading rule)으로 전환하여 투자전략으로 활용한다. 한편 연관성 규칙은 기술적 지표의 개수와 개별 지표들의 구간값의 조합으로 생성되며, 조합에 따라 거래확률을 조정함으로써 위험관리가 가능한 투자전략을 수립하는데 사용된다. 제시된 전략의 우수성을 입증하기 위해 KOSPI 200 연결선물데이터를 이용하여 수익성 분석을 수행하였으며, 분석결과 제시된 투자전략이 투자위험관리에 효과적임을 보였다.

• 산업공학
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• 제11권1호
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• pp.119-129
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• 1998

The relative importance of Logistics in steelworks industry is rather higher among other business activities. The objective of the paper is to propose the methodology for real-time vehicle scheduling for scrap disposal in the steelworks industry. Currently, the rule necessary to assign vehicles to a specific job is strictly fixed. The paper adopts the multi-pass rule selector (MPRS) that suggests a promising rule used for vehicle dispatching for a period of time. The MPRS is regularly invoked if necessary and then evaluates a set of rule candidates to select the best rule with respect to the system performance criteria. The experiment shows that the proposed approach outperforms the current single-pass strategy.

• The Journal of Asian Finance, Economics and Business
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• 제7권8호
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• pp.185-195
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• 2020

This study examines the association between governance quality at country level and stock market performance. Specifically, the study investigates the influence of control of corruption, government effectiveness, political stability and absence of violence, rule of law, regulatory quality, and voice and accountability on all-share index of the stock markets of the six Gulf Cooperation Council (GCC) countries. This study is anchored on two theories - the Efficient Market Hypothesis (EMH) and Institutional Theory. The study employs panel data spanning from 2006 to 2017. The findings show that political stability and absence of violence and rule of law exhibit a significant positive impact on stock market performance, while regulatory quality and voice and accountability have a significant, but negative relationship with stock market performance. The results imply that quality of governance in terms of rule of law and political stability devoid of violence have strong impact on stock market returns. Similarly, improved stock market returns are largely dependent on the efficiency of the institutional environment of market as investors are always wary of the inherent risks associated with the uncertainty of the market. This study has crucial policy implications for the government of the GCC countries and stock market participants.

• 한국전자거래학회지
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• 제8권1호
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• pp.55-70
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• 2003

With the gradual growth of the electronic commerce various forms of shopping malls are constructed, and their searching methods and function are studied many ways. However, the recent outcome is still inadequate to search for goods for the tastes and demands of customers. To construct the shopping mall on the electronic commerce and help customers with purchasing goods, the efficient interface for the customers to contact the shopping malls should be founded and the customers should be able to search the goods they want. Therefore, in this paper, we designed the Intelligent Integration Agent System (IIAS) using the multi-agent formed by the integration agent which integrates the case based reasoning(CBR) and the rule based reasoning(RBR) and the user agent which manages users' profiles. IIAS performs the rule based reasoning on the subject issue first, then provides the unsatisfying search results from the rule-base reasoning to the customers through the user agent, which enables the search of the goods most similar to the ones that meet the tastes and demands of the customers. That is, the accuracy and the speed has been improved by reasoning with the similarity adjustable integration agent which can pick out the goods of customers wants by modifying the weights of properties according to those of the customers.

• 한국경영과학회지
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• 제28권3호
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• pp.135-148
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• 2003

In this paper we introduce the Internet-based purchase support systems using data mining and case-based reasoning (CBR). Internet Business activity that involves the end user is undergoing a significant revolution. The ability to track users browsing behavior has brought the vendor and end customer's closer than ever before. It is now possible for a vendor to personalize his product message for individual customers at massive scale. Most of former researchers, in this research arena, used data mining techniques to pursue the customer's future behavior and to improve the frequency of repurchase. The area of data mining can be defined as efficiently discovering association rules from large collections of data. However, the basic association rule-based data mining technique was not flexible. If there were no inference rules to track the customer's future behavior, association rule-based data mining systems may not present more information. To resolve this problem, we combined association rule-based data mining with CBR mechanism. CBR is used in reasoning for customer's preference searching and training through the cases. Data mining and CBR-based hybrid purchase support mechanism can reflect both association rule-based logical inference and case-based information reuse. A Web-log data gathered in the real-world Internet shopping mall is given to illustrate the quality of the proposed systems.

• 정보처리학회논문지D
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• 제12D권2호
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• pp.275-282
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• 2005

컴포넌트 설계 시에 컴포넌트의 확장성 및 재사용성을 확대하기 위해서는 비즈니스 어플리케이션 개발 과정에서 발견된 가변성을 별도의 룰로 정의할 필요가 있다. 인터페이스의 래핑이나 구현 클래스의 재정의를 통한 컴포넌트의 개조 기법은 컴포넌트의 재사용을 지원하는데 한계가 있기 때문이다. 따라서, 컴포넌트 개발 과정에서 향후 컴포넌트의 재사용성을 고려한 설계가 필수적이다. 본 연구에서는 컴포넌트로 부터 가변적 특성을 분리하여 룰 컴포넌트를 포함하도록 기존의 컴포넌트 아키텍처를 확장하였으며, 룬 정의에 필요한 구문을 정의하였다. 또한 보험판매 시스템에 적용하여 룰의 재정의를 통한 컴포넌트의 재사용성을 검증해 보았다.

• Journal of Smart Tourism
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• 제3권1호
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• pp.41-47
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• 2023

Tourism and hospitality have encountered significant changes in recent years as a result of the rapid development of information technology (IT). Customers now expect more expedient services and customized travel experiences, which has intensified competition among service providers. To meet these demands, businesses have adopted sophisticated IT applications such as ChatGPT, which enables real-time interaction with consumers and provides recommendations based on their preferences. This paper focuses on the AI support-prompt middleware system, which functions as a mediator between generative AI and human users, and discusses two operational rules associated with it. The first rule is the Information Processing Rule, which requires the middleware system to determine appropriate responses based on the context of the conversation using techniques for natural language processing. The second rule is the Information Presentation Rule, which requires the middleware system to choose an appropriate language style and conversational attitude based on the gravity of the topic or the conversational context. These rules are essential for guaranteeing that the middleware system can fathom user intent and respond appropriately in various conversational contexts. This study contributes to the planning and analysis of service design by deriving design rules for middleware systems to incorporate artificial intelligence into tourism services. By comprehending the operation of AI support-prompt middleware systems, service providers can design more effective and efficient AI-driven tourism services, thereby improving the customer experience and obtaining a market advantage.

• 산학경영연구
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• 제13권
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• pp.159-178
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• 2000

본 연구는 우리나라 법인세제 하에서 기업규모와 기업특성 및 조세지원제도에 따라 발생하는 조세부담의 차이에 대한 실증적인 점증을 하고자, 상장 대기업과 중소기업을 대상으로 유효법인세율로 측정되는 조세부담의 차이가 기업의 규모 및 업종별로 어떤 차이가 있는지를 분석하였다. 선행연구를 검토하면서 우리나라 조세지원제도를 설명하였으며, 조세지원제도의 효과와 기업특성에 대한 가설을 설정한 다음 T-검정을 실시하였다. 연구결과를 요약하면 첫째, 조세지원에 따른 세액공제가 법인의 조세부담율에 실질적 영향을 미쳤으며 이는 조세지원제도의 유효성을 입증한 결과이며, 둘째, 중소기업에 대한 조세지원제도가 어느 정도 유효하다고 판단되었으며, 셋째, 제조업에 대한 조세지원제도도 어느 정도 유효한 것으로 나타나 종합적으로 조세지원제도는 그 목적을 어느 정도 달성하고 있는 것으로 나타난다. 하지만 법인세부담율에 영향을 주는 기타 요인(수출, 투자, 증자 등)을 반영하지 못하였고, 익금산입이나 손금산입등의 세무조정 내용을 반영하지 못한 점, 또한 단일연도의 자료만을 이용한 점등을 그 한계로 지적할 수 있다.

• 한국지능정보시스템학회:학술대회논문집
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• 한국지능정보시스템학회 2001년도 The Pacific Aisan Confrence On Intelligent Systems 2001
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• pp.456-463
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• 2001

Understanding and adapting to changes of customer behavior in internet shopping mall is an important aspect to survive in continuously changing environment. This paper develops a methodology based on decision tree algorithms to detect changes of customer behavior automatically from customer profiles and sales data at different time snapshots. We first define three types of changes as emerging pattern, unexpected change and the added/perished rule. Then, it is developed similarity and difference measures for rule matching to detect all types of change. Finally, the degree of change is developed to evaluate the amount of change. A Korean internet shopping mall case is evaluated to represent the performance of our methodology. And practical business implications for this methodology are also provided.

• Journal of information and communication convergence engineering
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• 제16권1호
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• pp.52-59
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• 2018

Odoo is an enterprise resource planning information system providing modules to support the basic business function in companies. This research will look into the development of an additional module at Odoo. This module is a data mining module using Market Basket Analysis (MBA) using FP-Growth algorithm in managing OLTP of sales transaction to be useful information for users to improve the analysis of company business strategy. The FP-Growth algorithm used in the application was able to produce multidimensional association rules. The company will know more about their sales and customers' buying habits. Performing sales trend analysis will give a valuable insight into the inner-workings of the business. The testing of the module is using the data from X Supermarket. The final result of this module is generated from a data mining process in the form of association rule. The rule is presented in narrative and graphical form to be understood easier.