• 제목/요약/키워드: Financial Big data

검색결과 186건 처리시간 0.027초

시스템적인 군집 확인과 뉴스를 이용한 주가 예측 (Predicting stock movements based on financial news with systematic group identification)

  • 성노윤;남기환
    • 지능정보연구
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    • 제25권3호
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    • pp.1-17
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    • 2019
  • 빅데이터 시대에 정보의 양이 급증하고, 그중 많은 부분을 차지하는 문자열 정보를 정량화하여 의미를 찾아 낼 수 있는 인공지능 방법론이 함께 발전하면서, 텍스트 마이닝을 통해 주가 예측에 적용해 온라인 뉴스로 주가를 예측하려는 시도가 다양해지고 있다. 이러한 주가 예측의 방법은 대개 예측하고자 하는 기업의 뉴스로 주가를 예측하는 방식이다. 하지만 특정 회사의 뉴스만이 그 회사의 주가에 영향을 주는 것이 아니라, 그 회사와 관련성이 높은 회사들의 뉴스 또한 주가에 영향을 줄 수 있다. 그러나 관련성이 높은 기업을 찾는 것은 시장 전반의 공통적인 영향과 무작위 신호 때문에 쉽지 않다. 따라서 기존 연구들은 주로 미리 정해진 국제 산업 분류 표준에 기반을 둬 관련성이 높은 기업을 찾았다. 하지만 최근 연구에 따르면, 국제 산업 분류 표준은 섹터에 따라 동질성이 다르며, 동질성이 낮은 섹터는 그들을 모두 함께 고려하여 주가를 예측하는 것이 성능에 악영향을 줄 수 있다는 한계점을 가진다. 이러한 한계점을 극복하기 위해, 본 논문에서는 주가 예측 연구에서 처음으로 경제물리학에서 주로 사용되는 무작위 행렬 이론을 사용하여 시장 전반 효과와 무작위 신호를 제거하고 군집 분석을 시행하여 관련성이 높은 회사를 찾는 방법을 제시하였다. 또한, 이를 기반으로 관련성이 높은 회사의 뉴스를 함께 고려하며 다중 커널 학습을 사용하는 인공지능 모형을 제시한다. 본 논문의 결과는 무작위 행렬 이론을 통해 시장 전반의 효과와 무작위 신호를 제거하여 정확한 상관 계수를 찾아 군집 분석을 시행한다면 기존 연구보다 더 좋은 성능을 보여 준다는 것을 보여준다.

OLAP4R: A Top-K Recommendation System for OLAP Sessions

  • Yuan, Youwei;Chen, Weixin;Han, Guangjie;Jia, Gangyong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권6호
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    • pp.2963-2978
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    • 2017
  • The Top-K query is currently played a key role in a wide range of road network, decision making and quantitative financial research. In this paper, a Top-K recommendation algorithm is proposed to solve the cold-start problem and a tag generating method is put forward to enhance the semantic understanding of the OLAP session. In addition, a recommendation system for OLAP sessions called "OLAP4R" is designed using collaborative filtering technique aiming at guiding the user to find the ultimate goals by interactive queries. OLAP4R utilizes a mixed system architecture consisting of multiple functional modules, which have a high extension capability to support additional functions. This system structure allows the user to configure multi-dimensional hierarchies and desirable measures to analyze the specific requirement and gives recommendations with forthright responses. Experimental results show that our method has raised 20% recall of the recommendations comparing the traditional collaborative filtering and a visualization tag of the recommended sessions will be provided with modified changes for the user to understand.

우리나라 주요국(미국, 일본, 중국)과의 IT 무역과 국내 IT 산업으로의 파급효과 (Korea's IT Trade with Major Partners (US, Japan, China) and its Impacts on Domestic Industry)

  • 이상용;한재승
    • Journal of Information Technology Applications and Management
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    • 제18권2호
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    • pp.39-59
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    • 2011
  • Information Technology (IT) has been working as an engine of growth in Korea since early 1990's. For the next leap of Korean economy and to overcome worldwide financial crisis, Korea's IT industry needs to find a new breakthrough. In this viewpoint, we tried to empirically analyze the impact of Korea's IT trade on domestic industry. Since Korean government is trying to set up a few free trade agreements (FTA) with major trade partners, more accurate understanding of the impact of FTA is required to find the correct way to promote Korea's IT industry. We first looked at the current status of Korea's IT trade with major partners such as the US, Japan, and China to understand the competitiveness of Korea's IT industry. Having done this, we measured the impact of IT trade on domestic industry using Granger causality test. The results showed that the positive impact of trade is bigger on IT industry than on whole industry. Also, the impact of import turned out to be bigger than that of export. Among the major trade partner countries, the US’s and China's impacts are bigger than Japan's impact. Another notable thing is that IT product import from the US has especially big impact on domestic IT industry. Our findings may have certain implications to the FTA related policy.

Measurement of Public Research Outcomes: A Technology Valuation Method

  • Park, Jung-Min;Lim, Seong-Il;Seol, Sung-Soo
    • Asian Journal of Innovation and Policy
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    • 제6권2호
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    • pp.206-224
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    • 2017
  • This article proposes a logic model for assessing the performance of the outcome of public research as a technology valuation method. It consists of two parts and eight steps. The first part is a scoring system and the second part is a validation process of the performance index derived from scoring by valuation method. The scoring in the first part generally requires a focus group method to find out the value drivers and make an evaluation table. The reason why we call it the technology valuation method is that the first part is derived from the simple evaluation of technology value using checklists for value drive. The second part is the regular technology valuation process. The model is designed for the measurement of unquantifiable outcome. Is knowledge or scientific outcome comparable to the measured outcome? If possible, how big is the unquantifiable outcome? This model is based on financial valuation techniques with clear or acceptable market data. Therefore, it cannot work solely for unquantifiable outcomes without comparable measurable outcomes, unlike economic valuation.

핀테크 활성화를 위한 사용환경특성과 지속사용의도 (A Study on the Environment Characteristics and Continuous Usage Intention for Improvement of Fintech)

  • 정대현;장활식;박광오
    • 한국정보시스템학회지:정보시스템연구
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    • 제26권2호
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    • pp.123-142
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    • 2017
  • Purpose The development of the Fintech industry can be on the basis of the development in IT technologies such as Big data, IoT, cloud computing, it can be considered that the financial industry is repeating the evolution into Fintech. But the awareness of the consumers is still very low. Therefore the current dissertation, tries to deduce the suggestions for invigoration measures for Fintech by conducting an empirical study on the factors that influence the intention of reuse of Fintech on the consumer's point of view. Design/methodology/approach This study made a design of the research model by integrating the factors deducted from the Expectation Confirmation Theory. This paper empirically analyzes the impact of Continuous Usage Intention for Improvement of Fintech. The 302 survey responses were used to verify research hypotheses through covariate structural equation model. Findings According to the empirical analysis result, this study confirmed that the ultimate purpose of the Fintech service is to eliminate the social cost's waste element occurring from issue of money by not using or reducing the usage of cash. Since many Fintech users have pointed out security as the priority task, a direction for the related institutions has been proposed. Second, the content of the current dissertation will be the opportunity of broadening the perception of the current consumers that perceive Fintech as only a NFC simple payment service.

The Usefulness of Other Comprehensive Income for Predicting Future Earnings

  • LEE, Joonil;LEE, Su Jeong;CHOI, Sera;KIM, Seunghwan
    • The Journal of Asian Finance, Economics and Business
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    • 제7권5호
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    • pp.31-40
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    • 2020
  • This study investigates whether other comprehensive income (OCI) reported in the statement of comprehensive income (one of the main financial statements after the adoption of K-IFRS) predicts a firm's future performance. Using the quarterly data of Korean listed companies, we examine the association between OCI estimates and future earnings. First of all, we find that OCI is positively associated with earnings in both 1- and 2-quarter ahead, supporting the predictive value of OCI. When we break down OCI into its individual components, our results suggest that the net unrealized gains/losses on available-for-sale (AFS) investment securities are positively associated with future earnings, while the other components (e.g., net unrealized gains/losses on valuation of cash flow hedge derivatives) present insignificant results. In addition, we investigate whether the reliability in OCI estimates enhances the predictive value of OCI to predict future performance. We find that the predictive ability of OCI, in particular the net unrealized gains/losses on available-for-sale (AFS) investment securities, becomes more pronounced when firms are audited by the Big 4 audit firms. Overall, our study suggests that information content embedded in OCI can provide decision-useful information that is helpful for the prediction of future firm performance.

Managing Key Accounts in the Readymade Garments Industry: To What Extent Bangladeshi Companies Perform

  • Ahmmed, Kawsar;Noor, Nor Azila Mohd.
    • The Journal of Asian Finance, Economics and Business
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    • 제5권4호
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    • pp.57-65
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    • 2018
  • With the paramount importance of key account management in business-to-business relationship, today companies are using this approach as a strategic weapon in their selling efforts targeted at the most important customers to solve their complex requirements with special treatment that eventually ensures both parties' financial and nonfinancial objectives. The aim of this paper is to investigate the level of key account management performance among the export-oriented readymade garments companies in Bangladesh with regards to company's experience in business, size of the company and key account serving capacity of the company. Using a questionnaire, data from 112 readymade garments companies in Bangladesh were collected and analyzed using descriptive analysis and ANOVA to test the level of key account management performance. Results show that the level of key account management performance by the garments companies did not vary by the company's experience in business and size of the company respectively. In contrast, the level of key account management performance was found to be different concerning high, medium, and low customer service capacity. Apparently, companies with big number of customers show better performance than companies with small number of customer. Implications for this study are discussed along with suggestions for future research avenues.

두 개의 축값을 갖는 중심합성설계의 수정기울기회전성에 관하여 (On modified slope rotatability of central composite designs with two axial values)

  • 김혁주
    • 응용통계연구
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    • 제32권6호
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    • pp.867-878
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    • 2019
  • 본 논문에서는 Victorbabu (2005)가 소개한 수정기울기회전성을 제2종의 중심합성설계에 적용하여, 관련된 내용을 연구하였다. 이 성질을 갖는 제2종 중심합성설계를 구하는 방법을 제시하였다. 특히 Box-Hunter의 회전성을 갖는 제2종 중심합성설계에 축값의 변동 없이 실험점을 추가함으로써 수정기울기회전성을 갖는 설계를 만들 수 있으므로 축차적 실험에 이용할 수 있다는 장점이 있다. 두 가지의 예를 통해서 수정기울기회전성을 갖는 제2종 중심합성설계를 설명하였다.

Effects of Ethical Management on Job Satisfaction and Turnover in the South Korean Service Industry

  • Kim, Jong-Jin;Eom, Tae-Kyung;Kim, Sun-Woong;Youn, Myoung-Kil
    • 산경연구논집
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    • 제6권1호
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    • pp.17-26
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    • 2015
  • Purpose - Ethical management connects corporate management outcomes and emphasizes organizational cooperation. It also links human resource management, auditing, and financial management to increase employee job satisfaction. A survey of American enterprises showed that employees with high ethical consciousness had greater job satisfaction and lower turnover. Research design, data, and methodology - Hypotheses and models based on previous studies were used to investigate the effects of ethical management on employee job satisfaction and turnover intentions. To examine hypotheses empirically, a questionnaire survey based on previous studies was administered to service business workers in Seoul. Results - The study investigated the effects of ethical management practices in relation to factors such as top management's willingness to put them into practice, their appropriateness and implementation within operations, and their influence on job satisfaction, and also examined the effects of job satisfaction on turnover intentions. Conclusions - Ethical management greatly influences job satisfaction and turnover intentions, providing organizational members with alternatives regarding ethical considerations, and to place a strong emphasis on management willingness and enterprise regulations and policies.

A Study on the Application of Private Security in Assembly and Demonstration Sites Using SNS Emotional Language Analysis

  • Kunhee, Kim;Cheolyeung, Jang
    • International Journal of Advanced Culture Technology
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    • 제10권4호
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    • pp.1-7
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    • 2022
  • The purpose of this study is to review the appropriateness of deploying private security guards using SMS emotional language analysis at the current assembly and demonstration sites, which rely only on the police force, and to suggest a plan. Therefore, it is intended to contribute to suppressing the problems at the assembly and demonstration sites and present a new paradigm for responding to the assembly and demonstration sites based on the study's results. First, it is necessary to prepare a legal basis for the deployment of private security guards in the 'Security Services Industry Act' and 'Assembly and a Demonstration Act'. Second, there is a need for a 'security company selection criteria' for selecting security companies with a lot of experience, such as collective civil petition sites and security for national critical facilities (special security services). Third, it is necessary to prepare financial resources for the deployment of private security guards. This study is expected to serve as a new cornerstone for effective management of assembly and demonstration sites through mutual complementation of the police and private security.