• Journal of the Korean Data and Information Science Society
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• v.19 no.4
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• pp.1305-1325
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• 2008

As index option markets grow recently, many analysts and investors become interested in forecasting the volatility of KOSPI 200 Index to achieve portfolio's goal from the point of financial risk management and asset evaluation. To serve this purpose, we introduce NN and SVM integrated with other financial series models such as GARCH, EGARCH, and EWMA. Moreover, according to the empirical test, Integrating NN with GARCH or EWMA models improves prediction power in terms of the precision and the direction of the volatility of KOSPI 200 index. However, integrating SVM with financial series models doesn't improve greatly the prediction power. In summary, SVM-EGARCH was the best in terms of predicting the direction of the volatility and NN-GARCH was the best in terms of the prediction precision. We conclude with advantages of the integration process and the need for integrating models to enhance the prediction power.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2022.05a
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• pp.232-234
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• 2022

Big data is widely used in customer relationship management, relationship marketing, financial business improvement, credit information and risk management. Moreover, as non-face-to-face financial transactions have become more active recently due to the COVID-19 virus, the use of financial big data is more demanded in terms of relationships with customers. In terms of customer relationship, financial big data has arrived at a time that requires an emotional rather than a technical approach. In relational marketing, it was necessary to emphasize the emotional aspect rather than the cognitive, rational, and rational aspects. Existing traditional financial data was collected and utilized through text-type customer transaction data, corporate financial information, and questionnaires. In this study, the customer's emotional image data, that is, atypical data based on the customer's cultural and leisure activities, is acquired through SNS and the customer's activity image is analyzed with an artificial intelligence CNN algorithm. Activity analysis is again applied to the annotated AI, and the AI big data model is designed to analyze the behavior model shown in the annotation.

• Management Science and Financial Engineering
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• v.6 no.2
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• pp.29-45
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• 2000

We consider the design of a two-level telecommunication network having logical full-mesh/star topology, with the implementation of conduit systems taken together. The design problem is then viewed as consisting of three subproblems: locating hub facilities, placing a conduit network, and installing cables therein to configure the logical full-mesh/star network. Without partitioning into subproblems as done in the conventional approach, the whole problem is directly dealt with in a single integrated framework, inspired by some recent successes with the approach. We successfully formulate the problem as a variant of the classical multicommodity flow model for the fixed charge network design problem, aided by network augmentation, judicious commodity definition, and some flow restrictions. With our optimal model, we solve some randomly generated sample problems by using CPLEX MIP program. From the computational experiments, it seems that our model can be applied to the practical problem effectively.

• Proceedings of the KIEE Conference
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• 2006.07b
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• pp.1073-1074
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• 2006

In this paper, we perform a simulation to verify the earth resistance values in Common Earth Network. The simulation is performed on the assumption that certain shorts are occurred in common earth network. Furthermore, from the result, we confirmed that very small earth resistance values in common earth network are given, by carrying out practical measurements in railway sections where common earth network is composed. From the effect, we could discover that the construction of common earth network is in a disadvantageous position on the financial aspect, while it is the most desirable way of construction for the purpose of Earth.

• International Journal of Internet, Broadcasting and Communication
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• v.15 no.4
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• pp.279-293
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• 2023

This study investigates network effects to measure how strongly the early adopters affect the brand choice of the potential consumer. By using the Gumbel-Hougaard (GH) copula, this study checks the magnitude of network effects varied from country to country. To consider consumer heterogeneity and network effects in the growth market, this study proposes the multi-brand Gamma/Shifted-Gompertz (m-G/SG) model based on the GH copula. Out of eighteen Western European cellular phone market data and South Korea smartphone data sets, the m-G/SG model provides an improvement in the estimation accuracy over the Libai, Muller, and Peres model. The results show that network effects enhance (i) the polarization of brand choice probabilities as time elapses; (ii) the dominance of the more preferred and the earlier entered brand; and (iii) the deceleration of category-level diffusion. Potential followers can analyze their relationship with earlier entrants through the m-G/SG model and also establish an optimal market entry strategy.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.26 no.6
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• pp.1605-1618
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• 2016

In recent years, security incidents - such as personal information leakage, homepage hacking, DDoS and etc. - targeting finance companies(banks, securities companies, credit card companies, insurance companies and etc.) have increased steadily. In this paper, we analyze problems of information security management level in the existing electronic financial infrastructure from perspective of compliance and information security certification system and propose improvements to enable sustainable high level of information security activities under a comprehensive management system for the financial sector characteristics using ISMS, SECU-STAR and CNIVAM system.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.2164-2168
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• 2003

Real time control system such as in factory automation fields, defense field, aerospace, railway industries, financial trading and so forth, includes multiple computers on multiple nodes, and share data to process various actions and functions. This is similar to multitasking in a multiprocessor computer system. The task processing efficiency of such system is proportionally increased by process speed of each process computer. And also it is greatly influenced by communication latencies of each node. To provide proper operation of such real time system, a network that can guarantee deterministic exchange of certain amount of data within a limited time is required. Such network is called as a real time network. As for modern distributed control system, the timeliness of data exchange gives important factor for the dynamics of entire control system. In a real time network system, exchanged data are determined by off-line design process to provide the timeliness of data. In other word, designer of network makes up a network data table that describes the specification of data exchanged between control equipments. And by this off-line design result, the network data are exchanged by predetermined schedule. First, this paper explains international standard real time network TCN (Train Communication Network) applied to the KHST (Korean High Speed Train) project. And then it explains the computer program developed for design tool of network data table of TCN.

• Journal of the Korean Society of Costume
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• v.65 no.7
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• pp.75-85
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• 2015

The purpose of this study is to examine ways to vitalize cause related marketing (CRM) by proposing character T-shirts The campaign will employ Neo-Pop art, a genre popular with both companies and consumers. Study results are as follows: First, campaign T-shirts on the issue of human alienation resulting from digitalization can be utilized to generate financial profit that can be returned to society. This can lead to the acts of exchange for profit generation, public image improvemen of companies, and enhancement of their external status. As for the non-financial aspect, the campaign could lead to increased awareness of social issues and present opportunities to take actions of improvement. Second, the financial objective of character T-shirts dealing with environmental issue of sustainability involves brand distribution network support and revitalization of promotion such as shopping basket of love and eco-friendly store matching program for eco-friendly campaign. As for the non-financial aspect, it can help raise consumers' awareness of cause related activities such as crowd funding and fundraising and prepare opportunities of direct participation. Third, the financial objective of character T-shirts dealing with natural disaster relief activities on the global level involves brand recognition level increase and enhancement of positive association of companies through emergency relief and articles support as a result of drastic increases in casualties from nature disasters. As for the non-financial aspect, it can induce people's participation in relief activities and lead to the establishment of crisis response procedures. The information on the development of pop-art character T-shirts proposed in this study is expected to be used as basic information on cause marketing of fashion companies in the future, while providing inspiration to related fashion design.

• Korean Management Science Review
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• v.29 no.2
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• pp.167-184
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• 2012

Business diversification is inevitable to survive under the current competitive business environments. The advent of new businesses makes corporate governance more complicated through corporate combinations. Recent introduction of new accounting standard, International Financial Reporting Standards(IFRS), accelerates the need for corporate governance analysis. This study analyses the complex corporate governance system and its relation to the business performance using social network analysis. Corporate inter-governance networks can be visualized easily in a social network diagram. 552 corporate governance data are empirically analysed in the Korean stock market. The changes in In-Degree between networks are positively related with the changes in corporate sales volume. We can find the same results using operating profits as corporate performance proxy. The results show that social network analysis technique can be applied to investments in the stock markets.

• Proceedings of the Korea Society for Simulation Conference
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• 2001.10a
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• pp.313-317
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• 2001

The approach to predict time series without neglecting the fluctuation in a short period is tried by using a digital FIR filter and a neural network. The differential waveform of the Nikkei average closing price is filtered by the FIR band-pass filter of 101 length. It is filtered into the five frequency bands of 0-1Hz, 1-2Hz, 2-3Hz, 3-4Hz and 4-5Hz by setting the sampling frequency 10Hz. The each filtered waveform is learned and forecasted by the neural network. The neural network of the back propagation method is adopted in the learning the waveform. By inputting the data of 20 days in the past, the prediction of 10 days ahead is carried out. After learning the time series of each frequency band by the neural network, the predicted data far each frequency band are obtained. The predicted waveforms of each frequency band are synthesized to obtain a final forecast. The waveform can be forecasted well as a whole.