• 산업공학
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• 제20권4호
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• pp.448-457
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• 2007

The small & micro business has the characteristics of both consumer credit risk and business credit risk. In predicting the bankruptcy for small-micro businesses, the problem is that in most cases, the financial data for evaluating business credit risks of small & micro businesses are not available. To alleviate such problem, we propose a bankruptcy prediction mechanism using the credit card sales information available, because most small businesses are member store of some credit card issuers, which is the main purpose of this study. In order to perform this study, we derive some variables and analyze the relationship between good and bad signs. We employ the new statistical learning technique, support vector machines (SVM) as a classifier. We use grid search technique to find out better parameter for SVM. The experimental result shows that credit card sales information could be a good substitute for the financial data for evaluating business credit risk in predicting the bankruptcy for small-micro businesses. In addition, we also find out that SVM performs best, when compared with other classifiers such as neural networks, CART, C5.0 multivariate discriminant analysis (MDA), and logistic regression.

• International journal of advanced smart convergence
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• 제12권1호
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• pp.53-58
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• 2023

With the fast development of artificial intelligence day by day, users are demanding explanations about the results of algorithms and want to know what parameters influence the results. In this paper, we propose a model for bankruptcy prediction with interpretability using the SHAP framework. SHAP (SHAPley Additive exPlanations) is framework that gives a visualized result that can be used for explanation and interpretation of machine learning models. As a result, we can describe which features are important for the result of our deep learning model. SHAP framework Force plot result gives us top features which are mainly reflecting overall model score. Even though Fully Connected Neural Networks are a "black box" model, Shapley values help us to alleviate the "black box" problem. FCNNs perform well with complex dataset with more than 60 financial ratios. Combined with SHAP framework, we create an effective model with understandable interpretation. Bankruptcy is a rare event, then we avoid imbalanced dataset problem with the help of SMOTE. SMOTE is one of the oversampling technique that resulting synthetic samples are generated for the minority class. It uses K-nearest neighbors algorithm for line connecting method in order to producing examples. We expect our model results assist financial analysts who are interested in forecasting bankruptcy prediction of companies in detail.

• 경영정보학연구
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• 제25권1호
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• pp.111-128
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• 2023

인공지능(AI) 기술이 발전함에 따라 빅데이터 기반의 상품 선호도 추정 개인화 추천시스템에 관심이 증가하고 있는 추세이다. 하지만 개인화 추천이 적합하지 않은 경우 고객의 구매 의사를 감소시키고 심지어 금융상품의 특성상 막대한 재무적 손실로 확대될 수 있는 위험을 가지고 있다. 따라서 고객의 특성과 상품 선호도를 포괄적으로 반영한 추천시스템을 개발하는 것이 비즈니스 성과 창출과 컴플라이언스 이슈 대응에 매우 중요하다. 특히 금융상품의 경우 개인의 투자성향과 리스크 회피도에 따라 고객의 상품 선호도가 구분되므로 축적된 고객 행동 데이터를 활용하여 맞춤형 추천서비스를 제안하는 것이 필요하다. 이러한 고객의 행동 특성과 거래 내역 데이터를 사용하는 것뿐만 아니라, 고객의 인구통계정보, 자산정보, 종목 보유 정보를 포함하여 추천 시스템의 콜드 스타트 문제를 해결하고자 한다. 따라서, 본 연구는 고객의 거래 로그 기록을 바탕으로 고객의 투자성향과 같은 특성 정보와 거래 내역 및 금융상품 정보를 통해 고객별 금융상품 잠재 선호도를 도출하여 딥러닝 기반의 협업 필터링을 제안한 모형이 가장 성능 우수한 것을 확인하였다. 본 연구는 고객의 금융 투자 메커니즘을 기반으로 금융상품 거래 데이터를 통해 미거래 금융상품에 대한 예상 선호를 도출하는 추천 모델을 구축하여, 선호가 높을 것으로 예상되는 상위 상품군을 추천하는 서비스를 개발하는 것에 의의가 있다.

• Management Science and Financial Engineering
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• 제5권2호
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• pp.55-59
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• 1999

In this note, we introduce the Fire Sequencing Problem, which arises in military operations. Given m weapons, n fixed targets nad required duration of firing of the weapons on the targets, we want to determine the start time of firing on each target so that makespan is miniized while satisfying various operational constraints. We show that the decision problem of the Fire Sequencing problem is strongly NP-complete and remains strongly NP-complete even if the number of weapons is two. We also briefly discuss the results with respect to the complexities of several well-known scheduling models.

• Management Science and Financial Engineering
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• 제11권2호
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• pp.85-103
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• 2005

In this paper, we consider the routing and wavelength assignment problem in survivable WDM transport network without wavelength conversion. We assume the single-link failure and a path protection scheme in optical layer. When a physical network and a set of working paths are given, the problem is to select a link-disjoint protection path for each working path and assign a wavelength for each working and protection path. We give an integer programming formulation of the problem and propose an algorithm to solve it. Though the formulation has exponentially many variables, we solve the linear programming relaxation of it by using column generation technique. We devise a branch-and price algorithm to solve the column generation problem. After solving the linear programming relaxation, we apply a variable fixing procedure combined with the column generation to get an integral solution. We test the proposed algorithm on some randomly generated data and test results show that the algorithm gives very good solutions.

• 한국시뮬레이션학회:학술대회논문집
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• 한국시뮬레이션학회 2001년도 The Seoul International Simulation Conference
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• pp.13-19
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• 2001

Unlike that of most management science methodologies, the focus in systems thinking is not on \\\"solving\\\" problems or seeking an optimal solution. Conventional problem solving does not explicitly consider the context of the problem. This implies that the \\\"hospital financial management problem\\\" could be neatly isolated from its environmental and external factors. System thinking and system archetypes, in contrast, acknowledges the messiness of the world and views a problem in the context of its environment. This is one reason why qualitative variables play an important role in system thinking, as these variables represent conditions or phenomena that cannot be measured or accounted in a strictly quantitative approaches. In this paper we present specific healthcare system archetypes which consider such external influences in the healthcare industry in Australia and observe their behavior over time. behavior over time.

• Management Science and Financial Engineering
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• 제12권2호
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• pp.37-62
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• 2006

This paper considers the problem of designing logical tunnels in virtual private networks considering QoS guarantee which restricts the number of tunnel hops for each traffic routing. The previous researches focused on the design of logical tunnel itself and Steiner-tree based solution algorithms were proposed. However, we show that for some objective settings it is not sufficient and is necessary to consider both physical and logical connectivity at the same time. Thereupon, the concept of the layered network is applied to the logical tunnel design problem in virtual private networks. The layered network approach considers the design of logical tunnel as well as its physical routing and we propose a modified branch-and-price algorithm which is known to solve layered network design problems effectively. To show the performance of the proposed algorithm, computational experiments have been done and the results show that the proposed algorithm solves the given problem efficiently and effectively.

• Management Science and Financial Engineering
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• 제17권2호
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• pp.23-37
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• 2011

In this paper, we address a layout design problem for determining an optimal 4-class-based dedicated linear storage layout in a class of unit load storage systems. Assuming that space requirement for a class is the sum of the maximum inventory levels of products assigned to the class, and that one-way travel time is a linear function of storage index, we formulate a 4-class-based dedicated linear storage problem PTL[4] and provide an exact splitting algorithm with $O(n{\lceil}logn{\rceil})$. Our algorithms could be applied to more than a 4-class-based dedicated storage layout problem with slight modification in order to reduce computational execution time.

• 농촌지도와개발
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• 제10권2호
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• pp.239-249
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• 2003

Waste policy instruments such as garbage bag-fee system and recycling policy initiated in 1995 have contributed to the reduction of solid waste generation. Rural areas now produce less amount of solid wastes in terms of per capital than urban areas and as compare to a decade ago. However, most policy efforts since the early 1990s related to waste issue have been concentrated in urban areas. Waste problems in rural areas are not the amount itself, but the specific characteristics which are unique in rural regions. Large portion of solid wastes and farming wastes are being illegally treated and/or burned out. Surveys show that the main reasons for the illegal treatment of rural wastes are th lack of systematic policy tools targeting on them, insufficient financial capacity and man power of local governments, rural people's cognition problem about wastes, among others. This study reviews current features of the treatment of rural solid wastes and provides policy suggestions for the resolution of the problem.

• 가정과삶의질연구
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• 제10권2호
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• pp.133-143
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• 1992

The Purpose of this study is to investigate the marital conflict degree, and find out how demographic variables have and effect on marital conflict. For the data , 521 Married woman living in pusan were selected. The data were analyzed with the SPSS PC+ statistical package using M.SD. Factor analysis. Pearson's correlation, one-way ANOVA, scheffe-test, multiple regression. The main results are as follows: First, items were loaded eight resource categories such as character, sexual, children, communication, husband' family, spousal digression, economic difficulties and financial affairs problem. Second, the degree of marital conflict is relatively middle. Taking a look at each conflict factor, conflict of character problem is the highest, the next is communication problem and the third is children problem. Third, among family environmental variables level of education, income, job of husband and husband's dissatisfaction with job hove influence on the marital conflict.