• Title/Summary/Keyword: Securities

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Analysis of the maintenance margin level in the KOSPI200 futures market (KOSPI200 선물 유지증거금률에 대한 실증연구)

  • Kim, Joon;Kim, Young-Sik
    • Journal of the Korean Society of Industry Convergence
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    • v.8 no.2
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    • pp.85-95
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    • 2005
  • The margin level in the futures market platys an important role in balancing the default probability with the investor's opportunity cost. In this paper, we investigate whether the movement of KOSPI200 futures daily prices can be modeled with the extreme value theory. Based on this investigation, we examine the validity of the margin level set by the extreme value theory. Moreover, we propose an expected profit-maximization model for securities companies. In this model, the extreme value theory is used for cost estimation, and a regression analysis is used for revenue calculation. Computational results are presented to compare the extreme value distribution with the empirical distribution of margin violation in KOSPI200 and to examine the suitability of the expected profit-maximization model.

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Design and Implementation of Real-time monitoring for Distributed Server Management (분산된 서버 관리를 위한 실시간 모니터링 설계 및 구현)

  • Lee, Jong-Dae;Koo, Yong-Wan
    • Journal of Internet Computing and Services
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    • v.9 no.1
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    • pp.69-78
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    • 2008
  • Finance, Securities, banking system provides information through Internet, DM SMS, IVR, E-mail and FAX for customer. Customers can use multi channel. Enterprise requires Host transaction and transparency for DB processing, This paper provides two contributions to the study. First, we discuss Server of Fire insurance (finance, securities and capital, bank system) in Enterprise. Second, we present Real time monitoring system for customer transparency. Finally, we design and implement the proposed system. These techniques can be efficiently supported in CRM(Customer Relationship Management).

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Stable investment feasibility study for the utilization of ELW (안정적 투자를 위한 ELW의 활용가능성 연구)

  • Jeong, Jae-Jeong;Kim, Jeong-Hyeon;Lee, Seok-Hyeon;Gang, Gyeong-Sik
    • Proceedings of the Safety Management and Science Conference
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    • 2012.04a
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    • pp.667-678
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    • 2012
  • Internet and information technology due to the development of rapid changes in the investment environment, the existing securities, or by disassembling the combined financial engineering to create new securities with the development of enlarged minimize losses to investors in financial markets more stable that can be and need a way to invest in this paper, such as individual stocks or a specific index of those derivatives that are linked to the December 1, 2005 and 2010 the market began trading from the phone call attention off new measures to gauge the individual through ELW underlying assets such as stocks or a specific index to minimize the loss of a stable hedge for investors to evaluate the possibility of studying for.

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A Study on the Cave Survey and the Management of Security (동굴탐사와 안전관리)

  • Byun Tae-Gun;Shin Dae-Bong
    • Journal of the Speleological Society of Korea
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    • no.67
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    • pp.65-72
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    • 2005
  • There are lots of natural caves in northeastern area of China. in this paper emphasis on the securities of cave management and cave survey. And discussed about the securities of the tourist and the members of the survey team. Therefore, it is necessary to keep the items of the security management as a sightseeing caves and management environment and the situation of the conservation.

An Effective Data Model for Forecasting and Analyzing Securities Data

  • Lee, Seung Ho;Shin, Seung Jung
    • International journal of advanced smart convergence
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    • v.5 no.4
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    • pp.32-39
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    • 2016
  • Machine learning is a field of artificial intelligence (AI), and a technology that collects, forecasts, and analyzes securities data is developed upon machine learning. The difference between using machine learning and not using machine learning is that machine learning-seems similar to big data-studies and collects data by itself which big data cannot do. Machine learning can be utilized, for example, to recognize a certain pattern of an object and find a criminal or a vehicle used in a crime. To achieve similar intelligent tasks, data must be more effectively collected than before. In this paper, we propose a method of effectively collecting data.

Implementation of Algorithm to Write Articles by Stock Robot

  • Sim, Da Hun;Shin, Seung Jung
    • International journal of advanced smart convergence
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    • v.5 no.4
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    • pp.40-47
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    • 2016
  • Journalism robot by using a computer algorithm, while maintaining the precision and reliability of the existing media refers to an article which is automatically created. In this paper, we introduce 'stock robot' of robot journalism which writes securities articles and describe artificial intelligence algorithms in stages. Key steps of stock robot implemented artificial intelligence algorithm through four steps of data collection and storage, key event extraction, article content production, and article production. This research has developed a stock robot that collects and analyzes data on social issues and stock indexes for the last 2 years. In the future, as the algorithm is further developed, it becomes possible to write securities articles quickly and accurately through social issues. It will also provide customized information tailored to the user's preferences.

Investment in Information Technology and Performance of Securities Companies in Korea (증권사의 정보기술투자가 기업성과에 미치는 영향에 관한 연구)

  • Shin, Yong-Jae
    • Management & Information Systems Review
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    • v.25
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    • pp.43-68
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    • 2008
  • From intuitional viewpoint many researchers have been considering that information technology investment serves to increase the productivity and the profitability of firm. But the empirical studies that have examined the relationship between information technology investment and firm performance have reported mixed findings. In spite of that, recently there has been growing recognition of the importance of assessing information technology investment in determining future performance of firms. This study examines the relationship between investment in information technology and performance of securities companies in Korea. I use Tobin's Q, a financial market-based measure of firm performance and investigates the pure effect of information technology investment on firm performance after controlling for a variety of firm specific variables which may affect on firm performance. This study finds that information technology investment have a significantly positive association with Tobin's Q. This result implicates that information technology investment contributes to a firm's future performance potential.

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Commodity Securities Trade System based on Open Soure Blockchain Framework (오픈 소스 블록체인 프레임워크 기반의 상품증권 거래 시스템)

  • Lee, Se-Hoon;Moon, Hyo-Jae;Lee, Jae-Seung;Kim, Jae-Seung;Kong, Jin-Yong
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2018.01a
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    • pp.75-76
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    • 2018
  • 본 논문에서는 상품증권 거래 시스템에 블록체인을 적용하여, 여러 서비스에 거래 시스템을 적용할 수 있게 설계하였다. 블록체인 오픈소스 프레임워크인 Hyperledger를 사용하여 시스템의 안정성을 높였다. 단말기의 배터리 소모량과 네트워크 트래픽을 감소시키기 위한 방식으로 거래소를 적용하는 방법에 관해 기술하였다. 또한, 서드 파티 개발자가 플랫폼을 쉽게 구축할 수 있도록 API 구조를 설계하였다.

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A Study on the Corporate Social Responsibility (기업(企業)의 사회적(社會的) 책임(責任)에 관한 고찰(考察))

  • Jung Koae-Young
    • Management & Information Systems Review
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    • v.7
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    • pp.293-315
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    • 2001
  • In America, there has been increased empasis on corporates social responsbility in connect with corporate governance. Modern statutes have been enacted expressly empowering corporations to make donations for the public welfare or for charitable, scientiffic, or educational purposes. the Securities and Exchange Commission in the 1970's stressed improvement in corporate accountability by changing the traditional corporate governance, with emphasis on independent directors, and disintrested overview. The Korean Commerce Code and the Securities Exchange Law have introduced the independent outside-director and the audit committee. This outside-directors and the audit committee should supervise the corporate management by the managing directors to make donations for the public welfare or for charitable, scientiffic, or educational purposes. Korean statutes include many problems that would lose effect of corporates social responsbility in management. In order to become effective the corporates social responsbility, it should be established newly a provision of corporates social responsbility. And the outside-directors should be independent of and supervise the managing directors, and make donations for the public welfare. And the shareholders' supervisement rights on the managment should be strengthen.

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A Study on Analysis of Cyber Security Companies Superiority-securing strategy in Competition and Problem-solving Strategy (국내 사이버 증권사의 경쟁우위 전략요인 및 문제점 분석에 관한 연구)

  • 양경훈;김도일;이태호;송병희
    • The Journal of Society for e-Business Studies
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    • v.5 no.2
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    • pp.1-25
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    • 2000
  • The utilization of Internet, which started only at the level of advertisement, has been gradually expanding its application areas as the trial commercial transaction becomes successful, the password-coding technology which removes the risks on the cyber transaction develops, the electronic money appears and other various related technologies progress. Following this trend the securities industry has been experiencing changes along with efforts to use it commercially. This study is to analyze the work of cyber securities companies on the basis of the theoretical background through preceding studies and literature and also analyze the common and different reasons for superiority-securing strategy in competition along with problems and their reasons. And also the objective of this study is to offer new superiority-securing strategy in competition and problem-solving strategy.

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