• Title/Summary/Keyword: Software risk

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Modeling and Forecasting Saudi Stock Market Volatility Using Wavelet Methods

  • ALSHAMMARI, Tariq S.;ISMAIL, Mohd T.;AL-WADI, Sadam;SALEH, Mohammad H.;JABER, Jamil J.
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.11
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    • pp.83-93
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    • 2020
  • This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

A Design Version Control System of Component using UML (UML를 이용한 컴포넌트 버전 제어 시스템 설계)

  • 김홍진;오상엽;김영선
    • Journal of the Korea Society of Computer and Information
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    • v.8 no.1
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    • pp.69-75
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    • 2003
  • The Development of software Puts component of software made in advance to use to improve productivity Reuse of component can cut down on the development costs of software and reduce the development Period. By reusing component needed for software development, it can minimize risk factors from the software design to implementation We are going to Proposal the method which can promote efficiency of reuse by introducing with skill to implement the software and managing the specification using UML with version through the version management systems. The object of this study is that when the software is developed, we make software used effectively through the version management of component using UML.

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The Software Reliability Growth Model base on Software Error Data (소프트웨어 오류 데이터를 기반으로 한 소프트웨어 신뢰성 성장 모델 제안)

  • Jung, Hye-Jung;Han, Gun-Hee
    • Journal of the Korea Convergence Society
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    • v.10 no.3
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    • pp.59-65
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    • 2019
  • In this paper, we propose a software quality measurement metrics of ISO / IEC 25023, which is newly proposed for software quality evaluation, to compare the difference with ISO / IEC 9126-2 which was used for software quality evaluation. In this paper, we propose a method for evaluating the quality of reliability based on the software reliability growth model among the eight quality characteristics presented in ISO / IEC 25023. Based on ISO / IEC 25023, software-quality evaluations demonstrate that there is some risk in evaluating reliability when based on data.

Development of Reliability Measurement Method and Tool for Nuclear Power Plant Safety Software (원자력 안전 소프트웨어 대상 신뢰도 측정 방법 및 도구 개발)

  • Lingjun Liu;Wooyoung Choi;Eunkyoung Jee;Duksan Ryu
    • The Transactions of the Korea Information Processing Society
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    • v.13 no.5
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    • pp.227-235
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    • 2024
  • Since nuclear power plants (NPPs) increasingly employ digital I&C systems, reliability evaluation for NPP software has become crucial for NPP probabilistic risk assessment. Several methods for estimating software reliability have been proposed, but there is no available tool support for those methods. To support NPP software manufacturers, we propose a reliability measurement tool for NPP software. We designed our tool to provide reliability estimation depending on available qualitative and quantitative information that users can offer. We applied the proposed tool to an industrial reactor protection system to evaluate the functionality of this tool. This tool can considerably facilitate the reliability assessment of NPP software.

Effects of Entrepreneur Characteristics and Software Innovativeness on Performance of Software Company: The Moderating Effects of Institutional Pressure (기업가 특성이 소프트웨어 혁신성 및 기업성과에 미치는 영향과 제도적 압력의 조절효과)

  • Choi, Moonjong;Lee, Dongman
    • The Journal of Information Systems
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    • v.22 no.4
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    • pp.23-48
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    • 2013
  • This study shows that a sustainable competitive advantage and entrepreneurial characteristics are necessary for a software company to achieve competitive innovation and growth. This study investigates various software company characteristics and the effects of various company factors as its main research objectives. The data used in this research model were collected from software companies in South Korea. A total of 211 questionnaires were collected over a period of two months in 2013. EXCEL, AMOS, and SPSS were used to derive the study results. The hypothesis testing results of this study are as follows. First, a software company's entrepreneurial innovativeness and risk-taking behaviors have a positive influence on software innovativeness. A greater sense of innovativeness and entrepreneurial orientation leads to a higher propensity to take risks in software development. Second, the characteristics of software innovativeness, and flexibility have a significant influence on software company performance. Innovation during the initial periods of software usage can create a high demand for improvements and new features, requiring a flexible software design. Finally, this study analyzes the software features of entrepreneurial characteristics and the influence of institutional factors on the characteristics of individual innovativeness and software development. Entrepreneurial characteristics can affect governmental or institutional support, policies, and legal frameworks to promote the role of software innovativeness. The results of this study imply that software companies can adopt an entrepreneurial approach to promote technology development and product development for achieving a competitive advantage in the industry. This study also analyzes the environmental factors that affect the software industry and their implications for policy makers.

Telemedicine Security Risk Evaluation Using Attack Tree (공격트리(Attack Tree)를 활용한 원격의료 보안위험 평가)

  • Kim, Dong-won;Han, Keun-hee;Jeon, In-seok;Choi, Jin-yung
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.25 no.4
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    • pp.951-960
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    • 2015
  • The smart screening in the medical field as diffusion of smart devices and development of communication technologies is emerging some medical security concerns. Among of them its necessary to taking risk management measures to identify, evaluate and control of the security risks that can occur in Telemedicine because of the Medical information interchanges as Doctor to Doctor (D2D), Doctor to Patient (D2P). This research paper studies and suggests the risk analysis and evaluation methods of risk security that can occur in Telemedicine based on the verified results of Telemedicine system and equipment from the direct site which operating in primary clinics, public health centers and it's branches, etc.

Cost Based Vulnerability Control Method Using Static Analysis Tool (정적 분석 툴을 이용한 비용 기반의 취약점 처리 방안)

  • Lee, Ki Hyun;Kim, Seok Mo;Park, Young B.;Park, Je Ho
    • KIPS Transactions on Software and Data Engineering
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    • v.5 no.3
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    • pp.139-144
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    • 2016
  • When, Software is developed, Applying development methods considering security, it is generated the problem of additional cost. These additional costs are caused not consider security in many developing organization. Even though, proceeding the developments, considering security, lack of ways to get the cost of handling the vulnerability throughput within the given cost. In this paper, propose a method for calculating the vulnerability throughput for using a security vulnerability processed cost-effectively. In the proposed method focuses on the implementation phase of the software development phase, leveraging static analysis tools to find security vulnerabilities in CWE TOP25. The found vulnerabilities are define risk, transaction costs, risk costs and defines the processing priority. utilizing the information in the CWE, Calculating a consumed cost in a detected vulnerability processed through a defined priority, and controls the vulnerability throughput in the input cost. When applying the method, it is expected to handle the maximum risk of vulnerability in the input cost.

Successful ERP Implementation Model : Exploratory Model from Ernst & Young PER (Package Enabled Reengineering) and Change Management Methodology (성공적 ERP구축 모델 : Ernst & Young의 PER(Package Enabled Reengineering) 방법론과 변화관리 방법론을 중심으로 한 탐색적 모델)

  • An, Joon-Mo;Park, Dong-Bae
    • Korean Management Science Review
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    • v.15 no.2
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    • pp.59-70
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    • 1998
  • According to the Gartner Group, the market for ERP software in Korea is growing rapidly. However, the number of successful ERP implementations is quite few. Standard(unmodified) ERP's are built based on best practices. Improvements expected from successful implementation are based on best practices built into the software. Many improvements are lost through modification to "standard" software. Even minor changes in software can significantly reduce benefits. Both implementation time and risk factors are increased with modifications. We introduce a methodology, called package Enable Re-engineering (PER) and the main components of change management program by Ernst & Young. "To-Be" model could be developed through the software capabilities. And change management processes such as continuous education and self-developments are required. The philosophy of the change management processes is to let the software package drive the re-engineering practices and avoid moving the software toward the "As-IS" process. Extensive top management involvement, major focus on speed, extensive communication program, and "clear" picture of the future are essential components of change management. We are sure that the complied experiences and model have implications for practice and for academicians for their endeavors in their fields.

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Implementation of Real-time Stream Data Processing System and Classification of Risk Factor on Railway Bridges (철도 교량에서의 위험 요소 분류와 실시간 스트림 데이터 처리 시스템 구현)

  • You, Song-su;Oh, Ryumduck
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2022.01a
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    • pp.123-126
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    • 2022
  • 본 논문에서는 철도 교량 운행 상황을 가정하는 모형 철도를 사용하여 실제 철도 교량에서 발생할 수 있는 소음, 진동등 위험 요소로 분류될 수 있는 데이터들을 수집하고 수집된 데이터들을 활용하여 실시간으로 위험 요소로부터 발생할 수 있는 위험 상황들을 분류하고 적절한 조치들을 상황에 맞게 취할 수 있도록 한다.

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A Study on the Design and Implementation of an Application Program Reuse System based on common language (범용언어에 의한 응용 프로그램 재사용 시스템의 설계 및 구현)

  • O, Mu-Song;Kim, Hyeong-Tae
    • Asia pacific journal of information systems
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    • v.4 no.2
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    • pp.83-130
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    • 1994
  • Software development of large scale program such as Operating System or University Total Information System is lengthy and costly process. In order to reduce cost, time and risk, there is currentry general acceptance of the need for Software Reuse System during the whole development cycles. In this paper, (from a practical point of view), the problem of existing reuse system methodology is analyzed and an implement method of software reuse system is presented. Also using this method Application Program Reuse System(APRS) which supports all phase of software life cycles is designed and implemented. This application program reuse system which is based on common language is considerably shown to reduce communication Error of requirement specification between systems analyst and end-user.

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