• Title/Summary/Keyword: Trading Network

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Hybrid Model Approach to the Complexity of Stock Trading Decisions in Turkey

  • CALISKAN CAVDAR, Seyma;AYDIN, Alev Dilek
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.10
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    • pp.9-21
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    • 2020
  • The aim of this paper is to predict the Borsa Istanbul (BIST) 30 index movements to determine the most accurate buy and sell decisions using the methods of Artificial Neural Networks (ANN) and Genetic Algorithm (GA). We combined these two methods to obtain a hybrid intelligence method, which we apply. In the financial markets, over 100 technical indicators can be used. However, several of them are preferred by analysts. In this study, we employed nine of these technical indicators. They are moving average convergence divergence (MACD), relative strength index (RSI), commodity channel index (CCI), momentum, directional movement index (DMI), stochastic oscillator, on-balance volume (OBV), average directional movement index (ADX), and simple moving averages (3-day moving average, 5-day moving average, 10-day moving average, 14-day moving average, 20-day moving average, 22-day moving average, 50-day moving average, 100-day moving average, 200-day moving average). In this regard, we combined these two techniques and obtained a hybrid intelligence method. By applying this hybrid model to each of these indicators, we forecast the movements of the Borsa Istanbul (BIST) 30 index. The experimental result indicates that our best proposed hybrid model has a successful forecast rate of 75%, which is higher than the single ANN or GA forecasting models.

An Empirical Study on the Influence of Organizational Characteristics and Information Systems Maturity on Electronic Data Interchange Diffusion (조직적 특성 및 IS의 성숙도가 전자문서교환 (EDI)의 확산에 미치는 영향에 관한 연구)

  • Moon, Tae-Soo;Noh, Young
    • The Journal of Information Systems
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    • v.7 no.1
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    • pp.77-98
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    • 1998
  • Electronic Data Interchange(EDI) is a relatively new technique around the world and enables the firm more competitive because of transmitting computer-generated documents directly to a firm's trading partner's computer across a telecommunication network. This study investigates the relationship among the organizational characteristics and information systems(IS) maturity, and the extent of internal and external diffusion of Electronic Data Interchange (EDI) in Korean firms. The data for this study were collected from 131 firms that have implemented EDI. The results of t-test show that subgroups classified by industry, the extent of decentralization and formalization, and IS maturity, except the size of organization, are not different in the extent EDI diffusion. Also, the results of multiple regression analysis show that the size of organization is the major predictor of internal diffusion, and IS maturity and the size of organization are the major predictors in external diffusion of EDI. This study implies that the size of organization among organization characteristics and IS maturity should be considered as important variables for the diffusion of EDI system.

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Design and Implementation of Component-Based XML/EDI System (컴포넌트기반의 XML/EDI 시스템 설계 및 구현)

  • 문태수;김호진
    • The Journal of Information Systems
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    • v.12 no.1
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    • pp.87-116
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    • 2003
  • One of the important applications for business-to-business electronic commerce is in procurement and inventory management using electronic data interchange(EDI). Using online catalogs and approved supplier lists, firms can easily create requisitions and purchasing documents. The emerging trend in EDI technology is changed from VAN(Value Added Network) based EDI to XML based EDI. This paper intends to suggest a component-based XML/EDI system using Unified Modeling Language(UML), as an application system for automobile part industry. Applying component based XML/EDI systems designed with UML methodology, we analyzed the workflow and the document on procurement process between trading partners and implemented a prototype of efficient XML/EDI system, as a surrogate of existing VAN/EDI. The result of applying object-oriented CBD(Component Based Development) technique is to minimize the risk of life cycle and facilitate the reuse of software as mentioned to limitation of information engineering methodology. It enables the interoperability with corporate legacy systems such as ERP(Enterprise Resource Planning), SCM(Supply Chain Management). This system proposes a solution to apply analysis phase and design phase in implementation of XML/EDI system. The implementation of XML/EDI system using CBD shows the ease of use in software reuse and the interoperability with corporate internal information system. The purchasing department with XML/EDI system can electronically communicate purchase orders, delivery schedules to external suppliers and interoperate with other application systems.

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A Study to Promote the EC Collaboration of the South and North Korea based on the Preemptive Dispute Resolution Policies (남북한 전자상거래 추진에 따른 활성화 방안 -분쟁방지를 위한 사전조정 기능을 중심으로-)

  • Choi, Yong-Rok
    • Journal of Arbitration Studies
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    • v.16 no.3
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    • pp.191-216
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    • 2006
  • It has been talked about the responsibility of the South-North Korean e-market place(e-MP) collaboration project every you since 2003. However, the feasibility as the business has not been dealt with in detail due to the uncertain environment as well as the complicated procedures of the project. The research focuses on the workable mechanism of the South-North Korean E-Market Place collaboration project. The feasibility of the project results from the newly installed fiber telecommunication network as well as the 1 billion dollars of the trading volume between South and North Korea. The research analyzes on the capabilities as well as willingness of the South and North Korea for the e-MP, and concludes with two paradigms of the future tasks. First, the unified but step-wise structure should be made to promote the project by the political committee (South and North Korea EC Committee) and the economical administration body (South and North Korea EC Corporation). Second, the market-oriented resolution system such as South and North Korea Arbitration Body should be involved to create legal environment. Above all, the discussion should be on the main body of e-MP settlement to abolish the psychological as well as practical barriers to enter the South-North Korean electronic commerce.

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Analysis of the Safety Payment in Second-hand Transactions Using Text Mining (텍스트마이닝을 활용한 중고거래 안전결제 실태분석)

  • Eun-ji Kim;Beom-Soo Kim
    • The Journal of the Convergence on Culture Technology
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    • v.9 no.4
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    • pp.529-536
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    • 2023
  • The secondhand market in Korea has been showing steady growth. However, the number of fraud cases and the amount of damages from fraudulent activities in secondhand transactions are also increasing. As of 2021, the size of the secondhand market reached 24 trillion won, but the total amount of fraud-related damages reached 360.6 billion won. In order to prevent fraud between individuals, secondhand trading platforms have implemented a safety payment system. However, new types of fraud methods exploiting the safety payment system have emerged, undermining the security of secondhand transaction safety payments. In this study, we aim to utilize text mining to examine the current state of the safety payment system in secondhand transactions and propose improvement measures by analyzing the system through text mining and network analysis.

Policy-based Reconfigurable Bandwidth-Controller for Network Bandwidth Saturation Attacks (네트워크 대역폭 고갈 공격에 대한 정책 기반 재구성 가능 대역폭제어기)

  • Park Sang-kil;Oh Jin-tae;Kim Ki-young
    • The KIPS Transactions:PartC
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    • v.11C no.7 s.96
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    • pp.951-958
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    • 2004
  • Nowadays NGN is developed for supporting the e-Commerce, Internet trading, e-Government, e-mail, virtual-life and multimedia. Internet gives us the benefit of remote access to the information but causes the attacks that can break server and modify information. Since 2000 Nimda, Code Red Virus and DSoS attacks are spreaded in Internet. This attack programs make tremendous traffic packets on the Internet. In this paper, we designed and developed the Bandwidth Controller in the gateway systems against the bandwidth saturation attacks. This Bandwidth con-troller is implemented in hardware chipset(FPGA) Virtex II Pro which is produced by Xilinx and acts as a policing function. We reference the TBF(Token Bucket Filter) in Linux Kernel 2.4 and implemented this function in HDL(Hardware Description Language) Verilog. This HDL code is synthesized in hardware chipset and performs the gigabit traffic in real time. This policing function can throttle the traffic at the rate of band width controlling policy in bps speed.

The Impact of New Media Properties to Self-Efficacy and Marketplatform Attractiveness (뉴미디어 환경 속성이 자기효능감 및 모바일 마켓플랫폼 매력도에 미치는 영향)

  • Lee, Jeong Hoon;Kim, Soo Kyung
    • Journal of Information Technology Applications and Management
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    • v.20 no.4
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    • pp.315-338
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    • 2013
  • As a result of New media that affects the marketing system, it is appeared a new marketing system called Market Platform in terms of market governance of trading. Market Platform is a new marketing system for ideal market system through the community structure from a hierarchy structure. It is determined that Market Platform as the role of adjustment of each side of market, buyer and seller, developed an existing marketing system. In this study, to target the Market Platform has recently emerged as the center of the market management in the new media environment. This study investigates what characteristics and impact of infrastructure of Market Platform will affect the cognitive impact on both buyers and sellers to clarify the impact on the self efficacy of the shopping process. Through this investigation, modeling for the impact that new media environment will attract Market Platform will be developed from the investigation of attractiveness of mobile market platform environment. Changes in the technical media environment gave the characteristics of the customer in the market platform, so consumers could involve not only consumed, but also manufactured. Thus, it is possible to increase the attractiveness if market must be able to not only for the convenience of shopping, but also make people to enjoy the experience of value co-creation. In other words, the new media, as a result of affecting the marketing system, mobile market platform is organized around the market of communication base. Network centrality, visible openness, ubiquitous multiplexity, 3 properties of new media increase the market self-efficacy of their customers. Therefore, the structure of market platform that enhance self-efficacy has higher attractiveness.

Forecasting of Iron Ore Prices using Machine Learning (머신러닝을 이용한 철광석 가격 예측에 대한 연구)

  • Lee, Woo Chang;Kim, Yang Sok;Kim, Jung Min;Lee, Choong Kwon
    • Journal of Korea Society of Industrial Information Systems
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    • v.25 no.2
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    • pp.57-72
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    • 2020
  • The price of iron ore has continued to fluctuate with high demand and supply from many countries and companies. In this business environment, forecasting the price of iron ore has become important. This study developed the machine learning model forecasting the price of iron ore a one month after the trading events. The forecasting model used distributed lag model and deep learning models such as MLP (Multi-layer perceptron), RNN (Recurrent neural network) and LSTM (Long short-term memory). According to the results of comparing individual models through metrics, LSTM showed the lowest predictive error. Also, as a result of comparing the models using the ensemble technique, the distributed lag and LSTM ensemble model showed the lowest prediction.

Usability Evaluation of Mobile Banking Applications in Digital Business as Emerging Economy

  • Hamid, Khalid;Iqbal, Muhammad Waseem;Muhammad, Hafiz Abdul Basit;Fuzail, Zubair;Ghafoor, Zahid Tabassum;Ahmad, Sana
    • International Journal of Computer Science & Network Security
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    • v.22 no.2
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    • pp.250-260
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    • 2022
  • Mobile Banking Applications (MBAPs) is one of the recent fads in mobile trading applications (Apps). MBAPs permit users to execute exchanges of money and many more whenever it might suit them; however, the primary issue for mobile banking Apps is usability. Hardly any investigation analyzes usability issues dependent on user's age, gender, exchanging accomplices, or experience. The purpose of this study is to determine the degree of usability issues, and experience of mobile banking users. The survey employs a quantitative method and performs user experiment on 240 participants with six different tasks on the application's interface. The post experiment survey is done with concerning participants. On the other hand, banking experts and Information Technology (IT) expert's group is also involved after the experiment. Expert's opinions about existing mobile banking Apps and suggestions for improving usability of MBAPs are collected through physical means (like questionnaire and interview) and online means like Google form. After that comparison of the opinions of users and experts about MBAPs is performed. The experimentation measures the tasks usability of various mobile banking apps with respect to its effectiveness, efficiency, trustfulness, learnability, memorability and satisfaction. The usability testing was led at different Universities and the outcomes acquired show that there are privacy and trust issues with their mobile banking apps. There is also a gap between users and experts which should be minimized by applying customized usability models, modes concept like other application software and also by adding complete features of banking in MBAPs. It will benefit mobile banking apps users, developers and usability engineers by providing user-friendly which are up to the mark of user's requirements.

Guarantees of Applying Disclosure and Transparency on the Companies Listed in the Saudi Capital Market

  • Moanes, Hani Mohamed
    • International Journal of Computer Science & Network Security
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    • v.22 no.4
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    • pp.274-284
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    • 2022
  • By explaining the essence of corporate governance as well as disclosure and transparency, the study examined the guarantees of applying disclosure and transparency to firms listed on the Saudi stock exchange. The research also addressed the disclosure and transparency duties of firms listed on the Saudi stock exchange. Finance to prepare a prospectus, as the Capital Market Authority's regulations required that the prospectus includes information that enables the investor in securities to make his investment decision based on real foundations based on the issuing company's financial position and to ensure that companies fulfill that disclosure in the prospectus. Firms who fail to disclose are required by law to do so, and the Capital Market Authority's laws mandate companies listed on the financial market to regularly report fundamental events linked to the issuer or the securities issued by it. The Capital Market Authority must make it available to the public dealing with the business issuing the securities, and The Capital Market Authority's Law and Regulations have imposed fines on corporations that do not comply with disclosure and make the Board of Director's report available. The research focused on activities that the legislator deemed to be a breach of the obligation of openness, such as the danger of many measures aimed at ensuring the impartiality and transparency of trading in the Saudi financial market, as well as the absence of conflicts of interest. The research also addressed the sanctions imposed on The source for failing to meet the obligation of disclosure and openness, as well as the mechanisms of compensating persons harmed by the failure to meet that responsibility.