• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2005년도 추계학술대회 학술발표 논문집 제15권 제2호
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• pp.238-241
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• 2005

최근 컴퓨터를 이용하여 효과적인 트레이드를 하려는 투자자들이 늘고 있다. 본 논문에서는 많은 인공지능 방법론 중에서 강화학습(reinforcement learning)을 이용하여 효과적으로 트레이딩하는 방법에 대해서 다루려한다. 특히 강화학습 중에서 natural policy gradient를 이용하여 actor의 파라미터를 업데이트하고, value function을 효과적으로 추정하기 위해 RLS(recursive least-squares) 기법으로 critic 부분을 업데이트하는 RLS 기반 natural actor-critic 알고리즘을 이용하여 트레이딩을 수행하는 전략에 대한 가능성을 살펴 보기로 한다.

• Journal of Information Technology Applications and Management
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• 제17권1호
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• pp.141-155
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• 2010

We develop an intelligent information system in a multilayer electronic supply chain network. Using the internet for supply chain management (SCM) is a key interest for contemporary managers and researchers. It has been realized that the internet can facilitate SCM by making real time information available and enabling collaboration between trading partners. Here, we propose a multi-agent system to analyze the performance of the elements of a supply network based on the attributes of the information flow. Each layer consists of elements which are differentiated by their performance throughout the supply network. The proposed agents measure and record the performance flow of elements considering their web interactions for a dynamic route selection. A dynamic programming approach is applied to determine the optimal route for a customer in the end-user layer.

• The Journal of Asian Finance, Economics and Business
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• 제2권3호
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• pp.37-39
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• 2015

In this article we consider the modern trends of global warming, GHG pollutions and discussions of the obligations of developed and developing countries before the UN Global Climate Summit in Paris. The article considers decarbonization as a national strategy, including complex tools for the improvement of energy efficiency, reduction of CO₂ and development of emissions trading systems. The author underlines that the Central Asian countries such as Kazakhstan and Turkmenistan, have the largest GHG potential in the region, and for this reason they should be within the framework of the UNFCCC and join the international process on development of the national decarbonization strategies.Thesemeasuresallowthese countries to join the global carbon trade marketing, international financial recourses, and significantly reduce CO₂ pollutions in the region.

• 대한수학회보
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• 제33권2호
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• pp.259-265
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• 1996

The history of option valuation problem goes back to the year 1900 when Louis Bachelier deduced on option valuation formula under the assumption that the price process follows standard Brownian motion. More than 50 years later, the research for a mathematical theory of option valuation was taken up by Samuelson ([6]) and others. This work was brought into focus in the major paper by Black and Scholes ([1]) in which a complete option valuation model was derived on the assumption that the underlying price model is a geometric Brownian motion. THis paper starts with subjects developed mainly in Harrison and Kreps ([4]) and in Harrison and Pliska ([5]). The ideas established in these papers are essential for option valuation problem, and in particularfor the point of view that we take in this paper.

• Journal of Information Technology Applications and Management
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• 제12권1호
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• pp.191-211
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• 2005

This study investigates the decision criteria used in the context of IT investment decision making and empirically analyzes the impact of IT project size and types on the importance of decision criteria. 5 criteria which have been extracted from the previous studies and industry practices are budget, financial benefits. strategic value. risk, and the degree of proposer's eagerness. Data of 120 IT project proposals have been collected from 5 companies including bank, insurance. and stock trading company. As results of ANOVA test. 7 out of 10 hypothesis have been accepted statistically. That is. the bigger the project size. the higher the evaluation weight of project budget and risk criteria and the lower the weight of proposer's eagerness. And in case of the infrastructure investment type. the emphasis is placed more on strategic value and risk criteria and less on financial benefit and proposer's eagerness. These findings provide insights for both IT practitioners and researchers.

• Journal of Information Technology Applications and Management
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• 제11권1호
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• pp.175-187
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• 2004

Many companies have integrated their internal processes with the aid of information technology. Now the focus is on interconnecting trading partners. Collaborative commerce (also known as c-Commerce) has a key role. It is not just about making it easier for business to communicate. It is about by breaking down barriers along the entire length of the supply chain. Some c-Commerce links are permanent, others get established when and where they are needed. c-Commerce is helping business in electronic supply chains to improve product delivery while cutting costs, to strengthen relationships and to reduce lead time. In this paper, we propose the concept of collaborative commerce, and design and implement Collaborative Commerce Portal (CCP) system of small and medium enterprise for marketing support. The technical definition of CCP is set of all technical elements can do collaborative commerce between small and medium enterprises with Internet or Internet. The target information of CCP includes usual and unusual information and all other information of companies used as process events. Through this, it enhances efficiency of business processes, core information sharing and marketing activation.

• Journal of Information Technology Applications and Management
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• 제15권1호
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• pp.203-224
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• 2008

The purpose of this study is to investigate the evaluation perspectives of IT business value and empirically analyze the differences of evaluation perspectives between ex ante evaluation and post implementation evaluation, and among various information system types. 4 evaluation perspectives which have been used in the previous studies and in the field of industry practices are financial, customer, internal process, and growth, which are based on the BSC model. Data of 98 information systems have been collected from 89 companies including manufacturers, banks, insurances, and stock trading companies. As results of multi-way MANOVA test, 3 out of 8 hypothesis have been accepted statistically. While the order of importance of 4 perspectives in ex ante evaluation is customer, financial, internal process, and growth, the order of post implementation evaluation appears to be much different : that is, internal process, customer, financial, and growth. These findings provide insights for both IT practitioners and researchers.

• Journal of Information Technology Applications and Management
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• 제15권1호
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• pp.83-97
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• 2008

Today's competitive global market makes most enterprise endeavor to specialize their business areas, and co-operate with trading partners in supply chain by the forms of collaboration, information and business process sharing. However, even the supply chain plan generated by co-operation often fails to be executed successfully, because it was generated without capacities of suppliers and more over nested suppliers. To overcome this limitation, the supply chain plan of an enterprise should be generated truly integrated way. In this paper, we classify business patterns based on scenarios about quotation processing and supply chain planning in self-integrated environment. And we present business process models about four business patterns and describe them, which are classified by whether request for quotation includes information about price, required time periods, and quantity for each required time period and whether it is received from customer or sent to supplier. In addition, we describe the types of supply chain planning problem.

• Journal of Information Technology Applications and Management
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• 제15권3호
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• pp.227-242
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• 2008

The purpose of this study is to identify the critical factors for the successful implementation of e-business in the public sector. The paper reports on a case study of the 'Onbid' asset-management system developed by the Korean Asset Management Corporation (KAMCO). 'Onbid' system is an e-marketplace for trading in public assets, including the disposition by public sale of real estate. Through this case study, the paper: (i) explores the changes in organizational culture that are required for successful e-transformation in organizations of public sectors; and (ii) identifies the critical success factors for the implementation of e-business in the public sector.

• 통상정보연구
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• 제11권2호
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• pp.127-145
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• 2009

With increase in oil demand owing to economic growth in Northeast Asia, the establishment of an oil hub in Korea is recently considered by policy and academic circles. This paper aims to suggest strategic schemes on the establishment of Korea's oil hub in Northeast Asia by comparing Korea's conditions as an oil logistics hub with Singapore which has been an oil hub in East Asia until recent year. Quantitative and qualitative analysis methods were employed in order to examine the competitiveness of Korea's oil hub. This research concludes that Korea is very competitive as an oil logistics hub in Northeast Asia, but so much improvements for realizing the project are necessary such as expansion of storage facilities for oil, institutional instruments for facilitating oil logistics and trading and preparation for incentive schemes on foreign investments in oil and its related industries.