• Journal of Intelligence and Information Systems
• /
• v.3 no.1
• /
• pp.47-68
• /
• 1997

This paper discusses a method of modified Elman network(1990) for nonlinear predictions and its a, pp.ication to forecasting daily exchange rate returns. The method consists of two stages that take advantages of both time domain filter and modified feedback networks. The first stage straightforwardly employs the filtering technique to remove extreme noise. In the second stage neural networks are designed to take the feedback from both hidden-layer units and the deviation of outputs from target values during learning. This combined feedback can be exploited to transfer unconsidered information on errors into the network system and, consequently, would improve predictions. The method a, pp.ars to dominate linear ARMA models and standard dynamic neural networks in one-step-ahead forecasting exchange rate returns.

• Journal of the Korean Data and Information Science Society
• /
• v.27 no.6
• /
• pp.1547-1555
• /
• 2016

The variability of exchange rate influences on the various aspect, especially economics, social phenomenon, industry, and culture of the country. In this article, time series model that won/yen exchange rate can be explained by won/dollar exchange rate has been studied. Daily exchange rate data have been used from January 1, 1999 to December 31, 2015. The daily data divided into two period based on the world financial crisis, September 13, 2008. The first period was January 1, 1999 through September 12, 2008 and the second period was October 1, 2008 through December 31, 2015. The AR+IGARCH (1, 1) model has been used for analyzing the variability of exchange rate. In both first period and second period, the estimation of won/yen exchange rate are somewhat underestimated compared with the actual value.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.6 no.11
• /
• pp.2956-2979
• /
• 2012

Along with the development of Information Technology, online transactions through Internet have become more popular for the reasons of convenience and efficiency. In order to provide secure and reliable online transactions, an effective electronic payment protocol is crucial. In this paper, we propose a novel electronic payment protocol for digital product transactions with an offline arbiter to achieve fair exchange, automated dispute resolution, customer anonymity, and customer unlinkability. In our protocol a product token is adopted to eliminate the need of key management for digital product decryption in the offline arbiter. In addition, Elliptic Curve Cryptography (ECC)-based self-certified public key is utilized to further reduce computing overheads. According to our analysis, the efficiency of our protocol can be greatly increased in comparison with previous literatures.

• Journal of the Korea Institute of Information Security & Cryptology
• /
• v.26 no.6
• /
• pp.1387-1399
• /
• 2016

In a hyper-connected society realized through IoT-enabled technology, a large amount of data is collected by various devices and is processed to provide new services to users. While communicating through a network, it is essential for devices to execute mutual authentication since users' privacy can be infringed by malicious attackers. ID-based signature enables authentication and key exchange with a unique ID of a device. However, most of the previous ID-based signature schemes based on RSA require an additional step to share parameters for key exchange so that they are not suitable for resource-constrained devices in terms of efficiency. In this paper, we design an efficient ID-based signature and thereby propose an efficient ID-based authentication and key exchange protocol in which sessions for both an authentication and a key exchange are executed simultaneously. In addition, we prove the security of our scheme under the RSA onewayness problem and analyze the efficiency by comparing with the previous schemes.

• Proceedings of the Safety Management and Science Conference
• /
• 2005.11a
• /
• pp.569-579
• /
• 2005

International capital movement has made progress at global liberalization of finance and foreign exchange, international monetary norm changing into floating exchange rate system, easiness of collection of information and trade at improvement of information communication technology from early of 1970's. Results of empirical test for relation between foreign exchange rate or various determination factors of foreign exchange rate and interest rate are followed by next sentences. First, according to relation between foreign exchange rate and interest rate, correlation for each of variables after OECD entrance is increased. 'But, long-term & short-term interest rate is affected by Hanbo & Kia's bankruptcy, continuous large scale coporates bankruptcy and crisis of foreign exchange. Therefore, financial instability is occured. If portfolio investment fund has been inflow as it is mollified by continuous shortage of foreign exchange and fall of country's credit rating, it is expected to have positive effect for long-term & short-term interest rate from appreciation of won against dollar. Second, results from relation between determination factor of foreign exchange rate and interest rate are followed by next sentences. If surplus of current account and goods account is continued, yield of corporate bond is to be stable. But, margin of surplus is expected to diminish after second quarter 98, and difference between external and domestic interest (after adjusting foreign exchange rate) is to be diminished. And if net inflows of foreign investor's fund (stock and bond) is diminished, it is to have negative effect for yield of corporate bond. According to foreign investor's investment movement of previous years, hedge fund were stayed at least during two years in Mexico. It means that sudden capital outflow is not to be happened at Korea.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
• /
• v.25 no.1
• /
• pp.69-75
• /
• 2007

The information in physical planning field shows the socio-economic potentials of land resources while cadastral data does the physical and legal realities of the land. The two domains commonly deal with land information but have different views. Cadastre has to evolved to the multi-purpose ones which provide value-added information and support a wide spectrum of decision makers by mixing their own information with other spatial/non-spatial databases. In this context, the demands of data exchange between the two domains is growing up but this cannot be done without resolving the heterogeneity between the two information applications. Both of either discipline sees the reality within its own scope, which means each has a unique way to abstract real world phenomena to the database. The heterogeneity problem emerges when an GIS is autonomously and independently established. It causes considerable communication difficulties since heterogeneity of representations forms unique data semantics for each database. The semantic heterogeneity obviously creates an obstacle to data exchange but, at the same time, it can be a key to solve the problems too. Therefore, the study focuses on facilitating data sharing between the fields of cadastre and physical planning by resolving the semantic heterogeneity. The core job is developing a conversion mechanism of cadastral data into the information for the physical planning by DB coupling techniques.

• Journal of the Korean Data and Information Science Society
• /
• v.18 no.2
• /
• pp.345-356
• /
• 2007

This study deals with an early detection problem of structural change in won/dollar exchange market. A CUSUM algorithm is developed to monitor relevant economic variables indicating structural change in won/dollar exchange market. We applied the CUSUM algorithm to examine whether or not it was possible to alarm the 1997 economic crisis of Korea in advance.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
• /
• 2018.05a
• /
• pp.119-121
• /
• 2018

IWhile the investment on virtual currency is incresing, it is needed to check the authentication and security on virtual currency exchange. Therefore, this research is to examine the elements of authentication and security on virtual currency exchange.

• Journal of the Korea Institute of Information Security & Cryptology
• /
• v.18 no.6B
• /
• pp.207-217
• /
• 2008

Secure channels, indispensable to many applications, can be established by using an authenticated key exchange (AKE) protocol where the involving parties authenticate one another and then share authenticated session keys over insecure networks. In this paper, we introduce a new type of AKE protocols that are especially designed to minimize the damages caused by leakages of stored secrets. Such protocols are called Leakage-Resilient AKE (LR-AKE) protocols, whose motivation, design principles, several constructions, security analysis and applications are explained in detail.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.33 no.5B
• /
• pp.379-385
• /
• 2008

For the sharing and exchange of information between medical clinics, the clinical document has to be built on a standardized protocol such as a HL7-CDA. But it is difficult to exchange information between medical clinics because clinical document such as electronic medical record that include text and image, have different structure of document and type of expression. In this paper, we propose the electronic medical record system based on HL7-CDA that can share and exchange clinical information between medical institute. For this purpose, we have to design the schema of the clinical document architecture after we select the essential items of medical record and define templates. The proposed system can minimize integrating process and save parsing time when clinical information exchange and refer, by converting electronic medical record to base64 encoding scheme and integrate it in a XML document.