• Asia pacific journal of information systems
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• 제30권1호
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• pp.31-52
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• 2020

Stock markets are popular investment avenues to people who plan to receive premium returns compared to other financial instruments, but they are highly volatile and risky due to the complex financial dynamics and poor understanding of the market forces involved in the price determination. A system that can forecast, predict the stock prices and automatically create a portfolio of top performing stocks is of great value to individual investors who do not have sufficient knowledge to understand the complex dynamics involved in evaluating and predicting stock prices. In this paper the authors propose a Stock prediction, Portfolio Generation and Selection model based on Machine learning algorithms, Artificial neural networks (ANNs) are used for stock price prediction, Mathematical and Statistical techniques are used for Portfolio generation and Un-Supervised Machine learning based on K-Means Clustering algorithms are used for Portfolio Evaluation and Selection which take in to account the Portfolio Return and Risk in to consideration. The model presented here is limited to predicting stock prices on a long term basis as the inputs to the model are based on fundamental attributes and intrinsic value of the stock. The results of this study are quite encouraging as the stock prediction models are able predict stock prices at least a financial quarter in advance with an accuracy of around 90 percent and the portfolio selection classifiers are giving returns in excess of average market returns.

• Industrial Engineering and Management Systems
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• 제12권2호
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• pp.118-129
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• 2013

In this study, we intend to identify key financial variables that can accurately classify Green IT leaders against Green IT followers. In particular, we build and compare single and meta-classifiers to identify the relationship between environmental performance and financial performance, while focusing on selecting and interpreting a final prediction model with a smaller set of financial performance indicators. Our experimental results demonstrate that several key variables representing the size, financial resources, operational efficiency, and risk-taking tendency of an organization can successfully identify Green IT leaders with approximately 90% of accuracy. In addition, we find that Green IT leaders show a higher utilization rate of Web pages as a green marketing channel than Green IT followers while they share common layouts of Web publication to build green IT brands with some differences.

• The Journal of Asian Finance, Economics and Business
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• 제8권2호
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• pp.833-849
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• 2021

Cloud accounting represents a new area of accounting information systems. Past research has often focused on accounting information systems and its antecedents, rather than factors that adopt cloud accounting system. The purpose of this paper is to explain the factors that influence the adoption of cloud accounting in the financial sectors. This paper applied the technology acceptance model (TAM), technology-organization-environment, and the De Lone and Mc Lean model, coupled with proposed factors relevant to cloud accounting. The proposed model was empirically evaluated using survey data from 187 managers (financial managers, IT department managers, audit managers, heads of accounting departments, and head of internal control departments) in Jordanian bank branches. Based on the SEM results, top management support, organizational competency, service quality, system quality, perceived usefulness, and perceived ease of use had a positive relationship with the intention of using cloud accounting. Cloud accounting adoption positively affected cloud accounting usage. This paper contributes to a theoretical understanding of factors that activate the adoption of cloud accounting. For financial firms in general the results enable them to better develop cloud accounting framework. The paper verifies the factors that affect the adoption of cloud accounting and the proposed cloud accounting model.

• 한국정보시스템학회지:정보시스템연구
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• 제16권3호
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• pp.1-20
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• 2007

Most researches on the corporate credit rating are generally classified into the area of bankruptcy prediction and bond rating. The studies on bankruptcy prediction have focused on improving the performance in binary classification problem, since the criterion variable is categorical, bankrupt or non-bankrupt. The other studies on bond rating have predicted the credit ratings, which was already evaluated by bond rating experts. The financial institute, however, should perform effective loan evaluation and risk management by employing the corporate credit rating model, which is able to determine the credit of corporations. Therefore, this study presents a corporate credit rating method using business failure probability map(BFPM) and AHP(Analytic Hierarchy Process). The BFPM enables us to rate the credit of corporations according to business failure probability and data distribution or frequency on each credit rating level. Also, we developed AHP model for credit rating using non-financial information. For the purpose of completed credit rating model, we integrated the BFPM and the AHP model using both financial and non-financial information. Finally, the credit ratings of each firm are assigned by our proposed method. This method will be helpful for the loan evaluators of financial institutes to decide more objective and effective credit ratings.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 1993년도 춘계공동학술대회 발표논문 및 초록집; 계명대학교, 대구; 30 Apr.-1 May 1993
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• pp.62-71
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• 1993

Recently, the computer software technology is not keeping pace with the increasing demand of application software development and rapid changes in business environment. To overcome this "software crisis", many researchers have studied the methodologies to improve the productivity in software development and the flexibility of software usage. Among these methodologies, the most promising and intensively studied methodology is the Object-Oriented Approach The purpose of this study is, therefore, to examine the applicability of the Object-Oriented Approach for improving productivity and flexibility in Management Information Systems development. For an application, we selected a financial planning model, especially focusing on the budgeted income statement. In this thesis, we identified relevent objects in the budgeted income statement, and represented them in the object models. By implementing these object models using C++ language, we evaluated their adaptability in the budget-making process, and showed, by comparing them with the existing Planning '||'&'||' Modeling Languages such as IFPS(Interactive Financial Planning Saystem), their practicability in Management Information Systems. The results of this study are as follows: First, the same object models can be used in making the budgeted income statement both in the department level and in the corporate level. Second, the object models provide the flexibility and extensibility of an application program in case of the changes in business environment. Third, the Object-Oriented Approach is a practical methodology to improve the productivity and cut down the maintenance cost of application software development.t.

• 정보관리학회지
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• 제22권2호
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• pp.229-251
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• 2005

기업체의 경우 지식의 창출, 공유, 활용이 조직의 전 부서에서 발생하고 있기 때문에 자료실 정보시스템 또는 지식관리시스템이라는 제한된 공간에서 수동적으로 수집되는 정보, 지식만으로는 이용자의 요구를 제대로 만족시킬 수 없다. 따라서 본 연구에서는 BPM(Business Process Management)이 활성화 되어 있는 은행 환경에서 은행의 일반 업무 및 조사를 지원해 주는 지식, 정보, 문서 등의 암묵적 지식과 형식적 지식을 수집, 공유, 활용할 수 있는 온톨로지 기반 지식 리포지토리 모형을 구현해 보았다. 국내 일반 은행 환경에 맞는 모형을 제안하기 위해서 은행의 지식 관리의 현황, 문제점 및 개선점 등을 네 개의 일반 은행의 각 지식관리자와 자료실 사서 그리고 30명의 은행원들을 대상으로 한 면담과 설문지 조사를 통해서 파악한 후, 이러한 조사 결과를 기초로 하여 모형을 구현하였다.

• 한국경영과학회지
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• 제21권3호
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• pp.197-214
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• 1996

Financial analysis of stock data usually involves extensive computation of large amount of time series data sets. To handle the large size of the data sets and complexity of the analyses, database management systems have been increasingly adaopted for efficient management of stock data. Specially, relational database management system is employed more widely due to its simplistic data management approach. However, the normalized two-dimensional tables and the structured query language of the relational system turn out to be less effective than expected in accommodating time series stock data as well as the various computational operations. This paper explores a new data management approach to stock data management on the basis of an object-oriented database management system (ODBMS), and proposes a data model supporting times series data storage and incorporating a set of financial analysis functions. In terms of functional stock data analysis, it specially focuses on a primitive set of operations such as variance of stock data. In accomplishing this, we first point out the problems of a relational approach to the management of stock data and show the strength of the ODBMS. We secondly propose an object model delineating the structural relationships among objects used in the stock data management and behavioral operations involved in the financial analysis. A prototype system is developed using a commercial ODBMS.

• Management Science and Financial Engineering
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• 제11권3호
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• pp.1-17
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• 2005

Agent technology has been widely applied in today's electronic business, such as mobile agents, multi-agent information systems, etc. In particular, multi-agent systems have been applied as powerful simulation tools to study complex business networks composed of various self-interested trading firms and/or human beings. In this paper, we build an integrated model that consists of a multi-agent B2C market model and a B2B trade network model, and incorporate more reality than much of prior work. Then with this model, we carry out experimental studies on two different strategies that are common in electronic business - 'loyal' strategy (retailers try to build stable cooperation with suppiers to ensure material supply) and 'cost-saving' strategy (retailers try to reduce cost by choosing suppliers with lower wholesale price).

• 한국정보시스템학회지:정보시스템연구
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• 제24권4호
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• pp.1-19
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• 2015

Purpose Co-creation is a form of collaboration to create joint values with participation of diverse interested parties. It has been introduced by large companies at an early stage and due to changes in management environment, the scope of its concept has been expanding to the SMM(Small and Medium Manufactures). The objective of this study is to examine the impact of Co-creation on SMM's non-financial and financial performance. Design/methodology/approach Based on literature review, the research model was developed. To test this research model, we collected 188 questionnaires with SMM which utilized Co-creation and supplied parts to the companies. The t-test and ANOVA were employed for the analysis of data Findings The research result showed that the difference in business performance between the groups with much use of Co-creation and those with little use of Co-creation, there was significant difference in both non-financial and financial performance. In addition, non-financial and financial performance were different among four implementation behavior of Co-creation including Common value, Information share, Risk benefit, and Mutual benefit.

• 시스템엔지니어링학술지
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• 제15권2호
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• pp.79-86
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• 2019

Among the government-sponsored projects supported by Ministry of SMEs and Startups(MSS), the financial support of the Consulting Research Institutes of our university is scheduled to be ended this year. In this regard, this study is to develop a profit model for R&D center of Consulting Research Institute that can cultivate the financial independence of R&D center of Consulting Research Institutes and foster technology convergence consulting manpower to strengthen the competitiveness of SMEs in preparation for the Fourth Industrial Revolution. The profit model were derived from the current status of consulting industry and similar organizations, the current status of consulting graduate R&D centers, case studies of other universities, and focus group interviews. In order to select three high profit models and commercialize them, BMC (Biz Model Canvas) was used and business feasibility was examined. Therefore, three profit model of R&D center of Consulting Research Institute are: First, SCB (SME's Consulting Business: Total Solution Provider for SMEs through Technology Convergence Consulting), Second, SNB (SME's Network Business: Experts connection in Consulting Graduate School for Solving Problems and Problems of SMEs / Industry Consolidation) And third, SM (Sustainable Management: Financial independence through structural improvement of Consulting Research Institute), and the road-map was established. As an implementation plan, the company intends to seek financial independence by developing a profit model for R&D center of Consulting Research Institutes and by establishing business goals and strategies, manpower operation plan, organization, and investment plan for three years.