• Journal of the Korean Data and Information Science Society
• /
• 제25권6호
• /
• pp.1171-1180
• /
• 2014

본 논문에서는 금융분야에서 사용되고 있는 포트폴리오 위험측도인 VaR (value at risk)와 ES (expected shortfall)의 측정 방법으로 안장점근사의 적용 방법을 제시하였다. 본 연구의 특징은 금융자료에 대하여 정규분포를 가정하지 않고, 치우침을 가정한 왜정규분포를 가정하여 왜정규분포를 따르는 위험요인으로 구성된 선형 포트폴리오 위험측도에 대해 안장점근사를 실시하였다. 또한 모의실험을 통해 위험측도의 안장점근사의 정도가 매우 우수함을 확인하였다.

• International Journal of Computer Science & Network Security
• /
• 제21권12spc호
• /
• pp.675-683
• /
• 2021

An article is devoted to developing the concept of inter-territorial collaboration in the context of strengthening its economic security. This concept is based on the study of international experience and successful OTG functioning in Ukraine. The idea includes directions, forms, tools, procedures, and financial sources for joint projects that strengthen territorial associations' economic security. The research consists of assessing the state of economic development of territorial communities and forms of their cooperation with other territorial communities. Analysis, synthesis, induction, and deduction are the main methods of scientific knowledge used to summarize statistical information, normative and legal support, and global experience of cooperation of territorial communities. The study results include the main areas of cooperation of territorial communities in Ukraine, including long-term collaboration. The study also contains successful examples of collaboration between different territorial communities, applying practical aspects and tools to form effective interaction. The main points of discussion concern various forms of interaction between territorial communities, which allow achieving the economic goal more quickly and effectively.

• International journal of advanced smart convergence
• /
• 제8권2호
• /
• pp.102-108
• /
• 2019

Big data was associated with three key concepts, volume, variety, and velocity. Securities and investment services produce and store a large data of text/numbers. They have also the most data per company on the average in the US. Gartner found that the demand for big data in finance was 25%, which was the highest. Therefore securities and investment companies produce the largest data such as text/numbers, and have the highest demand. And insurance companies and credit card companies are using big data more actively than banking companies in Korea. Researches on the use of big data in securities and investment companies have been found to be insignificant. We surveyed 22 major securities and investment companies in Korea for activating big data. We can see they actively use AI for investment recommend. As for big data of securities and investment companies, we studied open API. Of the major 22 securities and investment companies, only six securities and investment companies are offering open APIs. The user OS is 100% Windows, and the language used is mainly VB, C#, MFC, and Excel provided by Windows. There is a difficulty in real-time analysis and decision making since developers cannot receive data directly using Hadoop, the big data platform. Development manuals are mainly provided on the Web, and only three companies provide as files. The development documentation for the file format is more convenient than web type. In order to activate big data in the securities and investment fields, we found that they should support Linux, and Java, Python, easy-to-view development manuals, videos such as YouTube.

• 융합경영연구
• /
• 제8권2호
• /
• pp.19-26
• /
• 2020

Purpose: The goal of this study is to comprehensively grasp the current status of ecommerce and to use as basic data for information-related policies. In this work, we understand recent ecommerce utilization, purchasing business by main factors, and look over the association between business type on sales orders (BTSO) and three variables: region, occupation and group type. Research design, data and methodology: The resource of this research is obtained by Ministry of Science and Technology Information and Communication in 2017, and investigated about 14,000 national business samples. Two statistical methods are used to analyze the association between the three variables: chi-square test and correspondence analysis. Results: The findings show that BTSO is pairwise associated with thee categorical variables, and the association between the categories of the two variables can be visually examined on two dimensional plane. Conclusions: This study suggests 'household & individual consumers' among BTSO are closely connected with 'Chungbuk' and 'Kyungnam' for region, 'others', 'finance & insurance' and 'association, repairing & other personal service' for occupation, and 'national & local government' for group type. Additionally, 'other companies' among BTSO are, particularly, related to 'Chunnam' for region, 'manufacturing industry' for occupation, and 'company corporations' for group type.

• 아태비즈니스연구
• /
• 제11권2호
• /
• pp.189-206
• /
• 2020

Purpose - The purpose of this study is to clarify the mediating effect of profitability and activity in the relationship between productivity and stock return, assuming that the productivity of the company will affect share prices with the parameters of profitability and activity. Design/methodology/approach - The study extracted productivity indicators, profitability indicators, activity indicators, and share price-related indicators from 1999 to 2018 of non-financial enterprises listed on the securities market, and then classified them into three factors: productivity (labor productivity LP, capital productivity CP), activity (TT), and profitability (net profit rate NI, operating profit ratio OI) through the factor analysis method, and analyzed the impact of each factor on the stock return through steps 1 to 3. Findings - The regression analysis shows that productivity has a significant positive effect on the stock return through the full mediating effect of profitability and activity. Research implications or Originality - In a situation where the relationship between productivity and profitability is not clear, this study is meaningful in that it has empirically analyzed that productivity has a positive effect on the stock return by mediating effects of profitability and activity.

• The Journal of Asian Finance, Economics and Business
• /
• 제8권1호
• /
• pp.7-14
• /
• 2021

This paper examines the impact of foreign ownership on stock price volatility in an emerging market, namely, Thailand. The data were obtained from SETSMART, the database of the Stock Exchange of Thailand (SET). After removing financial firms, banks, and insurance companies as well as filtering outliers, the final sample covers 1,755 firm-year observations from 371 nonfinancial firms listed on the SET over the five-year period from 2014 to 2018. The regression model consists of stock price volatility, measured by two methods, as the dependent variable, foreign ownership as the main independent variable, and firm characteristics including firm size, leverage, market-to book ratio, and stock turnover as the control variables. The pooled OLS, fixed effects, and random effects estimations are employed to examine the relationship between foreign ownership and stock price volatility. The results reveal that foreign ownership has a negative and significant impact on stock price volatility. The two-stage least squares (2SLS) are also performed to address potential endogeneity problem. The results still indicate a negative relationship between foreign ownership and stock price volatility. Taken together, the findings of this study suggest that foreign investors help reduce stock price volatility and thus stabilize share price in the Thai stock market.

• 보건행정학회지
• /
• 제32권3호
• /
• pp.317-322
• /
• 2022

Background: Limited access to medical services causes problems in patients' health and life. Also, hospital closures cause concentration towards general hospitals, which leads to worsening National Health Insurance finance. Therefore, hospital closure is an important topic to be analyzed. Methods: This paper analyzed the factors that affect hospital closures using survival analysis with the data of 970 hospitals opened between 2010 and 2019 in Korea. The number of medical personnel, hospital rooms, sickbeds, and medical departments were used as explanatory variables. Results: The number of medical personnel and hospital rooms increased the survival probability while the number of sickbeds and medical departments decrease the survival probability. Conclusion: The results suggest that hospitals have economies of scale and diseconomies of scope in management.

• 무역학회지
• /
• 제42권3호
• /
• pp.25-47
• /
• 2017

금융기관이 수출기업에게 수출채권을 상환청구불능 조건으로 매입하여 수출금융을 지원하는 금융기법이 포페이팅이다. 2011년도 이후 한국채택 회계기준(K-IFRS)의 도입으로, 기존의 일반 네고를 단순 차입금으로 계상하게 함으로써 부채비율을 높여 기업의 재무건전성을 악화시키는 요인이 되어, 수출기업들이 차입금을 낮추기 위한 방법으로 장부제거(book-off)가 가능한 포페이팅에 대한 관심이 증대되게 되었다. 국제상업회의소에서의 포페이팅통일규칙 제정시행과 함께 수출기업들의 포페이팅에 대한 관심 증대에 발맞춰, 국내 각 외국환은행들도 포페이팅 관련 상품의 개발로 취급범위를 확대해가고 있는 시점에서, 국내 외국환은행 전체를 대상으로 설문조사를 실시하여, 포페이팅 취급실태를 파악하여 그 문제점과 개선점을 찾고자 하였다.

• 무역학회지
• /
• 제47권2호
• /
• pp.69-88
• /
• 2022

This paper aims to predict Busan's regional product and employment using the logistic regression models and machine learning models. The following are the main findings of the empirical analysis. First, the OLS regression model shows that the main industries such as electricity and electronics, machine and transport, and finance and insurance affect the Busan's income positively. Second, the binomial logistic regression models show that the Busan's strategic industries such as the future transport machinery, life-care, and smart marine industries contribute on the Busan's income in large order. Third, the multinomial logistic regression models show that the Korea's main industries such as the precise machinery, transport equipment, and machinery influence the Busan's economy positively. And Korea's exports and the depreciation can affect Busan's economy more positively at the higher employment level. Fourth, the voting ensemble model show the higher predictive power than artificial neural network model and support vector machine models. Furthermore, the gradient boosting model and the random forest show the higher predictive power than the voting model in large order.

• 디지털정책학회지
• /
• 제1권2호
• /
• pp.25-40
• /
• 2022

본 연구는 우리나라의 상속세에 대한 국민들의 상속세 인식에 대한 연구로서, 한국의 상속세제에 대한 폐지와 유지, 유지 시 세율 공제 한도 등에 대한 인식을 살펴보았다. 이를 통해 상속세가 가계에 미치는 영향을 현실적으로 살펴보고 세계 각국에 비해 지나치게 불합리적인 면이 있다면 이를 개선하고자 함에 이 연구의 목적이 있다 하겠다. 이를 위하여 전국 주요 도시 거주 성인을 대상으로 2022년 09월 10일을 조사 시점으로 하여 2022년 10월 10일까지 31일간 1 대 1 면대면으로 설문조사를 실시하였다. 연구 결과, 첫째, 상속세 폐지를 선호하지만, 유지 시 개선을 희망하였으며, 둘째, 상속세 최고세율이 높기에 공제 한도의 확대, 배우자공제 폐지, 유산취득세제 선호 등이 필요하다고 하였으며, 마지막으로 연부연납제도 연장 및 과세 이연제도 도입 등을 원하는 것으로 나타났다. 이는 상속세 유지 시 상속세제 전반적인 개정이 필요하다는 인식을 가지고 있음을 시사한다. 본 연구 결과를 통해 현실을 반영하고 있지 못한 우리나라 상속세제의 개선에 대한 논의의 단초를 제공함에 연구의 의의를 두고자 한다.