기계학습과 롤링 윈도우 기법을 활용한 주식시장 및 환율 예측 모델 구현

한재윤, 김진호, 황보유정, & 이경전. (2017). 기계학습과 롤링 윈도우 기법을 활용한 주식시장 및 환율 예측 모델 구현. 한국지능정보시스템학회 학술대회논문집, 69-70. (link)

ABSTRACT

최근 기계학습의 기법과 성능이 발전함에 따라, 금융권에서도 기계학습을 활용하여 주식시장 및 환율 등을 예측하려는 시도가 많아지고 있다. 하지만, 단순히 경제지표를 예측하는 경우, 변동성이 크다는 특징으로 인해 낮은 성능을 보이는 문제가 발생한다. 이에 본 연구에서는 주식 시장에 성질을 안녕 하는 기법들을 탐색, 활용하여 주식시장과 환율이 증감과 지수값을 높은 성능으로 예측하는 모델을 구현하였다. 다양한 국가 기반을 가진 18 개 지수를 사용하였으며, 변동성의 영향ㅇ을 최대한 줄이기 위해 롤링 윈도우 기법을 적용한 기계학습 모델을 구현하였다. 또한 타임래그와 로그 변환 등의 데이터 전처리 기법을 적용하여 기계학습 모델의 성능을 전반적으로 향상시켰다. 그 결과, 모든 주가지수의 증감에 대한 정확도는 평균 0.793 으로 높은 성능을 보였으며, 몇몇 변수에 대해서는 0.90 을 넘는 성능을 보였다. 또한 정화도, MAPE, RMSE, R2 등의 다양한 평가 기준에 대해서 더 좋은 성능을 보이는 타임래그가 존재한다는 사실을 확인하였다.

Advertisements

Designing and Constructing A Simple Python-powered Deep Learning Library

Sun, R. Z., Kim J. H., & Lee, K. J. (2017). “Designing and Constructing A Simple Python-powered Deep Learning Library”, In Proceedings of Korea Society of IT Service, 16(1), 519-524.

A Review on Key Research Topics of AI (Artificial Intelligence): promise and potential

Kwon, J. W., Kim, J. H., Park, A., & Lee, K. J. (2017). “A Review on Key Research Topics of AI (Artificial Intelligence): promise and potential”, In Proceedings of Korea Society of IT Service, 16(1), 511-514. (link) in Korean

ABSTRACT

현재 국내뿐만 아니라, 전 세계적으로 4차 산업혁명이 일어나고 있다. 4차 산업혁명의 중심에 있는 인공지능 기술은 그 종류와 적용 가능성이 매우 높고, 실제로 많은 산업에서 인공지능을 적용하여 비즈니스 목표를 달성하고 있다. 본 연구에서는 실제로 인공지능을 활용하여 산업에 적용한 논문들을 수집하여, 어떤 분야에서 어떠한 기술로 문제를 해결하고 있는지를 보고자 한다. 또한 비즈니스 관점에서 바라본 인공지능으로 달성할 수 있는 비즈니스 목표를 분석하였다.

Customer-driven smart and sustainable interaction in convention: Nestle’s IoT adoption case

Park, A., Jun, J. H., & Lee, K. J. (2017). Customer-driven smart and sustainable interaction in convention. 한국지능정보시스템학회 학술대회논문집, 134-135. (link)

ABSTRACT

Services based on the IoT technologies have emerged in various business environments. To enhance service quality for convention, maximize experience of attendees and develop sustainable service, this study applies IoT technology for stakeholders of convention.

In this paper, we seek to answer the following research questions: (1) What is the notion of sustainability and smartness in tourism field? (chapter 2-1) (2) What is the customer-driven interaction? (chapter 2-2) (3) What are the appropriate technologies to meet sustainable/smart service and the needs of smart convention and how to apply the technology? (chapter 2-2 and 3) (4) What do stakeholders such as companies and customers gain from sustainable and smart service for smart convention? (chapter 4)

To accomplish the objectives of the study, we took five phases of action research framework. In diagnosing phase, through interviews, observations, and literature studies, there searchers identify current issues and requirements for convention. In action planning phase, through the discussion with the practitioners of the convention, we have selected and arranged services for solving the problems. In action taking phase, smart buttons were installed in the COEX (Interaction convention place), we collected data during the convention period. In evaluation phase, we present the results and value of data. Finally, in specifying learning phase, the researchers summarized the benefits of each stakeholder.

The contribution of this paper is in four ways. First, the notion of sustainability was redefined by including not only socio-cultural, economy and environmental thinking but also the realms of customer-driven! interaction.

Second, this study proposed and constructed a new type of smart service with IoT for smart convention. Third, this research verified that benefits of sustainable and smart service. Finally, this can be used as an example of how conventions can find opportunities using new technologies.

An application of the loT technology based smart button was conducted for convention service, and the development and evaluation results are aligned lo action research framework including diagnosing, action planning, action taking, evaluation, and specifying learning phases. At the first and two phases, various difficulties and problems of the smart convention were diagnosed through interview with practitioners and service models were designed for solving the problems. Mobile service and appropriate IoT technology were discussed and applied to the convention space by installing smart button at the third phase. At the fourth, we derived in the role of Internet of things based mobile technology for smart convention and evaluated results of smart convention service in the various perspective. Finally, we proved value of mobile technology as the omni channel service through data analysis.

기계학습과 롤링윈도우 기법을 활용한 주식시장 및 환율 예측 연구

기계학습과 롤링윈도우 기법을 활용한 주식시장 및 환율 예측 연구, 은행, 2016

Chatbot as a New Business Communication Tool: The Case of Naver TalkTalk

Chatbot as a New Business Communication Tool: The Case of Naver TalkTalk

published in Business Communication: Research & Practice, Vol. 1, No. 1, 2017.

Miri Heo & Kyoung Jun Lee

School of Management, Kyung Hee University, Seoul, Korea

Abstract

Objectives: Chatbot is a program that talks in voice or text. It is equipped with artificial intelligence technology (AI) and is developed in a way to combine with messenger, offering companies new opportunities for business communication. Companies expect cost savings and sales increases by providing chatbot-based services to their customers, such as providing responses to inquiries and fulfilling orders without time constraints. However, the current absence of conversationally perfect AI technology creates a climate in which the public holds unreasonable expectations, as businesses fail to understand the current status of AI and the marketing of chatbot technology companies is hyped.

Methods: This is a single-case study. While looking for a successfully deployed chatbot, we found Naver TalkTalk, a card-based chatbot application. We interviewed Naver’s managerial and technical staff four times and acquired internal data as well as external data.

Results: We illustrate Naver TalkTalk, a successful card-based business chatbot, and examine how Naver TalkTalk has developed and evolved for effective business communication. The first chatbot started without automation and then failed in the process of evolving to automation. This chatbot was changed to cardbot and was re-automated based on the card-based interface and RPA (Robotic Process Automation).

Conclusion: The cardbot-based chatbot is quick and easy to handle, which is why it has been popular among users. It is now becoming a new business communication channel to attract new customers. In addition, the proper automation of business communication is increasing efficiency and reducing costs of businesses.

BCRP-Heo-Lee-Chatbot-as-a-new-business-communication-tool-the-case-of-NaverTalkTalk

Impacts of Intelligent Agents to Internet Business: Business Model Approach

이경전, 진동수, “지능형 에이전트가 인터넷 사업에 미치는 영향: 사업 모형 관점에서의 분석”, 한국지능정보시스템학회 논문지, 6(2):49-62, 2000 (12월). (PDF) in Korean

ABSTRACT

본 논문은 향후 인터넷 사용의 많은 두 부분이 현재의 인간 사용자에서 지능형 에이전트로 옮겨져 갈 때 현 인터넷 사업 모형에 영향(Impact)으로 작용할 수 있는 요소들을 분석하고, 이로 야기되는 새로운 사업 모형의 출현 및 현 사업 모형에 예상되는 변화에 대하여 살펴보고자 한다. 지능형 에이전트로 인하여 인터넷 사업에 있어서 예상 가능한 주요 변화를 사업 모형 관점에서 제품, 서비스, 정보 흐름(Flow)의 변화, 참여자의 역할(Role)의 변화, 수익원천(Revenue)의 변화, 참여자간의 혜택 (Benefit)의 변화, 비용분담(Cost Distribution)구조 변화라는 다섯 가지 측면에서 현재의 인터넷 사업에 있어서 배너광고 모델, 가격책정 모델, 중개자 모델, 브랜드 및 명성 효과, 디지털 카르텔 등의 주요 현상과 결부시켜 살펴본다. 이를 통하여 향후 지능형 에이전트 기반의 사업 모형에 대비한 전략적 시사점(Imp1ications)을 제공하고자 한다.