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.

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.

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.

Statistical Characteristics of Response Consistency Parameters in Analytic Hierarchy Process

고길곤, 이경전, “AHP에서의 응답일관성 모수의 통계적 특성과 활용 방안”, 한국경영과학회지, 26(4):71-82, 2001(12월). (PDF) in Korean

ABSTRACT

Using the computer simulation method, we invest19ate the probability distribution of maximum eigenvalue of pair-wise comparison matrix, which has been used as a parameter for measuring the consistency of responses in analytic hierarchy process (AHP). We show that the shape of the distribution of the maximum eigenvalue is different according to the dimension of the matrix. In addition, we cannot find any evidence that the distribution of the Consistency Index is a Normal distribution, which has been claimed in the Previous literature. Accordingly, we suggest using so called K-index calcu1ated based on the concept of cumulative distribution function lather than based on that of arithmetic mean because the probabilistic distribution cannot be assumed to be a Normal distribution. We interpret the simulation results by comparing them with the suggestion of Saaty[11]. Our results show that using Saaty's value could be too generous when the dimension of the matrix is 3 and strict over 4. Finally, we propose new criteria for measuring the response consistency in AHP.

Development of Part Sales Agent Coupled with Virtual Manufacturing in Internet Environment

최형림, 김현수, 박영재, 박병주, 이경전, “인터넷상의 가상생산 기반 부품판매 에이전트 개발”, 경영정보학연구, 12(4):193-213, 2002. (PDF) in Korean

ABSTRACT

The sales activity of most of small manufacturing companies is based on orders of buyers. The process of promotion, negotiation, receipt and selection of orders of the manufacturers is closely coupled with the load status of the production lines. The decision on whether to accept an order or not, or the selection of optimal order set among excessive orders is entirely dependent on the schedule of production lines. However, in the real world, since the production scheduling activity is mainly performed by human experts, most of small manufacturers are suffer from being unable to meet due dates, lack of rapid decision on the acceptance of new order. Recently, Internet based Electronic Commerce is recognized as one of the alternatives for strengthening sales power of small and medium companies. However, small and medium manufacturers can’t adjust properly to the new environment because they are in short of money, personnel, and technology. To cope with this problem, this paper deals with development of part sales agent coupled with virtual manufacturing in Internet environment that consist of selection agent, advertisement agent, selection agent, negotiation agent, and virtual manufacturing system. This paper develops a time-bounded negotiation mechanism for small and medium manufacturers in agent-based automated negotiation between customers and negotiation agents. Furthermore, to select optimal order set maximized profit, we first formulate the order selection problem with mixed integer programming, but the computation time of IP is not acceptable for real world scale problem. To overcome this problem and dynamic nature of virtual manufacturing, we suggest a genetic algorithm approach, which shows a reasonable computation time for real world case and good incremental problem solving capability.

Agent-based System for Complex Decision Making and Negotiation: Application to Virtual Manufacturing

이경전, 장용식, 최형림, 김현수, 박영재, 박병주, “복잡한 의사결정과 협상 환경을 위한 에이전트 기반 시스템: 가상생산 응용”, Information Systems Review, 4(2):223-236, 2002. (PDF) in Korean

ABSTRACT

In an agent-based system, each agent has its own decision making capability and competes, cooperates, and communicates each other with an agent interface. Virtual manufacturing has characteristics as a typical application area of agent-based system: complex and time-bound decision making and negotiation. The time-boundness influences the choice of decision making models and design of protocols for internal and external negotiation. In this paper, we provide a case study which suggests a time-bound framework for external and internal negotiation between the agents for virtual manufacturing environment. We illustrate decision making model selection strategy and the system architecture of the agent-based system for the complex and time-bound environment.