• Informatization Policy
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• v.29 no.2
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• pp.3-36
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• 2022

Most research in artificial intelligence (AI) has focused on the development of new algorithms. But as artificial intelligence has been spreading over many applications and gaining more attention from managers in the organization, academia has begun to understand the necessity of developing new artificial intelligence theories related to AI management. We reviewed recent studies in the field from 2015, and further analysis has been done for 785 studies chosen based on citation numbers of over 20. The results show that most studies have still been in the prototyping application phase of artificial intelligence across different industries. We conclude our study by calling for more research in the application of artificial intelligence in terms of organizational structures and project and risk management.

• The Journal of the Korea Contents Association
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• v.22 no.7
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• pp.81-88
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• 2022

This study is to investigate the perception of domestic appraisers about the possibility of using artificial intelligence (AI) and related risks from the use of AI in the appraisal industry. We conducted a mobile survey of evaluators from February 10 to 18, 2022. We collected survey data from 193 respondents. Frequency analysis and multiple response analysis were performed for basic analysis. When AI is used in the appraisal industry, factor analysis was used to analyze various types of risks. Although appraisers have a positive perception of AI introduction in the appraisal industry, they considered collateral, consulting, and taxation, mainly in areas where AI is likely to be used and replaced, mainly negative effects related to job losses and job replacement. They were more aware of the alternative risks caused by AI in the field of human labor. I was very aware of responsibilities, privacy and security, and the risk of technical errors. However, fairness, transparency, and reliability risks were generally perceived as low risk issues. Existing studies have mainly studied analysis methods that apply AI to mass evaluation models, but this study focused on the use and risk of AI. Understanding industry experts' perceptions of AI utilization will help minimize potential risks when AI is introduced on a large scale.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2022.10a
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• pp.505-508
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• 2022

Artificial intelligence itself has the value of advancing technology, and it is used in various industrial fields to enhance the added value of products and services produced in various industries. Therefore, regulations and policies related to artificial intelligence should be considered from a broader perspective. However, researchers have different understandings, and there is no agreement on how to regulate artificial intelligence. Therefore, we will examine the direction of government regulation on artificial intelligence technology in an exploratory manner. First, accountability, transparency, stability, and fairness are derived as the goals of artificial intelligence regulation, and the system itself, development process, and utilization process are set as the scope of regulation, and users and developers are subject to regulation. The academic significance of this study can be seen as analyzing the current level of artificial intelligence technology and laying the foundation for consistent discussions on artificial intelligence regulations in the future. Considering the life cycle from AI development to application, what is important is the balance of promotion policies to promote the artificial intelligence industry and regulatory policies to respond to the resulting risks. The goal of law related to artificial intelligence is to establish a system in which artificial intelligence can be accommodated in a positive direction to all participants, including developers, companies, and users.

• Proceedings of the Korea Information Processing Society Conference
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• 2021.11a
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• pp.797-800
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• 2021

인공지능을 활용한 주가 예측 모형을 실제 금융 서비스에 도입한 사례가 많아지고 있다. 주식 데이터는 일반적인 시계열 데이터와 다르게 예측을 어렵게 하는 복합적인 요소가 존재하며 주식은 리스크가 큰 자산 상품 중 하나이다. 주가 예측 모형의 활용 가능성을 높이기 위해선 성능을 향상시키는 것과 함께 모델을 해석 가능한 형태로 제시해 신뢰성을 향상시킬 필요성이 있다. 본 논문은 주가 전망 결정 방법에 따른 예측 결과를 비교하고, 설명 가능성을 부여해 모형 개선했다는 것에 의의가 있다. 연구 결과, 주가 전망을 장기적으로 결정할수록 정확도가 증가하고, XAI 기법을 통해 모형의 개선 근거를 제시할 수 있음을 알 수 있었다. 본 연구를 통해 인공지능 모형의 신뢰성을 확보하고, 합리적인 투자 결정에 도움을 줄 수 있을 것으로 기대한다.

• Journal of Korea Society of Industrial Information Systems
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• v.29 no.4
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• pp.43-54
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• 2024

This study presented a cybersecurity risk management system in a smart factory environment. A smart factory refers to a factory that optimizes the production system and increases efficiency. However, this digitized environment is vulnerable to cyber attacks, and manufacturing companies can suffer serious damage from disruptions in production systems or information leaks. Therefore, a systematic approach to effectively managing cyber security risks is essential in smart factories. In this study, a continuous security risk management system for each stage of the smart factory was proposed along with business process-based security risk assessment. These studies will help to further improve cybersecurity risk management in smart factories. It will also play an important role in ensuring that smart factories operate safely and efficiently.

• Journal of Intelligence and Information Systems
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• v.26 no.1
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• pp.135-149
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• 2020

Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.

• Journal of Internet Computing and Services
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• v.24 no.6
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• pp.41-47
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• 2023

Financial instruments valuation continues to evolve due to various technological changes. Recently, there has been increased interest in valuation using machine learning and artificial intelligence, enabling the financial market to swiftly adapt to changes. This technological advancement caters to the demand for real-time data processing and facilitates accurate and effective valuation, considering the diverse nature of the financial market. Numerical analysis techniques serve as crucial decision-making tools among financial institutions and investors, acknowledged as essential for performance prediction and risk management in investments. This paper analyzes Korean patent trends of numerical analysis-based financial systems, considering the diverse shifts in the financial market and asset data to provide accurate predictions. This study could shed light on the advancement of financial technology and serves as a gauge for technological standards within the financial market.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.17 no.4
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• pp.221-228
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• 2024

Predicting insurance claims is a key task for insurance companies to manage risks and maintain financial stability. Accurate insurance claim predictions enable insurers to set appropriate premiums, reduce unexpected losses, and improve the quality of customer service. This study aims to enhance the performance of insurance claim prediction models by applying ensemble learning techniques. The predictive performance of models such as Random Forest, Gradient Boosting Machine (GBM), XGBoost, Stacking, and the proposed Dynamic Weighted Ensemble (DWE) model were compared and analyzed. Model performance was evaluated using Mean Absolute Error (MAE), Mean Squared Error (MSE), and the Coefficient of Determination (R²). Experimental results showed that the DWE model outperformed others in terms of evaluation metrics, achieving optimal predictive performance by combining the prediction results of Random Forest, XGBoost, LR, and LightGBM. This study demonstrates that ensemble learning techniques are effective in improving the accuracy of insurance claim predictions and suggests the potential utilization of AI-based predictive models in the insurance industry.

• Review of KIISC
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• v.33 no.1
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• pp.7-12
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• 2023

현존 암호인프라에 대한 양자컴퓨터 위협이 가시화됨에 따라, 다각도의 양자리스크 대응 연구가 이루어지고 있다. 그 중에서 양자컴퓨터 상에서 주어진 암호를 해독하기 위해서 소요되는 양자자원량(큐비트수, 양자게이트수, 수행시간 등)을 계산하여 양자보안강도를 추정하는 양자안전성 검증 기술은 대규모의 큐비트를 컨트롤할 수 있는 범용 양자컴퓨터가 아직 없는 상태에서는 쉽지 않은 기술이라 할 수 있다. 이에, 본 고에서는 암호 양자안전성 검증을 위한 현실적이고 유일한 접근이라 할 수 있는 <Q|Crypton> 기술 개념을 설명하고, 이러한 개념을 바탕으로 개발되고 있는 <Q|Crypton> 플랫폼의 전반적인 설명을 제공하고자 한다. 이러한 <Q|Crypton> 기술은 향후, 효율적이면서 높은 양자 저항성을 가지는 암호를 선별하는 데 있어서 실제적인 기여를 할 것으로 예상되고 있다.

• Proceedings of the Korea Information Processing Society Conference
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• 2019.05a
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• pp.552-555
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• 2019

디지털 트윈이란 현실 세계의 물리적인 사물을 컴퓨터 상에 동일하게 가상화 시키는 기술을 의미하는 것으로, 물리적 사물이나 시스템을 모델링하거나 IoT 기술에 접목되어 활용되고 있는 기술이다. 디지털 트윈 기술은 가상의 모델을 무한정 시뮬레이션을 통해 동작을 튜닝하고 환경변화에 대한 대응을 미리 실험하여 리스크를 최소화할 수 있는 장점을 지닌다. 최근 인공지능이나 기계학습에 관련된 기술들이 주목받기 시작하면서, 이와 같은 물리적인 사물의 모델링 작업을 데이터 기반으로 수행하려는 시도가 증가하고 있다. 특히, 산업현장에서 많이 활용되는 인더스트리 4.0 공장 자동화의 핵심인 협력 로봇의 디지털 트윈을 구축하기 위해서는 로봇의 동작을 인지하는 과정이 필수적으로 요구된다. 그러나 현재 협력 로봇의 동작을 인지하기 위한 시도는 미비하며, 센서 데이터를 기반으로 동작을 역으로 예측하는 기술은 더욱 그렇다. 따라서 본 논문에서는 로봇의 동작을 인지하기 위해 가정용 협력 로봇에서 전류 및 관성 데이터를 수집하기 위한 실험 환경을 구축하고, 수집한 센서 데이터를 기반으로 한 동작 예측 모델을 제안하고자 한다. 제안하는 방식은 로봇의 동작 명령어를 조인트 위치 기반으로 분류하고 전류와 위치 센서 값을 사용하여 학습을 통해 예측하는 방식이다. SVM 을 이용하여 학습한 결과, 모델의 성능은 평균적으로 정확도, 정밀도, 및 재현율이 모두 96%로 평가되었다.