• 한국경영과학회지
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• 제26권4호
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• pp.55-70
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• 2001

Artificial neural network(ANN) models have been widely used for the classification problems in business such as bankruptcy prediction, credit evaluation, etc. Although the application of ANN to classification of consumers＇ choice behavior is a promising research area, there have been only a few researches. In general, most of the researches have reported that the classification performance of the ANN models were better than conventional statistical model Because the survey data on consumer behavior may include much noise and missing data, ANN model will be more robust than conventional statistical models welch need various assumptions. The purpose of this paper is to study the potential of the ANN model for forecasting consumers＇ choice behavior based on survey data. The data was collected by questionnaires to the shoppers of department stores and discount stores. Then the correct classification rates of the ANN models for the training and test sample with that of multiple discriminant analysis(MDA) and logistic regression(Logit) model. The performance of the ANN models were betted than the performance of the MDA and Logit model with respect to correct classification rate. By using input variables identified as significant in the stepwise MDA, the performance of the ANN models were improved.

• 한국경영과학회지
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• 제20권1호
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• pp.85-99
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• 1995

Increasingly, risk analysis is becoming important ingredients in achieving the successful implementation and application in the area of the project management. The project management system is designed to manage or control the project resources on a given activity within time, cost and performance so called TPPM (Total Productive Project Management). In this research, a risk analysis model misproposed to identify potential problem areas, quantify the risks, and generated the chice of the action that can be taken to reduce the risk. In addition two analysis models are proposed : 1) risk factor model and 2) network simulation model using VERT (Venture Evaluation and Review Technique ). The objective of the remodels is to estimate the schedule, cost performance risks. These proposed quantitative models for project risk analysis are proving its value for the project managers who need to assess the risk of changes in cost, schedule, or performance. The proposed models will be used in the area of project selection, evaluation and the allocation of project resources.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 1995년도 추계학술대회발표논문집; 서울대학교, 서울; 30 Sep. 1995
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• pp.46-58
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• 1995

Although numerous distributed database design models and solution algorithms have been developed, very few have been validated. Validation is critical to the successful application of such models to distributed database design. In this paper, we develop a simulation system for distributed database design. We then analyze and validate an average response time model using simulation. The simulation results demonstrate that the average response time model is reasonably accurate.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2004년도 추계학술대회 및 정기총회
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• pp.615-618
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• 2004

The previous quantitative bankruptcy prediction models cannot include time dimension. To overcome this limit, various dynamic models using survival analysis are developed recently. This paper emphasizes that the proportionality assumption must be adapted with caution when the Cox's proportional hazard model is used to explain bankruptcy. It is shown that a non-proportional hazard model including a change point model is a proper alternative, when the proportionality assumption is violated by the change of macroeconomic environment, such as the financial crisis in 1997.

• 경영과학
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• 제11권1호
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• pp.107-115
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• 1994

Stochastic manufacturing systems are generally formulated as performance models of discrete event systems. In this paper, logical models(as opposed to performance models) of kanban systems are presented which are deterministic and untimed but not stochastic and timed. As a result, the first and second order properties of kanban systems are showed which can be fruitfully applied to the analysis and design of kanban systems.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회/대한산업공학회 2003년도 춘계공동학술대회
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• pp.1042-1047
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• 2003

Due to the Importance of lead time demand in the design of Inventory management systems. researchers and practitioners have paid continuous attention and a few analytic models using the compound distribution approach have been reported. However, since the nature or compound distributions is hardly amenable. the analytic models have been done by non-recognition of the compound nature or some components to reduce the analytic task. This study concerns some of the important aspects in the analytic models. Through the theoretic examination of the analytic model approach and the comparison with the rigid compound stochastic process approach. this study clarifies the assumptions implicitly made by the analytic models and provides some precautions in using the analytic models.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2006년도 춘계공동학술대회 논문집
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• pp.265-270
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• 2006

In an organization where major business operations are geared by business process management system(BPMS), routine tasks are processed according to the predefined business processes. However, most business operations are subject to some sort of exceptions, and the exceptional situations require update of the existing business process model, or a new business process model has to be defined to handle the exceptions. This paper proposes a system architecture that deploys business process repository as the media for storage and retrieval of the various business process models developed for exception handling. Well defined situation variables and decision variables play the key role for efficient storage and retrieval of the business process models developed for exception handling. The data mining technique C5.0 was used to build the optimum path for the process repository search tree.

• 한국국방경영분석학회지
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• 제26권2호
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• pp.101-119
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• 2000

US DoD designated the High LEvel Architecture (HLA) as the standard technical architecture for all military simulation since 1996. HLA will supercede the current Distributed Interactive Simulation(DIS) and Aggregated LEvel Simulation Protocol(ALSP) methods by no funds for developing/modifying non-HLA compliant simulations. The new architecture specifies Rules which define relationships among federation components, an Objects Model Template which species the form which simulation elements are described, and an Interface Specification which describes the way simulations interact during operations. HLA is named as standard architecture in NATO, Australia and many other militaries. Also, it will be IEEE standard in the near future. It goes without saying that ROK military whose simulation models are almost from US must be prepared in areas such as ROK-US combined exercise, training, weapon system acquisition, interface models with C4I system, OPLAN analysis, operations, and os on. In this paper, we propose several effective alternatives and issues for ROK Defense Modeling and Simulation under the transition of new HLA architecture. Those include secure the kernel of new simulation technology and develop our own conceptual model, RTI software, prototype federation for each service and aggregated one. In order to challenge the new simulation architecture effectively, we should innovate our current defense modeling and simulation infrastructure such s manpower, organization, budget, research environment, relationships among academia and industry, and many others.

• 한국경영과학회지
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• 제23권4호
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• pp.213-224
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• 1998

Since the late 1980s, an Increasing number of neural network models have been studied in the areas of financial prediction and analysis. The purpose of this study is to Investigate the possibility of building a neural network model that is able to construct a profitable trading strategy in the Korean Stock Market. This study classifies stocks into the future market winners and losers from the publicly available accounting information and builds portfolios based on this information. The performances of the winner portfolios and the loser portfolios are compared with each other and against the market index. The empirical result of this research is consistent with the traditional fundamental analysis where it is claimed that the financial statements contain firm values that may not be fully reflected In stock prices without delay. Despite the supporting empirical evidence. It is somewhat Inconclusive as to whether or not the abnormal return in excess of market return is the result of the extra knowledge obtained in the neural network models derived from the historical accounting data. This research attempts to open another avenue using neural network models for searching for evidence against market efficiency where statistics and intuition have played a major role.

• 한국경영과학회지
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• 제8권2호
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• pp.9-25
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• 1983

A new approach to cross impact analysis using probabilistic system dynamics(PSD) is presented in this article. The previous models using PSD consist of system dynamics models as a basis which are interacting with cross impact analysis (CIA) sectors. In this model, the policy impact analysis part is separated from the CIA sectors and is constituted an independent subsectors of the model. The policy subsector is designed to separate the policy impact and provide feedback both to the system dynamics base model and cross impact analysis sectors. The new technique is applied to the forecasting, assessment and policy formulation of air pollution in Seoul metropolitan area in 2,000. The results show that the new tool consider policy effects more effectively than the previous PSD models.