• Journal of the Korean Operations Research and Management Science Society
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• v.36 no.1
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• pp.13-26
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• 2011

In order to explain the U-shaped pattern of autocorrelations of stock returns i.e., autocorrelations starting around 0 for short-term horizons and becoming negative and then moving toward 0 for long-term horizons, researchers suggested the use of a state-space model consisting of an I(1) permanent component and an AR(1) stationary component, where the two components are assumed to be independent. They concluded that auto-regression coefficients derived from the state-space model follow a U-shape pattern and thus there is mean-reversion in stock prices. In this paper, we show that only negative autocorrelations are feasible under the assumption that the permanent component and the stationary component are independent in the state-space model. When the two components are allowed to be correlated in the state-space model, we show that the sign of the auto-regression coefficients is not restricted as negative. Monthly return data for all NYSE stocks for the period from 1926 to 2007 support the state-space model with correlated noise processes. However, the auto-regression coefficients of the ARIMA process, equivalent to the state-space model with correlated noise processes, do not follow a U-shaped pattern, but are always positive.

• Proceedings of the IEEK Conference
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• 2003.07d
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• pp.1605-1608
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• 2003

Today, E-Business develop because, Internet diffuse rapidly. Variety function and excellence performance needs for changeable user's requirement. So, EJB comes Component's addition and modify. For Component adds Function, Existing System modifies all of the source code. In EJB Component System, but, modifies simple source code. But, Today's System don't have cleary way that assembly component and design system. This Paper used design pattern for maintain of the component. this paper describes EJB Design Pattern using Abstract Factory Pattern. And EJB Component that used Pattern, decribes advantage and disavantage.

• The Journal of Society for e-Business Studies
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• v.14 no.4
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• pp.315-332
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• 2009

In logistic environments, a process, in that it manages the flow of materials among partners, involves more than one organization. In this regard, a logistic process, as a combined process consisting of multiple sub processes, needs to be managed with controling interaction among partners. In achieving systematic management of a logistic process, traditional Business Process Management (BPM) cannot be used for the entire flow, since it lacks the ability to manage interactions among partners. Particularly in logistic environments where RFID technologies are used, how to deal with the connection between RFID event and logistic flow has not been properly addressed. To overcome this limitation, this paper proposes a new method of managing multi-organizational logistic processes based on RFID events. We define inter-workflow pattern, and suggest ECA(Event-Condition-Action) rules for auto triggering of logistic processes. To adjust the rules to RFID events, we invent RFID-based ECA rules using complex event. A prototype system has been developed for the purpose of demonstrating the effectiveness of our approach.

• The Journal of Society for e-Business Studies
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• v.12 no.1
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• pp.1-24
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• 2007

In the mold parts industry, customers typically place orders for order-made parts with some changes to the design specifications of ready-made parts within the extent of the manufacturing capability of the supplier. Being customized for ready-made parts, existing e-Catalog systems cannot support the above trade pattern. To solve this problem, an ETO (engineering-to-order) method is proposed here, enabling the trade of order-made parts in an e-Catalog system by utilizing the design and manufacturing knowledge of the part suppliers. After addressing technological challenges and solutions, we briefly describe application of the ETO method to two types of mold parts - ejector pins and mold bases.

• Proceedings of the Safety Management and Science Conference
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• 2002.11a
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• pp.239-246
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• 2002

In this report, we provide the focus on suggesting a method of estimating & measurement of CBM(Customer Behavior Model). Through the use of internet, a new trend of business for e-CRM on B2C Web Site which is now known as EC has emerged. The Purpose of this study is to identify the relationship between the customers of a shopping mall and CBM characteristics. Result showed that there is a significant relationship between the some customers pattern of shopping mall and CBM, CVM(Customer Visit Model).

• Journal of Oriental Neuropsychiatry
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• v.21 no.2
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• pp.1-15
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• 2010

Objectives : This study was performed to develop a standard instrument of Pattern Identification for jing ji and zheng chong. Methods : The advisor committee on this study was organized by 15 neuropsychiatry professors of oriental medical colleges. The items and structure of the instrument were based on review of published literature. We took consultation 2 times from the advisor committee and we also took additional advices by e-mail. Results : 1. We divided the symptoms and signs of jing ji and zheng chong into 9 pattern identification. - heart deficiency with timidity(心膽虛怯), heart qi deficiency(心氣虛), heart blood deficiency(心血虛), heart yang inactivity(心陽不振), heart blood stasis(心血瘀阻), phlegm turbidity obstructing(痰濁阻滯), yin deficiency with effulgent fire(陰虛火旺), water qi intimidating the heart(水氣凌心), dual deficiency of the heart and spleen(心脾兩虛). 2. We got the mean weights that reflect standard deviation to each symptom of 9 pattern identification which had been scored on a 100-point scale. 3. We made out the Korean instrument of the pattern identification for jing ji and zheng chong. It was composed of 17 questions in question-and-answer form. Conclusions : Instrument of Pattern Identification for jing ji and zheng chong was developed through experts' disscussion. If the validity and reliability of this instrument is confirmed through additional clinical trial, the instrument of pattern identification for jing ji and zheng chong is expected to be applied to the subsequent research.

• The Journal of Society for e-Business Studies
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• v.9 no.1
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• pp.105-122
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• 2004

The advance of information technology has changed the business environment, and the business process between the trading partners has been evolved with these changes. However, the business process between trading partners requires human interface for interchanging information or making a decision even though they collaborate each other or are coupled tightly, and this interrupts seamless business processes between them. To overcome this limitations, a new concept of self-integration has been emerged. The self-integration means a true integration among enterprise applications without human interface, and it might be the future direction of integrations. In this study, we introduced the concept of self-integration environment and business process model for supply chain planning. And, we analyzed the negotiation processes and classified the negotiation patterns for integrated supply chain planning in self-integration environment, and then we proposed a generic business process model for negotiation of extended and integrated supply chain planning by integrating the suggested negotiation pattern with business scenarios.

• The Journal of Society for e-Business Studies
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• v.23 no.4
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• pp.153-169
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• 2018

Previous e-financial anomalies analysis and detection technology collects large amounts of electronic financial transaction logs generated from electronic financial business systems into big-data-based storage space. And it detects abnormal transactions in real time using detection rules that analyze transaction pattern profiling of existing customers and various accident transactions. However, deep analysis such as attempts to access e-finance by insiders of financial institutions with large scale of damages and social ripple effects and stealing important information from e-financial users through bypass of internal control environments is not conducted. This paper analyzes the management status of e-financial security programs of financial companies and draws the possibility that they are allies in security control of insiders who exploit vulnerability in management. In order to efficiently respond to this problem, it will present a comprehensive e-financial security management environment linked to insider threat monitoring as well as the existing e-financial transaction detection system.

• Information Systems Review
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• v.4 no.2
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• pp.209-222
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• 2002

EDI (Electronic Data Interchange) has been widely utilized to support Business Activities since it has such advantages as fast transfer of information, less documentation work, efficient information exchange etc. Recently e-business environment has urged the traditional EDI system to be changed to ebXML framework. To apply the ebXML framework to a certain industry, it is required to implement Business Process (BP), Core Component (CC), Collaboration Protocol Profile (CPP), Collaboration Protocol Agreement (CPA), Messaging system etc. We have selected the port and logistics industry as a target domain to apply ebXML framework, since the EDI usage ratio of it is relatively higher than other industries. In this paper, we have analyzed the current status of EDI system and transaction processes in the port and logistics industry. We have defined the business process that will be registered in the registry/repository, the main component of ebXML framework, using UN/CEFACT modeling methodology. And Business Collaborations, Business Transactions, Business Document Flows, Choreography, Pattern, etc. are represented using UML according to UN/ CEFACT modeling methodology, to apply ebXML Framework to the port and logistics distribution industry. Also we have suggested the meta methodology for applying the ebXML framework to other industries.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.30 no.4
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• pp.96-102
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• 2007

The most fundamental method in IT innovation up to today is the SOA which has been accepted as the standard for the system integration and makes the business more flexible. Although it is important to classify the workflow of enterprise into the unit of services, there is no systematical research on this topic yet. This paper proposes a SOA deployment methodology, which composed of 6 steps. By utilizing this methodology, an enterprise can build up the SOA applied environment easily to achieve its business objectives and to make a linkage between services and business processes more effectively and efficiently, which is proved through Analytic Hierarchy Process. It is considered that Service Oriented Architecture can be the future standard for the IT integration beyond the individual application.