• The Journal of Society for e-Business Studies
• /
• v.27 no.2
• /
• pp.65-77
• /
• 2022

Due to the recent development in electronic financial services, transactions of electronic prepayment are rapidly growing, leading to growing fraud attempts. This paper proposes a methodology that can effectively detect fraud transactions in electronic prepayment by machine learning algorithms, including support vector machines, decision trees, and artificial neural networks. Actual transaction data of electronic prepayment services were collected and preprocessed to extract the most relevant variables from raw data. Two different approaches were explored in the paper. One is a transaction-based approach, and the other is a user ID-based approach. For the transaction-based approach, the first model is primarily based on raw data features, while the second model uses extra features in addition to the first model. The user ID-based approach also used feature engineering to extract and transform the most relevant features. Overall, the user ID-based approach showed a better performance than the transaction-based approach, where the artificial neural networks showed the best performance. The proposed method could be used to reduce the damage caused by financial accidents by detecting and blocking fraud attempts.

• International Journal of Quality Innovation
• /
• v.8 no.1
• /
• pp.40-75
• /
• 2007

In the early industrial age which with high intensity of machine and labor, using financial measurement index was good enough to tie in company's mechanization and philosophy of management and been in efficiency. But being comply with "New Economic age," a new economic environment is full of knowledge and information, the enterprise competition had changed from tangible assets, plants to intangible innovation ability of knowledge. As recognizing the new tendency by enterprise, they value gradually the growth and influence from learning. Practice of organization learning not only needs firm structure and be in coordination with both hardware and software, but also needs an affect measurement model to offer enterprise to estimate learning performance. It's a good instrument of financial performance measure mold in the past years, But it's for measuring the past, couldn't formulate enterprise trend to future, hard to estimate investment for future, such as development of products, organization learning, knowledge management etc, as which intangible assets and knowledge ability just the key factors of being win around competition environment in the future. In 1992, Kaplan and Norton brought up Balance Scorecard (BSC) on Harvard Business Review, as an instrument helping enterprise to measure performance, which is being considered to be a most influence management instrument. It added non-financial index such as customer, internal process and learning growth besides traditional financial index, as offering enterprise an index to measure and manage intangible assets and intellectual property. As being aware of organization learning is hard to be ignored in the new economic age, this research is based on learning and growth of BSC, and citing one national material company try to let the most difficult measurement performance of organization learning, to be estimate through BSC, analyze of factor and individual case, to discuss the company how to make the related strategy and vision of organization learning to develop learning and growth of the structure of BSC, subject the matter of out put factors to be discussed, and measure the outcomes as a result of research. The research affect offers (1) the base implement procedure of carrying out BSC; (2) the reference of formulating measurement index while enterprise using BSC to estimate performance of organization learning; (3) the possibility bottleneck maybe forcing while carrying out BSC, to be an improvement or preventive for enterprise.

• Journal of the Korea Society of Computer and Information
• /
• v.28 no.8
• /
• pp.49-58
• /
• 2023

Dropouts of students not only cause financial loss to the university, but also have negative impacts on individual students and society together. To resolve this issue, various studies have been conducted to predict student dropout using machine learning. This paper presents a model implemented using DNN (Deep Neural Network) and LGBM (Light Gradient Boosting Machine) to predict dropout of university students and compares their performance. The academic record and grade data collected from 20,050 students at A University, a small and medium-sized 4-year university in Seoul, were used for learning. Among the 140 attributes of the collected data, only the attributes with a correlation coefficient of 0.1 or higher with the attribute indicating dropout were extracted and used for learning. As learning algorithms, DNN (Deep Neural Network) and LightGBM (Light Gradient Boosting Machine) were used. Our experimental results showed that the F1-scores of DNN and LGBM were 0.798 and 0.826, respectively, indicating that LGBM provided 2.5% better prediction performance than DNN.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
• /
• 2022.05a
• /
• pp.232-234
• /
• 2022

Big data is widely used in customer relationship management, relationship marketing, financial business improvement, credit information and risk management. Moreover, as non-face-to-face financial transactions have become more active recently due to the COVID-19 virus, the use of financial big data is more demanded in terms of relationships with customers. In terms of customer relationship, financial big data has arrived at a time that requires an emotional rather than a technical approach. In relational marketing, it was necessary to emphasize the emotional aspect rather than the cognitive, rational, and rational aspects. Existing traditional financial data was collected and utilized through text-type customer transaction data, corporate financial information, and questionnaires. In this study, the customer's emotional image data, that is, atypical data based on the customer's cultural and leisure activities, is acquired through SNS and the customer's activity image is analyzed with an artificial intelligence CNN algorithm. Activity analysis is again applied to the annotated AI, and the AI big data model is designed to analyze the behavior model shown in the annotation.

• Journal of the Korea Society of Computer and Information
• /
• v.29 no.5
• /
• pp.11-20
• /
• 2024

This study presents TabNet, a novel deep learning method, to enhance corporate credit rating accuracy amidst growing financial market uncertainties due to technological advancements. By analyzing data from major Korean stock markets, the research constructs a credit rating prediction model using TabNet. Comparing it with traditional machine learning, TabNet proves superior, achieving a Precision of 0.884 and an F1 score of 0.895. It notably reduces misclassification of high-risk companies as low-risk, emphasizing its potential as a vital tool for financial institutions in credit risk management and decision-making.

• International Journal of Computer Science & Network Security
• /
• v.23 no.10
• /
• pp.199-208
• /
• 2023

The emergence of COVID-19 virus has shaken almost every aspect of human life including but not limited to social, financial, and economic changes. One of the most significant impacts was obviously healthcare. Now though the pandemic has been over, its aftereffects are still there. Among them, a prominent one is people lifestyle. Work from home, enhanced screen time, limited mobility and walking habits, junk food, lack of sleep etc. are several factors that have still been affecting human health. Consequently, diseases like diabetes, high blood pressure, anxiety etc. have been emerging at a speed never witnessed before and it mainly includes the people at young age. The situation demands an early prediction, detection, and warning system to alert the people at risk. AI and Machine learning has been investigated tremendously for solving the problems in almost every aspect of human life, especially healthcare and results are promising. This study focuses on reviewing the machine learning based approaches conducted in detection and prediction of diabetes especially during and post pandemic era. That will help find a research gap and significance of the study especially for the researchers and scholars in the same field.

• Geomechanics and Engineering
• /
• v.39 no.1
• /
• pp.27-41
• /
• 2024

Accurately estimating the performance of tunnel boring machines (TBMs) is crucial for mitigating the substantial financial risks and complexities associated with tunnel construction. Machine learning (ML) techniques have emerged as powerful tools for predicting non-linear time series data. In this research, six advanced meta-heuristic optimization algorithms based on long short-term memory (LSTM) networks were developed to predict TBM penetration rate (TBM-PR). The study utilized 1125 datasets, partitioned into 20% for testing, 70% for training, and 10% for validation, incorporating six key input parameters influencing TBM-PR. The performances of these LSTM-based models were rigorously compared using a suite of statistical evaluation metrics. The results underscored the profound impact of optimization algorithms on prediction accuracy. Among the models tested, the LSTM optimized by the particle swarm optimization (PSO) algorithm emerged as the most robust predictor of TBM-PR. Sensitivity analysis further revealed that the orientation of discontinuities, specifically the alpha angle (α), exerted the greatest influence on the model's predictions. This research is significant in that it addresses critical concerns of TBM manufacturers and operators, offering a reliable predictive tool adaptable to varying geological conditions.

• Management Science and Financial Engineering
• /
• v.19 no.1
• /
• pp.1-10
• /
• 2013

Hierarchical forecasting strategy does not always outperform direct forecasting strategy. The performance generally depends on demand features. This research guides the use of the alternative forecasting strategies according to demand features. This paper developed and evaluated various classification models such as logistic regression (LR), artificial neural networks (ANN), decision trees (DT), boosted trees (BT), and random forests (RF) for predicting the relative performance of the alternative forecasting strategies for the South Korean navy's spare parts demand which has non-normal characteristics. ANN minimized classification errors and inventory costs, whereas LR minimized the Brier scores and the sum of forecasting errors.

• International Journal of Computer Science & Network Security
• /
• v.22 no.2
• /
• pp.185-192
• /
• 2022

Forecasting and time series modelling plays a vital role in the data analysis process. Time Series is widely used in analytics & data science. Forecasting stock prices is a popular and important topic in financial and academic studies. A stock market is an unregulated place for forecasting due to the absence of essential rules for estimating or predicting a stock price in the stock market. Therefore, predicting stock prices is a time-series problem and challenging. Machine learning has many methods and applications instrumental in implementing stock price forecasting, such as technical analysis, fundamental analysis, time series analysis, statistical analysis. This paper will discuss implementing the stock price, forecasting, and research using prophet and LSTM models. This process and task are very complex and involve uncertainty. Although the stock price never is predicted due to its ambiguous field, this paper aims to apply the concept of forecasting and data analysis to predict stocks.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.17 no.10
• /
• pp.2809-2821
• /
• 2023

Effective recommendation of similar business groups is a critical factor in obtaining market information for companies. In this study, we propose a novel method for enhancing similar business group recommendation by incorporating derivative criteria and web crawling. We use employment announcements, employment incentives, and corporate vocational training information to derive additional criteria for similar business group selection. Web crawling is employed to collect data related to the derived criteria from 'credit jobs' and 'worknet' sites. We compare the efficiency of different datasets and machine learning methods, including XGBoost, LGBM, Adaboost, Linear Regression, K-NN, and SVM. The proposed model extracts derivatives that reflect the financial and scale characteristics of the company, which are then incorporated into a new set of recommendation criteria. Similar business groups are selected using a Euclidean distance-based model. Our experimental results show that the proposed method improves the accuracy of similar business group recommendation. Overall, this study demonstrates the potential of incorporating derivative criteria and web crawling to enhance similar business group recommendation and obtain market information more efficiently.