산업공학 (IE interfaces)

대한산업공학회 (Korean Institute of Industrial Engineers)
권호 표지

고객의 잠재가치에 기반한 증권사 수수료 정책 연구

Analysis of Brokerage Commission Policy based on the Potential Customer Value

  • 신형원 (삼성경제연구소) ;
  • 손소영 (연세대학교 컴퓨터과학.산업시스템공학과)
  • Shin, Hyung-Won (Samsung Economy Research Institute) ;
  • Sohn, So-Young (Dept. of Computer Science and Industrial Systems Engineering, Yonsei University)
  • 발행 : 2003.12.31
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

In this paper, we use three cluster algorithms (K-means, Self-Organizing Map, and Fuzzy K-means) to find proper graded stock market brokerage commission rates based on the cumulative transactions on both stock exchange market and HTS (Home Trading System). Stock trading investors for both modes are classified in terms of the total transaction as well as the corresponding mode of investment, respectively. Empirical analysis results indicated that fuzzy K-means cluster analysis is the best fit for the segmentation of customers of both transaction modes in terms of robustness. We then propose the rules for three grouping of customers based on decision tree and apply different brokerage commission to be 0.4%, 0.45%, and 0.5% for exchange market while 0.06%, 0.1%, 0.18% for HTS.

키워드