• Journal of the Korea Society for Simulation
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• v.26 no.2
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• pp.1-8
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• 2017

High Level Architecture(HLA) is a specification for interoperation among heterogeneous simulators which are executed in a distributed environment. HLA originally allows many federates to join in a federation using a single RTI(Run-Time Infrastructure). As the target systems become more complex, the need for the interoperation of federations, performed in a RTI-RTI interoperation environment, has been growing. It can be performed by the confederation interface with the agents, which subrogate the API calls and callbacks of each federation. The existing studies have assumed that the object models of each federation are based on same HLA standard and their object descriptions are equal. Because the existing federations are usually not under this assumption, this paper proposes the integration process of object models for the federation interoperation environment. To integrate the object models for the interoperation of federations, this process resolves the differences of HLA standards, provides conversion process between objects with different descriptions and excludes the security objects. We expect that this process enhances the reusability and effectiveness of interoperation of federations in various domains.

• KIPS Transactions on Software and Data Engineering
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• v.2 no.2
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• pp.113-118
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• 2013

The current GPU virtualization techniques incur large overheads when executing application programs mainly due to the fine-grain time-sharing scheduling of the GPU among multiple Virtual Machines (VMs). Besides, the current techniques lack of portability, because they include the APIs for the GPU computations in the VM monitor. In this paper, we propose a low overhead and high performance GPU virtualization approach on a heterogeneous HPC system based on the open-source Xen. Our proposed techniques are tailored to the bio applications. In our virtualization framework, we allow a VM to solely occupy a GPU once the VM is assigned a GPU instead of relying on the time-sharing the GPU. This improves the performance of the applications and the utilization of the GPUs. Our techniques also allow a direct pass-through to the GPU by using the IOMMU virtualization features embedded in the hardware for the high portability. Experimental studies using microbiology genome analysis applications show that our proposed techniques based on the direct pass-through significantly reduce the overheads compared with the previous Domain0 based approaches. Furthermore, our approach closely matches the performance for the applications to the bare machine or rather improves the performance.

• Journal of Intelligence and Information Systems
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• v.27 no.1
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• pp.65-82
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• 2021

Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.