• Journal of the Korea Society of Computer and Information
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• v.27 no.11
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• pp.147-155
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• 2022

In this study, we developed a system to dynamically balance a daily stock portfolio and performed trading simulations using gradient boosting and genetic algorithms. We collected various stock market data from stocks listed on the KOSPI and KOSDAQ markets, including investor-specific transaction data. Subsequently, we indexed the data as a preprocessing step, and used feature engineering to modify and generate variables for training. First, we experimentally compared the performance of three popular gradient boosting algorithms in terms of accuracy, precision, recall, and F1-score, including XGBoost, LightGBM, and CatBoost. Based on the results, in a second experiment, we used a LightGBM model trained on the collected data along with genetic algorithms to predict and select stocks with a high daily probability of profit. We also conducted simulations of trading during the period of the testing data to analyze the performance of the proposed approach compared with the KOSPI and KOSDAQ indices in terms of the CAGR (Compound Annual Growth Rate), MDD (Maximum Draw Down), Sharpe ratio, and volatility. The results showed that the proposed strategies outperformed those employed by the Korean stock market in terms of all performance metrics. Moreover, our proposed LightGBM model with a genetic algorithm exhibited competitive performance in predicting stock price movements.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.25 no.8A
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• pp.1160-1168
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• 2000

This paper presents a real-time integrated traffic management (RITM) scheme that can effectively manage variable bit rate (VBR) and available bit rate (ABR) traffics having unpredictable characteristics in asynchronous transfer mode (ATM) networks. An unique feature of this scheme is that it has a special ATM cell control block which makes it possible to monitor bursty traffics in real-time so that the delay incurred to measure cell arrival rate is minimized. Additionally, the proposed scheme intends to dynamically reassign the leftover network resources to VBR/ABR connections without any deterioration in quality of service (QoS) of the existing connections. The RITM scheme has been verified to reliably monitor incoming traffics and to efficiently manage network resources by computer simulations. The capability of managing the incoming ATM traffics in real-time helps determine an optimal acceptable number of user connections for a given network condition. We can use this value as a threshold to protect the network from being congested and to find out a cost-effective buffer design method.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.24 no.7B
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• pp.1211-1219
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• 1999

High quality real-time interactive multimedia services like VOD gained huge momentum by information technology industries during the middle of 1990, but failed successful commercial service deployment despite of the expectations. Among the number of reasons, lack of high bandwidth and QoS support from the network infrastructure have become main cause of the failure. On the other hand, the advance of computer industry-driven storage technologies has been reducing the price of in-home storage dramatically. This fact and the delivery of audio-visual material in a digital form to the home storage make very interesting multimedia service applications possible. It enables anytime content delivery (e.g., during off-peak time) without user interaction and anytime content play and, also, enhances utilization by reducing the loads applied to servers and networks using multicast network infrastructure. In this paper, we propose design and implementation of our anytime multimedia service system based on in-home storage, called IMPRESS-AMS.

• Proceedings of the Technology Innovation Conference
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• 2003.02a
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• pp.173-190
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• 2003

Demand forecasting is essential in establishing national and corporate strategy as well as the management of their resource. We forecast demand for multi-generation product using discrete choice model combining diffusion model The discrete choice model generally captures consumers'valuation of the product's qualify in the framework of a cross-sectional analysis. We incorporate diffusion effects into a discrete choice model in order to capture the dynamics of demand for multi-generation products. As an empirical application, we forecast demand for worldwide DRAM (dynamic random access memory) and each of its generations from 1999 to 2005. In so doing, we use the method of 'Technological Forecasting'for DRAM Density and Price of the generations based on the Moore's law and learning by doing, respectively. Since we perform our analysis at the market level, we adopt the inversion routine in using the discrete choice model and find that our model performs well in explaining the current market situation, and also in forecasting new product diffusion in multi-generation product markets.

• Journal of Korea Multimedia Society
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• v.9 no.4
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• pp.377-387
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• 2006

Digital documents takes place of paper (off-line) documents, because of the advantages of digital (on-line) documents: supply of information using dynamic contents and good to communize. However, users prefer paper documents to digital documents with the advantages of paper documents: inexpensive, handy to carry, and good to read. Therefore, for providing advantages of digital documents to users who prefer paper documents, many laboratories study about methods which augment digital documents to paper documents. In this paper, we propose the Hybrid Documents Authoring Tool (HDAT), which can insert, delete, and modify on-line information to the off-line. The proposed system is a unified authoring tool for reading and writing of on-line information. And we provide the most natural environment to users using computer vision technology without additional devices such as markers or patterns to retrieve documents. As shown by experimental results, we make sure that our proposed system has high usability and good efficiency on various environments through we measure the low-level of system requirement.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.25 no.11
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• pp.1135-1141
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• 2014

Performing wideband DDC while quantizing signal over a wide dynamic range and high speed sampling rate have primarily been implemented in a hardware such as, FPGA or ASIC because of time-consuming job. Real-time wideband DDC SW, even though signal environment changes, adapt to signal environment flexibly and can be reused. In addition, it has a lower price than the hardware implementation. In this paper, we study the system design that can be stored in real time designing a high-speed parallel processing architecture for SW-based wideband DDC. Finally, applying a Ping-Pong Buffering mechanism for receiving a signal in real time and CUDA for a high-speed signal processing, we verify wideband DDC design procedure that meets the signal processing.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.3
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• pp.338-346
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• 2016

Wearable Device has various constraint about battery power consumption, size, weight, etc, because the devices is worn and operated by person and provide services. So, if a device includes too many functions, it dose not satisfies the constraint and lose price competitiveness due to become expensive. Therefore we suggest that make reassembly Unit Modular Device witch has common used functions in wearable devices and user can receive various services to reassemble Unit Modules. It is comprised of frames and modules. Each module has various functions. Each frames help module to communicate each modules. To realize this device, we design to guarantee each services to use necessary modules, to give priority to modules depending on the important of the task, to set that does not use to low energy mode.

• Journal of the Korea Society of Computer and Information
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• v.16 no.7
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• pp.77-84
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• 2011

The B$\'{e}$k$\'{e}$syaudiometry makes possible to determine not only hearing threshold but also assumption of recruit phenomenon. Additionally, it is helpful to investigate cause of hearing loss. In this paper, we describe a development of PC based B$\'{e}$k$\'{e}$syaudiometer which complies with ANSI standards and provides cost competitiveness. It dynamically produces sound having required frequency and sound pressure level and supports audiogram interface showing test result at realtime. To provide ANSI defined maximum sound level, an amplifier has been developed. We have been verified our system whether it conforms to ANSI standards.

• Journal of KIISE:Computer Systems and Theory
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• v.37 no.5
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• pp.285-291
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• 2010

Flash memory has many good features such as small size, shock-resistance, and low power consumption, but the cost of flash memory is still high to substitute for hard disk entirely. Recently, some mobile devices, such as laptops, attempt to use both flash memory and hard disk together for taking advantages of merits of them. However, existing OSs (Operating Systems) are not optimized to use the heterogeneous storage media. This paper presents a new buffer cache management scheme. First, we allocate buffer cache space according to access patterns of block references and the characteristics of storage media. Second, we prefetch data blocks selectively according to the location of them and access patterns of them. Third, we moves destaged data from buffer cache to hard disk or flash memory considering the access patterns of block references. Trace-driven simulation shows that the proposed schemes enhance the buffer cache hit ratio by up to 29.9% and reduce the total I/O elapsed time by up to 49.5%.

• The KIPS Transactions:PartA
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• v.9A no.1
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• pp.1-8
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• 2002

Most of the traditional embedded web server systems have been designed for monitoring and controlling some dedicated equipments. Hence, not only they have no generality and flexibility but also they are too expensive for the lower-cost domestic equipment. To cope with these difficulty, we suggest a lower-cost ${\mu}$-embedded web server model which is suitable for monitoring and controlling the industry or house equipments by using the internet. The suggested model is based on an one-chip ${\mu}$-processor in which the ISP (In-System Programming) function and flash ROM are embedded basically to minimize the cost of H/W and S/W. Also it allows to add an new function dynamically to provide the generality and flexibility. Finally, to evaluate the feasibility of the suggested model, we have manufactured a test-board based on the ATMega103 ${\mu}$-processor and programmed the control program and tested it on the MS Explorer 5.0 environment.