• Journal of the Korean Data and Information Science Society
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• v.26 no.6
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• pp.1479-1494
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• 2015

Since the Markowitz's mean-variance framework for portfolio analysis, the topic of portfolio optimization has been an important topic in finance. Traditional approaches focus on maximizing the expected return of the portfolio while minimizing its variance, assuming that risky asset returns are normally distributed. The normality assumption however has widely been criticized as actual stock price distributions exhibit much heavier tails as well as asymmetry. To this extent, in this paper we employ the genetic algorithm to find the optimal portfolio under the Value-at-Risk (VaR) constraint, where the tail of risky assets are modeled with the generalized Pareto distribution (GPD), the standard distribution for exceedances in extreme value theory. An empirical study using Korean stock prices shows that the performance of the proposed method is efficient and better than alternative methods.

• Journal of Korean Society of Transportation
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• v.20 no.4
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• pp.123-134
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• 2002

감응식 신호운영변수 설계에 관한 연구는 정주기식 신호운영변수 설계의 그것보다 그 수준이 현저히 미비하며 이는 감응식 신호운영 특성을 반영한 평가방법의 부재로 감응식 운영변수의 평가가 불가능하였기 때문이다. 본 논문은 최근에 소개된 평균 감응현시 녹색시간 추정 수리모형을 이용하여 Highway Capacity Manual (HCM) 지체도를 최소화하는 최대녹색시간의 설계방안을 제시한다. - '최소녹색시간'과 '단위연장시간'은 보행자 횡단시간 및 차량 차두시간 등 지역별 운전자/보행자의 특성과 관련이 있어 일반적인 최적화 설계 수리모형의 적용에 무리가 있어 제외한다. 제안된 설계방안은 감응식 운영논리를 토대로 감응현시 군의 평균녹색시간과 평균주기를 산정하며, HCM 지체도를 평가하고, 가능한 대안 중 지체를 최소화하는 최대녹색시간 운영변수 군을 '혼혈 유전자 알고리즘'으로 도출한다. 현장실험을 통해 도출이 불가능한 실제 최적치를 Corridor Simulation(CORSIM)모형을 이용하여 추정하였고 이를 제안된 설계방안으로 도출된 최대녹색시간 운영변수' 값들과 비교하였다. 비교결과 교차로 v/c 비율이 1.0 보다 낮을 시는 제안된 방법을 통해 설계된 최대녹색시간 운영변수 군이 최소 CORSIM 지체도를 산출하는 최대녹색시간 운영변수 군과 동일한 것으로, v/c비율이 1.0보다 높을 시는 다른 것으로 결과되었다. v/c비율이 1.0 보다 높은 경우는 정주기식 교차로 운영에 효율적이라 감응식 운영의 필요를 벗어나므로 제안된 최대녹색시간 설계방안은 감응식 신호운영 필요범위 내에서 효율적이다. 기존의 최대녹색시간 설계는 정수기식 최적녹색시간을 기준으로 최대녹색시간을 추정하며, 그러한 과정을 돕기 위하여 추정범위(설계자가 범위 내에서 임의로 선택함)를 제시하는 것이 기존의 연구임을 비교하면 본 연구에서 제안하고 있는 설계방법의 의미가 크다.

• Journal of Navigation and Port Research
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• v.30 no.5 s.111
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• pp.375-379
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• 2006

The keel attached on bottom of hull part prevents yacht from flowing sideway by sailing posture. The keel remove a heel moment and make the force of stability. The selection of suitable keel is important bemuse it has an influence on the safety. Also the appendage attached on bottom of keel part lower ballast weight center and have influence on hull stability. The optimum shape about the keel is very important. So this study has compared with characteristics of resistance depending on the shape of the lower part of fin keel in the same surface of water submersion, we have attached three different types of models of lower part of fin keels to the model ships using circulating water channel and analyzed resistance characteristics per shape to arrive at the optimum shape of reduction of resistance.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 2006.06b
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• pp.235-239
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• 2006

The keel attached on bottom of hull part prevents yacht from flowing sideway by sailing posture. So this study has compared with characteristics of resistance depending on the shape af the lower part of fin keel in the same surface af water submersion, we have attached three different types of models of lower part of fin keels to the model ships using circulating water channel and analyzed resistance characteristics per shape to arrive at the optimum shape of reduction of resistance.

• Korean Journal of Agricultural and Forest Meteorology
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• v.21 no.3
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• pp.158-166
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• 2019

Implementing proper land management techniques, such as selecting the best crops and applying the best cultivation techniques at the farm level, is an effective way for farmers to adapt to climate change. Also it will be helpful if the farmer can get the information of agro-weather and the growth status of cultivating crops in real time and the simulated results of applying optional technologies. To test this, a system (web site) was developed to produce agro-weather data and crop growth information of farms by combining agricultural climate maps and crop growth modeling techniques to highland area for summer-season Chinese cabbage production. The system has been shown to be a viable tool for producing farm-level information and providing it directly to farmers. Further improvements will be required in the speed of information access, the microclimate models for some meteorological factors, and the crop growth models to test different options.

• The Korean Journal of Applied Statistics
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• v.32 no.3
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• pp.391-404
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• 2019

Customers' fixed characteristics have often been used to predict customer behavior. It has recently become possible to track customer web logs as customer activities move from offline to online. It has become possible to collect large amounts of web log data; however, the researchers only focused on organizing the log data or describing the technical characteristics. In this study, we predict the decision-making time until each customer makes the first reservation, using Airbnb customer data provided by the Kaggle website. This data set includes basic customer information such as gender, age, and web logs. We use various methodologies to find the optimal model and compare prediction errors for cases with web log data and without it. We consider six models such as Lasso, SVM, Random Forest, and XGBoost to explore the effectiveness of the web log data. As a result, we choose Random Forest as our optimal model with a misclassification rate of about 20%. In addition, we confirm that using web log data in our study doubles the prediction accuracy in predicting customer behavior compared to not using it.

• Journal of Korean Society of Transportation
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• v.24 no.7 s.93
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• pp.65-79
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• 2006

The ATIS(Advance Traveler Information System), as one part of ITS, is a system aiming to disperse traffic volume on transportation networks by providing traffic information to transportation users on pre-trip and en-route trips. One of tools in ATIS is usage of VMS(Variable Message Signs). It provides to the drivers with direct information about state of processing direction. which is considered as the most effective method in ATIS. The purposes of providing VMS information are classified two categories. One is to provide simple information to drivers for their convenience. The other is to manage traffic demand to improve transportation network performance. However, for more effective and reliable VMS information, several strategies should be taken into account. The main VMS management strategy is "Traffic Diversion Strategy for minimum delay" when traffic congestion or incident are occurred. For effective operation. firstly. reasonable diversion traffic volume is determined by network traffic condition Secondly, it is necessary to make providing information strategy which reflects driver response behavior for controling diversion traffic volume. This paper focuses on the providing real-time route guidance information by VMS when congestion is occurred by the incidents. This sturdy estimates time-dependent system optimal diversion rate that inflects travel time and queue lengths using traffic flow simulation model on base Cellular Automata. In addition, route choice behavior models are developed using binary logit model for traffic information variable by traffic system controller. Finally, this study provides time-dependent VMS massage contents and degree of providing information in order to optimize the traffic flow.

• Journal of Korea Water Resources Association
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• v.40 no.1 s.174
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• pp.89-99
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• 2007

Uncertainty analysis is used to eliminate the climatic variables of input nodes and construct the model of an optimal type from COMBINE-GRNNM-GA(Type-1), which have been developed in this issue(2007). The input variable which has the lowest smoothing factor during the training performance, is eliminated from the original COMBINE-GRNNM-GA (Type-1). And, the modified COMBINE-GRNNM-GA(Type-1) is retrained to find the new and lowest smoothing factor of the each climatic variable. The input variable which has the lowest smoothing factor, implies the least useful climatic variable for the model output. Furthermore, The sensitive and insensitive climatic variables are chosen from the uncertainty analysis of the input nodes. The optimal COMBINE-GRNNM-GA(Type-1) is developed to estimate and calculate the PE which is missed or ungaged and the $ET_r$ which is not measured with the least cost and endeavor Finally, the PE and $ET_r$. maps can be constructed to give the reference data for drought and irrigation and drainage networks system analysis using the optimal COMBINE-GRNNM-GA(Type-1) in South Korea.

• Journal of Intelligence and Information Systems
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• v.20 no.4
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• pp.43-58
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• 2014

As the use of trading systems has increased rapidly, many researchers have become interested in developing effective stock market prediction models using artificial intelligence techniques. Stock market prediction involves multifaceted interactions between market-controlling factors and unknown random processes. A successful stock prediction model achieves the most accurate result from minimum input data with the least complex model. In this research, we develop a combination model of ${\pi}$-fuzzy logic and support vector machine (SVM) models, using a genetic algorithm to optimize the parameters of the SVM and ${\pi}$-fuzzy functions, as well as feature subset selection to improve the performance of stock market prediction. To evaluate the performance of our proposed model, we compare the performance of our model to other comparative models, including the logistic regression, multiple discriminant analysis, classification and regression tree, artificial neural network, SVM, and fuzzy SVM models, with the same data. The results show that our model outperforms all other comparative models in prediction accuracy as well as return on investment.

• 대한공업교육학회지
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• v.41 no.1
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• pp.108-127
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• 2016

We confront incessant choices in life. A person or a group stands at a crossroad continuously and make decisions under limited conditions in each time in order to achieve a goal. These series of processions are referred to as decision making and dominates our actions. Based on this view, the decision making is crucial and it secures its own position in school education as well as in real life. The purpose of this study is to develop decision making skills instructional model that can be applied to improve decision making skills in technological subjects. The components of decision making skills in technological education was problem recognition, problem identification, alternative production, alternative assessment, optimum selection, optimum evaluate. An instructional models for improvement of decision making skills in technology education and examination was designed according to the components of decision making skills in technological education. Depending on the components of decision making skills developed a teaching material to experience each step. And in the teaching material was to verify the improved decision-making skill. Accordingly, a decision making instruction model in technology is expected to contribute to enhance students' decision making skills.