• Journal of Korean Society of Industrial and Systems Engineering
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• v.45 no.3
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• pp.123-130
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• 2022

Pair trading is a statistical arbitrage investment strategy. Traditionally, cointegration has been utilized in the pair exploring step to discover a pair with a similar price movement. Recently, the clustering analysis has attracted many researchers' attention, replacing the cointegration method. This study tests a clustering-driven pair trading investment strategy in the Korean stock market. If a pair detected through clustering has a large spread during the spread exploring period, the pair is included in the portfolio for backtesting. The profitability of the clustering-driven pair trading strategies is investigated based on various profitability measures such as the distribution of returns, cumulative returns, profitability by period, and sensitivity analysis on different parameters. The backtesting results show that the pair trading investment strategy is valid in the Korean stock market. More interestingly, the clustering-driven portfolio investments show higher performance compared to benchmarks. Note that the hierarchical clustering shows the best portfolio performance.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.55 no.10
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• pp.410-417
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• 2006

Generally, the training set of maximum $m{\times}L(m+f)$ patterns in the pattern recognition method is required for the real-time bus reconfiguration strategy when a main transformer fault occurs in the distribution substation. Accordingly, to make the application of pattern recognition method possible, the size of the training set must be reduced as efficient level. This Paper proposes a methodology which obtains the minimized training set by applying the pattern clustering method to load patterns of the main transformers and feeders during selected period and to obtain bus reconfiguration strategy based on it. The MaxMin distance clustering algorithm is adopted as the pattern clustering method. The proposed method reduces greatly the number of load patterns to be trained and obtain the satisfactory pattern matching success rate because that it generates the typical pattern clusters by appling the pattern clustering method to load patterns of the main transformers and feeders during selected period. The proposed strategy is designed and implemented in Visual C++ MFC. Finally, availability and accuracy of the proposed methodology and the design is verified from diversity simulation reviews for typical distribution substation.

• Journal of the Korean Institute of Telematics and Electronics C
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• v.35C no.7
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• pp.92-100
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• 1998

In this paper, we suggest a new identification method for sugeno-type fuzzy model via new data clustering strategy. The suggested algorithm is much simpelr than the original identification strategy adopted in. The algorithm suggested in this paper is somewhat similar to that of [2] and [6], that is the algorithm suggested in this paper consists of two steps: coarse tuning and fine tuning. In this paper, double clustering strategy is proposed for coarse tunign. Finally, the resutls of computer simulation are given to demonstrate the validity of this algorithm.

• Journal of Information Processing Systems
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• v.15 no.4
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• pp.986-1016
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• 2019

Mobile user interface pattern (MUIP) is a kind of structured representation of interaction design knowledge. Several studies have suggested that MUIPs are a proven solution for recurring mobile interface design problems. To facilitate MUIP selection, an effective clustering method is required to discover hidden knowledge of pattern data set. In this paper, we employ the semi-supervised kernel fuzzy c-means clustering (SSKFCM) method to cluster MUIP data. In order to improve the performance of clustering, clustering parameters are optimized by utilizing the global optimization capability of particle swarm optimization (PSO) algorithm. Since the PSO algorithm is easily trapped in local optima, a novel PSO algorithm is presented in this paper. It combines an improved intuitionistic fuzzy entropy measure and a new population search strategy to enhance the population search capability and accelerate the convergence speed. Experimental results show the effectiveness and superiority of the proposed clustering method.

• Korean Journal of Child Studies
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• v.16 no.2
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• pp.125-138
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• 1995

The purpose of the present research was to study developmental trends in categorical organization strategy. The subjects were 160 children - 40 nine - year - old boys, 40 nine - year - old girls, 40 seven - year - old boys, 40 seven - year - old girls. All subjects received one of three lists of items differing in category representativeness in either a free -recall or a sort -recall task. The selection of list materials permitted separation of the effects of age differences in category knowledge from those of knowledge per se on children's recall behavior. The tasks were administered to children individually with the memory task followed by the metamemory task. The data was analyzed with three - way ANOVA arid Pearson's correlation coefficient. The results were that (1) Children's recall, clustering, and metamemory increased with age, while age effects for clustering were restricted to the sort - recall/high typicality condition. At each age level, children showed higher level of recall, clustering and metamemory for category typical rather than atypical list, and sort - recall than free-recall. Level of clustering and metamemory were superior in the sort - recall task and for items of high category typicality. (2) 9 - year - old children were capable of deliberately and efficiently using category organization as a memory strategy at least when appropriate contextual support was present (as determined by task requirements and list materials: sort - recall/high typicality).

• Journal of Information Technology Applications and Management
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• v.23 no.2
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• pp.143-152
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• 2016

We can organize, manage, search, and process the documents efficiently by a document clustering. In general, the documents are clustered in a high dimensional feature space because the documents consist of many terms. In this paper, we propose a new method to cluster the documents efficiently in a low dimensional feature space by finding the core concepts from a domain ontology corresponding to the particular area documents. The experiment shows that our clustering method has a good performance.

• Journal of the Korea Society of Computer and Information
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• v.16 no.12
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• pp.247-255
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• 2011

Most existing clustering protocols have been aimed to provide balancing the residual energy of each node and maximizing life-time of wireless sensor networks. In this paper, we present the adaptive clustering strategy related to sink position for clustering protocols in wireless sensor networks. This protocol allows networks topology to be adaptive to the change of the sink position by using symmetrical clustering strategy that restricts the growth of clusters based on depth of the tree. In addition, it also guarantees each cluster the equal life-time, which may be extended compared with the existing clustering protocols. We evaluated the performance of our clustering scheme comparing to LEACH and EEUC, and observe that our protocol is observed to outperform existing protocols in terms of energy consumption and longevity of the network.

• ETRI Journal
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• v.41 no.3
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• pp.326-336
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• 2019

A wireless power transfer technique can solve the power capacity problem in wireless rechargeable sensor networks (WRSNs). The charging strategy is a wide-spread research problem. In this paper, we propose a demand-based charging strategy (DBCS) for WRSNs. We improved the charging programming in four ways: clustering method, selecting to-be-charged nodes, charging path, and charging schedule. First, we proposed a multipoint improved K-means (MIKmeans) clustering algorithm to balance the energy consumption, which can group nodes based on location, residual energy, and historical contribution. Second, the dynamic selection algorithm for charging nodes (DSACN) was proposed to select on-demand charging nodes. Third, we designed simulated annealing based on performance and efficiency (SABPE) to optimize the charging path for a mobile charging vehicle (MCV) and reduce the charging time. Last, we proposed the DBCS to enhance the efficiency of the MCV. Simulations reveal that the strategy can achieve better performance in terms of reducing the charging path, thus increasing communication effectiveness and residual energy utility.

• Proceedings of the KSRS Conference
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• 2008.10a
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• pp.406-409
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• 2008

Clustering data streams has an importance over many applications like sensor networks. Existing hierarchical methods follow a semi fuzzy clustering that yields duplicate clusters. In order to solve the problems, we propose an extended online divisive agglomerative clustering on data streams. It builds a tree-like top-down hierarchy of clusters that evolves with data streams using geometric time frame for snapshots. It is an enhancement of the Online Divisive Agglomerative Clustering (ODAC) with a pruning strategy to avoid duplicate clusters. Our main features are providing update time and memory space which is independent of the number of examples on data streams. It can be utilized for clustering sensor data and network monitoring as well as web click streams.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.5C
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• pp.700-705
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• 2004

Clustering of incomplete data using the Autoencoder and the Fuzzy c-Means(PCM) is proposed in this paper. The Proposed algorithm, called Optimal Completion Autoencoder Fuzzy c-Means(OCAEFCM), utilizes the Autoencoder Neural Network (AENN) and the Gradiant-based FCM (GBFCM) for optimal completion of missing data and clustering of the reconstructed data. The proposed OCAEFCM is applied to the IRIS data and a data set from a financial institution to evaluate the performance. When compared with the existing Optimal Completion Strategy FCM (OCSFCM), the OCAEFCM shows 18％-20％ improvement of performance over OCSFCM.