• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.991-997
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• 2006

Recently, Liu (2005) proposed a special type of weighting function under a given preference index level with the minimal variability similar to the minimal variability OWA operator weights problem proposed by Fuller and Majlender (2003). He solved this problem using a result of classical optimal control theory. In this note, we give a direct elementary proof of this problem without using any known results.

• Journal of the Korean Society of Safety
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• v.27 no.4
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• pp.108-114
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• 2012

Traffic Accident Merging Index(TAMI) is developed for TMACS(Traffic Safety Information Management Complex System). TAMI is calculated by combining 'Severity Index' and 'Frequency'. This paper suggest the accurate TAMI prediction model by time series forecasting. Preventing the traffic accident by accurately predicting it in advance can greatly improve road traffic safety. Searches the model which minimizes the error of 230 local self-governing groups. TAMI of 2007~2009 years data predicts TAMI of 2010. And TAMI of 2010 compares an actual index and a prediction index. And the error is minimized the constant where selects. Exponential Smoothing model was selected. And smoothing constant was decided with 0.59. TAMI Forecasting model provides traffic next year safety information of the local government.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.8 no.6
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• pp.1266-1272
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• 2004

Location-Based Services(LBS) give rise to location-dependent queries of which results depend on the positions of moving objects. Because positions of moving objects change continuously, indexes of moving object must perform update operations frequently for keeping the changed position information. Existing spatial index (Grid File, R-Tree, KDB-tree etc.) proposed as index structure to search static data effectively. There are not suitable for index technique of moving object database that position data is changed continuously. In this paper, I propose a dynamic hashing index that insertion/delete costs are low. The dynamic hashing structure is that apply dynamic hashing techniques to combine a hash and a tree to a spatial index. The results of my extensive experiments show the dynamic hashing index outperforms the $R^$ $R^*$-tree and the fixed grid.

• KIPS Transactions on Computer and Communication Systems
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• v.5 no.9
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• pp.217-222
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• 2016

Recent research on integrated and peer-to-peer databases has produced new methods for handling various types of shared-group and process data. This paper with data publishing, where the publisher needs to specify certain sensitive information that should be protected. The proposed method cannot infer the user's sensitive information is leaked by XML constraints. In addition, the proposed secure framework uses encrypt to prevent the leakage of sensitive information from authorized users. In this framework, each node of sensitive data in an eXtensible Markup Language (XML) document is encrypted separately. All of the encrypted data are moved from their original document, and are bundled with an encrypted structure index. Our experiments show that the proposed framework prevents information being leaked via data inference.

• The KIPS Transactions:PartD
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• v.10D no.3
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• pp.547-558
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• 2003

From the viewpoint of that music melody has the similar features to time-series data, music melody is transformed to a time-series data with normalization and corrections and the similarity between melodies is defined as the Euclidean distance between the transformed time-series data. Then, based the similarity between melodies of a music object, melodies are clustered and the representative of each cluster is extracted as one of theme melodies for the music. To construct the theme melody index, a theme melody is represented as a point of the multidimensional metric space of M-tree. For retrieval of user's query melody, the query melody is also transformed into a time-series data by the same way of indexing phase. To retrieve the similar melodies to the query melody given by user from the theme melody index the range query search algorithm is used. By the implementation of the prototype system using the proposed theme melody index we show the effectiveness of the proposed methods.

• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2000.11a
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• pp.427-436
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• 2000

The prediction of stock price index is a very difficult problem because of the complexity of the stock market data it data. It has been studied by a number of researchers since they strong1y affect other economic and financial parameters. The movement of stock price index has a series of change points due to the strategies of institutional investors. This study presents a two-stage forecasting model of stock price index using change-point detection and artificial neural networks. The basic concept of this proposed model is to obtain Intervals divided by change points, to identify them as change-point groups, and to use them in stock price index forecasting. First, the proposed model tries to detect successive change points in stock price index. Then, the model forecasts the change-point group with the backpropagation neural network (BPN). Fina1ly, the model forecasts the output with BPN. This study then examines the predictability of the integrated neural network model for stock price index forecasting using change-point detection.

• Journal of the Korean Data and Information Science Society
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• v.24 no.2
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• pp.235-244
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• 2013

In this study, we propose a new trading strategy by using a trading volume index in KOSPI200 futures market. Many studies have been conducted with respect to the relationship between volume and price, but none of them is clearly concluded. This study analyzes the economic usefulness of investment strategy, using volume index. This analysis shows that the trading volume is a preceding index. This paper contains two objectives. The first objective is to make an index using Correlated Volume Index (CVI) and second objective is to find an appropriate timing to buy or sell the Kospi200 future index. The results of this study proved the importance of the proposed model in KOSPI200 futures market, and it will help many investors to make the right investment decision.

• Asia pacific journal of information systems
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• v.16 no.1
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• pp.127-144
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• 2006

The K-means algorithm is widely used at the initial stage of data analysis in data mining process, partly because of its low time complexity and the simplicity of practical implementation. Cluster validity indices are used along with the algorithm in order to determine the number of clusters as well as the clustering results of datasets. In this paper, we present a performance comparison of sixteen indices, which are selected from forty indices in literature, while considering their applicability to nonhierarchical clustering algorithms. Data sets used in the experiment are generated based on multivariate normal distribution. In particular, four error types including standardization, outlier generation, error perturbation, and noise dimension addition are considered in the comparison. Through the experiment the effects of varying number of points, attributes, and clusters on the performance are analyzed. The result of the simulation experiment shows that Calinski and Harabasz index performs the best through the all datasets and that Davis and Bouldin index becomes a strong competitor as the number of points increases in dataset.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2006.11a
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• pp.153-156
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• 2006

We propose some properties of fuzzy p-value and fuzzy significance level to the test statistics for the fuzzy hypotheses testing. Appling the principle of agreement index, we suggest two method for fuzzy hypothesis testing by fuzzy rejection region and fuzzy p-value with fuzzy hypothesis to separately ${\alpha}-level$.