• Journal of the Korean Data and Information Science Society
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• 제14권4호
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• pp.825-836
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• 2003

Based on customer information and financing processes in capital market, we derived individual models by applying multi-layered perceptrons, MDA, and decision tree. Further, the results from the existing single models were compared with the results from the integrated model that was developed using genetic algorithm. This study contributes not only to verifying the existing individual models and but also to overcoming the limitations of the existing approaches. We have depended upon the approaches that compare individual models and search for the best-fit model. However, this study presents a methodology to build an integrated data mining model using genetic algorithm.

• Journal of Information Technology Applications and Management
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• 제11권1호
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• pp.161-174
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• 2004

This study is intended to suggest1 the optimized data mining model for the efficient customer credit evaluation in the capital finance industry. To accomplish the research objective, various data mining models for the customer credit evaluation are compared and analyzed. Furthermore, existing models such as Multi-Layered Perceptrons, Multivariate Discrimination Analysis, Radial Basis Function, Decision Tree, and Logistic Regression are employed for analyzing the customer information in the capital finance market and the detailed data of capital financing transactions. Finally, the data from the integrated model utilizing a genetic algorithm is compared with those of each individual model mentioned above. The results reveals that the integrated model is superior to other existing models.

• Journal of the Korean Data and Information Science Society
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• 제19권4호
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• pp.1007-1018
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• 2008

The purpose of this case study is to demonstrate database-marketing management. First, we explore original variables for insurance customer's data, modify them if necessary, and go through variable selection process before analysis. Then, we develop churn prediction models using logistic regression, neural network and SVM analysis. We also compare these three data mining models in terms of misclassification rate.

• 한국컴퓨터정보학회논문지
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• 제23권4호
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• pp.17-24
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• 2018

This paper proposes data mining models relevant to the serial publication periods and mobile gamification likelihood of webtoon contents which were either serialized or completed in platform. The size of the cartoon industry including webtoon takes merely 1% of the total entertainment contents industry in Korea. However, the significance of webtoon business is rapidly growing because its intellectual property can be easily used as an effective OSMU (One Source Multi-Use) vehicle for multiple types of contents such as movie, drama, game, and character-related merchandising. We suggested a set of data mining classifiers that are deemed suitable to provide prediction models for serial publication periods and mobile gamification likelihood for the sake of webtoon contents. As a result, the balanced accuracies are respectively recorded as 85.0% and 59.0%, from the two models.

• 한국통신학회논문지
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• 제31권2C호
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• pp.208-218
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• 2006

본 논문에서는 최신의 공격 유형을 잘 분류해 내고, 기존 공격의 변형이나 새로운 공격에도 탐지 가능하도록 데이터 마이닝 기법을 이용한 공격 탐지 모델 생성 방법들을 소개하고, 다양한 실험을 통해 탐지율 및 탐지 시간 측면에서 이 모델들의 성능을 비교한다. 이러한 탐지 모델을 생성하는데 중요한 요소로 데이터, 속성, 탐지 알고리즘을 꼽을 수 있는데, 실제 네트워크에서 수집된 NetFlow 데이터와 대량의 KDD Cup 1999 데이터를 사용하였다. 또한 탐지 알고리즘으로서 단일 지도/비지도학습 데이터 마이닝 기법 및 결합된 방법을 이용하여 탐지 모델을 생성, 비교 실험하였다. 시험 결과, 결합된 지도학습 알고리즘을 사용한 경우 모델링 시간은 길었지만 가장 탐지율이 높았고, 모든 경우 탐지 시간이 1초 내외로 실시간 탐지 가능성을 입증할 수 있었다. 또한 새로운 공격에 대한 이상탐지 결과로도 92$\%$ 이상의 탐지율을 보임으로 탐지 가능성을 입증할 수 있었고, SOM 기법을 사용하는 경우에는 새로운 공격이 기존 어느 공격에 유사한 특성을 갖는지에 대한 부과적인 정보도 제공하였다.

• Journal of Information Processing Systems
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• 제8권4호
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• pp.621-652
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• 2012

Software Estimations provide an inclusive set of directives for software project developers, project managers, and the management in order to produce more realistic estimates based on deficient, uncertain, and noisy data. A range of estimation models are being explored in the industry, as well as in academia, for research purposes but choosing the best model is quite intricate. Estimation by Analogy (EbA) is a form of case based reasoning, which uses fuzzy logic, grey system theory or machine-learning techniques, etc. for optimization. This research compares the estimation accuracy of some conventional data mining models with a hybrid model. Different data mining models are under consideration, including linear regression models like the ordinary least square and ridge regression, and nonlinear models like neural networks, support vector machines, and multivariate adaptive regression splines, etc. A precise and comprehensible predictive model based on the integration of GRA and regression has been introduced and compared. Empirical results have shown that regression when used with GRA gives outstanding results; indicating that the methodology has great potential and can be used as a candidate approach for software effort estimation.

• East Asian Economic Review
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• 제23권4호
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• pp.333-351
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• 2019

We use a data-mining bootstrap procedure to investigate the predictability test in the eight Asia-Pacific regional stock markets using in-sample and out-of-sample forecasting models. We address ourselves to the data-mining bias issues by using the data-mining bootstrap procedure proposed by Inoue and Kilian and applied to the US stock market data by Rapach and Wohar. The empirical findings show that stock returns are predictable not only in-sample but out-of-sample in Hong Kong, Malaysia, Singapore, and Korea with a few exceptions for some forecasting horizons. However, we find some significant disparity between in-sample and out-of-sample predictability in the Korean stock market. For Hong Kong, Malaysia, and Singapore, stock returns have predictable components both in-sample and out-of-sample. For the US, Australia, and Canada, we do not find any evidence of return predictability in-sample and out-of-sample with a few exceptions. For Japan, stock returns have a predictable component with price-earnings ratio as a forecasting variable for some out-of-sample forecasting horizons.

• Asia pacific journal of information systems
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• 제8권3호
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• pp.51-73
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• 1998

This paper is to evaluate the application potentials of data mining in the areas of Supply Chain Management (SCM) and to suggest the architectures of Decision Support Systems (DSS) that support data mining activities. We first briefly introduce data mining and review the recent literatures on SCM and then evaluate data mining applications to SCM in three aspects: marketing, operations management and information systems. By analyzing the cases about pricing models in distribution channels, demand forecasting and quality control, it is shown that artificial intelligence techniques such as artificial neural networks, case-based reasoning and expert systems, combined with traditional analysis models, effectively mine the useful knowledge from the large volume of SCM data. Agent-based information system is addressed as an important architecture that enables the pursuit of global optimization of SCM through communication and information sharing among supply chain constituents without loss of their characteristics and independence. We expect that the suggested architectures of intelligent DSS provide the basis in developing information systems for SCM to improve the quality of organizational decisions.

• 대한산업공학회지
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• 제42권5호
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• pp.327-336
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• 2016

Prediction of customer failure rates plays an important role for establishing appropriate management policies and improving the profitability for industries. For these reasons, many LCD (Liquid crystal display) manufacturing industries have attempted to construct prediction models for customer failure rates. However, most traditional models are based on the parametric approaches requiring the assumption that the data follow a certain probability distribution. To address the limitation posed by the distributional assumption underpinning traditional models, we propose using parameter-free data mining models for predicting customer failure rates. In addition, we use various information associated with product attributes and field return for more comprehensive analysis. The effectiveness and applicability of the proposed method were demonstrated with a real dataset from one of the leading LCD companies in South Korea.

• Journal of the Korean Data and Information Science Society
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• 제14권3호
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• pp.641-651
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• 2003

This study suggests the hybrid models for interest rate forecasting using structural changes (or change points). The basic concept of this proposed model is to obtain significant intervals caused by change points, to identify them as the change-point groups, and to reflect them in interest rate forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in the U. S. Treasury bill rate dataset. The second phase is to forecast the change-point groups with data mining classifiers. The final phase is to forecast interest rates with backpropagation neural networks (BPN). Based on this structure, we propose three hybrid models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported model, (2) case-based reasoning (CBR)-supported model, and (3) BPN-supported model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the prediction ability of hybrid models to reflect the structural change.