• 제목/요약/키워드: Data Optimization

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핀테크 기반 주식투자 최적화 모델 구축 사례 연구 : 기관투자자 대상 (A Case Study on the Establishment of an Equity Investment Optimization Model based on FinTech: For Institutional Investors)

  • 김홍곤;김소담;김희웅
    • 지식경영연구
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    • 제19권1호
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    • pp.97-118
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    • 2018
  • The finance-investment industry is currently focusing on research related to artificial intelligence and big data, moving beyond conventional theories of financial engineering. However, the case of equity optimization portfolio by using an artificial intelligence, big data, and its performance is rarely realized in practice. Thus, the purpose of this study is to propose process improvements in equity selection, information analysis, and portfolio composition, and lastly an improvement in portfolio returns, with the case of an equity optimization model based on quantitative research by an artificial intelligence. This paper is an empirical study of the portfolio based on an artificial intelligence technology of "D" asset management, which is the largest domestic active-quant-fiduciary management in accordance with the purpose of this paper. This study will apply artificial intelligence to finance, analyzing financial and demand-supply information and automating factor-selection and weight of equity through machine learning based on the artificial neural network. Also, the learning the process for the composition of portfolio optimization and its performance by applying genetic algorithms to models will be documented. This study posits a model that the asset management industry can achieve, with continuous and stable excess performance, low costs and high efficiency in the process of investment.

초고온 진공로 통합설계 최적화 소프트웨어 개발 (Development of Integrated Design and Optimization Software for the High Temperature Furnace Design)

  • 김우현;이재우;변영환
    • 시스템엔지니어링학술지
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    • 제1권1호
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    • pp.14-19
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    • 2005
  • High temperature vacuum furnaces or high standard electric furnaces demand high technology level and high production cost. Therefore, an iterative design process and the optimization approach under integrated computing environment are required to reduce the development risk. Moreover, it also required to develop an integrated design software that can manage the centralized database system between factory and design department, and the automated furnace design and analysis. The developed software is dedicated to the development of the vacuum (electric) furnaces. Based on the distribute middleware system, the GUI module, the CAD module, the thermal analysis module and the optimization module are integrated. For the DBMS, Microsoft Access is employed, the GUI is developed using Visual Basic language, and AutoCAD is utilized for the configuration design. By investigating the analysis code interface, the analysis and optimization process, and the data communication method, the overall system architecture, the method to integrate the optimizer and ana lysis codes, and the method to manage the data flow are proposed and verified through the optimal furnace design.

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mmWave 레이더 기반 사람 행동 인식 딥러닝 모델의 경량화와 자원 효율성을 위한 하이퍼파라미터 최적화 기법 (Hyperparameter optimization for Lightweight and Resource-Efficient Deep Learning Model in Human Activity Recognition using Short-range mmWave Radar)

  • 강지헌
    • 대한임베디드공학회논문지
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    • 제18권6호
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    • pp.319-325
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    • 2023
  • In this study, we proposed a method for hyperparameter optimization in the building and training of a deep learning model designed to process point cloud data collected by a millimeter-wave radar system. The primary aim of this study is to facilitate the deployment of a baseline model in resource-constrained IoT devices. We evaluated a RadHAR baseline deep learning model trained on a public dataset composed of point clouds representing five distinct human activities. Additionally, we introduced a coarse-to-fine hyperparameter optimization procedure, showing substantial potential to enhance model efficiency without compromising predictive performance. Experimental results show the feasibility of significantly reducing model size without adversely impacting performance. Specifically, the optimized model demonstrated a 3.3% improvement in classification accuracy despite a 16.8% reduction in number of parameters compared th the baseline model. In conclusion, this research offers valuable insights for the development of deep learning models for resource-constrained IoT devices, underscoring the potential of hyperparameter optimization and model size reduction strategies. This work contributes to enhancing the practicality and usability of deep learning models in real-world environments, where high levels of accuracy and efficiency in data processing and classification tasks are required.

Scenario based optimization of a container vessel with respect to its projected operating conditions

  • Wagner, Jonas;Binkowski, Eva;Bronsart, Robert
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제6권2호
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    • pp.496-506
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    • 2014
  • In this paper the scenario based optimization of the bulbous bow of the KRISO Container Ship (KCS) is presented. The optimization of the parametrically modeled vessel is based on a statistically developed operational profile generated from noon-to-noon reports of a comparable 3600 TEU container vessel and specific development functions representing the growth of global economy during the vessels service time. In order to consider uncertainties, statistical fluctuations are added. An analysis of these data lead to a number of most probable upcoming operating conditions (OC) the vessel will stay in the future. According to their respective likeliness an objective function for the evaluation of the optimal design variant of the vessel is derived and implemented within the parametrical optimization workbench FRIENDSHIP Framework. In the following this evaluation is done with respect to vessel's calculated effective power based on the usage of potential flow code. The evaluation shows, that the usage of scenarios within the optimization process has a strong influence on the hull form.

Optical Flying Head의 Air Bearing Surface 형상 최적 설계 (Design Optimization of the Air Bearing Surface for the Optical Flying Bead)

  • 이종수;김지원
    • 대한기계학회논문집A
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    • 제29권2호
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    • pp.303-310
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    • 2005
  • The systems with probe and SIL(Solid Immersion Lens) mechanisms have been researched as the technology to perform NFR(Near Field Recording). Most of them use the flying head mechanism to accomplish high recording density and fast data transfer rate. In this paper, ABS shape of flying head was optimized with the object of securing the maximum compliance ability of OFH. We suggest low different optimization processes to predict the static flying characteristics for the OFH. Two different approximation methods, regression analysis and back propagation neural network were used. And we compared the result of directly connected(between CAE and optimizer) method and two approximated optimization results. Design Optimization Tool(DOT) and ${\mu}GA$ were used as the optimizers.

비정형 건축물의 시공성을 고려한 디지털 최적화 기술 적용 방법 (Digital Optimization Method for Constructability of Freeform Building)

  • 김성진;류근석;류한국
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2012년도 추계 학술논문 발표대회
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    • pp.225-226
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    • 2012
  • Nowadays the widely used media in architecture include visualizations, animations and three-dimensional models. An optimized 3D digital method using active CAM(Computer Aided Manufacturing) and CNC(Computerized Numerical Control) imaging is developed for accurate shape and 3D measurements in freeform buildings in this paper. In contrast to a conventional building using auto CAD system and others, the proposed active digital optimization is based on a combination of 3D numerical data and parametric 3D model. The objective of this paper is therefore to present digital optimization method for constructability of freeform building. The 3D digital optimization method is appropriate to serious variations in freeform shape. The developed digital optimization method is necessary to be carried out to verify the robustness and accuracy for constructability.

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헤링본 미세혼합기의 크리깅 모델을 사용한 최적형상설계 (Shape Optimization of A Micromixer with Herringbone Grooves Using Kriging Model)

  • 아매드 앤사리;김상용
    • 대한기계학회논문집B
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    • 제31권8호
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    • pp.711-717
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    • 2007
  • Shape optimization of a staggered herringbone groove micromixer using three-dimensional Navier-Stokes analysis has been carried using Kriging model. The analysis of the degree of mixing is performed by the calculation of spatial data statistics. The calculation of the variance of the mass fraction at various nodes on a plane in the channel is used to quantify mixing. A numerical optimization technique with Kriging model is applied to optimize the shape of the grooves on a single wall of the channel. Three design variables, namely, the ratio of groove width to groove pitch, the ratio of the groove depth to channel height ratio and the angle of the groove, are selected for optimization. A mixing index is used as the objective function. The results of the optimization show that the mixing is very sensitive to the shape of the groove which can be used in controlling mixing in microdevices.

쌍대반응표면최적화의 방법론 및 응용 : A Literature Review (Methods and Applications of Dual Response Surface Optimization : A Literature Review)

  • 이동희;정인준;김광재
    • 대한산업공학회지
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    • 제39권5호
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    • pp.342-350
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    • 2013
  • Dual response surface optimization (DRSO), inspired by Taguchi's philosophy, attempts to optimize the process mean and variability by using response surface methodology. Researches on DRSO were extensively done in 1990's and have been matured recently. This paper reviews the existing DRSO methods from the decision making perspective. More specifically, this paper classifies the existing DRSO methods based on the optimization criterion and the timing of preference articulation. Also, some of case studies are reviewed. Extension to multiresponse optimization, triple response surface optimization, and application of data mining method are suggested as future research issues.

Dynamic mix design optimization of high-performance concrete

  • Ziaei-Nia, Ali;Shariati, Mahdi;Salehabadi, Elnaz
    • Steel and Composite Structures
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    • 제29권1호
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    • pp.67-75
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    • 2018
  • High performance concrete (HPC) depends on various parameters such as the type of cement, aggregate and water reducer amount. Generally, the ready concrete company in various regions according to the requirements and costs, mix design of concrete as well as type of cement, aggregates, and, amount of other components will vary as a result of moment decisions or dynamic optimization, though the ideal conditions will be more applicable for the design of mix proportion of concrete. This study aimed to apply dynamic optimization for mix design of HPC; consequently, the objective function, decision variables, input and output variables and constraints are defined and also the proposed dynamic optimization model is validated by experimental results. Results indicate that dynamic optimization objective function can be defined in such a way that the compressive strength or performance of all constraints is simultaneously examined, so changing any of the variables at each step of the process input and output data changes the dynamic of the process which makes concrete mix design formidable.

2-단계 기포(氣砲)의 성능 최적화에 관한 연구 (Performance Optimization of the Two-Stage Gas Gun Based on Experimental Result)

  • 이진호;배기준;전권수;변영환;이재우;허철준
    • 한국추진공학회:학술대회논문집
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    • 한국추진공학회 2003년도 제21회 추계학술대회 논문집
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    • pp.145-150
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    • 2003
  • The present study aims to optimize the performance of the Two-Stage Gas Gun by using the experimentally obtained data. RSM(Response Surface Method) was adopted in the optimization process to find the operating parameter than can maximize the projectile speed with the minimum number of tests. To decide the test points which results can consist of the response surface, 3$^{k}$ full factorial method was used, and the design variables were chosen with piston mass and 2$^{nd}$ driver fill pressure. The response surface was composed by nine test results and consequently the optimization was done with GENOCOP III, inherently GA code, in order to seek the optimal test point. The optimal test condition from the response surface was verified by the experiment. Results showed that the optimization process with response surface can successfully predict the test results fairly well. This study shows the possibility of performance optimization for the experimental facilities using numerical optimization algorithm.

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