• Title/Summary/Keyword: Deep-Q Network

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Trading Strategies Using Reinforcement Learning (강화학습을 이용한 트레이딩 전략)

  • Cho, Hyunmin;Shin, Hyun Joon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.22 no.1
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    • pp.123-130
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    • 2021
  • With the recent developments in computer technology, there has been an increasing interest in the field of machine learning. This also has led to a significant increase in real business cases of machine learning theory in various sectors. In finance, it has been a major challenge to predict the future value of financial products. Since the 1980s, the finance industry has relied on technical and fundamental analysis for this prediction. For future value prediction models using machine learning, model design is of paramount importance to respond to market variables. Therefore, this paper quantitatively predicts the stock price movements of individual stocks listed on the KOSPI market using machine learning techniques; specifically, the reinforcement learning model. The DQN and A2C algorithms proposed by Google Deep Mind in 2013 are used for the reinforcement learning and they are applied to the stock trading strategies. In addition, through experiments, an input value to increase the cumulative profit is selected and its superiority is verified by comparison with comparative algorithms.

Prediction Technique of Energy Consumption based on Reinforcement Learning in Microgrids (마이크로그리드에서 강화학습 기반 에너지 사용량 예측 기법)

  • Sun, Young-Ghyu;Lee, Jiyoung;Kim, Soo-Hyun;Kim, Soohwan;Lee, Heung-Jae;Kim, Jin-Young
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.21 no.3
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    • pp.175-181
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    • 2021
  • This paper analyzes the artificial intelligence-based approach for short-term energy consumption prediction. In this paper, we employ the reinforcement learning algorithms to improve the limitation of the supervised learning algorithms which usually utilize to the short-term energy consumption prediction technologies. The supervised learning algorithm-based approaches have high complexity because the approaches require contextual information as well as energy consumption data for sufficient performance. We propose a deep reinforcement learning algorithm based on multi-agent to predict energy consumption only with energy consumption data for improving the complexity of data and learning models. The proposed scheme is simulated using public energy consumption data and confirmed the performance. The proposed scheme can predict a similar value to the actual value except for the outlier data.

Smart AGV based on Object Recognition and Task Scheduling (객체인식과 작업 스케줄링 기반 스마트 AGV)

  • Lee, Se-Hoon;Bak, Tae-Yeong;Choi, Kyu-Hyun;So, Won-Bin
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2019.07a
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    • pp.251-252
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    • 2019
  • 본 논문에서는 기존의 AGV보다 높은 안전성과 Task Scheduling을 바탕으로 한 효율적인 AGV를 제안하였다. AGV는 객체인식 알고리즘인 YOLO로 다른 AGV를 인식하여 자동으로 피난처로 들어간다. 또한 마커인식 알고리즘인 ar_markers를 이용하여 그 위치가 적재소인지 생산 공정인지를 판단하여 각 마커마다 멈추고 피난처에 해당하는 Marker가 인식되고 다른 AGV가 인식되면 피난처로 들어가는 동작을 한다. 이 모든 로그는 Mobius를 이용해 Spring기반의 웹 홈페이지로 확인할 수 있으며, 작업스케줄 명령 또한 웹 홈페이지에서 내리게 된다. 위 작업스케줄은 외판원, 벨만-포드 알고리즘을 적용한 뒤 강화학습알고리즘 중 하나인 DQN을 이용해 최적 값을 도출해 내고 그 값을 DB에 저장해 AGV가 움직일 수 있도록 한다. 본 논문에서는 YOLO와 Marker 그리고 웹을 사용하는 AGV가 기존의 AGV에 비해 더욱 가볍고 큰 시설이 필요하지 않다는 점에서 우수함을 보인다.

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Development of Prediction Model of Chloride Diffusion Coefficient using Machine Learning (기계학습을 이용한 염화물 확산계수 예측모델 개발)

  • Kim, Hyun-Su
    • Journal of Korean Association for Spatial Structures
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    • v.23 no.3
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    • pp.87-94
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    • 2023
  • Chloride is one of the most common threats to reinforced concrete (RC) durability. Alkaline environment of concrete makes a passive layer on the surface of reinforcement bars that prevents the bar from corrosion. However, when the chloride concentration amount at the reinforcement bar reaches a certain level, deterioration of the passive protection layer occurs, causing corrosion and ultimately reducing the structure's safety and durability. Therefore, understanding the chloride diffusion and its prediction are important to evaluate the safety and durability of RC structure. In this study, the chloride diffusion coefficient is predicted by machine learning techniques. Various machine learning techniques such as multiple linear regression, decision tree, random forest, support vector machine, artificial neural networks, extreme gradient boosting annd k-nearest neighbor were used and accuracy of there models were compared. In order to evaluate the accuracy, root mean square error (RMSE), mean square error (MSE), mean absolute error (MAE) and coefficient of determination (R2) were used as prediction performance indices. The k-fold cross-validation procedure was used to estimate the performance of machine learning models when making predictions on data not used during training. Grid search was applied to hyperparameter optimization. It has been shown from numerical simulation that ensemble learning methods such as random forest and extreme gradient boosting successfully predicted the chloride diffusion coefficient and artificial neural networks also provided accurate result.

Estimation of site amplification and S-wave velocity profiles in metropolitan Manila, the Philippines, from earthquake ground motion records (지진 관측 기록을 이용한 필리핀 마닐라의 현장 증폭 특성 및 S파 속도구조 추정)

  • Yamanaka, Hiroaki;Ohtawara, Kaoru;Grutas, Rhommel;Tiglao, Robert B.;Lasala, Melchor;Narag, Ishmael C.;Bautista, Bartlome C.
    • Geophysics and Geophysical Exploration
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    • v.14 no.1
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    • pp.69-79
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    • 2011
  • In this study, empirical site amplifications and S-wave velocity profiles for shallow and deep soils are estimated using earthquake ground motion records in metropolitan Manila, the Philippines. We first apply a spectral inversion technique to the earthquake records to estimate effects of source, path, and local site amplification. The earthquake data used were obtained during 36 moderate earthquakes at 10 strong-motion stations of an earthquake observation network in Manila. The estimated Q value of the propagation path is modelled as $54.6f^{1.1}$. Most of the source spectra can be approximated with the omega-square model. The site amplifications show characteristic features according to surface geological conditions. The amplifications at the sites in the coastal lowland and Marikina Valley shows predominant peaks at frequencies from 1 to 5 Hz, while those in the central plateau are characterised by no dominant peaks. These site amplifications are inverted to subsurface S-wave velocity. We, next, discuss the relationship between the amplifications and average S-wave velocity in the top 30m of the S-wave velocity profiles. The amplifications at low frequencies are well correlated with the averaged S-wave velocity. However, high-frequency amplifications cannot be sufficiently explained by the averaged S-wave velocity in the top 30 m. They are correlated more with the average of S-wave velocity over depths less than 30 m.