• Title/Summary/Keyword: Gaussian Learning

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Some Observations for Portfolio Management Applications of Modern Machine Learning Methods

  • Park, Jooyoung;Heo, Seongman;Kim, Taehwan;Park, Jeongho;Kim, Jaein;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.16 no.1
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    • pp.44-51
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    • 2016
  • Recently, artificial intelligence has reached the level of top information technologies that will have significant influence over many aspects of our future lifestyles. In particular, in the fields of machine learning technologies for classification and decision-making, there have been a lot of research efforts for solving estimation and control problems that appear in the various kinds of portfolio management problems via data-driven approaches. Note that these modern data-driven approaches, which try to find solutions to the problems based on relevant empirical data rather than mathematical analyses, are useful particularly in practical application domains. In this paper, we consider some applications of modern data-driven machine learning methods for portfolio management problems. More precisely, we apply a simplified version of the sparse Gaussian process (GP) classification method for classifying users' sensitivity with respect to financial risk, and then present two portfolio management issues in which the GP application results can be useful. Experimental results show that the GP applications work well in handling simulated data sets.

Improved Rate of Convergence in Kohonen Network using Dynamic Gaussian Function (동적 가우시안 함수를 이용한 Kohonen 네트워크 수렴속도 개선)

  • Kil, Min-Wook;Lee, Geuk
    • Journal of the Korea Society of Computer and Information
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    • v.7 no.4
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    • pp.204-210
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    • 2002
  • The self-organizing feature map of Kohonen has disadvantage that needs too much input patterns in order to converge into the equilibrium state when it trains. In this paper we proposed the method of improving the convergence speed and rate of self-organizing feature map converting the interaction set into Dynamic Gaussian function. The proposed method Provides us with dynamic Properties that the deviation and width of Gaussian function used as an interaction function are narrowed in proportion to learning times and learning rates that varies according to topological position from the winner neuron. In this Paper. we proposed the method of improving the convergence rate and the degree of self-organizing feature map.

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Layered Object Detection using Adaptive Gaussian Mixture Model in the Complex and Dynamic Environment (혼잡한 환경에서 적응적 가우시안 혼합 모델을 이용한 계층적 객체 검출)

  • Lee, Jin-Hyung;Cho, Seong-Won;Kim, Jae-Min;Chung, Sun-Tae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.18 no.3
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    • pp.387-391
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    • 2008
  • For the detection of moving objects, background subtraction methods are widely used. In case the background has variation, we need to update the background in real-time for the reliable detection of foreground objects. Gaussian mixture model (GMM) combined with probabilistic learning is one of the most popular methods for the real-time update of the background. However, it does not work well in the complex and dynamic backgrounds with high traffic regions. In this paper, we propose a new method for modelling and updating more reliably the complex and dynamic backgrounds based on the probabilistic learning and the layered processing.

Layered Object Detection using Gaussian Mixture Learning for Complex Environment (혼잡한 환경에서 가우시안 혼합 모델을 이용한 계층적 객체 검출)

  • Lee, Jin-Hyeong;Kim, Heon-Gi;Jo, Seong-Won;Kim, Jae-Min
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2007.11a
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    • pp.435-438
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    • 2007
  • 움직이는 객체를 검출하기 위해서 정확한 배경을 사용하기 위해 널리 사용되는 방법으로는 가우시안 혼합 모델이다. 가우시안 혼합 모텔은 확률적 학습 방법을 사용하는데, 이 방법은 움직이는 배경일 경우와 이동하던 물체가 정지하는 경우 배경을 정확히 모델링하지 못한다. 본 논문에서는 확률적 모델링을 통해 혼잡한 배경을 모델링하고 객체의 계층적 처리를 통해 보다 정확한 배경으로 갱신할 수 있는 학습 방법을 제안한다.

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Intelligent control system design of track vehicle based-on fuzzy logic (퍼지 로직에 의한 궤도차량의 지능제어시스템 설계)

  • 김종수;한성현;조길수
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.131-134
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    • 1997
  • This paper presents a new approach to the design of intelligent control system for track vehicle system using fuzzy logic based on neural network. The proposed control scheme uses a Gaussian function as a unit function in the neural network-fuzzy, and back propagation algorithm to train the fuzzy-neural network controller in the framework of the specialized learning architecture. It is proposed a learning controller consisting of two neural network-fuzzy based on independent reasoning and a connection net with fixed weights to simply the neural networks-fuzzy. The performance of the proposed controller is illustrated by simulation for trajectory tracking of track vehicle speed.

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Development of Fuzzy-Neural Control Algorithm for the Motion Control of K1-Track Vehicle (K1-궤도차량의 운동제어를 위한 퍼지-뉴럴제어 알고리즘 개발)

  • 한성현
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 1997.10a
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    • pp.70-75
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    • 1997
  • This paper proposes a new approach to the design of fuzzy-neuro control for track vehicle system using fuzzy logic based on neural network. The proposed control scheme uses a Gaussian function as a unit function in the neural network-fuzzy, and back propagation algorithm to train the fuzzy-neural network controller in the framework of the specialized learning architecture. It is proposed a learning controller consisting of two neural network-fuzzy based of independent reasoning and a connection net with fixed weights to simply the neural networks-fuzzy. The performance of the proposed controller is illustrated by simulation for trajectory tracking of track vehicle speed.

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Dynamic Control of Track Vehicle Using Fuzzy-Neural Control Method (퍼지-뉴럴 제어기법에 의한 궤도차량의 동적 제어)

  • 한성현;서운학;조길수;윤강섭
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1997.04a
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    • pp.133-139
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    • 1997
  • This paper presents a new approach to the dynamic control technique for track vehicle system using neural network-fuzzy control method. The proposed control scheme uses a Gaussian function as a unit function in the neural network-fuzzy, and back propagation algorithm to train the fuzzy-neural network controller in the framework of the specialized learning architecture. It is propored a learning controller consisting of two neural network-fuzzy based on independent resoning and a connection net with fixed weights to simply the neural network-fuzzy. The performance of the proposed controller is shown by simulation for trajectory tracking of the speed and azimuth of a track vehicle

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Real-Time Control for Autonomous Cruise of Mobile Robot Using Fuzzy Neural Network (퍼지신경망을 이용한 자율주행 이동로봇의 실시간 제어)

  • 정동연;이우송;한성현
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2003.06a
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    • pp.1697-1700
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    • 2003
  • We propose a new technique for real-time controller design of a autonomous cruise mobile robot with three drive wheels. The proposed control scheme uses a Gaussian function as a unit function in the fuzzy neural network, and a back propagation algorithm to train the fuzzy neural network controller in the framework of the specialized learning architecture. It is proposed a learning controller consisting of two neural network-fuzzy based on independent reasoning and a connection net with fixed weights to simply the neural networks-fuzzy. The control performance of the proposed controller is illustrated by performing the computer simulation for trajectory tracking of the speed and azimuth of a autonomous cruise mobile robot driven by three independent wheels.

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Development of a Neural-Fuzzy Control Algorithm for Dynamic Control of a Track Vehicle (궤도차량의 동적 제어를 위한 퍼지-뉴런 제어 알고리즘 개발)

  • 서운학
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 1999.10a
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    • pp.142-147
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    • 1999
  • This paper presents a new approach to the dynamic control technique for track vehicle system using neural network-fuzzy control method. The proposed control scheme uses a Gaussian function as a unit function in the neural network-fuzzy, and back propagation algorithm to train the fuzzy-neural network controller in the framework of the specialized learning architecture. It is proposed a learning controller consisting of two neural network-fuzzy based on independent reasoning and a connection net with fixed weights to simply the neural networks-fuzzy. The performance of the proposed controller is shown by simulation for trajectory tracking of the speed and azimuth of a track vehicle.

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Intelligent Control of Mobile Robot Based-on Neural Network (뉴럴네트워크를 이용한 이동로봇의 지능제어)

  • 김홍래;김용태;한성현
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 2004.10a
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    • pp.207-212
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    • 2004
  • This paper presents a new approach to the design of cruise control system of a mobile robot with two drive wheel. The proposed control scheme uses a Gaussian function as a unit function in the fuzzy neural network, and back propagation algorithm to train the fuzzy neural network controller in the framework of the specialized learning architecture. It is proposed a learning controller consisting of two neural network-fuzzy based on independent reasoning and a connection net with fixed weights to simply the neural networks-fuzzy. The performance of the proposed controller is shown by performing the computer simulation for trajectory tracking of the speed and azimuth of a mobile robot driven by two independent wheels.

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