Game Theoretic Optimization of Investment Portfolio Considering the Performance of Information Security Countermeasure (정보보호 대책의 성능을 고려한 투자 포트폴리오의 게임 이론적 최적화)
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- Journal of Intelligence and Information Systems
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- v.26 no.3
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- pp.37-50
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- 2020
Information security has become an important issue in the world. Various information and communication technologies, such as the Internet of Things, big data, cloud, and artificial intelligence, are developing, and the need for information security is increasing. Although the necessity of information security is expanding according to the development of information and communication technology, interest in information security investment is insufficient. In general, measuring the effect of information security investment is difficult, so appropriate investment is not being practice, and organizations are decreasing their information security investment. In addition, since the types and specification of information security measures are diverse, it is difficult to compare and evaluate the information security countermeasures objectively, and there is a lack of decision-making methods about information security investment. To develop the organization, policies and decisions related to information security are essential, and measuring the effect of information security investment is necessary. Therefore, this study proposes a method of constructing an investment portfolio for information security measures using game theory and derives an optimal defence probability. Using the two-person game model, the information security manager and the attacker are assumed to be the game players, and the information security countermeasures and information security threats are assumed as the strategy of the players, respectively. A zero-sum game that the sum of the players' payoffs is zero is assumed, and we derive a solution of a mixed strategy game in which a strategy is selected according to probability distribution among strategies. In the real world, there are various types of information security threats exist, so multiple information security measures should be considered to maintain the appropriate information security level of information systems. We assume that the defence ratio of the information security countermeasures is known, and we derive the optimal solution of the mixed strategy game using linear programming. The contributions of this study are as follows. First, we conduct analysis using real performance data of information security measures. Information security managers of organizations can use the methodology suggested in this study to make practical decisions when establishing investment portfolio for information security countermeasures. Second, the investment weight of information security countermeasures is derived. Since we derive the weight of each information security measure, not just whether or not information security measures have been invested, it is easy to construct an information security investment portfolio in a situation where investment decisions need to be made in consideration of a number of information security countermeasures. Finally, it is possible to find the optimal defence probability after constructing an investment portfolio of information security countermeasures. The information security managers of organizations can measure the specific investment effect by drawing out information security countermeasures that fit the organization's information security investment budget. Also, numerical examples are presented and computational results are analyzed. Based on the performance of various information security countermeasures: Firewall, IPS, and Antivirus, data related to information security measures are collected to construct a portfolio of information security countermeasures. The defence ratio of the information security countermeasures is created using a uniform distribution, and a coverage of performance is derived based on the report of each information security countermeasure. According to numerical examples that considered Firewall, IPS, and Antivirus as information security countermeasures, the investment weights of Firewall, IPS, and Antivirus are optimized to 60.74%, 39.26%, and 0%, respectively. The result shows that the defence probability of the organization is maximized to 83.87%. When the methodology and examples of this study are used in practice, information security managers can consider various types of information security measures, and the appropriate investment level of each measure can be reflected in the organization's budget.
As opinion mining in big data applications has been highlighted, a lot of research on unstructured data has made. Lots of social media on the Internet generate unstructured or semi-structured data every second and they are often made by natural or human languages we use in daily life. Many words in human languages have multiple meanings or senses. In this result, it is very difficult for computers to extract useful information from these datasets. Traditional web search engines are usually based on keyword search, resulting in incorrect search results which are far from users' intentions. Even though a lot of progress in enhancing the performance of search engines has made over the last years in order to provide users with appropriate results, there is still so much to improve it. Word sense disambiguation can play a very important role in dealing with natural language processing and is considered as one of the most difficult problems in this area. Major approaches to word sense disambiguation can be classified as knowledge-base, supervised corpus-based, and unsupervised corpus-based approaches. This paper presents a method which automatically generates a corpus for word sense disambiguation by taking advantage of examples in existing dictionaries and avoids expensive sense tagging processes. It experiments the effectiveness of the method based on Naïve Bayes Model, which is one of supervised learning algorithms, by using Korean standard unabridged dictionary and Sejong Corpus. Korean standard unabridged dictionary has approximately 57,000 sentences. Sejong Corpus has about 790,000 sentences tagged with part-of-speech and senses all together. For the experiment of this study, Korean standard unabridged dictionary and Sejong Corpus were experimented as a combination and separate entities using cross validation. Only nouns, target subjects in word sense disambiguation, were selected. 93,522 word senses among 265,655 nouns and 56,914 sentences from related proverbs and examples were additionally combined in the corpus. Sejong Corpus was easily merged with Korean standard unabridged dictionary because Sejong Corpus was tagged based on sense indices defined by Korean standard unabridged dictionary. Sense vectors were formed after the merged corpus was created. Terms used in creating sense vectors were added in the named entity dictionary of Korean morphological analyzer. By using the extended named entity dictionary, term vectors were extracted from the input sentences and then term vectors for the sentences were created. Given the extracted term vector and the sense vector model made during the pre-processing stage, the sense-tagged terms were determined by the vector space model based word sense disambiguation. In addition, this study shows the effectiveness of merged corpus from examples in Korean standard unabridged dictionary and Sejong Corpus. The experiment shows the better results in precision and recall are found with the merged corpus. This study suggests it can practically enhance the performance of internet search engines and help us to understand more accurate meaning of a sentence in natural language processing pertinent to search engines, opinion mining, and text mining. Naïve Bayes classifier used in this study represents a supervised learning algorithm and uses Bayes theorem. Naïve Bayes classifier has an assumption that all senses are independent. Even though the assumption of Naïve Bayes classifier is not realistic and ignores the correlation between attributes, Naïve Bayes classifier is widely used because of its simplicity and in practice it is known to be very effective in many applications such as text classification and medical diagnosis. However, further research need to be carried out to consider all possible combinations and/or partial combinations of all senses in a sentence. Also, the effectiveness of word sense disambiguation may be improved if rhetorical structures or morphological dependencies between words are analyzed through syntactic analysis.
Object tracking is one of important steps to achieve video-based surveillance systems. Object tracking is considered as an essential task similar to object detection and recognition. In order to perform object tracking, various machine learning methods (e.g., least-squares, perceptron and support vector machine) can be applied for different designs of tracking systems. In general, generative methods (e.g., principal component analysis) were utilized due to its simplicity and effectiveness. However, the generative methods were only focused on modeling the target object. Due to this limitation, discriminative methods (e.g., binary classification) were adopted to distinguish the target object and the background. Among the machine learning methods for binary classification, total error rate minimization can be used as one of successful machine learning methods for binary classification. The total error rate minimization can achieve a global minimum due to a quadratic approximation to a step function while other methods (e.g., support vector machine) seek local minima using nonlinear functions (e.g., hinge loss function). Due to this quadratic approximation, the total error rate minimization could obtain appropriate properties in solving optimization problems for binary classification. However, this total error rate minimization was based on a batch mode setting. The batch mode setting can be limited to several applications under offline learning. Due to limited computing resources, offline learning could not handle large scale data sets. Compared to offline learning, online learning can update its solution without storing all training samples in learning process. Due to increment of large scale data sets, online learning becomes one of essential properties for various applications. Since object tracking needs to handle data samples in real time, online learning based total error rate minimization methods are necessary to efficiently address object tracking problems. Due to the need of the online learning, an online learning based total error rate minimization method was developed. However, an approximately reweighted technique was developed. Although the approximation technique is utilized, this online version of the total error rate minimization could achieve good performances in biometric applications. However, this method is assumed that the total error rate minimization can be asymptotically achieved when only the number of training samples is infinite. Although there is the assumption to achieve the total error rate minimization, the approximation issue can continuously accumulate learning errors according to increment of training samples. Due to this reason, the approximated online learning solution can then lead a wrong solution. The wrong solution can make significant errors when it is applied to surveillance systems. In this paper, we propose an exactly reweighted technique to recursively update the solution of the total error rate minimization in online learning manner. Compared to the approximately reweighted online total error rate minimization, an exactly reweighted online total error rate minimization is achieved. The proposed exact online learning method based on the total error rate minimization is then applied to object tracking problems. In our object tracking system, particle filtering is adopted. In particle filtering, our observation model is consisted of both generative and discriminative methods to leverage the advantages between generative and discriminative properties. In our experiments, our proposed object tracking system achieves promising performances on 8 public video sequences over competing object tracking systems. The paired t-test is also reported to evaluate its quality of the results. Our proposed online learning method can be extended under the deep learning architecture which can cover the shallow and deep networks. Moreover, online learning methods, that need the exact reweighting process, can use our proposed reweighting technique. In addition to object tracking, the proposed online learning method can be easily applied to object detection and recognition. Therefore, our proposed methods can contribute to online learning community and object tracking, detection and recognition communities.
Social media is becoming the platform for users to communicate their activities, status, emotions, and experiences to other people. In recent years, microblogs, such as Twitter, have gained in popularity because of its ease of use, speed, and reach. Compared to a conventional web blog, a microblog lowers users' efforts and investment for content generation by recommending shorter posts. There has been a lot research into capturing the social phenomena and analyzing the chatter of microblogs. However, measuring television ratings has been given little attention so far. Currently, the most common method to measure TV ratings uses an electronic metering device installed in a small number of sampled households. Microblogs allow users to post short messages, share daily updates, and conveniently keep in touch. In a similar way, microblog users are interacting with each other while watching television or movies, or visiting a new place. In order to measure TV ratings, some features are significant during certain hours of the day, or days of the week, whereas these same features are meaningless during other time periods. Thus, the importance of features can change during the day, and a model capturing the time sensitive relevance is required to estimate TV ratings. Therefore, modeling time-related characteristics of features should be a key when measuring the TV ratings through microblogs. We show that capturing time-dependency of features in measuring TV ratings is vitally necessary for improving their accuracy. To explore the relationship between the content of microblogs and TV ratings, we collected Twitter data using the Get Search component of the Twitter REST API from January 2013 to October 2013. There are about 300 thousand posts in our data set for the experiment. After excluding data such as adverting or promoted tweets, we selected 149 thousand tweets for analysis. The number of tweets reaches its maximum level on the broadcasting day and increases rapidly around the broadcasting time. This result is stems from the characteristics of the public channel, which broadcasts the program at the predetermined time. From our analysis, we find that count-based features such as the number of tweets or retweets have a low correlation with TV ratings. This result implies that a simple tweet rate does not reflect the satisfaction or response to the TV programs. Content-based features extracted from the content of tweets have a relatively high correlation with TV ratings. Further, some emoticons or newly coined words that are not tagged in the morpheme extraction process have a strong relationship with TV ratings. We find that there is a time-dependency in the correlation of features between the before and after broadcasting time. Since the TV program is broadcast at the predetermined time regularly, users post tweets expressing their expectation for the program or disappointment over not being able to watch the program. The highly correlated features before the broadcast are different from the features after broadcasting. This result explains that the relevance of words with TV programs can change according to the time of the tweets. Among the 336 words that fulfill the minimum requirements for candidate features, 145 words have the highest correlation before the broadcasting time, whereas 68 words reach the highest correlation after broadcasting. Interestingly, some words that express the impossibility of watching the program show a high relevance, despite containing a negative meaning. Understanding the time-dependency of features can be helpful in improving the accuracy of TV ratings measurement. This research contributes a basis to estimate the response to or satisfaction with the broadcasted programs using the time dependency of words in Twitter chatter. More research is needed to refine the methodology for predicting or measuring TV ratings.
Tosolve complex and diverse social problems and ensure the quality of life of individuals, social robots that can interact with humans are attracting attention. In the past, robots were recognized as beings that provide labor force as they put into industrial sites on behalf of humans. However, the concept of today's robot has been extended to social robots that coexist with humans and enable social interaction with the advent of Smart technology, which is considered an important driver in most industries. Specifically, there are service robots that respond to customers, the robots that have the purpose of edutainment, and the emotionalrobots that can interact with humans intimately. However, popularization of robots is not felt despite the current information environment in the modern ICT service environment and the 4th industrial revolution. Considering social interaction with users which is an important function of social robots, not only the technology of the robots but also other factors should be considered. The design elements of the robot are more important than other factors tomake consumers purchase essentially a social robot. In fact, existing studies on social robots are at the level of proposing "robot development methodology" or testing the effects provided by social robots to users in pieces. On the other hand, consumer emotions felt from the robot's appearance has an important influence in the process of forming user's perception, reasoning, evaluation and expectation. Furthermore, it can affect attitude toward robots and good feeling and performance reasoning, etc. Therefore, this study aims to verify the effect of appearance of social robot and consumer emotions on consumer's attitude toward social robot. At this time, a social robot design evaluation model is constructed by combining heterogeneous data from different sources. Specifically, the three quantitative indicator data for the appearance of social robots from the ABOT Database is included in the model. The consumer emotions of social robot design has been collected through (1) the existing design evaluation literature and (2) online buzzsuch as product reviews and blogs, (3) qualitative interviews for social robot design. Later, we collected the score of consumer emotions and attitudes toward various social robots through a large-scale consumer survey. First, we have derived the six major dimensions of consumer emotions for 23 pieces of detailed emotions through dimension reduction methodology. Then, statistical analysis was performed to verify the effect of derived consumer emotionson attitude toward social robots. Finally, the moderated regression analysis was performed to verify the effect of quantitatively collected indicators of social robot appearance on the relationship between consumer emotions and attitudes toward social robots. Interestingly, several significant moderation effects were identified, these effects are visualized with two-way interaction effect to interpret them from multidisciplinary perspectives. This study has theoretical contributions from the perspective of empirically verifying all stages from technical properties to consumer's emotion and attitudes toward social robots by linking the data from heterogeneous sources. It has practical significance that the result helps to develop the design guidelines based on consumer emotions in the design stage of social robot development.
Collaborative filtering, which is often used in personalization recommendations, is recognized as a very useful technique to find similar customers and recommend products to them based on their purchase history. However, the traditional collaborative filtering technique has raised the question of having difficulty calculating the similarity for new customers or products due to the method of calculating similaritiesbased on direct connections and common features among customers. For this reason, a hybrid technique was designed to use content-based filtering techniques together. On the one hand, efforts have been made to solve these problems by applying the structural characteristics of social networks. This applies a method of indirectly calculating similarities through their similar customers placed between them. This means creating a customer's network based on purchasing data and calculating the similarity between the two based on the features of the network that indirectly connects the two customers within this network. Such similarity can be used as a measure to predict whether the target customer accepts recommendations. The centrality metrics of networks can be utilized for the calculation of these similarities. Different centrality metrics have important implications in that they may have different effects on recommended performance. In this study, furthermore, the effect of these centrality metrics on the performance of recommendation may vary depending on recommender algorithms. In addition, recommendation techniques using network analysis can be expected to contribute to increasing recommendation performance even if they apply not only to new customers or products but also to entire customers or products. By considering a customer's purchase of an item as a link generated between the customer and the item on the network, the prediction of user acceptance of recommendation is solved as a prediction of whether a new link will be created between them. As the classification models fit the purpose of solving the binary problem of whether the link is engaged or not, decision tree, k-nearest neighbors (KNN), logistic regression, artificial neural network, and support vector machine (SVM) are selected in the research. The data for performance evaluation used order data collected from an online shopping mall over four years and two months. Among them, the previous three years and eight months constitute social networks composed of and the experiment was conducted by organizing the data collected into the social network. The next four months' records were used to train and evaluate recommender models. Experiments with the centrality metrics applied to each model show that the recommendation acceptance rates of the centrality metrics are different for each algorithm at a meaningful level. In this work, we analyzed only four commonly used centrality metrics: degree centrality, betweenness centrality, closeness centrality, and eigenvector centrality. Eigenvector centrality records the lowest performance in all models except support vector machines. Closeness centrality and betweenness centrality show similar performance across all models. Degree centrality ranking moderate across overall models while betweenness centrality always ranking higher than degree centrality. Finally, closeness centrality is characterized by distinct differences in performance according to the model. It ranks first in logistic regression, artificial neural network, and decision tree withnumerically high performance. However, it only records very low rankings in support vector machine and K-neighborhood with low-performance levels. As the experiment results reveal, in a classification model, network centrality metrics over a subnetwork that connects the two nodes can effectively predict the connectivity between two nodes in a social network. Furthermore, each metric has a different performance depending on the classification model type. This result implies that choosing appropriate metrics for each algorithm can lead to achieving higher recommendation performance. In general, betweenness centrality can guarantee a high level of performance in any model. It would be possible to consider the introduction of proximity centrality to obtain higher performance for certain models.
This study aims to develop a classification model for predicting the occurrence of hyperlipidemia, one of the chronic diseases. Prior studies applying data mining techniques for predicting disease can be classified into a model design study for predicting cardiovascular disease and a study comparing disease prediction research results. In the case of foreign literatures, studies predicting cardiovascular disease were predominant in predicting disease using data mining techniques. Although domestic studies were not much different from those of foreign countries, studies focusing on hypertension and diabetes were mainly conducted. Since hypertension and diabetes as well as chronic diseases, hyperlipidemia, are also of high importance, this study selected hyperlipidemia as the disease to be analyzed. We also developed a model for predicting hyperlipidemia using SVM and meta learning algorithms, which are already known to have excellent predictive power. In order to achieve the purpose of this study, we used data set from Korea Health Panel 2012. The Korean Health Panel produces basic data on the level of health expenditure, health level and health behavior, and has conducted an annual survey since 2008. In this study, 1,088 patients with hyperlipidemia were randomly selected from the hospitalized, outpatient, emergency, and chronic disease data of the Korean Health Panel in 2012, and 1,088 nonpatients were also randomly extracted. A total of 2,176 people were selected for the study. Three methods were used to select input variables for predicting hyperlipidemia. First, stepwise method was performed using logistic regression. Among the 17 variables, the categorical variables(except for length of smoking) are expressed as dummy variables, which are assumed to be separate variables on the basis of the reference group, and these variables were analyzed. Six variables (age, BMI, education level, marital status, smoking status, gender) excluding income level and smoking period were selected based on significance level 0.1. Second, C4.5 as a decision tree algorithm is used. The significant input variables were age, smoking status, and education level. Finally, C4.5 as a decision tree algorithm is used. In SVM, the input variables selected by genetic algorithms consisted of 6 variables such as age, marital status, education level, economic activity, smoking period, and physical activity status, and the input variables selected by genetic algorithms in artificial neural network consist of 3 variables such as age, marital status, and education level. Based on the selected parameters, we compared SVM, meta learning algorithm and other prediction models for hyperlipidemia patients, and compared the classification performances using TP rate and precision. The main results of the analysis are as follows. First, the accuracy of the SVM was 88.4% and the accuracy of the artificial neural network was 86.7%. Second, the accuracy of classification models using the selected input variables through stepwise method was slightly higher than that of classification models using the whole variables. Third, the precision of artificial neural network was higher than that of SVM when only three variables as input variables were selected by decision trees. As a result of classification models based on the input variables selected through the genetic algorithm, classification accuracy of SVM was 88.5% and that of artificial neural network was 87.9%. Finally, this study indicated that stacking as the meta learning algorithm proposed in this study, has the best performance when it uses the predicted outputs of SVM and MLP as input variables of SVM, which is a meta classifier. The purpose of this study was to predict hyperlipidemia, one of the representative chronic diseases. To do this, we used SVM and meta-learning algorithms, which is known to have high accuracy. As a result, the accuracy of classification of hyperlipidemia in the stacking as a meta learner was higher than other meta-learning algorithms. However, the predictive performance of the meta-learning algorithm proposed in this study is the same as that of SVM with the best performance (88.6%) among the single models. The limitations of this study are as follows. First, various variable selection methods were tried, but most variables used in the study were categorical dummy variables. In the case with a large number of categorical variables, the results may be different if continuous variables are used because the model can be better suited to categorical variables such as decision trees than general models such as neural networks. Despite these limitations, this study has significance in predicting hyperlipidemia with hybrid models such as met learning algorithms which have not been studied previously. It can be said that the result of improving the model accuracy by applying various variable selection techniques is meaningful. In addition, it is expected that our proposed model will be effective for the prevention and management of hyperlipidemia.
From January 2020 to October 2021, more than 500,000 academic studies related to COVID-19 (Coronavirus-2, a fatal respiratory syndrome) have been published. The rapid increase in the number of papers related to COVID-19 is putting time and technical constraints on healthcare professionals and policy makers to quickly find important research. Therefore, in this study, we propose a method of extracting useful information from text data of extensive literature using LDA and Word2vec algorithm. Papers related to keywords to be searched were extracted from papers related to COVID-19, and detailed topics were identified. The data used the CORD-19 data set on Kaggle, a free academic resource prepared by major research groups and the White House to respond to the COVID-19 pandemic, updated weekly. The research methods are divided into two main categories. First, 41,062 articles were collected through data filtering and pre-processing of the abstracts of 47,110 academic papers including full text. For this purpose, the number of publications related to COVID-19 by year was analyzed through exploratory data analysis using a Python program, and the top 10 journals under active research were identified. LDA and Word2vec algorithm were used to derive research topics related to COVID-19, and after analyzing related words, similarity was measured. Second, papers containing 'vaccine' and 'treatment' were extracted from among the topics derived from all papers, and a total of 4,555 papers related to 'vaccine' and 5,971 papers related to 'treatment' were extracted. did For each collected paper, detailed topics were analyzed using LDA and Word2vec algorithms, and a clustering method through PCA dimension reduction was applied to visualize groups of papers with similar themes using the t-SNE algorithm. A noteworthy point from the results of this study is that the topics that were not derived from the topics derived for all papers being researched in relation to COVID-19 (