• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

• Journal of Intelligence and Information Systems
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• v.8 no.1
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• pp.103-117
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• 2002

Recently, many researchers have developed applications for automated contract and negotiation using agent technologies on electronic commerce. Especially, they have tried to study negotiation mechanism applying agent instead of buyers and sellers. Traditional researches, however, often had limitations. In the researches of automated negotiation, the agents had to negotiate with the other agents for a simple negotiation issue because the mechanisms were naive. In the researches of negotiation by user interaction, the agents did not have supported the procedures and methodologies for making the automated negotiation but only supported the users by providing communication environment during the negotiation process by users. In this paper, we propose efficient negotiation model using the modified negotiation model of the game theory. In the proposed model, the agents negotiate automatically with the partner agent and make good benefits by the strategic method during the negotiation process. Each agent makes negotiation issues with user's requirements and exchanges its suggestion alternatively in each step of the negotiation process. The agent evaluates degree of satisfaction for the opposite's suggestion and uses it in the next step of suggestion. To find out the negotiation strategies of opposite side, the agent uses teaming by weights of issues. As a result, the agent improves each own benefits for the contract and reduces the unbalance of its benefits through the proposed negotiation mechanism. We implement the negotiating agents according to the proposed mechanism and prove the efficiency of the proposed model by various experimentation.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.21 no.1
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• pp.105-122
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• 2022

According to the statistics about the fatal crashes that have occurred on the expressways for the last 5 years, those who died on the shoulders of the road has been as 3 times high as the others who died on the expressways. It suggests that the crashes on the shoulders of the road should be fatal, and that it would be important to prevent the traffic crashes by cracking down on the vehicles intruding the shoulders of the road. Therefore, this study proposed a method to detect a vehicle that violates the shoulder lane by using the Faster R-CNN. The vehicle was detected based on the Faster R-CNN, and an additional reading module was configured to determine whether there was a shoulder violation. For experiments and evaluations, GTAV, a simulation game that can reproduce situations similar to the real world, was used. 1,800 images of training data and 800 evaluation data were processed and generated, and the performance according to the change of the threshold value was measured in ZFNet and VGG16. As a result, the detection rate of ZFNet was 99.2% based on Threshold 0.8 and VGG16 93.9% based on Threshold 0.7, and the average detection speed for each model was 0.0468 seconds for ZFNet and 0.16 seconds for VGG16, so the detection rate of ZFNet was about 7% higher. The speed was also confirmed to be about 3.4 times faster. These results show that even in a relatively uncomplicated network, it is possible to detect a vehicle that violates the shoulder lane at a high speed without pre-processing the input image. It suggests that this algorithm can be used to detect violations of designated lanes if sufficient training datasets based on actual video data are obtained.

• Science of Emotion and Sensibility
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• v.21 no.3
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• pp.73-82
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• 2018

Attempts have been made to recognize social emotion, including competition-cooperation, while designing interaction in work places. This study aimed to determine the cardiac response associated with classifying competition-cooperation of social emotion. Sixty students from Sangmyung University participated in the study and were asked to play a pattern game to experience the social emotion associated with competition and cooperation. Electrocardiograms were measured during the task and were analyzed to obtain time domain indicators, such as RRI, SDNN, and pNN50, and frequency domain indicators, such as VLF, LF, HF, VLF/HF, LF/HF, lnVLF, lnLF, lnHF, and lnVLF/lnHF. The significance of classifying social emotions was assessed using an independent t-test. The rule-base for the classification was determined using significant parameters of 30 participants and verified from data obtained from another 30 participants. As a result, 91.67% participants were correctly classified. This study proposes a new method of classifying social emotions of competition and cooperation and provides objective data for designing social interaction.

• Journal of KIISE
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• v.43 no.9
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• pp.1026-1033
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• 2016

Path-finding on a grid map is a problem generally addressed in the fields of robotics, intelligent agents, and computer games. As technology advances, virtual game worlds tend to be represented more accurately and more realistically, resulting in an excessive increase in the number of grid tiles and in path-search time. In this study, we propose a path-finding algorithm that allows a prompt response to real-time queries by constructing a reduced state space and by precomputing all possible paths in an offline preprocessing stage. In the preprocessing stage, we vertically decompose free space on the grid map, construct a connectivity graph where nodes are the decomposed regions, and store paths between all pairs of nodes in matrix form. In the real-time query stage, we first find the nodes containing the query points and then retrieve the corresponding stored path. The proposed method is simulated for a set of maps that has been used as a benchmark for grid-based path finding. The simulation results show that the state space and the search time decrease significantly.

• Journal of Digital Convergence
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• v.17 no.2
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• pp.389-397
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• 2019

The purpose of this study is to present guidelines for service design for efficient operation of Maker Space due to the proliferation of Maker Movement. First, we investigate the literature survey and prior research on the definition and status of Maker space. Second, we performed video ethnography, participant observation and in-depth interview on maker space service by qualitative survey method. Third, we analyze the surveyed contents and present guidelines such as Persona or Blueprint for maker space. We classify Maker space into general lab and professional lab, derive Persona from each Maker space, and establish Blueprint to provide guidelines for design and operation. It is expected that the Maker space service design presented in this study can be used as a guideline to help the service improvement of the existing Maker space and the planning, design and operation of the new Maker space.

• Journal of Aerospace System Engineering
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• v.15 no.3
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• pp.65-70
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• 2021

This study presents a method to efficiently advance the Republic of Korea's Unmanned Systems through the analysis of the development of the U.S. Unmanned System Policy. After the occurrence of the September 11 attacks, the U.S. developed Unmanned Systems as a part of RMA and became the leader in this area. The system went through numerous trials and errors during the development and acquisition. From these experiences, the U.S. had embodied Unmanned Systems acquisition methods by establishing Unmanned Systems Development Guidance and DoD Autonomy Community of Interest in 2012. In addition, as diverse unmanned programs started to proceed, it promoted Core Technology development sharing and simplification of functions of the Unmanned Systems to exclude budget-wasting elements such as duplication of programs. The Republic of Korea must politically build a collaborative system between industry/academia/research institute/military and apply evolutionary development strategies from the first step of the development of the Unmanned Systems the future Game Changer. In operations, concepts of the Manned/Unmanned Systems complex operation should be established and intelligent S/W, Open System, and Cyber Security technologies to materialize them developed.

• Journal of Intelligence and Information Systems
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• v.25 no.4
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• pp.123-139
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• 2019

The job classification system of major job sites differs from site to site and is different from the job classification system of the 'SQF(Sectoral Qualifications Framework)' proposed by the SW field. Therefore, a new job classification system is needed for SW companies, SW job seekers, and job sites to understand. The purpose of this study is to establish a standard job classification system that reflects market demand by analyzing SQF based on job offer information of major job sites and the NCS(National Competency Standards). For this purpose, the association analysis between occupations of major job sites is conducted and the association rule between SQF and occupation is conducted to derive the association rule between occupations. Using this association rule, we proposed an intelligent job classification system based on data mapping the job classification system of major job sites and SQF and job classification system. First, major job sites are selected to obtain information on the job classification system of the SW market. Then We identify ways to collect job information from each site and collect data through open API. Focusing on the relationship between the data, filtering only the job information posted on each job site at the same time, other job information is deleted. Next, we will map the job classification system between job sites using the association rules derived from the association analysis. We will complete the mapping between these market segments, discuss with the experts, further map the SQF, and finally propose a new job classification system. As a result, more than 30,000 job listings were collected in XML format using open API in 'WORKNET,' 'JOBKOREA,' and 'saramin', which are the main job sites in Korea. After filtering out about 900 job postings simultaneously posted on multiple job sites, 800 association rules were derived by applying the Apriori algorithm, which is a frequent pattern mining. Based on 800 related rules, the job classification system of WORKNET, JOBKOREA, and saramin and the SQF job classification system were mapped and classified into 1st and 4th stages. In the new job taxonomy, the first primary class, IT consulting, computer system, network, and security related job system, consisted of three secondary classifications, five tertiary classifications, and five fourth classifications. The second primary classification, the database and the job system related to system operation, consisted of three secondary classifications, three tertiary classifications, and four fourth classifications. The third primary category, Web Planning, Web Programming, Web Design, and Game, was composed of four secondary classifications, nine tertiary classifications, and two fourth classifications. The last primary classification, job systems related to ICT management, computer and communication engineering technology, consisted of three secondary classifications and six tertiary classifications. In particular, the new job classification system has a relatively flexible stage of classification, unlike other existing classification systems. WORKNET divides jobs into third categories, JOBKOREA divides jobs into second categories, and the subdivided jobs into keywords. saramin divided the job into the second classification, and the subdivided the job into keyword form. The newly proposed standard job classification system accepts some keyword-based jobs, and treats some product names as jobs. In the classification system, not only are jobs suspended in the second classification, but there are also jobs that are subdivided into the fourth classification. This reflected the idea that not all jobs could be broken down into the same steps. We also proposed a combination of rules and experts' opinions from market data collected and conducted associative analysis. Therefore, the newly proposed job classification system can be regarded as a data-based intelligent job classification system that reflects the market demand, unlike the existing job classification system. This study is meaningful in that it suggests a new job classification system that reflects market demand by attempting mapping between occupations based on data through the association analysis between occupations rather than intuition of some experts. However, this study has a limitation in that it cannot fully reflect the market demand that changes over time because the data collection point is temporary. As market demands change over time, including seasonal factors and major corporate public recruitment timings, continuous data monitoring and repeated experiments are needed to achieve more accurate matching. The results of this study can be used to suggest the direction of improvement of SQF in the SW industry in the future, and it is expected to be transferred to other industries with the experience of success in the SW industry.

• Journal of the Korea Computer Industry Society
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• v.5 no.1
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• pp.131-146
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• 2004

As Electronic Commerce(EC) has been emerged and has developed, many researchers have tried to establish EC framework for automated contract and negotiation using agent technologies. Traditional researches, however, often had limitations. They often enforced the user's participations during the automated contract process of agents. They also could only consider a few of the user's requirements for a specific goods and did not have supported the procedures and methodologies for making the best contract. In this paper, we propose business model on EC based on multiagents to overcome the defects of the previous researches. We apply CSP techniques to brokerage process to satisfy various preferential requirements from the user. We also propose efficient negotiation mechanism using negotiation model of game theory. The contract candidates automatically negotiate and mediate in terms of their benefits through the proposed negotiation mechanism. For the optimal brokerage and automated negotiation, the agents process activities for contract on three layers, which are called competition layer, constraint satisfaction layer and negotiation layer in the proposed model. We also design the message driven communication protocol to support the automated contract among the agents. Finally, we have implemented prototype systems applying the proposed model and have shown the various experimental results for efficiency of the proposed model.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2002.11a
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• pp.379-384
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• 2002

개발적인 측면에서 온라인 게임 환경에서의 NPC(Non Playable Character)들은 환경인식능력, 이동능력, 특수 능력 및 아이템의 소유 배분 등을 원활히 하기 위한 능력들을 소유해야 하며, 게임 환경을 인식, 저장하기 위한 데이터구조와 자신만의 독특한 임무(mission)를 달성하기 위한 계획을 갖고 행위를 해야 한다. 이런 의미에서 NPC는 자신만의 고유한 규칙과 행동 패턴, 그리고 목표(Goal)와 이를 실행하기 위한 계획(plan)을 소유하는 에이전트로 인식되어야 할 것이다. 그러나, 기존 게임의 NPC 제어 구조나 구현 방법은 이러한 요구조건에 부합되지 못한 부분이 많았다. C/C++ 같은 컴퓨터 언어들을 이용한 구현은 NPC의 유연성이나, 행위에 많은 문제점이 있었다. 이들 언어의 switch 문법은 NPC의 몇몇 특정 상태를 묘사하고, 그에 대한 행위를 지정하는 방법으로 사용되었으나, 게임 환경이 복잡해지면서, 더욱더 방대한 코드를 만들어야 했고, 해석하는데 많은 어려움을 주었으며, 동일한 NPC에 다른 행동패턴을 적용시키기도 어려웠다. 또한, 대부분의 제어권을 게임 서버 폭에서 도맡아 함으로써, 서버측에 많은 과부하 요인이 되기도 하였다. 이러한 어려움을 제거하기 위해서 게임 스크립트를 사용하기도 하였지만, 그 또한 단순 반복적인 패턴에 사용되거나, 캐릭터의 속성적인 측면만을 기술 할 수 있을 뿐이었다 이러한 어려움을 해소하기 위해서는 NPC들의 작업에 필요한 지식의 계층적 분화를 해야 하고, 현재 상황과 목표 변화에 적합한 반응을 표현할 수 있는 스크립트의 개발이 필수 적이라 할 수 있다 또한 스크립트의 실행도 게임 서버 측이 아닌 클라이언트 측에서 수행됨으로써, 서버에 걸리는 많은 부하를 줄일 수 있어야 할 것이다. 본 논문에서는, 대표적인 반응형 에이전트 시스템인 UMPRS/JAM을 이용하여, 에이전트 기반의 게임 캐릭터 구현 방법론에 대해 알아본다.퓨터 부품조립을 사용해서 Template-based reasoning 예를 보인다 본 방법론은 검색노력을 줄이고, 검색에 있어 Feasibility와 Admissibility를 보장한다.매김할 수 있는 중요한 계기가 될 것이다.재무/비재무적 지표를 고려한 인공신경망기법의 예측적중률이 높은 것으로 나타났다. 즉, 로지스틱회귀 분석의 재무적 지표모형은 훈련, 시험용이 84.45%, 85.10%인 반면, 재무/비재무적 지표모형은 84.45%, 85.08%로서 거의 동일한 예측적중률을 가졌으나 인공신경망기법 분석에서는 재무적 지표모형이 92.23%, 85.10%인 반면, 재무/비재무적 지표모형에서는 91.12%, 88.06%로서 향상된 예측적중률을 나타내었다.ting LMS according to increasing the step-size parameter $\mu$ in the experimentally computed. learning curve. Also we find that convergence speed of proposed algorithm is increased by (B+1) time proportional to B which B is the number of recycled data buffer without complexity of computation. Adaptive transversal filter with proposed data recycling buffer algorithm could efficiently reject ISI of channel and increase speed of convergence in avoidance burden of computational complexity in reality when it was experimented having