• The Journal of Society for e-Business Studies
• /
• v.27 no.1
• /
• pp.63-79
• /
• 2022

Recently, various studies have been conducted on stock price prediction using machine learning and deep learning techniques. Among these studies, the latest studies have attempted to predict stock prices using limit order books, which contain buy and sell order information of stocks. However, most of the studies using limit order books consider only the trend of limit order books over the most recent period of a specified length, and few studies consider both the medium and short term trends of limit order books. Therefore, in this paper, we propose a deep learning-based prediction model that predicts stock price more accurately by considering both the medium and short term trends of limit order books. Moreover, the proposed model considers news headlines during the same period to reflect the qualitative status of the company in the stock price prediction. The proposed model extracts the features of changes in limit order books with CNNs and the features of news headlines using Word2vec, and combines these information to predict whether a particular company's stock will rise or fall the next day. We conducted experiments to predict the daily stock price fluctuations of five stocks (Amazon, Apple, Facebook, Google, Tesla) with the proposed model using the real NASDAQ limit order book data and news headline data, and the proposed model improved the accuracy by up to 17.66%p and the average by 14.47%p on average. In addition, we conducted a simulated investment with the proposed model and earned a minimum of $492.46 and a maximum of $2,840.93 depending on the stock for 21 business days.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.13 no.8
• /
• pp.4191-4211
• /
• 2019

Software product lines (SPLs) are complex software systems by nature due to their common reference architecture and interdependencies. Therefore, any form of evolution can lead to a more complex situation than a single system. On the other hand, software product lines are developed keeping long-term perspectives in mind, which are expected to have a considerable lifespan and a long-term investment. SPL development organizations need to consider software evolution in a systematic way due to their complexity and size. Addressing new user requirements over time is one of the most crucial factors in the successful implementation SPL. Thus, the addition of new requirements or the rapid context change is common in SPL products. To cope with rapid change several researchers have discussed the evolution of software product lines. However, for the evolution of an SPL, the literature did not present a systematic process that would define activities in such a way that would lead to the rapid evolution of software. Our study aims to provide a requirements-driven process that speeds up the requirements engineering process using social network sites in order to achieve rapid software evolution. We used classification, topic modeling, and sentiment extraction to elicit user requirements. Lastly, we conducted a case study on the smartwatch domain to validate our proposed approach. Our results show that users' opinions can contain useful information which can be used by software SPL organizations to evolve their products. Furthermore, our investigation results demonstrate that machine learning algorithms have the capacity to identify relevant information automatically.

• Korean Management Science Review
• /
• v.16 no.1
• /
• pp.157-171
• /
• 1999

In a increasingly competitive marketplace, the manufacturing companies have no choice but looking for ways to improve productivity to sustain their competitiveness and survive in the industry. Recently cellular manufacturing has been under discussion as an option to be easily implemented without burdensome capital investment. The objective of cellular manufacturing is to realize many aspects of efficiencies associated with mass production in the less repetitive job-shop production systems. The very first step for cellular manufacturing is to group the sets of parts having similar processing requirements into part families, and the equipment needed to process a particular part family into machine cells. The underlying problem to determine the part and machine assignments to each manufacturing cell is called the cell formation. The purpose of this study is to develop a clustering algorithm based on the neural network approach which overcomes the drawbacks of ART1 algorithm for cell formation problems. In this paper, a generalized learning vector quantization(GLVQ) algorithm was devised in order to transform a 0/1 part-machine assignment matrix into the matrix with diagonal blocks in such a way to increase clustering performance. Furthermore, an assignment problem model and a rearrangement procedure has been embedded to increase efficiency. The performance of the proposed algorithm has been evaluated using data sets adopted by prior studies on cell formation. The proposed algorithm dominates almost all the cell formation reported so far, based on the grouping index($\alpha$ = 0.2). Among 27 cell formation problems investigated, the result by the proposed algorithm was superior in 11, equal 15, and inferior only in 1.

• The Journal of Asian Finance, Economics and Business
• /
• v.8 no.4
• /
• pp.289-306
• /
• 2021

This paper aims to investigate how and to what extent FDI impacts the relative demand for skilled labor within firms in the case of developing countries. The analysis uses a sizeable micro-level dataset for Malaysian manufacturing industries using the System-GMM estimators to control the estimations' endogeneity problems. For this purpose, the study uses foreign equity share at the firm level to investigate foreign ownership effects at the firm level and the Horizontal FDI index by Smarzynska Javorcik (2004) to analyze FDI intra-industry linkages influence on the structure of labor demand for Malaysian domestic firms. Our findings indicate that foreign ownership increases the skilled demand within Malaysian manufacturing through the learning process, exclusively for small- and medium-sized firms (SMEs). Conversely for foreign-owned firms, changes in their skilled-labor share do not associate with changes in firm-level foreign equity share. We conclude that foreign ownership per se is not the major contributing factor for skill upgrading in Malaysian manufacturing firms. Furthermore, the competitive pressures caused by foreign firms' presence within the same industry - namely horizontal FDI - has a significant negative spillover effect on the level of skilled-labor share for domestic firms in the Malaysian manufacturing sector within periods of the understudies.

• Journal of Intelligence and Information Systems
• /
• v.22 no.4
• /
• pp.177-192
• /
• 2016

Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.

• Korean Journal of Cognitive Science
• /
• v.16 no.4
• /
• pp.369-386
• /
• 2005

Although Intelligent Tutoring System(ITS) offers individualized learning environment that overcome limited function of existent CAI, and consider many learners' variable, there is little development to be using at the sites of schools because of inefficiency of investment and absence of pedagogical content knowledge representation techniques. To solve these problem, we should study a method, which represents knowledge for ITS, and which reuses knowledge base. On the pedagogical content knowledge, the knowledge in education differs from knowledge in a general sense. In this paper, we shall primarily address the multi-complex structure of knowledge and explanation of learning vein using multi-complex structure. Multi-Complex, which is organized into nodes, clusters and uses by knowledge base. In addition, it grows a adaptive knowledge base by self-learning. Therefore, in this paper, we propose the 'Extended Neural Logic Network(X-Neuronet)', which is based on Neural Logic Network with logical inference and topological inflexibility in cognition structure, and includes pedagogical content knowledge and object-oriented conception, verify validity. X-Neuronet defines that a knowledge is directive combination with inertia and weights, and offers basic conceptions for expression, logic operator for operation and processing, node value and connection weight, propagation rule, learning algorithm.

• Journal of Intelligence and Information Systems
• /
• v.29 no.2
• /
• pp.129-148
• /
• 2023

Bitcoin is a blockchain technology-based digital currency that has been recognized as a representative cryptocurrency and a financial investment asset. Due to its highly volatile nature, Bitcoin has gained a lot of attention from investors and the public. Based on this popularity, numerous studies have been conducted on price and trend prediction using machine learning and deep learning. This study employed LSTM (Long Short Term Memory) and CNN (Convolutional Neural Networks), which have shown potential for predictive performance in the finance domain, to enhance the classification accuracy in Bitcoin price trend prediction. XAI(eXplainable Artificial Intelligence) techniques were applied to the predictive model to enhance its explainability and interpretability by providing a comprehensive explanation of the model. In the empirical experiment, CNN was applied to technical indicators and Google trend data to build a Bitcoin price trend prediction model, and the CNN model using both technical indicators and Google trend data clearly outperformed the other models using neural networks, SVM, and LSTM. Then SHAP(Shapley Additive exPlanations) was applied to the predictive model to obtain explanations about the output values. Important prediction drivers in input variables were extracted through global interpretation, and the interpretation of the predictive model's decision process for each instance was suggested through local interpretation. The results show that our proposed research framework demonstrates both improved classification accuracy and explainability by using CNN, Google trend data, and SHAP.

• Proceedings of the Korean Information Science Society Conference
• /
• 2004.04b
• /
• pp.541-543
• /
• 2004

능동적 학습(active learning)은 제한된 시간과 인력으로 가능한 정확도가 높은 분류기(classifier)를 생성하기 위하여, 훈련집합에 추가할 예제 즉 문의예제(query example)의 선정과 확장된 훈련집합으로 다시 학습하는 과정을 반복하여 수행한다. 능동적 학습의 핵심은 사용자에게 카테고리(category) 부여를 요청할 문의예제를 선정하는 과정에 있다. 효과적인 문의예제를 선정하기 위하여 다양한 방안들이 제안되었으나, 이들은 매 문의단계마다 하나의 문의예제를 선정하는 경우에 가장 적합하도록 고안되었다. 능동적 학습이 복수의 예제를 사용자에게 문의할 수 있다면, 사용자는 문의예제들을 서로 비교해 가면서 작업할 수 있으므로 카테고리 부여작업을 보다 빠르고 정확하게 수행할 수 있을 것이다. 또한 충분한 인력을 보유한 상황에서는, 카테고리 부여작업을 병렬로 처리할 수 있어 전반적인 학습시간의 단축에 큰 도움이 될 것이다. 하지만, 각 예제의 문의예제로써의 적합 정도를 추정하면 유사한 예제들은 서로 비슷한 수준으로 평가되므로, 기존의 방안들을 복수의 문의예제 선정작업에 그대로 적용할 경우, 유사한 예제들이 문의예제로 동시에 선정되어 능동적 학습의 효율이 저하되는 현상이 나타날 수 있다. 본 논문에서는 특정 예제를 문의예제로 선정하면 이와 일정 수준이상 유사한 예제들은 해당 예제와 함께 문의예제로 선정하지 않음으로써, 이러한 문제점을 극복할 수 있는 방안을 제안한다. 제안한 방안을 문서분류 문제에 적용해 본 결과 기존 문의예제 선정방안으로 복수 문의예제를 선정할 때 발생할 수 있는 문제점을 상당히 완화시킬 있을 뿐 아니라, 복수의 문의예제를 선정하더라도 각 문의 단계마다 하나의 예제를 선정하는 경우에 비해 큰 성능의 저하가 없음을 실험적으로 확인하였다./$m\ell$로 나타났다.TEX>${HCO_3}^-$ 이온의 탈착은 서서히 진행되었다. R＆D investment increases are directly not liked to R＆D productivities because of delays and side effects during transition periods between different stages of technology development. Thus, It is necessary to develope strategies in order to enhance efficiency of technological development process by perceiving the switching pattern. 기여할 수 있을 것으로 기대된다. 것이다.'ity, and warm water discharges from a power plant, etc.h to the way to dispose heavy water adsorbent. Through this we could reduce solid waste products and the expense of permanent disposal of radioactive waste products and also we could contribute nuclear power plant run safely. According to the result we could keep the best condition of radiation safety super vision and we could help people believe in safety with Radioactivity wastes control for harmony with Environ

• Journal of Korea Game Society
• /
• v.8 no.1
• /
• pp.3-13
• /
• 2008

We think that it is important to develop the metadata for educational game. Because they are applicable to game contents, separate learning sources and studying components in the game-based LCMS. But markets of eduainment and educational games are newborn field, so systematic development of metadata is not advanced yet. Therefore in this paper, we first established the design process of educational game metadata, and then according to the rule, we suggested this as a prototype. And we defined the extracted data as metadata for educational game through inspection of an expert group. If these metadata prototype are operated by adopting through standardization stage of public institutes, we can provide the convenience of searching, managing and recycling these metadata to learner, instructor and the developing institute. And we can also expect the prevention of overlapping investment.

• Asia-Pacific Journal of Business Venturing and Entrepreneurship
• /
• v.17 no.2
• /
• pp.153-165
• /
• 2022

The COVID-19 Pandemic incident forced all educational and learning activities to move online, so it is no longer an option to use information and communication technology for education and learning. Venture capital has made the largest investment ever in Edu-tech startups. This study investigates the factors influencing the intention to use digital technology in education, taking into account the Unified Theory of Acceptance and Use of Technology (UTAUT) along with digital literacy, which has become an essential ability in the digital age. As a result of the structural equation model analysis, we find that performance expectation, effort expectation, and social influence have a positive effect on the intention to use digital technology in education. Moreover, digital literacy has a positive effect on performance expectation, effort expectation, and social impact, but the direct effect on the intention to use digital technology on learning is not significant. Furthermore, to see the moderating effect of age, the results of multi-group analysis present that the differences between 10s and 60s, between 20s and 60s, between 30s and 60s on the path of social influence on the intention to use digital technology in education are significantly reduced. This study academically contributes to expanding the research on the factors affecting the intention to use digital technology in a specific situation of education by considering both digital literacy and Unified Theory of Acceptance and Use of Technology (UTAUT). In addition, it can be used as a practical guide to the factors to be considered for each age when making learning participants more actively use digital technology.