• Title/Summary/Keyword: Multiple Instance

Search Result 120, Processing Time 0.027 seconds

A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
    • /
    • v.23 no.4
    • /
    • pp.147-168
    • /
    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

An Immune Algorithm based Multiple Energy Carriers System (면역알고리즘 기반의 MECs (에너지 허브) 시스템)

  • Son, Byungrak;Kang, Yu-Kyung;Lee, Hyun
    • Journal of the Korean Solar Energy Society
    • /
    • v.34 no.4
    • /
    • pp.23-29
    • /
    • 2014
  • Recently, in power system studies, Multiple Energy Carriers (MECs) such as Energy Hub has been broadly utilized in power system planners and operators. Particularly, Energy Hub performs one of the most important role as the intermediate in implementing the MECs. However, it still needs to be put under examination in both modeling and operating concerns. For instance, a probabilistic optimization model is treated by a robust global optimization technique such as multi-agent genetic algorithm (MAGA) which can support the online economic dispatch of MECs. MAGA also reduces the inevitable uncertainty caused by the integration of selected input energy carriers. However, MAGA only considers current state of the integration of selected input energy carriers in conjunctive with the condition of smart grid environments for decision making in Energy Hub. Thus, in this paper, we propose an immune algorithm based Multiple Energy Carriers System which can adopt the learning process in order to make a self decision making in Energy Hub. In particular, the proposed immune algorithm considers the previous state, the current state, and the future state of the selected input energy carriers in order to predict the next decision making of Energy Hub based on the probabilistic optimization model. The below figure shows the proposed immune algorithm based Multiple Energy Carriers System. Finally, we will compare the online economic dispatch of MECs of two algorithms such as MAGA and immune algorithm based MECs by using Real Time Digital Simulator (RTDS).

A Vision Based Bio-Cell Recognition for Biomanipulation with Multiple Views

  • Jang, Min-Soo;Lee, Seok-Joo;Lee, Ho-Dong;Kim, Byung-Kyu;Park, Jong-Oh;Park, Gwi-Tae
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2003.10a
    • /
    • pp.2435-2440
    • /
    • 2003
  • Manipulation of the nano/micro scale object has been a key technology in biology as the sizes of DNA, chromosome, nucleus, cell and embryo are within such order. For instance, for embryo cell manipulation, the cell injection is performed manually. The operator often spends over a year to carry out a cell manipulation project. Since the typical success rate of such operation is extremely low, automation of such biological cell manipulation has been asked. As the operator spends most of his time in finding the position of cell in the Petri dish and in injecting bio-material to the cell from the best orientation. In this paper, we propose a new strategy and a vision system, by which one can find, recognize and track nucleus, polar body, and zona pellucida of the embryo cell for automatic biomanipulation. The deformable template matching algorithm has been used in recognizing the nucleus and polar body of each cell. Result suggests that it outperforms the conventional methods.

  • PDF

The technique of an adaptive scheduling for a multi-tasking separation (다중작업 분할처리를 위한 적응형 스케쥴링 기법)

  • Go, Jeong-Hwan;Kim, Young-Kil
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.14 no.10
    • /
    • pp.2371-2377
    • /
    • 2010
  • As the substantial increment in program complexity and appearance of mega program, the programs need to be divided to small tasks with multiple partitions and performed with a priority based scheduling. And also, a program development has to be progressed according to diversify of development environment. For instance, there are some restrictions upon O/S environment such as embedded O/S or windows. Therefore, the adaptive scheduling technique which performs multiple task partitioning process, regardless environment or O/S, is suggested. In this study, In this study, the adaptive scheduling technique algorithm and its applied examples are described.

Performance of ZF Precoder in Downlink Massive MIMO with Non-Uniform User Distribution

  • Kong, Chuili;Zhong, Caijun;Zhang, Zhaoyang
    • Journal of Communications and Networks
    • /
    • v.18 no.5
    • /
    • pp.688-698
    • /
    • 2016
  • In this paper, we investigate the achievable sum rate and energy efficiency of downlink massive multiple-input multiple-output antenna systems with zero-forcing precoding, by taking into account the randomness of user locations. Specifically, we propose two types of non-uniform user distributions, namely, center-intensive user distribution and edge-intensive user distribution. Based on these user distributions, we derive novel tight lower and upper bounds on the average sum rate. In addition, the impact of user distributions on the optimal number of users maximizing the sum rate is characterized. Moreover, by adopting a realistic power consumption model which accounts for the transmit power, circuit power and signal processing power, the energy efficiency of the system is studied. In particular, closed-form solutions for the key system parameters, such as the number of antennas and the optimal transmit signal-to-noise ratio maximizing the energy efficiency, are obtained. The findings of the paper suggest that user distribution has a significant impact on the system performance: for instance, the highest average sum rate is achieved with the center-intensive user distribution, while the lowest average sum rate is obtained with the edge-intensive user distribution. Also, more users can be served with the center-intensive user distribution.

The Performance Study of a Virtualized Multicore Web System

  • Lu, Chien-Te;Yeh, C.S. Eugene;Wang, Yung-Chung;Yang, Chu-Sing
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.10 no.11
    • /
    • pp.5419-5436
    • /
    • 2016
  • Enhancing the performance of computing systems has been an important topic since the invention of computers. The leading-edge technologies of multicore and virtualization dramatically influence the development of current IT systems. We study performance attributes of response time (RT), throughput, efficiency, and scalability of a virtualized Web system running on a multicore server. We build virtual machines (VMs) for a Web application, and use distributed stress tests to measure RTs and throughputs under varied combinations of virtual cores (VCs) and VM instances. Their gains, efficiencies and scalabilities are also computed and compared. Our experimental and analytic results indicate: 1) A system can perform and scale much better by adopting multiple single-VC VMs than by single multiple-VC VM. 2) The system capacity gain is proportional to the number of VM instances run, but not proportional to the number of VCs allocated in a VM. 3) A system with more VMs or VCs has higher physical CPU utilization, but lower vCPU utilization. 4) The maximum throughput gain is less than VM or VC gain. 5) Per-core computing efficiency does not correlate to the quality of VCs or VMs employed. The outcomes can provide valuable guidelines for selecting instance types provided by public Cloud providers and load balancing planning for Web systems.

Study of Methodology for Recognizing Multiple Objects (다중물체 인식 방법론에 관한 연구)

  • Lee, Hyun-Chang;Koh, Jin-Kwang
    • Journal of the Korea Society of Computer and Information
    • /
    • v.13 no.7
    • /
    • pp.51-57
    • /
    • 2008
  • In recent computer vision or robotics fields, the research area of object recognition from image using low cost web camera or other video device is performed actively. As study for this, there are various methodologies suggested to retrieve objects in robotics and vision research areas. Also, robotics is designed and manufactured to aim at doing like human being. For instance, a person perceives apples as one see apples because of previously knowing the fact that it is apple in one's mind. Like this, robotics need to store the information of any object of what the robotics see. Therefore, in this paper, we propose an methodology that we can rapidly recognize objects which is stored in object database by using SIFT (scale invariant feature transform) algorithm to get information about the object. And then we implement the methodology to enable to recognize simultaneously multiple objects in an image.

  • PDF

The technique of adaptive scheduling for multi-tasking separation control (다중작업 분할처리를 위한 적응형 스케쥴링 기법)

  • Go, Jeong-Hwan;Kim, Young-Kil
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2010.05a
    • /
    • pp.499-502
    • /
    • 2010
  • Because of the substantial increase in program complexity and appearance of mega program, the needs to devide the program into small task with multiple partitions, and perform a scheduling based on the priority is required. And also, a program can be developed on specific environment according to the diversify of development environment. for instance, there are some restrictions upon O/S environment such as Embedded or Windows. therefore, the adaptive scheduling technique which perform multiple task partitioning process regardless environment or O/S is suggested. In this study, Adaptive scheduling technique algorithm and its application to be described.

  • PDF

World Sense Disambiguation using Multiple Feature Decision Lists (다중 자질 결정 목록을 이용한 단어 의미 중의성 해결)

  • 서희철;임해창
    • Journal of KIISE:Software and Applications
    • /
    • v.30 no.7_8
    • /
    • pp.659-671
    • /
    • 2003
  • This paper proposes a method of disambiguating the senses of words using decision lists, which consists of rules with confidence values. The rule of decision list is composed of a boolean function(=precondition) and a class(=sense). Decision lists classify the instance using the rule with the highest confidence value that is matched with it. Previous work disambiguated the senses using single feature decision lists, whose boolean function was composed of only one feature. However, this approach can be affected more severely by data sparseness problem and preprocessing errors. Hence, we propose multiple feature decision lists that have the boolean function consisting of more than one feature in order to identify the senses of words. Experiments are performed with 1 sense tagged corpus in Korean and 5 sense tagged corpus in English. The experimental results show that multiple feature decision lists are more effective than single feature decision lists in disambiguating senses.

Computationally Efficient Instance Memory Monitoring Scheme for a Security-Enhanced Cloud Platform (클라우드 보안성 강화를 위한 연산 효율적인 인스턴스 메모리 모니터링 기술)

  • Choi, Sang-Hoon;Park, Ki-Woong
    • Journal of the Korea Institute of Information Security & Cryptology
    • /
    • v.27 no.4
    • /
    • pp.775-783
    • /
    • 2017
  • As interest in cloud computing grows, the number of users using cloud computing services is increasing. However, cloud computing technology has been steadily challenged by security concerns. Therefore, various security breaches are springing up to enhance the system security for cloud services users. In particular, research on detection of malicious VM (Virtual Machine) is actively underway through the introspecting virtual machines on the cloud platform. However, memory analysis technology is not used as a monitoring tool in the environments where multiple virtual machines are run on a single server platform due to obstructive monitoring overhead. As a remedy to the challenging issue, we proposes a computationally efficient instance memory introspection scheme to minimize the overhead that occurs in memory dump and monitor it through a partial memory monitoring based on the well-defined kernel memory map library.