• Journal of Intelligence and Information Systems
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• v.24 no.2
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• pp.1-19
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• 2018

Since stock movements forecasting is an important issue both academically and practically, studies related to stock price prediction have been actively conducted. The stock price forecasting research is classified into structured data and unstructured data, and it is divided into technical analysis, fundamental analysis and media effect analysis in detail. In the big data era, research on stock price prediction combining big data is actively underway. Based on a large number of data, stock prediction research mainly focuses on machine learning techniques. Especially, research methods that combine the effects of media are attracting attention recently, among which researches that analyze online news and utilize online news to forecast stock prices are becoming main. Previous studies predicting stock prices through online news are mostly sentiment analysis of news, making different corpus for each company, and making a dictionary that predicts stock prices by recording responses according to the past stock price. Therefore, existing studies have examined the impact of online news on individual companies. For example, stock movements of Samsung Electronics are predicted with only online news of Samsung Electronics. In addition, a method of considering influences among highly relevant companies has also been studied recently. For example, stock movements of Samsung Electronics are predicted with news of Samsung Electronics and a highly related company like LG Electronics.These previous studies examine the effects of news of industrial sector with homogeneity on the individual company. In the previous studies, homogeneous industries are classified according to the Global Industrial Classification Standard. In other words, the existing studies were analyzed under the assumption that industries divided into Global Industrial Classification Standard have homogeneity. However, existing studies have limitations in that they do not take into account influential companies with high relevance or reflect the existence of heterogeneity within the same Global Industrial Classification Standard sectors. As a result of our examining the various sectors, it can be seen that there are sectors that show the industrial sectors are not a homogeneous group. To overcome these limitations of existing studies that do not reflect heterogeneity, our study suggests a methodology that reflects the heterogeneous effects of the industrial sector that affect the stock price by applying k-means clustering. Multiple Kernel Learning is mainly used to integrate data with various characteristics. Multiple Kernel Learning has several kernels, each of which receives and predicts different data. To incorporate effects of target firm and its relevant firms simultaneously, we used Multiple Kernel Learning. Each kernel was assigned to predict stock prices with variables of financial news of the industrial group divided by the target firm, K-means cluster analysis. In order to prove that the suggested methodology is appropriate, experiments were conducted through three years of online news and stock prices. The results of this study are as follows. (1) We confirmed that the information of the industrial sectors related to target company also contains meaningful information to predict stock movements of target company and confirmed that machine learning algorithm has better predictive power when considering the news of the relevant companies and target company's news together. (2) It is important to predict stock movements with varying number of clusters according to the level of homogeneity in the industrial sector. In other words, when stock prices are homogeneous in industrial sectors, it is important to use relational effect at the level of industry group without analyzing clusters or to use it in small number of clusters. When the stock price is heterogeneous in industry group, it is important to cluster them into groups. This study has a contribution that we testified firms classified as Global Industrial Classification Standard have heterogeneity and suggested it is necessary to define the relevance through machine learning and statistical analysis methodology rather than simply defining it in the Global Industrial Classification Standard. It has also contribution that we proved the efficiency of the prediction model reflecting heterogeneity.

• Information Systems Review
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• v.17 no.3
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• pp.95-111
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• 2015

The recommendation system automatically provides the predicted items which are expected to be purchased by analyzing the previous customer behaviors. This recommendation system has been applied to many e-commerce businesses, and it is generating positive effects on user convenience as well as the company's revenue. However, there are several limitations of the existing recommendation systems. They do not reflect specific criteria for evaluating products or the factors that affect customer buying decisions. Thus, our research proposes a collaborative recommendation model algorithm that utilizes each customer's online product reviews. This study deploys topic modeling method for customer opinion mining. Also, it adopts a kernel-based machine learning concept by selecting kernels explaining individual similarities in accordance with customers' purchase history and online reviews. Our study further applies a multiple kernel learning algorithm to integrate the kernelsinto a combined model for predicting the product ratings, and it verifies its validity with a data set (including purchased item, product rating, and online review) of BestBuy, an online consumer electronics store. This study theoretically implicates by suggesting a new method for the online recommendation system, i.e., a collaborative recommendation method using topic modeling and kernel-based learning.

• Journal of Korea Multimedia Society
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• v.22 no.12
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• pp.1457-1465
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• 2019

3D convolution is to stack multiple consecutive frames to form a cube, and then apply the 3D convolution kernel in the cube. In this structure, each feature map of the convolutional layer is connected to multiple adjacent sequential frames in the previous layer, thus capturing the motion information. However, due to the changes of pedestrian posture, motion and position, the convolution at the same place is inappropriate, and when the 3D convolution kernel is convoluted in the time domain, only time domain features of three consecutive frames can be extracted, which is not a good enough to get action information. This paper proposes an action recognition method based on feature fusion of 3D convolutional neural network. Based on the VGG16 network model, sending a pre-acquired optical flow image for learning, then get the time domain features, and then the feature of the time domain is extracted from the features extracted by the 3D convolutional neural network. Finally, the behavior classification is done by the SVM classifier.

• Journal of KIISE:Software and Applications
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• v.37 no.2
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• pp.85-94
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• 2010

This paper introduces a novel way to leverage convolution parse tree kernel to extract the interaction information between two proteins in a sentence without multiple features, clues and complicated kernels. Our approach needs only the parse tree alone of a candidate sentence including pairs of protein names which is potential to have interaction information. The main contribution of this paper is two folds. First, we show that for the PPI, it is imperative to execute parse tree pruning removing unnecessary context information in deciding whether the current sentence imposes interaction information between proteins by comparing with the latest existing approaches' performance. Secondly, this paper presents that tree kernel decay factor can play an pivotal role in improving the extraction performance with the identical learning conditions. Consequently, we could witness that it is not always the case that multiple kernels with multiple parsers perform better than each kernels alone for PPI extraction, which has been argued in the previous research by presenting our out-performed experimental results compared to the two existing methods by 19.8% and 14% respectively.

• The KIPS Transactions:PartA
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• v.12A no.6 s.96
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• pp.539-546
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• 2005

Recently, as the number of Internet users are growing explosively, e-learning has been applied spread, as well as remote evaluation of intellectual capacity However, only the multiple choice and/or the objective tests have been applied to the e-learning, because of difficulty of natural language processing. For the intelligent marking of short-essay typed answer papers with rapidness and fairness, this work utilize heterogenous linguistic knowledges. Firstly, we construct the semantic kernel from un tagged corpus. Then the answer papers of students and instructors are transformed into the vector form. Finally, we evaluate the similarity between the papers by using the semantic kernel and decide whether the answer paper is correct or not, based on the similarity values. For the construction of the semantic kernel, we used latent semantic analysis based on the vector space model. Further we try to reduce the problem of information shortage, by integrating Korean Word Net. For the construction of the semantic kernel we collected 38,727 newspaper articles and extracted 75,175 indexed terms. In the experiment, about 0.894 correlation coefficient value, between the marking results from this system and the human instructors, was acquired.

• Journal of KIISE:Software and Applications
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• v.30 no.3_4
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• pp.339-346
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• 2003

This paper proposes a multiple classifier system having massive micro classifiers. The micro classifiers are trained by using a local set of training patterns. The k nearest neighboring training patterns of one training pattern comprise the local region for training a micro classifier. Each training pattern is incorporated with one or more micro classifiers. Two types of micro classifiers are adapted in this paper. SVM with linear kernel and SVM with RBF kernel. Classification is done by selecting the best micro classifier among the micro classifiers in vicinity of incoming test pattern. To measure the goodness of each micro classifier, the weighted sum of correctly classified training patterns in vicinity of the test pattern is used. Experiments have been done on Elena database. Results show that the proposed method gives better classification accuracy than any conventional classifiers like SVM, k-NN and the conventional classifier combination/selection scheme.

• Structural Engineering and Mechanics
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• v.78 no.2
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• pp.209-218
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• 2021

For engineering, there are two major challenges in reliability analysis. First, to ensure the accuracy of simulation results, mechanical products are usually defined implicitly by complex numerical models that require time-consuming. Second, the mechanical products are fortunately designed with a large safety margin, which leads to a low failure probability. This paper proposes an efficient and high-precision adaptive active learning algorithm based on the Kriging surrogate model to deal with the problems with low failure probability and time-consuming numerical models. In order to solve the problem with multiple failure regions, the adaptive kernel-density estimation is introduced and improved. Meanwhile, a new criterion for selecting points based on the current Kriging model is proposed to improve the computational efficiency. The criterion for choosing the best sampling points considers not only the probability of misjudging the sign of the response value at a point by the Kriging model but also the distribution information at that point. In order to prevent the distance between the selected training points from too close, the correlation between training points is limited to avoid information redundancy and improve the computation efficiency of the algorithm. Finally, the efficiency and accuracy of the proposed method are verified compared with other algorithms through two academic examples and one engineering application.

• Journal of IKEEE
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• v.20 no.3
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• pp.209-219
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• 2016

SVM is a machine learning method used for image processing. It is well known for its high classification performance. We have to perform multiple MAC operations in order to use SVM for image classification. However, if the resolution of the target image or the number of classification cases increases, the execution time of SVM also increases, which makes it difficult to be performed in real-time applications. In this paper, we propose an hardware architecture which enables real-time applications using SVM classification. We used parallel architecture to simultaneously calculate MAC operations, and also designed the system for several feature extractors for compatibility. RBF kernel was used for hardware implemenation, and the exponent calculation formular included in the kernel was modified to enable fixed point modelling. Experimental results for the system, when implemented in Xilinx ZC-706 evaluation board, show that it can process 60.46 fps for $1360{\times}800$ resolution at 100MHz clock frequency.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2005.11a
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• pp.571-578
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• 2005

Corporate credit rating analysis has drawn a lot of research interests in previous studies, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper applies support vector machines (SVMs) to the corporate credit rating problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, the researcher uses a grid-search technique using 5-fold cross-validation to find out the optimal parameter values of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM, the researcher compares its performance with those of multiple discriminant analysis (MDA), case-based reasoning (CBR), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.16 no.7
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• pp.2191-2208
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• 2022

Motion blur in PET (Positron emission tomography) images induced by respiratory motion will reduce the quality of imaging. Although exiting methods have positive performance for respiratory motion correction in medical practice, there are still many aspects that can be improved. In this paper, an improved 3D unsupervised framework, Res-Voxel based on U-Net network was proposed for the motion correction. The Res-Voxel with multiple residual structure may improve the ability of predicting deformation field, and use a smaller convolution kernel to reduce the parameters of the model and decrease the amount of computation required. The proposed is tested on the simulated PET imaging data and the clinical data. Experimental results demonstrate that the proposed achieved Dice indices 93.81%, 81.75% and 75.10% on the simulated geometric phantom data, voxel phantom data and the clinical data respectively. It is demonstrated that the proposed method can improve the registration and correction performance of PET image.