• The Journal of Information Systems
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• v.30 no.4
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• pp.203-226
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• 2021

Purpose The purpose of this study is to enhance the accuracy score of personal credit scoring using the convolutional neural networks and secure the transparency of the deep learning model using eXplainalbe Artifical Inteligence(XAI) technique. Design/methodology/approach This study built a classification model by using the convolutional neural networks(CNN) and applied a methodology that is transformation of numerical data to imaged data to apply CNN on personal credit data. Then layer-wise relevance propagation(LRP) was applied to model we constructed to find what variables are more influenced to the output value. Findings According to the empirical analysis result, this study confirmed that accuracy score by model using CNN is highest among other models using logistic regression, neural networks, and support vector machines. In addition, With the LRP that is one of the technique of XAI, variables that have a great influence on calculating the output value for each observation could be found.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.18 no.4
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• pp.1090-1100
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• 2024

While the incorporating ESG indicator is recognized as crucial for sustainability and increased firm value, inconsistent disclosure of ESG data and vague assessment standards have been key challenges. To address these issues, this study proposes an ambiguous text-based automated ESG rating strategy. Earnings Call Transcript data were classified as E, S, or G using the Refinitiv-Sustainable Leadership Monitor's over 450 metrics. The study employed advanced natural language processing techniques such as BERT, RoBERTa, ALBERT, FinBERT, and ELECTRA models to precisely classify ESG documents. In addition, the authors computed the average predicted probabilities for each label, providing a means to identify the relative significance of different ESG factors. The results of experiments demonstrated the capability of the proposed methodology in enhancing ESG assessment criteria established by various rating agencies and highlighted that companies primarily focus on governance factors. In other words, companies were making efforts to strengthen their governance framework. In conclusion, this framework enables sustainable and responsible business by providing insight into the ESG information contained in Earnings Call Transcript data.

• The Journal of Information Systems
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• v.29 no.1
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• pp.241-265
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• 2020

Purpose Various machine learning techniques are used to implement for predicting corporate credit. However, previous research doesn't utilize time series input features and has a limited prediction timing. Furthermore, in the case of corporate bond credit rating forecast, corporate sample is limited because only large companies are selected for corporate bond credit rating. To address limitations of prior research, this study attempts to implement a predictive model with more sample companies, which can adjust the forecasting point at the present time by using the credit score information and corporate information in time series. Design/methodology/approach To implement this forecasting model, this study uses the sample of 2,191 companies with KIS credit scores for 18 years from 2000 to 2017. For improving the performance of the predictive model, various financial and non-financial features are applied as input variables in a time series through a sliding window technique. In addition, this research also tests various machine learning techniques that were traditionally used to increase the validity of analysis results, and the deep learning technique that is being actively researched of late. Findings RNN-based stateful LSTM model shows good performance in credit rating prediction. By extending the forecasting time point, we find how the performance of the predictive model changes over time and evaluate the feature groups in the short and long terms. In comparison with other studies, the results of 5 classification prediction through label reclassification show good performance relatively. In addition, about 90% accuracy is found in the bad credit forecasts.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.17 no.10
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• pp.2627-2642
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• 2023

Parkinson's disease (PD) is a typical, chronic neurodegenerative disease involving the concentration of dopamine, which can disrupt motor activity and cause different degrees of gait disturbance relevant to PD severity in patients. As current clinical PD diagnosis is a complex, time-consuming, and challenging task that relays on physicians' subjective evaluation of visual observations, gait disturbance has been extensively explored to make automatic detection of PD diagnosis and severity rating and provides auxiliary information for physicians' decisions using gait data from various acquisition devices. Among them, wearable sensors have the advantage of flexibility since they do not limit the wearers' activity sphere in this application scenario. In this paper, an attention-based temporal network (ATN) is designed for the time series structure of gait data (vertical ground reaction force signals) from foot sensor systems, to learn the discriminative differences related to PD severity levels hidden in sequential data. The structure of the proposed method is illuminated by Transformer Network for its success in excavating temporal information, containing three modules: a preprocessing module to map intra-moment features, a feature extractor computing complicated gait characteristic of the whole signal sequence in the temporal dimension, and a classifier for the final decision-making about PD severity assessment. The experiment is conducted on the public dataset PDgait of VGRF signals to verify the proposed model's validity and show promising classification performance compared with several existing methods.

• Journal of the Korean GEO-environmental Society
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• v.12 no.7
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• pp.5-12
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• 2011

When choosing the support pattern of tunnel, the characteristics of rock are identified from the result of the surface geologic survey, boring, and geophysical prospecting and laboratory test. And a rock mass rating is classified and excavation method and standard support pattern are designed considering rock classification, domestic and international construction practices, numerical analysis. According to the revised design standard for tunnel, it was recommended to classify the rock mass rating for the design of tunnel into a rating based on RMR. If necessary, it proposed a flexible standard allowed applying more atomized the rock mass rating and Q-System. Also, the resonable verification of the support pattern must be accompanied because the factors affecting the structure and behavior of ground during the construction of tunnel are the main factors of uncertainty factors such as the nature of ground, ground water and the characteristics of structural materials. These days, such verification method is getting more specialized and diversified. In this study, the empirical method, numerical analysis and comparative analysis of in situ measurements were used to prove the reasonableness in the support pattern by RMR and Q-value on the Imha Dam emergency spillway.

• Journal of Intelligence and Information Systems
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• v.29 no.2
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• pp.85-100
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• 2023

Corporate ESG performance (environmental, social, and corporate governance) reflecting a company's strategic sustainability has emerged as one of the main factors in today's investment decisions. The traditional ESG performance rating process is largely performed in a qualitative and subjective manner based on the institution-specific criteria, entailing limitations in reliability, predictability, and timeliness when making investment decisions. This study attempted to predict the corporate ESG rating through automated machine learning based on quantitative and disclosed corporate financial information. Using 12 types (21,360 cases) of market-disclosed financial information and 1,780 ESG measures available through the Korea Institute of Corporate Governance and Sustainability during 2019 to 2021, we suggested a deep neural network prediction model. Our model yielded about 86% of accurate classification performance in predicting ESG rating, showing better performance than other comparative models. This study contributed the literature in a way that the model achieved relatively accurate ESG rating predictions through an automated process using quantitative and publicly available corporate financial information. In terms of practical implications, the general investors can benefit from the prediction accuracy and time efficiency of our proposed model with nominal cost. In addition, this study can be expanded by accumulating more Korean and international data and by developing a more robust and complex model in the future.

• Journal of the Korean Geotechnical Society
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• v.35 no.9
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• pp.37-45
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• 2019

Quick identification of the condition of tunnel face and optimized determination of support patterns during tunnel excavation in underground construction projects help engineers prevent tunnel collapse and safely excavate tunnels. This study investigates a CNN technique for quick determination of rock quality classification depending on the condition of tunnel face, and presents the procedure for rock quality classification using a deep learning technique and the improved method for accurate prediction. The VGG16 model developed by tens of thousands prestudied images was used for deep learning, and 1,469 tunnel face images were used to classify the five types of rock quality condition. In this study, the prediction accuracy using this technique was up to 83.9%. It is expected that this technique can be used for an error-minimizing rock quality classification system not depending on experienced professionals in rock quality rating.

• Journal of Intelligence and Information Systems
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• v.16 no.4
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• pp.213-225
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• 2010

Data mining has empowered the managers who are charge of the tasks in their company to present personalized and differentiated marketing programs to their customers with the rapid growth of information technology. Most studies on customer' response have focused on predicting whether they would respond or not for their marketing promotion as marketing managers have been eager to identify who would respond to their marketing promotion. So many studies utilizing data mining have tried to resolve the binary decision problems such as bankruptcy prediction, network intrusion detection, and fraud detection in credit card usages. The prediction of customer's response has been studied with similar methods mentioned above because the prediction of customer's response is a kind of dichotomous decision problem. In addition, a number of competitive data mining techniques such as neural networks, SVM(support vector machine), decision trees, logit, and genetic algorithms have been applied to the prediction of customer's response for marketing promotion. The marketing managers also have tried to classify their customers with quantitative measures such as recency, frequency, and monetary acquired from their transaction database. The measures mean that their customers came to purchase in recent or old days, how frequent in a period, and how much they spent once. Using segmented customers we proposed an approach that could enable to differentiate customers in the same rating among the segmented customers. Our approach employed support vector regression to forecast the purchase amount of customers for each customer rating. Our study used the sample that included 41,924 customers extracted from DMEF04 Data Set, who purchased at least once in the last two years. We classified customers from first rating to fifth rating based on the purchase amount after giving a marketing promotion. Here, we divided customers into first rating who has a large amount of purchase and fifth rating who are non-respondents for the promotion. Our proposed model forecasted the purchase amount of the customers in the same rating and the marketing managers could make a differentiated and personalized marketing program for each customer even though they were belong to the same rating. In addition, we proposed more efficient learning method by separating the learning samples. We employed two learning methods to compare the performance of proposed learning method with general learning method for SVRs. LMW (Learning Method using Whole data for purchasing customers) is a general learning method for forecasting the purchase amount of customers. And we proposed a method, LMS (Learning Method using Separated data for classification purchasing customers), that makes four different SVR models for each class of customers. To evaluate the performance of models, we calculated MAE (Mean Absolute Error) and MAPE (Mean Absolute Percent Error) for each model to predict the purchase amount of customers. In LMW, the overall performance was 0.670 MAPE and the best performance showed 0.327 MAPE. Generally, the performances of the proposed LMS model were analyzed as more superior compared to the performance of the LMW model. In LMS, we found that the best performance was 0.275 MAPE. The performance of LMS was higher than LMW in each class of customers. After comparing the performance of our proposed method LMS to LMW, our proposed model had more significant performance for forecasting the purchase amount of customers in each class. In addition, our approach will be useful for marketing managers when they need to customers for their promotion. Even if customers were belonging to same class, marketing managers could offer customers a differentiated and personalized marketing promotion.

• Journal of Korea Technology Innovation Society
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• v.20 no.2
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• pp.292-312
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• 2017

The purposes of this research are to verify: first, if the technology appraisal model reflects the company's management performance and the rates of bankruptcy and overdue; second, if the existing classification system of technology levels is suitable; and third, which is the most important appraisal factor that defines the classification system of technology levels. As a result of the analysis, financial performance (stability) and non-financial performance (technology environment) proved to be significant variables in explaining technology ratings. According to the verification of the suitability of classification system, it appeared that there is a significant difference in all appraisal items of all groups. The result of neural networks model verification indicates that the most important variable was the R&D capacity, the second variables which determine the suitability of technology financing were indicators related to the company management. The second variables which determine a company's technological excellence were a company's technological base. To summarize, the technology appraisal model not only reflects both managerial performance and risks of a company, but also anticipates the future by converging the management competence and technological competitiveness into R&D capacity. This implies that if the 'forward-looking' technology appraisal model is integrated into the existing, credit rating model, the appraisal model may have positive impact on improving anticipation and stability.

• Fire Science and Engineering
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• v.15 no.3
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• pp.49-54
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• 2001

Recently, intentional arsons for exploitation and wildland fire caused by abnormal change of weather are increasing as well as the damage scale due to such fire in the world. The number of such big wildland fire is also increasing in Korea these days. Fire prevention activity can be said as more important than fire putting-out activity after a fire occurrence for the most effective way to cope with wildland fire, and the research on wildland fire prevention system is what we need to do urgently, In this study I examined and analyzed the experiments and data about the factors influencing wildland fire and stated the dangerousness of each factor for all of the 6 factors and set up the general dangerousness rating applying each factor's contribution to the dangerousness.