• The Journal of the Korea institute of electronic communication sciences
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• v.14 no.4
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• pp.781-786
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• 2019

We should give a realistic value on the large amounts of relevant data obtained from these studies to achieve effective objectives of the disease study which is dealing with various vital phenomenon today. In this paper, the proposed MKSV algorithm is estimated by optimal probability distribution, and the input pattern is determined. After classifying it into data mining, it is possible to obtain efficient computational quantity and recognition rate. MKSV algorithm is useful for studying the relationship between disease and gene in the present society by simulating the probabilistic flow of gene data and showing fast and effective performance improvement to classify data through the data mining process of big data.

• Journal of Intelligence and Information Systems
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• v.20 no.2
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• pp.59-71
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• 2014

System trading is becoming more popular among Korean traders recently. System traders use automatic order systems based on the system generated buy and sell signals. These signals are generated from the predetermined entry and exit rules that were coded by system traders. Most researches on system trading have focused on designing profitable entry and exit rules using technical indicators. However, market conditions, strategy characteristics, and money management also have influences on the profitability of the system trading. Unexpected price deviations from the predetermined trading rules can incur large losses to system traders. Therefore, most professional traders use strategy portfolios rather than only one strategy. Building a good strategy portfolio is important because trading performance depends on strategy portfolios. Despite of the importance of designing strategy portfolio, rule of thumb methods have been used to select trading strategies. In this study, we propose a SVM-based strategy portfolio management system. SVM were introduced by Vapnik and is known to be effective for data mining area. It can build good portfolios within a very short period of time. Since SVM minimizes structural risks, it is best suitable for the futures trading market in which prices do not move exactly the same as the past. Our system trading strategies include moving-average cross system, MACD cross system, trend-following system, buy dips and sell rallies system, DMI system, Keltner channel system, Bollinger Bands system, and Fibonacci system. These strategies are well known and frequently being used by many professional traders. We program these strategies for generating automated system signals for entry and exit. We propose SVM-based strategies selection system and portfolio construction and order routing system. Strategies selection system is a portfolio training system. It generates training data and makes SVM model using optimal portfolio. We make $m{\times}n$ data matrix by dividing KOSPI 200 index futures data with a same period. Optimal strategy portfolio is derived from analyzing each strategy performance. SVM model is generated based on this data and optimal strategy portfolio. We use 80% of the data for training and the remaining 20% is used for testing the strategy. For training, we select two strategies which show the highest profit in the next day. Selection method 1 selects two strategies and method 2 selects maximum two strategies which show profit more than 0.1 point. We use one-against-all method which has fast processing time. We analyse the daily data of KOSPI 200 index futures contracts from January 1990 to November 2011. Price change rates for 50 days are used as SVM input data. The training period is from January 1990 to March 2007 and the test period is from March 2007 to November 2011. We suggest three benchmark strategies portfolio. BM1 holds two contracts of KOSPI 200 index futures for testing period. BM2 is constructed as two strategies which show the largest cumulative profit during 30 days before testing starts. BM3 has two strategies which show best profits during testing period. Trading cost include brokerage commission cost and slippage cost. The proposed strategy portfolio management system shows profit more than double of the benchmark portfolios. BM1 shows 103.44 point profit, BM2 shows 488.61 point profit, and BM3 shows 502.41 point profit after deducting trading cost. The best benchmark is the portfolio of the two best profit strategies during the test period. The proposed system 1 shows 706.22 point profit and proposed system 2 shows 768.95 point profit after deducting trading cost. The equity curves for the entire period show stable pattern. With higher profit, this suggests a good trading direction for system traders. We can make more stable and more profitable portfolios if we add money management module to the system.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2016.06a
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• pp.35-36
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• 2016

본 논문에서는 기존 Bag-of-Visual words (BoW) 접근법에서 반영하지 못한 이미지의 공간 정보를 활용하기 위해서 Spatial Pyramid Matching (SPM) 기법을 Latent Dirichlet Allocation (LDA) 모델에 결합하여 이미지를 분류하는 모델을 제안한다. BoW 접근법은 이미지 패치를 시각적 단어로 변환하여 시각적 단어의 분포로 이미지를 표현하는 기법이며, 기존의 방식이 이미지 패치의 위치정보를 활용하지 못하는 점을 극복하기 위하여 SPM 기법을 도입하는 연구가 진행되어 왔다. 또한 이미지 패치를 정확하게 표현하기 위해서 벡터 양자화 대신 희소 부호화 기법을 이용하여 이미지 패치를 시각적 단어로 변환하였다. 제안하는 모델은 BoW 접근법을 기반으로 위치정보를 활용하는 SPM 을 LDA 모델에 적용하여 시각적 단어의 토픽을 추론함과 동시에 multi-class SVM 분류기를 이용하여 이미지를 분류한다. UIUC 스포츠 데이터를 이용하여 제안하는 모델의 분류 성능을 검증하였다.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2015.07a
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• pp.49-50
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• 2015

본 논문에서는 이미지를 시각적 단어로 표현하여 분석하는 기법인 bag-of-visual words (BoW) 모델을 기반으로 latent dirichlet allocation (LDA) 모델을 결합하여 시각적 단어의 구조를 파악하여 이미지를 분류할 수 있는 모델을 제안한다. 우선 이미지를 시각적 단어로 기존의 방법보다 정확하게 표현하기 위해서 희소 부호화(sparse coding) 기법을 적용한다. 기존의 BoW 모델은 하나의 이미지 패치를 하나의 단어로 표현하였지만, 희소 부호화 기법을 통해 하나의 이미지 패치를 여러 개의 단어로 표현할 수 있다. 제안하는 모델을 이용하여 이미지를 분류하기 위해서 분류 성능 측정에 많이 쓰이는 multi-class SVM 기법을 이용한다. UIUC 스포츠 데이터를 이용한 성능 측정을 통해 제안한 기법의 클래스 분류 성능을 검증하였다.

• Annual Conference of KIPS
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• 2022.11a
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• pp.571-573
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• 2022

최근 금융기관에서는 축적된 금융 빅데이터를 활용하여 차별화된 서비스를 강화하고 있다. 기업고객에 투자하기 위해서는 보다 정밀한 기업분석이 필요하다. 본 연구는 대만기업 6,819개의 95개 재무데이터를 가지고, 비대칭 데이터 문제해결, 데이터 표준화 등 데이터 전처리 작업을 하였다. 해당 데이터는 로지스틱 회기, SVM, K-NN, 나이브 베이즈, 의사결정나무, 랜덤포레스트 등 9가지 분류모델에 5겹 교차검증을 적용하여 학습한 후 모델 성능을 비교하였다. 이 중에서 성능이 가장 우수한 분류모델을 선택하여 예측 결정 이유를 판단하고자 설명 가능한 인공지능(XAI)을 적용하여 예측 결과에 대한 설명을 부여하여 이를 분석하였다. 본 연구를 통해 데이터 전처리에서부터 모델 예측 결과 설명에 이르는 분류예측모델의 전주기를 자동화하는 시스템을 제시하고자 한다.

• Journal of Intelligence and Information Systems
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• v.23 no.4
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• pp.127-146
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• 2017

Services using artificial intelligence have begun to emerge in daily life. Artificial intelligence is applied to products in consumer electronics and communications such as artificial intelligence refrigerators and speakers. In the financial sector, using Kensho's artificial intelligence technology, the process of the stock trading system in Goldman Sachs was improved. For example, two stock traders could handle the work of 600 stock traders and the analytical work for 15 people for 4weeks could be processed in 5 minutes. Especially, big data analysis through machine learning among artificial intelligence fields is actively applied throughout the financial industry. The stock market analysis and investment modeling through machine learning theory are also actively studied. The limits of linearity problem existing in financial time series studies are overcome by using machine learning theory such as artificial intelligence prediction model. The study of quantitative financial data based on the past stock market-related numerical data is widely performed using artificial intelligence to forecast future movements of stock price or indices. Various other studies have been conducted to predict the future direction of the market or the stock price of companies by learning based on a large amount of text data such as various news and comments related to the stock market. Investing on commodity asset, one of alternative assets, is usually used for enhancing the stability and safety of traditional stock and bond asset portfolio. There are relatively few researches on the investment model about commodity asset than mainstream assets like equity and bond. Recently machine learning techniques are widely applied on financial world, especially on stock and bond investment model and it makes better trading model on this field and makes the change on the whole financial area. In this study we made investment model using Support Vector Machine among the machine learning models. There are some researches on commodity asset focusing on the price prediction of the specific commodity but it is hard to find the researches about investment model of commodity as asset allocation using machine learning model. We propose a method of forecasting four major commodity indices, portfolio made of commodity futures, and individual commodity futures, using SVM model. The four major commodity indices are Goldman Sachs Commodity Index(GSCI), Dow Jones UBS Commodity Index(DJUI), Thomson Reuters/Core Commodity CRB Index(TRCI), and Rogers International Commodity Index(RI). We selected each two individual futures among three sectors as energy, agriculture, and metals that are actively traded on CME market and have enough liquidity. They are Crude Oil, Natural Gas, Corn, Wheat, Gold and Silver Futures. We made the equally weighted portfolio with six commodity futures for comparing with other commodity indices. We set the 19 macroeconomic indicators including stock market indices, exports & imports trade data, labor market data, and composite leading indicators as the input data of the model because commodity asset is very closely related with the macroeconomic activities. They are 14 US economic indicators, two Chinese economic indicators and two Korean economic indicators. Data period is from January 1990 to May 2017. We set the former 195 monthly data as training data and the latter 125 monthly data as test data. In this study, we verified that the performance of the equally weighted commodity futures portfolio rebalanced by the SVM model is better than that of other commodity indices. The prediction accuracy of the model for the commodity indices does not exceed 50% regardless of the SVM kernel function. On the other hand, the prediction accuracy of equally weighted commodity futures portfolio is 53%. The prediction accuracy of the individual commodity futures model is better than that of commodity indices model especially in agriculture and metal sectors. The individual commodity futures portfolio excluding the energy sector has outperformed the three sectors covered by individual commodity futures portfolio. In order to verify the validity of the model, it is judged that the analysis results should be similar despite variations in data period. So we also examined the odd numbered year data as training data and the even numbered year data as test data and we confirmed that the analysis results are similar. As a result, when we allocate commodity assets to traditional portfolio composed of stock, bond, and cash, we can get more effective investment performance not by investing commodity indices but by investing commodity futures. Especially we can get better performance by rebalanced commodity futures portfolio designed by SVM model.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.29 no.7
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• pp.508-514
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• 2018

An electroencephalogram (EEG) evaluates the electrical activity generated by brain cell interactions that occur during brain activity, and an EEG can evaluate the brain activity caused by hand movement. In this study, a 16-channel EEG was used to measure the EEG generated before and after hand movement. The measured data can be classified as a supervised learning model, a support vector machine (SVM). To shorten the learning time of the SVM, a feature extraction and vector dimension reduction by filtering is proposed that minimizes motion-related information loss and compresses EEG information. The classification results showed an average of 72.7% accuracy between the sitting position and the hand movement at the electrodes of the frontal lobe.

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.7
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• pp.190-200
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• 2014

The video-based system of the broadcasters and the video-related institutions have shifted from analogical to digital in worldwide. This migration process can generate a defect, digital dropout, in the quality of the contents. Moreover, there are limited researches focused on these kind of defects and those related have limitations. For that reason, we are proposing a new method for feature extraction emphasizing in the peculiar block pattern of digital dropout based on discrete cosine transform (DCT). For classification of error block, we utilize support vector machine (SVM) which can manage feature vectors efficiently. Further, the proposed method overcome the limitation of the previous one using continuity of frame by frame. It is using only the information of a single frame and works better even in the presence of fast moving objects, without the necessity of specific model or parameter estimation. Therefore, this approach is capable of detecting digital dropout only with minimal complexity.

• Journal of KIISE:Software and Applications
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• v.31 no.2
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• pp.213-223
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• 2004

In this paper, we propose a new face detection method for real-time applications. It is based on the template-matching and appearance-based method. At first, we apply Min-max normalization with histogram equalization to the input image according to the variation of intensity. By applying the PCA transform to both the input image and template, PC components are obtained and they are applied to the LDA transform. Then, we estimate the distances between the input image and template, and we select one region which has the smallest distance. SVM is used for final decision whether the candidate face region is a real face or not. Since we detect a face region not the full region but within the $\pm$12 search window, our method shows a good speed and detection rate. Through the experiments with 6 category input videos, our algorithm shows the better performance than the existing methods that use only the PCA transform. and the PCA and LDA transform.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.159-159
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• 2016

북한 지역에서 시작되어 한반도의 금문댐까지 연결되는 임진강은 북한지역의 유출량 미계측으로 인해 유출량 산출에 많은 어려움이 있어왔다. 본 연구에서는 위성 데이터를 활용하여 미계측 유역의 유출량을 추정 할 수 있는 기법을 제시하였다. Satellite-derived Flow Signal (SDF)는 위성 기반 특정 지역의 유출 정보를 제공하며, JAXA의 GCOM-W1 위성에 탑재된 Advanced Microwave Scanning Radiometer 2(AMSR2) 센서에서 산출된다. 본 연구에서는 SDS 뿐 아니라 유출에 크게 관련이 있는 지표 토양수분 데이터와 식생인자를 임진강 유출 값을 예측하기 위한 입력 값으로 활용하였다. 토양수분 데이터는 Metop-A 위성에 탑재된 Advanced Scatterometer(ASCAT) 센서에서 산출되는 데이터를 활용하였으며, 식생데이터는 Aqua 위성에 탑재된 Moderate Resolution Imaging Spectroradiometer(MODIS) 센서에서 측정되는 Normalized Difference Vegetation Index(NDVI) 데이터를 활용하였다. 추가적으로 SDS, 토양수분, NDVI 데이터는 다양한 lag time으로 약 150여개의 입력데이터로 세분화되었다. 150개의 방대한 입력인자는 Partial Mutual Information(PMI) 방법을 통해 소수 중요 인자들로 간추려져 기계 학습 입력인자로 활용되었다. 기계학습에 있어서는 Support Vector Machine(SVM), Artificial Neural Network (ANN) 기법을 활용하였다. SVM, ANN을 통해 모델화된 유출데이터는 금문댐 유출데이터와 비교/분석되었다. SVM 기법 기반의 유출량은 실제 유출량과 0.73의 상관계수를 보여주었고, ANN 기법 기반의 유출량은 0.66의 상관계수를 결과를 나타내었다. 하지만 SVM 기반 유출데이터는 과소 산정 되는 경향을 보였으며, ANN 기법 기반의 유출량은 과대산정되는 결과가 산출되는 한계점이 있음을 파악할 수 있었다.