• Journal of the Korea Society of Computer and Information
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• v.21 no.6
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• pp.9-19
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• 2016

In finance literature, stock liquidity showing how stocks can be cashed out in the market has received rich attentions from both academicians and practitioners. The reasons are plenty. First, it is known that stock liquidity affects significantly asset pricing. Second, macroeconomic announcements influence liquidity in the stock market. Therefore, stock liquidity itself affects investors' decision and managers' decision as well. Though there exist a great deal of literature about stock liquidity in finance literature, it is quite clear that there are no studies attempting to investigate the stock liquidity issue as one of decision making problems. In finance literature, most of stock liquidity studies had dealt with limited views such as how much it influences stock price, which variables are associated with describing the stock liquidity significantly, etc. However, this paper posits that stock liquidity issue may become a serious decision-making problem, and then be handled by using data mining techniques to estimate its future extent with statistical validity. In this sense, we collected financial data set from a number of manufacturing companies listed in KRX (Korea Exchange) during the period of 2010 to 2013. The reason why we selected dataset from 2010 was to avoid the after-shocks of financial crisis that occurred in 2008. We used Fn-GuidPro system to gather total 5,700 financial data set. Stock liquidity measure was computed by the procedures proposed by Amihud (2002) which is known to show best metrics for showing relationship with daily return. We applied five data mining techniques (or classifiers) such as Bayesian network, support vector machine (SVM), decision tree, neural network, and ensemble method. Bayesian networks include GBN (General Bayesian Network), NBN (Naive BN), TAN (Tree Augmented NBN). Decision tree uses CART and C4.5. Regression result was used as a benchmarking performance. Ensemble method uses two types-integration of two classifiers, and three classifiers. Ensemble method is based on voting for the sake of integrating classifiers. Among the single classifiers, CART showed best performance with 48.2%, compared with 37.18% by regression. Among the ensemble methods, the result from integrating TAN, CART, and SVM was best with 49.25%. Through the additional analysis in individual industries, those relatively stabilized industries like electronic appliances, wholesale & retailing, woods, leather-bags-shoes showed better performance over 50%.

• Journal of Intelligence and Information Systems
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• v.16 no.1
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• pp.93-116
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• 2010

Ensemble approach is applied to the detection modeling of illegal cash accommodation (ICA) that is the well-known type of fraudulent usages of credit cards in far east nations and has not been addressed in the academic literatures. The performance of fraud detection model (FDM) suffers from the imbalanced data problem, which can be remedied to some extent using an ensemble of many classifiers. It is generally accepted that ensembles of classifiers produce better accuracy than a single classifier provided there is diversity in the ensemble. Furthermore, recent researches reveal that it may be better to ensemble some selected classifiers instead of all of the classifiers at hand. For the effective detection of ICA, we adopt ensemble size reduction technique that prunes the ensemble of all classifiers using accuracy and diversity measures. The diversity in ensemble manifests itself as disagreement or ambiguity among members. Data imbalance intrinsic to FDM affects our approach for ICA detection in two ways. First, we suggest the training procedure with over-sampling methods to obtain diverse training data sets. Second, we use some variants of accuracy and diversity measures that focus on fraud class. We also dynamically calculate the diversity measure-Forward Addition and Backward Elimination. In our experiments, Neural Networks, Decision Trees and Logit Regressions are the base models as the ensemble members and the performance of homogeneous ensembles are compared with that of heterogeneous ensembles. The experimental results show that the reduced size ensemble is as accurate on average over the data-sets tested as the non-pruned version, which provides benefits in terms of its application efficiency and reduced complexity of the ensemble.

• Journal of the Institute of Convergence Signal Processing
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• v.2 no.2
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• pp.1-6
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• 2001

Eigenface method in face recognition is useful due to its insensitivity to large variations in facial expression and facial details. However its low recognition rate necessitates additional researches. In this paper, we present an efficient method for improving the recognition rate in face recognition using eigenface feature. For this, we performs a comparative study of three different classifiers which are i) a single prototype (SP) classifier, ii) a nearest neighbor (NN) classifier, and iii) a standard feedforward neural network (FNN) classifier. By evaluating and analyzing the performance of these three classifiers, we shows that the distribution of eigenface features of face image is not compact and that selections of classifier and sample training data are important for obtaining higher recognition rate. Our experiments with the ORL face database show that 1-NN classifier outperforms the SP and FNN classifiers. We have achieved a recognition rate of 91.0% by selecting sample trainging data properly and using 1-NN classifier.

• Journal of Information Processing Systems
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• v.16 no.1
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• pp.6-29
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• 2020

Biometrics identification using multiple modalities has attracted the attention of many researchers as it produces more robust and trustworthy results than single modality biometrics. In this paper, we present a novel multimodal recognition system that trains a deep learning network to automatically learn features after extracting multiple biometric modalities from a single data source, i.e., facial video clips. Utilizing different modalities, i.e., left ear, left profile face, frontal face, right profile face, and right ear, present in the facial video clips, we train supervised denoising auto-encoders to automatically extract robust and non-redundant features. The automatically learned features are then used to train modality specific sparse classifiers to perform the multimodal recognition. Moreover, the proposed technique has proven robust when some of the above modalities were missing during the testing. The proposed system has three main components that are responsible for detection, which consists of modality specific detectors to automatically detect images of different modalities present in facial video clips; feature selection, which uses supervised denoising sparse auto-encoders network to capture discriminative representations that are robust to the illumination and pose variations; and classification, which consists of a set of modality specific sparse representation classifiers for unimodal recognition, followed by score level fusion of the recognition results of the available modalities. Experiments conducted on the constrained facial video dataset (WVU) and the unconstrained facial video dataset (HONDA/UCSD), resulted in a 99.17% and 97.14% Rank-1 recognition rates, respectively. The multimodal recognition accuracy demonstrates the superiority and robustness of the proposed approach irrespective of the illumination, non-planar movement, and pose variations present in the video clips even in the situation of missing modalities.

• International journal of advanced smart convergence
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• v.9 no.1
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• pp.193-201
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• 2020

The main objective of this study is to investigate the impact of additional modalities on the performance of emotion recognition using speech, facial expression and physiological measurements. In order to compare different approaches, we designed a feature-based recognition system as a benchmark which carries out linear supervised classification followed by the leave-one-out cross-validation. For the classification of four emotions, it turned out that bimodal fusion in our experiment improves recognition accuracy of unimodal approach, while the performance of trimodal fusion varies strongly depending on the individual. Furthermore, we experienced extremely high disparity between single class recognition rates, while we could not observe a best performing single modality in our experiment. Based on these observations, we developed a novel fusion method, called parametric decision fusion (PDF), which lies in building emotion-specific classifiers and exploits advantage of a parametrized decision process. By using the PDF scheme we achieved 16% improvement in accuracy of subject-dependent recognition and 10% for subject-independent recognition compared to the best unimodal results.

• ETRI Journal
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• v.36 no.6
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• pp.1016-1022
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• 2014

This paper presents a hybrid model solution for user motion recognition. The use of a single classifier in motion recognition models does not guarantee a high recognition rate. To enhance the motion recognition rate, a hybrid model consisting of decision trees and artificial neural networks is proposed. We define six user motions commonly performed in an indoor environment. To demonstrate the performance of the proposed model, we conduct a real field test with ten subjects (five males and five females). Experimental results show that the proposed model provides a more accurate recognition rate compared to that of other single classifiers.

• Structural Engineering and Mechanics
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• v.63 no.4
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• pp.429-438
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• 2017

Structural design has an imperative role in deciding the failure possibility of a Reinforced Concrete (RC) structure. Recent research works achieved the goal of predicting the structural failure of the RC structure with the assistance of machine learning techniques. Previously, the Artificial Neural Network (ANN) has been trained supported by Particle Swarm Optimization (PSO) to classify RC structures with reasonable accuracy. Though, keeping in mind the sensitivity in predicting the structural failure, more accurate models are still absent in the context of Machine Learning. Since the efficiency of multi-objective optimization over single objective optimization techniques is well established. Thus, the motivation of the current work is to employ a Multi-objective Genetic Algorithm (MOGA) to train the Neural Network (NN) based model. In the present work, the NN has been trained with MOGA to minimize the Root Mean Squared Error (RMSE) and Maximum Error (ME) toward optimizing the weight vector of the NN. The model has been tested by using a dataset consisting of 150 RC structure buildings. The proposed NN-MOGA based model has been compared with Multi-layer perceptron-feed-forward network (MLP-FFN) and NN-PSO based models in terms of several performance metrics. Experimental results suggested that the NN-MOGA has outperformed other existing well known classifiers with a reasonable improvement over them. Meanwhile, the proposed NN-MOGA achieved the superior accuracy of 93.33% and F-measure of 94.44%, which is superior to the other classifiers in the present study.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.10
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• pp.4865-4885
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• 2019

We propose a FPGA based design that performs real-time power-efficient analysis of heterogeneous sensor data using adaptive ANN on edge gateway of smart military wearables. In this work, four independent ANN classifiers are developed with optimum topologies. Out of which human activity, BP and toxic gas classifier are multiclass and ECG classifier is binary. These classifiers are later integrated into a single adaptive ANN hardware with a select line(s) that switches the hardware architecture as per the sensor type. Five versions of adaptive ANN with different precisions have been synthesized into IP cores. These IP cores are implemented and tested on Xilinx Artix-7 FPGA using Microblaze test system and LabVIEW based sensor simulators. The hardware analysis shows that the adaptive ANN even with 8-bit precision is the most efficient IP core in terms of hardware resource utilization and power consumption without compromising much on classification accuracy. This IP core requires only 31 microseconds for classification by consuming only 12 milliwatts of power. The proposed adaptive ANN design saves 61% to 97% of different FPGA resources and 44% of power as compared with the independent implementations. In addition, 96.87% to 98.75% of data throughput reduction is achieved by this edge gateway.

• Journal of the Korea Society of Computer and Information
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• v.18 no.8
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• pp.17-25
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• 2013

TIn this paper, we propose a model automatically scoring a student's answer for a descriptive problem by using a voting method. Considering the model construction cost, the proposed model does not separately construct the automatic scoring model per problem type. In order to utilize features useful for automatically scoring the descriptive answers, the proposed model extracts feature values from the results, generated by comparing the student's answer with the answer sheet. For the purpose of improving the precision of the scoring result, the proposed model collects the scoring results classified by a few machine learning based classifiers, and unanimously selects the scoring result as the final result. Experimental results show that the single machine learning based classifier C4.5 takes 83.00% on precision while the proposed model improve the precision up to 90.57% by using three machine learning based classifiers C4.5, ME, and SVM.

• Journal of the Korea Convergence Society
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• v.12 no.1
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• pp.49-55
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• 2021

Recently, with the development of database, it is possible to store a lot of data generated in finance, security, and networks. These data are being analyzed through classifiers based on machine learning. The main problem at this time is data imbalance. When we train imbalanced data, it may happen that classification accuracy is degraded due to over-fitting with majority class data. To overcome the problem of data imbalance, oversampling strategy that increases the quantity of data of minority class data is widely used. It requires to tuning process about suitable method and parameters for data distribution. To improve the process, In this study, we propose a strategy to explore and optimize oversampling combinations and ratio based on various methods such as synthetic minority oversampling technique and generative adversarial networks through genetic algorithms. After sampling credit card fraud detection which is a representative case of data imbalance, with the proposed strategy and single oversampling strategies, we compare the performance of trained classifiers with each data. As a result, a strategy that is optimized by exploring for ratio of each method with genetic algorithms was superior to previous strategies.