• Journal of the Korea Institute of Information and Communication Engineering
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• v.9 no.7
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• pp.1569-1574
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• 2005

In this paper, I propose an intelligent credit rating system using a bankruptcy prediction model based on support vector machines (SVMs). SVMs are promising methods because they use a risk function consisting of the empirical error and a regularized term which is derived from the structural risk minimization principle. This study examines the feasibility of applying SVM in Predicting corporate bankruptcies by comparing it with other data mining techniques. In addition. this study presents architecture and prototype of intelligeht credit rating systems based on SVM models.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2003.05a
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• pp.329-337
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• 2003

Stock market prediction is regarded as a challenging task of financial time-series prediction. There have been many studies using artificial neural networks in this area. Recently, support vector machines (SVMs) are regarded as promising methods for the prediction of financial time-series because they me a risk function consisting the empirical ewer and a regularized term which is derived from the structural risk minimization principle. In this study, I apply SVM to predicting the Korea Composite Stock Price Index (KOSPI). In addition, this study examines the feasibility of applying SVM in financial forecasting by comparing it with back-propagation neural networks and case-based reasoning. The experimental results show that SVM provides a promising alternative to stock market prediction.

• 한국경영정보학회:학술대회논문집
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• 2007.06a
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• pp.608-613
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• 2007

Prediction of corporate bankruptcies has long been an important topic and has been studied extensively in the finance and management literature because it is an essential basis for the risk management of financial institutions. Recently, support vector machines (SVMs) are becoming popular as a tool for bankruptcy prediction because they use a risk function consisting of the empirical error and a regularized term which is derived from the structural risk minimization principle. In addition, they don't require huge training samples and have little possibility of overfitting. However. in order to Use SVM, a user should determine several factors such as the parameters ofa kernel function, appropriate feature subset, and proper instance subset by heuristics, which hinders accurate prediction results when using SVM In this study, we propose a novel hybrid SVM classifier with simultaneous optimization of feature subsets, instance subsets, and kernel parameters. This study introduces genetic algorithms (GAs) to optimize the feature selection, instance selection, and kernel parameters simultaneously. Our study applies the proposed model to the real-world case for bankruptcy prediction. Experimental results show that the prediction accuracy of conventional SVM may be improved significantly by using our model.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2337-2341
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• 2005

This paper presents the target detection method using Support Vector Machines(SVMs) and the navigation system using behavior-based fuzzy controller. SVM is a machine-learning method based on the principle of structural risk minimization, which performs well when applied to data outside the training set. We formulate detection of target objects as a supervised-learning problem and apply SVM to detect at each location in the image whether a target object is present or not. The behavior-based fuzzy controller is implemented as an individual priority behavior: the highest level behavior is target-seeking, the middle level behavior is obstacle-avoidance, the lowest level is an emergency behavior. We have implemented and tested the proposed method in our mobile robot "Pioneer2-AT". Comparing with a neural-network based detection method, a SVM illustrate the excellence of the proposed method.

• East Asian mathematical journal
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• v.37 no.3
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• pp.333-354
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• 2021

A support vector machine (SVM) is a state-of-the-art machine learning model rooted in structural risk minimization. SVM is underestimated with regards to its application to real world problems because of the difficulties associated with its use. We aim at showing that the performance of SVM highly depends on which kernel function to use. To achieve these, after providing a summary of support vector machines and kernel function, we constructed experiments with various benchmark datasets to compare the performance of various kernel functions. For evaluating the performance of SVM, the F1-score and its Standard Deviation with 10-cross validation was used. Furthermore, we used taylor diagrams to reveal the difference between kernels. Finally, we provided Python codes for all our experiments to enable re-implementation of the experiments.

• Journal of the Korean Institute of Intelligent Systems
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• v.18 no.5
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• pp.712-717
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• 2008

In swarm robot systems, each robot must act by itself according to the its states and environments, and if necessary, must cooperate with other robots in order to carry out a given task. Therefore it is essential that each robot has both learning and evolution ability to adapt the dynamic environments. In this paper, reinforcement learning method with SVM based on structural risk minimization and distributed genetic algorithms is proposed for behavior learning and evolution of collective autonomous mobile robots. By distributed genetic algorithm exchanging the chromosome acquired under different environments by communication each robot can improve its behavior ability. Specially, in order to improve the performance of evolution, selective crossover using the characteristic of reinforcement learning that basis of SVM is adopted in this paper.

• ETRI Journal
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• v.27 no.6
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• pp.747-758
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• 2005

The problem of selection among competing models has been a fundamental issue in statistical data analysis. Good fits to data can be misleading since they can result from properties of the model that have nothing to do with it being a close approximation to the source distribution of interest (for example, overfitting). In this study we focus on the preference among models from a family of polynomial regressors. Three decades of research has spawned a number of plausible techniques for the selection of models, namely, Akaike's Finite Prediction Error (FPE) and Information Criterion (AIC), Schwartz's criterion (SCH), Generalized Cross Validation (GCV), Wallace's Minimum Message Length (MML), Minimum Description Length (MDL), and Vapnik's Structural Risk Minimization (SRM). The fundamental similarity between all these principles is their attempt to define an appropriate balance between the complexity of models and their ability to explain the data. This paper presents an empirical study of the above principles in the context of model selection, where the models under consideration are univariate polynomials. The paper includes a detailed empirical evaluation of the model selection methods on six target functions, with varying sample sizes and added Gaussian noise. The results from the study appear to provide strong evidence in support of the MML- and SRM- based methods over the other standard approaches (FPE, AIC, SCH and GCV).

• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.2
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• pp.279-284
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• 2009

In swarm robot systems, each robot must behaves by itself according to the its states and environments, and if necessary, must cooperates with other robots in order to carry out a given task. Therefore it is essential that each robot has both learning and evolution ability to adapt the dynamic environments. In this paper, reinforcement learning method using many SVM based on structural risk minimization and distributed genetic algorithms is proposed for behavior learning and evolution of collective autonomous mobile robots. By distributed genetic algorithm exchanging the chromosome acquired under different environments by communication each robot can improve its behavior ability. Specially, in order to improve the performance of evolution, selective crossover using the characteristic of reinforcement learning that basis of Cascade SVM is adopted in this paper.

• IE interfaces
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• v.24 no.1
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• pp.8-14
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• 2011

Principal Component Analysis (PCA) reduces the dimensionality of the process by creating a new set of variables, Principal components (PCs), which attempt to reflect the true underlying process dimension. However, for highly nonlinear processes, this form of monitoring may not be efficient since the process dimensionality can't be represented by a small number of PCs. Examples include the process of semiconductors, pharmaceuticals and chemicals. Nonlinear correlated process variables can be reduced to a set of nonlinear principal components, through the application of Kernel Principal Component Analysis (KPCA). Support Vector Data Description (SVDD) which has roots in a supervised learning theory is a training algorithm based on structural risk minimization. Its control limit does not depend on the distribution, but adapts to the real data. So, in this paper proposes a non-linear process monitoring technique based on supervised learning methods and KPCA. Through simulated examples, it has been shown that the proposed monitoring chart is more effective than $T^2$ chart for nonlinear processes.

• International Journal of Computer Science & Network Security
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• v.24 no.5
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• pp.217-223
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• 2024

The current study aimed to evaluate the effectiveness of using Support Vector Machine (SVM) for political affiliation classification. The system was designed to analyze the political tweets collected from Twitter and classify them as positive, negative, and neutral. The performance analysis of the SVM classifier was based on the calculation of metrics such as accuracy, precision, recall, and f1-score. The results showed that the classifier had high accuracy and f1-score, indicating its effectiveness in classifying the political tweets. The implementation of SVM in this study is based on the principle of Structural Risk Minimization (SRM), which endeavors to identify the maximum margin hyperplane between two classes of data. The results indicate that SVM can be a reliable classification approach for the analysis of political affiliations, possessing the capability to accurately categorize both linear and non-linear information using linear, polynomial or radial basis kernels. This paper provides a comprehensive overview of using SVM for political affiliation analysis and highlights the importance of using accurate classification methods in the field of political analysis.