• Title/Summary/Keyword: Weight Learning

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A Case Study on the Establishment of an Equity Investment Optimization Model based on FinTech: For Institutional Investors (핀테크 기반 주식투자 최적화 모델 구축 사례 연구 : 기관투자자 대상)

  • Kim, Hong Gon;Kim, Sodam;Kim, Hee-Wooong
    • Knowledge Management Research
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    • v.19 no.1
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    • pp.97-118
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    • 2018
  • The finance-investment industry is currently focusing on research related to artificial intelligence and big data, moving beyond conventional theories of financial engineering. However, the case of equity optimization portfolio by using an artificial intelligence, big data, and its performance is rarely realized in practice. Thus, the purpose of this study is to propose process improvements in equity selection, information analysis, and portfolio composition, and lastly an improvement in portfolio returns, with the case of an equity optimization model based on quantitative research by an artificial intelligence. This paper is an empirical study of the portfolio based on an artificial intelligence technology of "D" asset management, which is the largest domestic active-quant-fiduciary management in accordance with the purpose of this paper. This study will apply artificial intelligence to finance, analyzing financial and demand-supply information and automating factor-selection and weight of equity through machine learning based on the artificial neural network. Also, the learning the process for the composition of portfolio optimization and its performance by applying genetic algorithms to models will be documented. This study posits a model that the asset management industry can achieve, with continuous and stable excess performance, low costs and high efficiency in the process of investment.

Action Selection by Voting with Loaming Capability for a Behavior-based Control Approach (행동기반 제어방식을 위한 득점과 학습을 통한 행동선택기법)

  • Jeong, S.M.;Oh, S.R.;Yoon, D.Y.;You, B.J.;Chung, C.C.
    • Proceedings of the KIEE Conference
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    • 2002.11c
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    • pp.163-168
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    • 2002
  • The voting algorithm for action selection performs self-improvement by Reinforcement learning algorithm in the dynamic environment. The proposed voting algorithm improves the navigation of the robot by adapting the eligibility of the behaviors and determining the Command Set Generator (CGS). The Navigator that using a proposed voting algorithm corresponds to the CGS for giving the weight values and taking the reward values. It is necessary to decide which Command Set control the mobile robot at given time and to select among the candidate actions. The Command Set was learnt online by means as Q-learning. Action Selector compares Q-values of Navigator with Heterogeneous behaviors. Finally, real-world experimentation was carried out. Results show the good performance for the selection on command set as well as the convergence of Q-value.

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Intelligent Switching Control of a Pneumatic Artificial Muscle Robot using Learning Vector Quantization Neural Network (학습벡터양자화 뉴럴네트워크를 이용한 공압 인공 근육 로봇의 지능 스위칭 제어)

  • Yoon, Hong-Soo;Ahn, Kyoung-Kwan
    • Journal of the Korean Society for Precision Engineering
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    • v.26 no.4
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    • pp.82-90
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    • 2009
  • Pneumatic cylinder is one of the low cost actuation sources which have been applied in industrial and prosthetic application since it has a high power/weight ratio, a high-tension force and a long durability However, the control problems of pneumatic systems, oscillatory motion and compliance, have prevented their widespread use in advanced robotics. To overcome these shortcomings, a number of newer pneumatic actuators have been developed such as McKibben Muscle, Rubber Actuator and Pneumatic Artificial Muscle (PAM) Manipulators. In this paper, one solution for position control of a robot arm, which is driven by two pneumatic artificial muscles, is presented. However, some limitations still exist, such as a deterioration of the performance of transient response due to the changes in the external load of the robot arm. To overcome this problem, a switching algorithm of the control parameter using a learning vector quantization neural network (LVQNN) is proposed in this paper. This estimates the external load of the pneumatic artificial muscle manipulator. The effectiveness of the proposed control algorithm is demonstrated through experiments with different external working loads.

Vehicle License Plate Recognition System using SSD-Mobilenet and ResNet for Mobile Device (SSD-Mobilenet과 ResNet을 이용한 모바일 기기용 자동차 번호판 인식시스템)

  • Kim, Woonki;Dehghan, Fatemeh;Cho, Seongwon
    • Smart Media Journal
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    • v.9 no.2
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    • pp.92-98
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    • 2020
  • This paper proposes a vehicle license plate recognition system using light weight deep learning models without high-end server. The proposed license plate recognition system consists of 3 steps: [license plate detection]-[character area segmentation]-[character recognition]. SSD-Mobilenet was used for license plate detection, ResNet with localization was used for character area segmentation, ResNet was used for character recognition. Experiemnts using Samsung Galaxy S7 and LG Q9, accuracy showed 85.3% accuracy and around 1.1 second running time.

Classification algorithm using characteristics of EBP and OVSSA (EBP와 OVSSA의 특성을 이용하는 분류 알고리즘)

  • Lee, Jong Chan
    • Journal of the Korea Convergence Society
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    • v.9 no.2
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    • pp.13-18
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    • 2018
  • This paper is based on a simple approach that the most efficient learning of a multi-layered network is the process of finding the optimal set of weight vectors. To overcome the disadvantages of general learning problems, the proposed model uses a combination of features of EBP and OVSSA. In other words, the proposed method can construct a single model by taking advantage of each algorithm so that it can escape to the probability theory of OVSSA in order to reinforce the property that EBP falls into local minimum value. In the proposed algorithm, methods for reducing errors in EBP are used as energy functions and the energy is minimized to OVSSA. A simple experimental result confirms that two algorithms with different properties can be combined.

Neural-Fuzzy Controller Based on Reinforcement Learning (강화 학습에 기반한 뉴럴-퍼지 제어기)

  • 박영철;김대수;심귀보
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.05a
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    • pp.245-248
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    • 2000
  • In this paper we improve the performance of autonomous mobile robot by induction of reinforcement learning concept. Generally, the system used in this paper is divided into two part. Namely, one is neural-fuzzy and the other is dynamic recurrent neural networks. Neural-fuzzy determines the next action of robot. Also, the neural-fuzzy is determined to optimal action internal reinforcement from dynamic recurrent neural network. Dynamic recurrent neural network evaluated to determine action of neural-fuzzy by external reinforcement signal from environment, Besides, dynamic recurrent neural network weight determined to internal reinforcement signal value is evolved by genetic algorithms. The architecture of propose system is applied to the computer simulations on controlling autonomous mobile robot.

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Learning of Emergent Behaviors in Collective Virtual Robots using ANN and Genetic Algorithm

  • Cho, Kyung-Dal
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.4 no.3
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    • pp.327-336
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    • 2004
  • In distributed autonomous mobile robot system, each robot (predator or prey) must behave by itself according to 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 have both learning and evolution ability to adapt to dynamic environment. This paper proposes a pursuing system utilizing the artificial life concept where virtual robots emulate social behaviors of animals and insects and realize their group behaviors. Each robot contains sensors to perceive other robots in several directions and decides its behavior based on the information obtained by the sensors. In this paper, a neural network is used for behavior decision controller. The input of the neural network is decided by the existence of other robots and the distance to the other robots. The output determines the directions in which the robot moves. The connection weight values of this neural network are encoded as genes, and the fitness individuals are determined using a genetic algorithm. Here, the fitness values imply how much group behaviors fit adequately to the goal and can express group behaviors. The validity of the system is verified through simulation. Besides, in this paper, we could have observed the robots' emergent behaviors during simulation.

Searching a global optimum by stochastic perturbation in error back-propagation algorithm (오류 역전파 학습에서 확률적 가중치 교란에 의한 전역적 최적해의 탐색)

  • 김삼근;민창우;김명원
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.35C no.3
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    • pp.79-89
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    • 1998
  • The Error Back-Propagation(EBP) algorithm is widely applied to train a multi-layer perceptron, which is a neural network model frequently used to solve complex problems such as pattern recognition, adaptive control, and global optimization. However, the EBP is basically a gradient descent method, which may get stuck in a local minimum, leading to failure in finding the globally optimal solution. Moreover, a multi-layer perceptron suffers from locking a systematic determination of the network structure appropriate for a given problem. It is usually the case to determine the number of hidden nodes by trial and error. In this paper, we propose a new algorithm to efficiently train a multi-layer perceptron. OUr algorithm uses stochastic perturbation in the weight space to effectively escape from local minima in multi-layer perceptron learning. Stochastic perturbation probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the EGP learning gets stuck to it. Addition of new hidden nodes also can be viewed asa special case of stochastic perturbation. Using stochastic perturbation we can solve the local minima problem and the network structure design in a unified way. The results of our experiments with several benchmark test problems including theparity problem, the two-spirals problem, andthe credit-screening data show that our algorithm is very efficient.

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Corpus-Based Ontology Learning for Semantic Analysis (의미 분석을 위한 말뭉치 기반의 온톨로지 학습)

  • 강신재
    • Journal of Korea Society of Industrial Information Systems
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    • v.9 no.1
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    • pp.17-23
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    • 2004
  • This paper proposes to determine word senses in Korean language processing by corpus-based ontology learning. Our approach is a hybrid method. First, we apply the previously-secured dictionary information to select the correct senses of some ambiguous words with high precision, and then use the ontology to disambiguate the remaining ambiguous words. The mutual information between concepts in the ontology was calculated before using the ontology as knowledge for disambiguating word senses. If mutual information is regarded as a weight between ontology concepts, the ontology can be treated as a graph with weighted edges, and then we locate the least weighted path from one concept to the other concept. In our practical machine translation system, our word sense disambiguation method achieved a 9% improvement over methods which do not use ontology for Korean translation.

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Stochastic MAC-layer Interference Model for Opportunistic Spectrum Access: A Weighted Graphical Game Approach

  • Zhao, Qian;Shen, Liang;Ding, Cheng
    • Journal of Communications and Networks
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    • v.18 no.3
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    • pp.411-419
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    • 2016
  • This article investigates the problem of distributed channel selection in opportunistic spectrum access networks from a perspective of interference minimization. The traditional physical (PHY)-layer interference model is for information theoretic analysis. When practical multiple access mechanisms are considered, the recently developed binary medium access control (MAC)-layer interference model in the previous work is more useful, in which the experienced interference of a user is defined as the number of competing users. However, the binary model is not accurate in mathematics analysis with poor achievable performance. Therefore, we propose a real-valued one called stochastic MAC-layer interference model, where the utility of a player is defined as a function of the aggregate weight of the stochastic interference of competing neighbors. Then, the distributed channel selection problem in the stochastic MAC-layer interference model is formulated as a weighted stochastic MAC-layer interference minimization game and we proved that the game is an exact potential game which exists one pure strategy Nash equilibrium point at least. By using the proposed stochastic learning-automata based uncoupled algorithm with heterogeneous learning parameter (SLA-H), we can achieve suboptimal convergence averagely and this result can be verified in the simulation. Moreover, the simulated results also prove that the proposed stochastic model can achieve higher throughput performance and faster convergence behavior than the binary one.