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A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

Comparison of Tc-99m-Tetrofosmin and Tc-99m-MIBI Scintimammography in Differential Diagnosis of Breast Mass (유방종양의 감별진단에서 Tc-99m-Tetrofosmin과 Tc-99m-MIBI 유방신티그라피의 비교)

  • Park, Jung-Mi;Choi, Joon-Young;Lee, Kyung-Han;Choi, Yong;Choe, Yearn-Seong;Kim, Sang-Eun;Kim, Byung-Tae;Nam, Seok-Jin;Yang, Jeong-Hyun
    • The Korean Journal of Nuclear Medicine
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    • v.34 no.5
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    • pp.393-402
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    • 2000
  • Purpose: Tc-99m-MIBI (MIBI) and Tc-99m-Tetrofosmin (TF) are commonly used for scintimammog (SMM). We compared the diagnostic ability of SMM using Tc-99m-MIBI and Tc-99m-TF for the diagnosis of breast mass. Materials and Methods: The study subjects were comprised of 123 breast lesior 86 normal breasts of 114 patients who underwent SMM. Bilateral prone images and anterior supine images obtained at 5 minutes and 1 or 3 hours after intravenous injection of 740 MBq of either MIBI or TF. of tumors were not significantly different between the MIBI and TF groups. First, two observers read the SMM without clinical information (1st interpretation), then read again with information about location (2nd interpretation). Sensitivity and specificity of each radiopharmaceutical for the diagnosis of cancer were evaluated in terms of image acquisition time, tumor size, and location. Results: The SMM a good agreement between two observers for 1st and 2nd interpretation, except for TF SMM at 3 hr. first interpretation, the sensitivities at 5 min, 1 hr, and 3 hr were not significantly different between MIBI TF SMM (81.6%, 80.0%, 60.9% in MIBI vs. 88.9%, 80.6%, 42.9% in TF), although the sensitivities of images were significantly lower than 5 min images in both MIBI and TF SMM. The specificity of TF at was superior to that of MIBI (81.5%, 90.0%, 82.9% in MIBI vs. 96.7%, 100%, 90.0% in TF, p<0.01 MIBI TF at 5 min). For the second interpretation with information of mass location, the sensitivities at 3 hr were significantly lower than 5 min images (86.8%, 86.7%, 78.3% in MIBI vs. 88.9%, 93.5%, 57.1% between MIBI and TF SMM. However, there was no significant difference in the specificity (60.0%, 75.0% for MIBI vs. 86.7%, 100%, 100% for TF). MIBI and TF SMM showed lower sensitivities for the with less than 1 cm than tumors with more than 1 cm. However, the location of tumors did not sensitivity and specificity between MIBI and TF SMM. Conclusion: The ability for the differential of breast tumor is similar between MIBI and TF SMM, and delayed image is not necessary. TF may be than MIBI considering the specificity of SMM without clinical information and labeling convenience.

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Evaluation of Combine IGRT using ExacTrac and CBCT In SBRT (정위적체부방사선치료시 ExacTrac과 CBCT를 이용한 Combine IGRT의 유용성 평가)

  • Ahn, Min Woo;Kang, Hyo Seok;Choi, Byoung Joon;Park, Sang Jun;Jung, Da Ee;Lee, Geon Ho;Lee, Doo Sang;Jeon, Myeong Soo
    • The Journal of Korean Society for Radiation Therapy
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    • v.30 no.1_2
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    • pp.201-208
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    • 2018
  • Purpose : The purpose of this study is to compare and analyze the set-up errors using the Combine IGRT with ExacTrac and CBCT phased in the treatment of Stereotatic Body Radiotherapy. Methods and materials : Patient who were treated Stereotatic Body Radiotherapy in the ulsan university hospital from May 2014 to november 2017 were classified as treatment area three brain, nine spine, three pelvis. First using ExacTrac Set-up error calibrated direction of Lateral(Lat), Longitudinal(Lng), Vertical(Vrt), Roll, Pitch, Yaw, after applied ExacTrac moving data in addition to use CBCT and set-up error calibrated direction of Lat, Lng, Vrt, Rotation(Rtn). Results : When using ExacTrac, the error in the brain region is Lat $0.18{\pm}0.25cm$, Lng $0.23{\pm}0.04cm$, Vrt $0.30{\pm}0.36cm$, Roll $0.36{\pm}0.21^{\circ}$, Pitch $1.72{\pm}0.62^{\circ}$, Yaw $1.80{\pm}1.21^{\circ}$, spine Lat $0.21{\pm}0.24cm$, Lng $0.27{\pm}0.36cm$, Vrt $0.26{\pm}0.42cm$, Roll $1.01{\pm}1.17^{\circ}$, Pitch $0.66{\pm}0.45^{\circ}$, Yaw $0.71{\pm}0.58^{\circ}$, pelvis Lat $0.20{\pm}0.16cm$, Lng $0.24{\pm}0.29cm$, Vrt $0.28{\pm}0.29cm$, Roll $0.83{\pm}0.21^{\circ}$, Pitch $0.57{\pm}0.45^{\circ}$, Yaw $0.52{\pm}0.27^{\circ}$ When CBCT is performed after the couch movement, the error in brain region is Lat $0.06{\pm}0.05cm$, Lng $0.07{\pm}0.06cm$, Vrt $0.00{\pm}0.00cm$, Rtn $0.0{\pm}0.0^{\circ}$, spine Lat $0.06{\pm}0.04cm$, Lng $0.16{\pm}0.30cm$, Vrt $0.08{\pm}0.08cm$, Rtn $0.00{\pm}0.00^{\circ}$, pelvis Lat $0.06{\pm}0.07cm$, Lng $0.04{\pm}0.05cm$, Vrt $0.06{\pm}0.04cm$, Rtn $0.0{\pm}0.0^{\circ}$. Conclusion : Combine IGRT with ExacTrac in addition to CBCT during Stereotatic Body Radiotherapy showed that it was possible to reduce the set-up error of patients compared to single ExacTrac. However, the application of Combine IGRT increases patient set-up verification time and absorption dose in the body for image acquisition. Therefore, depending on the patient's situation that using Combine IGRT to reduce the patient's set-up error can increase the radiation treatment effectiveness.

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Basic Research on the Possibility of Developing a Landscape Perceptual Response Prediction Model Using Artificial Intelligence - Focusing on Machine Learning Techniques - (인공지능을 활용한 경관 지각반응 예측모델 개발 가능성 기초연구 - 머신러닝 기법을 중심으로 -)

  • Kim, Jin-Pyo;Suh, Joo-Hwan
    • Journal of the Korean Institute of Landscape Architecture
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    • v.51 no.3
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    • pp.70-82
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    • 2023
  • The recent surge of IT and data acquisition is shifting the paradigm in all aspects of life, and these advances are also affecting academic fields. Research topics and methods are being improved through academic exchange and connections. In particular, data-based research methods are employed in various academic fields, including landscape architecture, where continuous research is needed. Therefore, this study aims to investigate the possibility of developing a landscape preference evaluation and prediction model using machine learning, a branch of Artificial Intelligence, reflecting the current situation. To achieve the goal of this study, machine learning techniques were applied to the landscaping field to build a landscape preference evaluation and prediction model to verify the simulation accuracy of the model. For this, wind power facility landscape images, recently attracting attention as a renewable energy source, were selected as the research objects. For analysis, images of the wind power facility landscapes were collected using web crawling techniques, and an analysis dataset was built. Orange version 3.33, a program from the University of Ljubljana was used for machine learning analysis to derive a prediction model with excellent performance. IA model that integrates the evaluation criteria of machine learning and a separate model structure for the evaluation criteria were used to generate a model using kNN, SVM, Random Forest, Logistic Regression, and Neural Network algorithms suitable for machine learning classification models. The performance evaluation of the generated models was conducted to derive the most suitable prediction model. The prediction model derived in this study separately evaluates three evaluation criteria, including classification by type of landscape, classification by distance between landscape and target, and classification by preference, and then synthesizes and predicts results. As a result of the study, a prediction model with a high accuracy of 0.986 for the evaluation criterion according to the type of landscape, 0.973 for the evaluation criterion according to the distance, and 0.952 for the evaluation criterion according to the preference was developed, and it can be seen that the verification process through the evaluation of data prediction results exceeds the required performance value of the model. As an experimental attempt to investigate the possibility of developing a prediction model using machine learning in landscape-related research, this study was able to confirm the possibility of creating a high-performance prediction model by building a data set through the collection and refinement of image data and subsequently utilizing it in landscape-related research fields. Based on the results, implications, and limitations of this study, it is believed that it is possible to develop various types of landscape prediction models, including wind power facility natural, and cultural landscapes. Machine learning techniques can be more useful and valuable in the field of landscape architecture by exploring and applying research methods appropriate to the topic, reducing the time of data classification through the study of a model that classifies images according to landscape types or analyzing the importance of landscape planning factors through the analysis of landscape prediction factors using machine learning.