• Title/Summary/Keyword: algorithmic

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Cryptocurrency automatic trading research by using facebook deep learning algorithm (페이스북 딥러닝 알고리즘을 이용한 암호화폐 자동 매매 연구)

  • Hong, Sunghyuck
    • Journal of Digital Convergence
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    • v.19 no.11
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    • pp.359-364
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    • 2021
  • Recently, research on predictive systems using deep learning and machine learning of artificial intelligence is being actively conducted. Due to the development of artificial intelligence, the role of the investment manager is being replaced by artificial intelligence, and due to the higher rate of return than the investment manager, algorithmic trading using artificial intelligence is becoming more common. Algorithmic trading excludes human emotions and trades mechanically according to conditions, so it comes out higher than human trading yields when approached in the long term. The deep learning technique of artificial intelligence learns past time series data and predicts the future, so it learns like a human and can respond to changing strategies. In particular, the LSTM technique is used to predict the future by increasing the weight of recent data by remembering or forgetting part of past data. fbprophet, an artificial intelligence algorithm recently developed by Facebook, boasts high prediction accuracy and is used to predict stock prices and cryptocurrency prices. Therefore, this study intends to establish a sound investment culture by providing a new algorithm for automatic cryptocurrency trading by analyzing the actual value and difference using fbprophet and presenting conditions for accurate prediction.

Path Planning for Search and Surveillance of Multiple Unmanned Aerial Vehicles (다중 무인 항공기 이용 감시 및 탐색 경로 계획 생성)

  • Sanha Lee;Wonmo Chung;Myunggun Kim;Sang-Pill Lee;Choong-Hee Lee;Shingu Kim;Hungsun Son
    • The Journal of Korea Robotics Society
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    • v.18 no.1
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    • pp.1-9
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    • 2023
  • This paper presents an optimal path planning strategy for aerial searching and surveying of a user-designated area using multiple Unmanned Aerial Vehicles (UAVs). The method is designed to deal with a single unseparated polygonal area, regardless of polygonal convexity. By defining the search area into a set of grids, the algorithm enables UAVs to completely search without leaving unsearched space. The presented strategy consists of two main algorithmic steps: cellular decomposition and path planning stages. The cellular decomposition method divides the area to designate a conflict-free subsearch-space to an individual UAV, while accounting the assigned flight velocity, take-off and landing positions. Then, the path planning strategy forms paths based on every point located in end of each grid row. The first waypoint is chosen as the closest point from the vehicle-starting position, and it recursively updates the nearest endpoint set to generate the shortest path. The path planning policy produces four path candidates by alternating the starting point (left or right edge), and the travel direction (vertical or horizontal). The optimal-selection policy is enforced to maximize the search efficiency, which is time dependent; the policy imposes the total path-length and turning number criteria per candidate. The results demonstrate that the proposed cellular decomposition method improves the search-time efficiency. In addition, the candidate selection enhances the algorithmic efficacy toward further mission time-duration reduction. The method shows robustness against both convex and non-convex shaped search area.

Cryptocurrency Auto-trading Program Development Using Prophet Algorithm (Prophet 알고리즘을 활용한 가상화폐의 자동 매매 프로그램 개발)

  • Hyun-Sun Kim;Jae Joon Ahn
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.46 no.1
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    • pp.105-111
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    • 2023
  • Recently, research on prediction algorithms using deep learning has been actively conducted. In addition, algorithmic trading (auto-trading) based on predictive power of artificial intelligence is also becoming one of the main investment methods in stock trading field, building its own history. Since the possibility of human error is blocked at source and traded mechanically according to the conditions, it is likely to be more profitable than humans in the long run. In particular, for the virtual currency market at least for now, unlike stocks, it is not possible to evaluate the intrinsic value of each cryptocurrencies. So it is far effective to approach them with technical analysis and cryptocurrency market might be the field that the performance of algorithmic trading can be maximized. Currently, the most commonly used artificial intelligence method for financial time series data analysis and forecasting is Long short-term memory(LSTM). However, even t4he LSTM also has deficiencies which constrain its widespread use. Therefore, many improvements are needed in the design of forecasting and investment algorithms in order to increase its utilization in actual investment situations. Meanwhile, Prophet, an artificial intelligence algorithm developed by Facebook (META) in 2017, is used to predict stock and cryptocurrency prices with high prediction accuracy. In particular, it is evaluated that Prophet predicts the price of virtual currencies better than that of stocks. In this study, we aim to show Prophet's virtual currency price prediction accuracy is higher than existing deep learning-based time series prediction method. In addition, we execute mock investment with Prophet predicted value. Evaluating the final value at the end of the investment, most of tested coins exceeded the initial investment recording a positive profit. In future research, we continue to test other coins to determine whether there is a significant difference in the predictive power by coin and therefore can establish investment strategies.

GENETIC ALGORITHMIC APPROACH TO FIND THE MAXIMUM WEIGHT INDEPENDENT SET OF A GRAPH

  • Abu Nayeem, Sk. Md.;Pal, Madhumangal
    • Journal of applied mathematics & informatics
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    • v.25 no.1_2
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    • pp.217-229
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    • 2007
  • In this paper, Genetic Algorithm (GA) is used to find the Maximum Weight Independent Set (MWIS) of a graph. First, MWIS problem is formulated as a 0-1 integer programming optimization problem with linear objective function and a single quadratic constraint. Then GA is implemented with the help of this formulation. Since GA is a heuristic search method, exact solution is not reached in every run. Though the suboptimal solution obtained is very near to the exact one. Computational result comprising an average performance is also presented here.

RECOGNITION OF STRONGLY CONNECTED COMPONENTS BY THE LOCATION OF NONZERO ELEMENTS OCCURRING IN C(G) = (D - A(G))-1

  • Kim, Koon-Chan;Kang, Young-Yug
    • Bulletin of the Korean Mathematical Society
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    • v.41 no.1
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    • pp.125-135
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    • 2004
  • One of the intriguing and fundamental algorithmic graph problems is the computation of the strongly connected components of a directed graph G. In this paper we first introduce a simple procedure for determining the location of the nonzero elements occurring in $B^{-1}$ without fully inverting B, where EB\;{\equiv}\;(b_{ij)\;and\;B^T$ are diagonally dominant matrices with $b_{ii}\;>\;0$ for all i and $b_{ij}\;{\leq}\;0$, for $i\;{\neq}\;j$, and then, as an application, show that all of the strongly connected components of a directed graph G can be recognized by the location of the nonzero elements occurring in the matrix $C(G)\;=\;(D\;-\;A(G))^{-1}$. Here A(G) is an adjacency matrix of G and D is an arbitrary scalar matrix such that (D - A(G)) becomes a diagonally dominant matrix.

A 9-bit ADC with a Wide-Range Sample-and-Hold Amplifier

  • Lim, Jin-Up;Cho, Young-Joo;Choi, Joong-Ho
    • JSTS:Journal of Semiconductor Technology and Science
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    • v.4 no.4
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    • pp.280-285
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    • 2004
  • In this paper, a 9-bit analog-to-digital converter (ADC) is designed for optical disk drive (ODD) servo applications. In the ADC, the circuit technique to increase the operating range of the sample-and-hold amplifier is proposed, which can process the wide-varying input common-mode range. The algorithmic ADC structure is chosen so that the area can be significantly reduced, which is suitable for SoC integration. The ADC is fabricated in a 0.18-$\mu\textrm{m} $ CMOS 1P5M technology. Measurement results of the ADC show that SNDR is 51.5dB for the sampling rate of 6.5MS/s. The power dissipation is 36.3mW for a single supply voltage of 3.3V.

Efficient Eye Location for Biomedical Imaging using Two-level Classifier Scheme

  • Nam, Mi-Young;Wang, Xi;Rhee, Phill-Kyu
    • International Journal of Control, Automation, and Systems
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    • v.6 no.6
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    • pp.828-835
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    • 2008
  • We present a novel method for eye location by means of a two-level classifier scheme. Locating the eye by machine-inspection of an image or video is an important problem for Computer Vision and is of particular value to applications in biomedical imaging. Our method aims to overcome the significant challenge of an eye-location that is able to maintain high accuracy by disregarding highly variable changes in the environment. A first level of computational analysis processes this image context. This is followed by object detection by means of a two-class discrimination classifier(second algorithmic level).We have tested our eye location system using FERET and BioID database. We compare the performance of two-level classifier with that of non-level classifier, and found it's better performance.

A STATIC IMAGE RECONSTRUCTION ALGORITHM IN ELECTRICAL IMPEDANCE TOMOGRAPHY (임피던스 단층촬영기의 정적 영상 복원 알고리즘)

  • Woo, Eung-Je;Webster, John G.;Tompkins, Willis J.
    • Proceedings of the KOSOMBE Conference
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    • v.1991 no.05
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    • pp.5-7
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    • 1991
  • We have developed an efficient and robust image reconstruction algorithm for static impedance imaging. This improved Newton-Raphson method produced more accurate images by reducing the undesirable effects of the ill-conditioned Hessian matrix. We found that our electrical impedance tomography (EIT) system could produce two-dimensional static images from a physical phantom with 7% spatial resolution at the center and 5% at the periphery. Static EIT image reconstruction requires a large amount of computation. In order to overcome the limitations on reducing the computation time by algorithmic approaches, we implemented the improved Newton-Raphson algorithm on a parallel computer system and showed that the parallel computation could reduce the computation time from hours to minutes.

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A ROBUST SCHEME FOR THE MULTICOMPONENT REACTIVE GAS FLOWS IN THE PRESENCE OF SHOCK WAVES (충격파가 존재하는 혼합 반응기체 유동장 해석을 위한 수치기법)

  • Hu, Z.M.;Myong, R.S.;Cho, T.H.
    • Journal of computational fluids engineering
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    • v.12 no.1
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    • pp.60-67
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    • 2007
  • In this paper, the dispersion controlled dissipative (DCD) scheme is reviewed and then extended to simulate chemically reacting gas flows in multicomponent mixtures in the presence of strong shock waves. Furthermore, the properties of the reactive DCD (DCD-R) scheme are discussed, followed by several applications. The DCD scheme has been shown to have the following features: high accuracy and robustness for reacting gas flows in the presence of strong shock waves and contact discontinuities, and algorithmic simplicity.

Effectiveness Analysis of Programming Education for College of Education Student Based on Information Processing Theory Applied DEVS Methodology (DEVS 형식론 기반의 정보처리학습이론을 적용한 사범대생 대상 프로그래밍교육의 효과성 분석)

  • Han, Youngshin
    • Journal of Korea Multimedia Society
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    • v.23 no.9
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    • pp.1191-1200
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    • 2020
  • In this paper, we proposed DEVS based programming education model that based on the cognitive information processing theory, not a grammatical programming education, and studied effectiveness analysis using computer thinking patterns. By creating a small range of patterns in the grammar which underlies the programming language and solving various examples through combinations, this paper shows an education method to develop problem-solving skills based on algorithmic thinking. The purpose of this study is to facilitate non-majors learn programming languages and understand patterned program structures when writing programs by patterning of control statements which the most important in learning programming.