• Journal of Intelligence and Information Systems
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• v.13 no.2
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• pp.15-26
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• 2007

In this study, a SOHO (Small Office Home Office) bankruptcy prediction model is proposed using Modified Bagging Predictors which is modification of traditional Bagging Predictors. There have been several studies on bankruptcy prediction for large and middle size companies. However, little studies have been done for SOHOs. In commercial banks, loan approval processes for SOHOs are usually less structured than those for large and middle size companies, and largely depend on partial information such as credit scores. In this study, we use a real SOHO loan approval data set of a Korean bank. First, decision tree induction techniques and artificial neural networks are applied to the data set, and the results are not satisfactory. Bagging Predictors which has been not previously applied for bankruptcy prediction and Modified Bagging Predictors which is proposed in this paper are applied to the data set. The experimental results show that Modified Bagging Predictors provides better performance than decision tree inductions techniques, artificial neural networks, and Bagging Predictors.

• Steel and Composite Structures
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• v.46 no.3
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• pp.319-334
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• 2023

Localizing damages is an essential task to monitor the health of the structures since they may not be able to operate anymore. Among the damage detection techniques, non-destructive methods are considerably more preferred than destructive methods since damage can be located without affecting the structural integrity. However, these methods have several drawbacks in terms of detecting abilities, time consumption, cost, and hardware or software requirements. Employing artificial intelligence techniques could overcome such issues and could provide a powerful damage detection model if the technique is utilized correctly. In this study, the crack localization in flat and folded plate structures has been conducted by employing a Backpropagated Artificial Neural Network (BPANN). For this purpose, cracks with 18 different dimensions in thin, flat, and folded structures having 15⁰, 30⁰, 45⁰, and 60⁰ folding angle have been modeled and subjected to free vibration analysis by employing the Classical Plate Theory with Finite Element Method. A Four-nodded quadrilateral element having six degrees of freedom has been considered to represent those structures mathematically. The first ten natural frequencies have been obtained regarding healthy and cracked structures. To localize the crack, the ratios of the frequencies of the cracked flat and folded structures to those of healthy ones have been taken into account. Those ratios have been given to BPANN as the input variables, while the crack locations have been considered as the output variables. A total of 500 crack locations have been regarded within the dataset obtained from the results of the free vibration analysis. To build the best intelligent model, a feature search has been conducted for BAPNN regarding activation function, the number of hidden layers, and the number of hidden neurons. Regarding the analysis results, it is concluded that the BPANN is able to localize the cracks with an average accuracy of 95.12%.

• Asia pacific journal of information systems
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• v.7 no.1
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• pp.67-83
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• 1997

The utility of learning techniques in investment analysis has been demonstrated in many areas, ranging from forecasting individual stocks to entire market indexes. To date, however, the application of artificial intelligence to financial forecasting has focused largely on short predictive horizons. Usually the forecast window is a single period ahead; if the input data involve daily observations, the forecast is for one day ahead; if monthly observations, then a month ahead; and so on. Thus far little work has been conducted on the efficacy of long-term prediction involving multiperiod forecasting. This paper examines the impact of alternative procedures for extended prediction using knowledge discovery techniques. One dimension in the study involves temporal granularity: a single jump from the present period to the end of the forecast window versus a web of short-term forecasts involving a sequence of single-period predictions. Another parameter relates to the numerosity of input variables: a technical approach involving only lagged observations of the target variable versus a fundamental approach involving multiple variables. The dual possibilities along each of the granularity and numerosity dimensions entail a total of 4 models. These models are first evaluated using neural networks, then compared against a multi-input jump model using case based reasoning. The computational models are examined in the context of forecasting the S&P 500 index.

• International Journal of Computer Science & Network Security
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• v.22 no.3
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• pp.155-162
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• 2022

Over the last 10 years, there has been rapid growth in the use of Machine Learning (ML) techniques to automate the process of intrusion threat detection at a scale never imagined before. This has prompted researchers, software engineers, and network specialists to rethink the applications of machine ML techniques particularly in the area of cybersecurity. As a result there exists numerous research documentations on the use ML techniques to detect and block cyber-attacks. This article is a systematic review involving the identification of published scholarly articles as found on IEEE Explore and Scopus databases. The articles exclusively related to the use of machine learning in Intrusion Detection Systems (IDS). Methods, concepts, results, and conclusions as found in the texts are analyzed. A description on the process taken in the identification of the research articles included: First, an introduction to the topic which is followed by a methodology section. A table is used to list identified research articles in the form of title, authors, methodology, and key findings.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.149-149
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• 2022

Accurate quantitative evaluation of baseflow contribution to streamflow is imperative to address seasonal drought vulnerability, flood occurrence and groundwater management concerns for efficient and sustainable water resources management in watersheds. Several baseflow separation algorithms using recursive filters, graphical method and tracer or chemical balance have been developed but resulting baseflow outputs always show wide variations, thereby making it hard to determine best separation technique. Therefore, the current global shift towards implementation of artificial intelligence (AI) in water resources is employed to compare the performance of deep learning models with conventional hydrograph separation techniques to quantify baseflow contribution to streamflow of Piney River watershed, Tennessee from 2001-2021. Streamflow values are obtained from the USGS station 03602500 and modeled to generate values of Baseflow Index (BI) using Web-based Hydrograph Analysis (WHAT) model. Annual and seasonal baseflow outputs from the traditional separation techniques are compared with results of Long Short Term Memory (LSTM) and simple Gated Recurrent Unit (GRU) models. The GRU model gave optimal BFI values during the four seasons with average NSE = 0.98, KGE = 0.97, r = 0.89 and future baseflow volumes are predicted. AI offers easier and more accurate approach to groundwater management and surface runoff modeling to create effective water policy frameworks for disaster management.

• Journal of Intelligence and Information Systems
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• v.23 no.4
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• pp.127-146
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• 2017

Services using artificial intelligence have begun to emerge in daily life. Artificial intelligence is applied to products in consumer electronics and communications such as artificial intelligence refrigerators and speakers. In the financial sector, using Kensho's artificial intelligence technology, the process of the stock trading system in Goldman Sachs was improved. For example, two stock traders could handle the work of 600 stock traders and the analytical work for 15 people for 4weeks could be processed in 5 minutes. Especially, big data analysis through machine learning among artificial intelligence fields is actively applied throughout the financial industry. The stock market analysis and investment modeling through machine learning theory are also actively studied. The limits of linearity problem existing in financial time series studies are overcome by using machine learning theory such as artificial intelligence prediction model. The study of quantitative financial data based on the past stock market-related numerical data is widely performed using artificial intelligence to forecast future movements of stock price or indices. Various other studies have been conducted to predict the future direction of the market or the stock price of companies by learning based on a large amount of text data such as various news and comments related to the stock market. Investing on commodity asset, one of alternative assets, is usually used for enhancing the stability and safety of traditional stock and bond asset portfolio. There are relatively few researches on the investment model about commodity asset than mainstream assets like equity and bond. Recently machine learning techniques are widely applied on financial world, especially on stock and bond investment model and it makes better trading model on this field and makes the change on the whole financial area. In this study we made investment model using Support Vector Machine among the machine learning models. There are some researches on commodity asset focusing on the price prediction of the specific commodity but it is hard to find the researches about investment model of commodity as asset allocation using machine learning model. We propose a method of forecasting four major commodity indices, portfolio made of commodity futures, and individual commodity futures, using SVM model. The four major commodity indices are Goldman Sachs Commodity Index(GSCI), Dow Jones UBS Commodity Index(DJUI), Thomson Reuters/Core Commodity CRB Index(TRCI), and Rogers International Commodity Index(RI). We selected each two individual futures among three sectors as energy, agriculture, and metals that are actively traded on CME market and have enough liquidity. They are Crude Oil, Natural Gas, Corn, Wheat, Gold and Silver Futures. We made the equally weighted portfolio with six commodity futures for comparing with other commodity indices. We set the 19 macroeconomic indicators including stock market indices, exports & imports trade data, labor market data, and composite leading indicators as the input data of the model because commodity asset is very closely related with the macroeconomic activities. They are 14 US economic indicators, two Chinese economic indicators and two Korean economic indicators. Data period is from January 1990 to May 2017. We set the former 195 monthly data as training data and the latter 125 monthly data as test data. In this study, we verified that the performance of the equally weighted commodity futures portfolio rebalanced by the SVM model is better than that of other commodity indices. The prediction accuracy of the model for the commodity indices does not exceed 50% regardless of the SVM kernel function. On the other hand, the prediction accuracy of equally weighted commodity futures portfolio is 53%. The prediction accuracy of the individual commodity futures model is better than that of commodity indices model especially in agriculture and metal sectors. The individual commodity futures portfolio excluding the energy sector has outperformed the three sectors covered by individual commodity futures portfolio. In order to verify the validity of the model, it is judged that the analysis results should be similar despite variations in data period. So we also examined the odd numbered year data as training data and the even numbered year data as test data and we confirmed that the analysis results are similar. As a result, when we allocate commodity assets to traditional portfolio composed of stock, bond, and cash, we can get more effective investment performance not by investing commodity indices but by investing commodity futures. Especially we can get better performance by rebalanced commodity futures portfolio designed by SVM model.

• Journal of Intelligence and Information Systems
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• v.7 no.2
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• pp.83-93
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• 2001

Prediction of corporate failure using past financial data is well-documented topic. Early studies of bankruptcy prediction used statistical techniques such as multiple discriminant analysis, logit and probit. Recently, however, numerous studies have demonstrated that artificial intelligence such as neural networks (NNs) can be an alternative methodology for classification problems to which traditional statistical methods have long been applied. Although numerous theoretical and experimental studies reported the usefulness or neural networks in classification studies, there exists a major drawback in building and using the model. That is, the user can not readily comprehend the final rules that the neural network models acquire. We propose a genetic algorithms (GAs) approach in this study and illustrate how GAs can be applied to corporate failure prediction modeling. An advantage of GAs approach offers is that it is capable of extracting rules that are easy to understand for users like expert systems. The preliminary results show that rule extraction approach using GAs for bankruptcy prediction modeling is promising.

• The KIPS Transactions:PartB
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• v.12B no.3 s.99
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• pp.329-336
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• 2005

This paper proposes a method to provide intelligence for characters in fighting action games by using genetic algorithm. The proposed characters without any knowledge on the rules of the game learn the rules and techniques for generations, and have the capability of evolving. To evaluate adaptability for varying circumstances, we changed the rules and compared the results. The experimental results show that the intelligent characters can adapt to the new rules. An advantage of the proposed method is that it can be easily applied to characters for other category of games such as PC games and internet online games.

• Journal of the Korea Society of Computer and Information
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• v.25 no.3
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• pp.109-115
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• 2020

In this paper, we propose an artificial intelligence(AI) technology analysis using partial least square(PLS) regression model. AI technology is now affecting most areas of our society. So, it is necessary to understand this technology. To analyze the AI technology, we collect the patent documents related to AI from the patent databases in the world. We extract AI technology keywords from the patent documents by text mining techniques. In addition, we analyze the AI keyword data by PLS regression model. This regression model is based on the technique of partial least squares used in the advanced analyses such as bioinformatics, social science, and engineering. To show the performance of our proposed method, we make experiments using AI patent documents, and we illustrate how our research can be applied to real problems. This paper is applicable not only to AI technology but also to other technological fields. This also contributes to understanding other various technologies by PLS regression analysis.

• Journal of the Korea Convergence Society
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• v.11 no.10
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• pp.19-24
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• 2020

Artificial intelligence technology, which is the core of the 4th industrial revolution, is making intelligent judgments through deep learning techniques and machine learning that it is impossible to predict if it is applied to stock prediction beyond human capabilities. In US fund management companies, artificial intelligence is replacing the role of stock market analyst, and research in this field is actively underway. In this study, we use BLSTM to reduce errors that occur in unidirectional prediction of the existing LSTM method, reduce errors in predictions by predicting in both directions, and macroscopic indicators that affect stock prices, namely, economic growth rate, economic indicators, interest rate, analyze the trade balance, exchange rate, and volume of currency. To help stock investment by accurately predicting the target price of stocks by analyzing the PBR, BPS, and ROE of individual stocks after analyzing macro-indicators, and by analyzing the purchase and sale quantities of foreigners, institutions, pension funds, etc., which have the most influence on stock prices.