• 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.

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.73-73
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• 2011

일반적으로 미래 기후자료를 산출하기 위하여 기후 시스템을 수치화한 GCM에 의한 결과를 사용한다. 하지만 GCM의 시공간적인 해상도의 문제로 기후변화에 따른 수자원 영향 분석을 위해서는 축소기법의 적용과정이 필요하다. 이를 위하여 전세계적으로 통계학적 방법에 의한 일기발생기를 이용한 축소기법 방법이 많이 이용되고 있다. 하지만 일기발생기에 의한 방법은 월 평균값의 연간 변동성이나 계절적 변화를 재현하는데 한계가 있는 것이 사실이다. 본 연구에서는 이러한 일기 발생기의 한계가 강우의 발생 특성이 평균과 표준편차로 대표되는 통계학적 기법에 근거하고 있기 때문이라고 파악하였다. 따라서 최저온도, 최고온도, 강수량, 상대습도, 풍속, 일사량과 같이 6개의 기상자료를 선정하여 비선형 관계를 고려할 수 있는 기법을 적용하고자 하였다. 이를 위하여 SRES A1B 기후변화 시나리오에 의한 CNCM3 기후모형의 결과를 이용하였고 각 관측소 마다 다양하게 발생하는 강우 특성은 과거의 강우 특성과 유사할 것이라는 가정하에 공간적 축소기법으로 인공 신경망(ANN: Artificial Neural Network) 을 적용하고 시간적 축소기법으로 최근린(NN: Nearest Neighbor) 방법과 유전자 알고리즘(GA: Genetic Algorithm)을 적용하는 기법을 함께 제시하였다. 이러한 기법들을 실제 남한강 유역의 기상관측소 지점으로 적용하여 검증한 결과 모의된 대부분의 기상자료가 관측치를 비교적 잘 재현하였다. 본 연구에서 제시한 비선형 축소기법은 추후 기후변화 연구에 중요한 방법론으로 활용될 수 있을 것으로 기대된다.

• Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
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• 2008.10a
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• pp.315-318
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• 2008

In this paper proposed the solar tracking system to use a fuzzy control order to increase an output of the PV(Photovoltaic) array. The solar tracking system operated two DC motors driving by signal of photo sensor. The control of dual axes is not an easy task due to nonlinear dynamics and unavailability of the parameters. Recently, artificial intelligent control of the fuzzy control, neural-network and genetic algorithm etc. have been studied. The fuzzy control made a nonlinear dynamics to well perform and had a robust and highly efficient characteristic about a parameter variable as well as a nonlinear characteristic. Hence the fuzzy control was used to perform the tracking system after comparing with error values of setting-up, nonlinear altitude and azimuth. In this paper designed a fuzzy controller for improving output of PV array and evaluated comparison with efficient of conventional PI controller. The data which were obtained by experiment were able to show a validity of the proposed controller.

• Journal of the Korean Chemical Society
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• v.60 no.4
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• pp.225-234
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• 2016

The activity of 34 sulfonamide derivatives has been estimated by means of multiple linear regression (MLR), artificial neural network (ANN), simulated annealing (SA) and genetic algorithm (GA) techniques. These models were also utilized to select the most efficient subsets of descriptors in a cross-validation procedure for non-linear -log (IC50) prediction. The results obtained using GA-ANN were compared with MLR-MLR, MLR-ANN, SA-ANN and GA-ANN approaches. A high predictive ability was observed for the MLR-MLR, MLR-ANN, SA-ANN and MLR-GA models, with root mean sum square errors (RMSE) of 0.3958, 0.1006, 0.0359, 0.0326 and 0.0282 in gas phase and 0.2871, 0.0475, 0.0268, 0.0376 and 0.0097 in solvent, respectively (N=34). The results obtained using the GA-ANN method indicated that the activity of derivatives of sulfonamides depends on different parameters including DP03, BID, AAC, RDF035v, JGI9, TIE, R7e+, BELM6 descriptors in gas phase and Mor 32u, ESpm03d, RDF070v, ATS8m, MATS2e and R4p, L1u and R3m in solvent. In conclusion, the comparison of the quality of the ANN with different MLR models showed that ANN has a better predictive ability.

• International Journal of Naval Architecture and Ocean Engineering
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• v.10 no.6
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• pp.661-669
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• 2018

Engineering system problems consist of multi-objective optimisation and the performance analysis is generally time consuming. To optimise the system concerning its performance, many researchers perform the optimisation using an approximation model. The Response Surface Method (RSM) is usually used to predict the system performance in many research fields, but it shows prediction errors for highly nonlinear problems. To create an appropriate metamodel for marine systems, Lee (2015) compares the prediction accuracy of the approximation model, and multi-objective optimal design framework is proposed based on a confirmed approximation model. The proposed framework is composed of three parts: definition of geometry, generation of approximation model, and optimisation. The major objective of this paper is to confirm the applicability/usability of the proposed optimal design framework and evaluate the prediction accuracy based on sensitivity analysis. We have evaluated the proposed framework applicability in derrick structure optimisation considering its structural performance.

• Proceedings of the KIPE Conference
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• 2008.10a
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• pp.199-201
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• 2008

In this paper proposed the solar tracking system to use direct fuzzy control order to increase an output of the PV (Photovoltaic) array. The solar tracking system operated two DC motors driving by signal of photo sensor. The control of dual axes is not an easy task due to nonlinear dynamics and unavailability of the parameters. Recently, artificial intelligent control of the fuzzy control, neural-network and genetic algorithm etc. have been studied. The fuzzy control made a nonlinear dynamics to well perform and had a robust and highly efficient characteristic about a parameter variable as well as a nonlinear characteristic. Hence the fuzzy control was used to perform the tracking system after comparing with error values of setting-up, nonlinear altitude and azimuth. In this paper designed a DFC(Direct Fuzzy Control)controller for improving output of PV array and evaluated comparison with efficient of conventional PI controller. The data which were obtained by experiment were able to show a validity of the proposed controller.

• Proceedings of the Korean Society of Propulsion Engineers Conference
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• 2011.04a
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• pp.397-400
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• 2011

MDO Optimization for a low pressure axial compressor rotor has been carried out to improve aerodynamic performance and structural stability. Global optimized solution was obtained from an artificial neural network model with genetic algorithm. Optimized rotor model has a high blade loading near hub and near zero incidence flow angle near tip region to reduce the incidence loss and flow separation at trailing edge region. Also the rotor shape is converged to a trapezoid shape to reduce the maximum stress occurred at the root of the blade. Numerical simulation results show that rotor has 87.6% rotor efficiency and safety factor over than 3.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.18 no.3
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• pp.74-81
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• 2019

Herein, we performed a comparative study on approximate multi-objective design optimization, to realize a structural design to improve the weight and vibration performances of the knuckle - a car suspension component - considering various load conditions and vibration characteristics. In the approximate multi-objective optimization process, a regression meta-model was generated using the response surfaces method (RSM), while Kriging and back-propagation neural network (BPN) methods were applied for interpolation meta-modeling. The Pareto solutions, multi-objective optimal solutions, were derived using the non-dominated sorting genetic algorithm (NSGA-II). In terms of the knuckle design considered in this study, the characteristics and influence of the meta-model on multi-objective optimization were reviewed through a comparison of the approximate optimization results with the meta-models and the actual optimization.

• Journal of Integrative Natural Science
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• v.11 no.4
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• pp.167-183
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• 2018

Electroencephalogram (EEG) recording provides a new way to support human-machine communication. It gives us an opportunity to analyze the neuro-dynamics of human cognition. Machine learning is a powerful for the EEG classification. In addition, machine learning can compensate for high variability of EEG when analyzing data in real time. However, the optimal EEG electrode location must be prioritized in order to extract the most relevant features from brain wave data. In this paper, we propose an intelligent system model for the extraction of EEG data by training the optimal electrode location of EEG in a specific problem. The proposed system is basically a fuzzy system and uses a neural network structurally. The fuzzy clustering method is used to determine the optimal number of fuzzy rules using the features extracted from the EEG data. The parameters and weight values found in the process of determining the number of rules determined here must be tuned for optimization in the learning process. Genetic algorithms are used to obtain optimized parameters. We present useful results by using optimal rule numbers and non - symmetric membership function using EEG data for four movements with the right arm through various experiments.

• Structural Engineering and Mechanics
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• v.70 no.5
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• pp.639-647
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• 2019

The performance of precast concrete structures is greatly influenced by the behaviour of beam-to-column connections. A single connection may be required to transfer several loads simultaneously so each one of those loads must be considered in the design. A good connection combines practicality and economy, which requires an understanding of several factors; including strength, serviceability, erection and economics. This research work focuses on the performance aspect of a specific type of beam-to-column connection using partly hidden corbel in precast concrete structures. In this study, the results of experimental assessment of the proposed beam-to-column connection in precast concrete frames was used. The purpose of this research is to develop and apply the Extreme Learning Machine (ELM) for moment-rotation prediction of precast beam-to-column connections. The ELM results are compared with genetic programming (GP) and artificial neural network (ANN). The reliability of the computational models was accessed based on simulation results and using several statistical indicators.