• Geophysics and Geophysical Exploration
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• v.8 no.1
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• pp.18-25
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• 2005

We derive refraction statics for seismic data recorded in a hard rock terrain, in which there are large and rapid variations in the depth of weathering. The statics corrections range from less than 10 ms to more than 70 ms, often over distances as short as 12 receiver intervals. This study is another demonstration of the importance in obtaining accurate initial refraction models of the weathering in hard rock terrains in which automatic residual statics may fail. We show that the statics values computed with a simple model of the weathering using the Generalized Reciprocal Method (GRM) and the Refraction Convolution Section (RCS) are comparable in accuracy to those computed with a more complex model of the weathering, using least-mean-squares inversion with the conjugate gradient algorithm (Taner et al., 1998). The differences in statics values between the GRM model and that of Taner et al. (1998) systematically vary from an average of 2ms to 4ms over a distance of 8.8 km. The differences between these two refraction models and the final statics model, which includes the automatic residual values, are generally less than 5 ms. The residuals for the GRM model are frequently less than those for the model of Taner et al. (1998). The RCS statics are picked approximately 10 ms later, but their relative accuracy is comparable to that of the GRM statics. The residual statics values show a general correlation with the refraction statics values, and they can be reduced in magnitude by using a lower average seismic velocity in the weathering. These results suggest that inaccurate average seismic velocities in the weathered layer may often be a source of short-wavelength statics, rather than any shortcomings with the inversion algorithms in determining averaged delay times from the traveltimes.

• Geophysics and Geophysical Exploration
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• v.5 no.4
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• pp.280-290
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• 2002

Three-dimensional (3-D) electromagnetic (EM) modeling algorithm has been developed using finite element method (FEM) to acquire more efficient interpretation techniques of EM data. When FEM based on nodal elements is applied to EM problem, spurious solutions, so called 'vector parasite', are occurred due to the discontinuity of normal electric fields and may lead the completely erroneous results. Among the methods curing the spurious problem, this study adopts vector element of which basis function has the amplitude and direction. To reduce computational cost and required core memory, complex bi-conjugate gradient (CBCG) method is applied to solving complex symmetric matrix of FEM and point Jacobi method is used to accelerate convergence rate. To verify the developed 3-D EM modeling algorithm, its electric and magnetic field for a layered-earth model are compared with those of layered-earth solution. As we expected, the vector based FEM developed in this study does not cause ny vector parasite problem, while conventional nodal based FEM causes lots of errors due to the discontinuity of field variables. For testing the applicability to high frequencies 100 MHz is used as an operating frequency for the layer structure. Modeled fields calculated from developed code are also well matched with the layered-earth ones for a model with dielectric anomaly as well as conductive anomaly. In a vertical electric dipole source case, however, the discontinuity of field variables causes the conventional nodal based FEM to include a lot of errors due to the vector parasite. Even for the case, the vector based FEM gave almost the same results as the layered-earth solution. The magnetic fields induced by a dielectric anomaly at high frequencies show unique behaviors different from those by a conductive anomaly. Since our 3-D EM modeling code can reflect the effect from a dielectric anomaly as well as a conductive anomaly, it may be a groundwork not only to apply high frequency EM method to the field survey but also to analyze the fold data obtained by high frequency EM method.

• Journal of Intelligence and Information Systems
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• v.21 no.4
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• pp.111-131
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• 2015

There are only a handful number of research conducted on pattern analysis of corporate distress as compared with research for bankruptcy prediction. The few that exists mainly focus on audited firms because financial data collection is easier for these firms. But in reality, corporate financial distress is a far more common and critical phenomenon for non-audited firms which are mainly comprised of small and medium sized firms. The purpose of this paper is to classify non-audited firms under distress according to their financial ratio using data mining; Self-Organizing Map (SOM). SOM is a type of artificial neural network that is trained using unsupervised learning to produce a lower dimensional discretized representation of the input space of the training samples, called a map. SOM is different from other artificial neural networks as it applies competitive learning as opposed to error-correction learning such as backpropagation with gradient descent, and in the sense that it uses a neighborhood function to preserve the topological properties of the input space. It is one of the popular and successful clustering algorithm. In this study, we classify types of financial distress firms, specially, non-audited firms. In the empirical test, we collect 10 financial ratios of 100 non-audited firms under distress in 2004 for the previous two years (2002 and 2003). Using these financial ratios and the SOM algorithm, five distinct patterns were distinguished. In pattern 1, financial distress was very serious in almost all financial ratios. 12% of the firms are included in these patterns. In pattern 2, financial distress was weak in almost financial ratios. 14% of the firms are included in pattern 2. In pattern 3, growth ratio was the worst among all patterns. It is speculated that the firms of this pattern may be under distress due to severe competition in their industries. Approximately 30% of the firms fell into this group. In pattern 4, the growth ratio was higher than any other pattern but the cash ratio and profitability ratio were not at the level of the growth ratio. It is concluded that the firms of this pattern were under distress in pursuit of expanding their business. About 25% of the firms were in this pattern. Last, pattern 5 encompassed very solvent firms. Perhaps firms of this pattern were distressed due to a bad short-term strategic decision or due to problems with the enterpriser of the firms. Approximately 18% of the firms were under this pattern. This study has the academic and empirical contribution. In the perspectives of the academic contribution, non-audited companies that tend to be easily bankrupt and have the unstructured or easily manipulated financial data are classified by the data mining technology (Self-Organizing Map) rather than big sized audited firms that have the well prepared and reliable financial data. In the perspectives of the empirical one, even though the financial data of the non-audited firms are conducted to analyze, it is useful for find out the first order symptom of financial distress, which makes us to forecast the prediction of bankruptcy of the firms and to manage the early warning and alert signal. These are the academic and empirical contribution of this study. The limitation of this research is to analyze only 100 corporates due to the difficulty of collecting the financial data of the non-audited firms, which make us to be hard to proceed to the analysis by the category or size difference. Also, non-financial qualitative data is crucial for the analysis of bankruptcy. Thus, the non-financial qualitative factor is taken into account for the next study. This study sheds some light on the non-audited small and medium sized firms' distress prediction in the future.

• The Journal of Korean Society for Radiation Therapy
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• v.19 no.2
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• pp.107-112
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• 2007

Purpose: The pelvic phantom was fabricated in the following purposes: (1) Dose verification of IMRT plan using Eclipse planning computer, (2) to study the interface effect at the interface between rectal wall and air. The TLD can be inserted in the pelvic phantom to confirm the dose distribution as well as uncertainty at the interface. Materials and Methods: A pelvic phantom with the dimension of 30 cm diameter, 20 cm height and 20 cm thickness was fabricated to investigate the dose at the rectal wall. The phantom was filled with water and has many features like bladder, rectum, and prostate and seminal vesicle (SV). The rectum is made of 3 cm-dimater plastic pipe, and it cab be blocked by using a plug, and film can be inserted around the rectal wall. The phantom was scanned with Philips Brillance scanner and various organs such as prostate, SV, and rectal wall, and bladder wall were delineated. The treatment parameters used in this study are the same as those used in the protocols in the SNUH. TLD chips are inserted to the phantom to evaluate the dose distribution to the rectal wall (to simulate high dose gradient region), bladder wall and SV (to simulate the high dose region) and 2 spots in anterior surface (to simulate the low dose region). The TLD readings are compared with those of the planning computer (ECLIPSE, Varian, USA). Results: The target TLD doses represented as the prostate and SV show excellent agreements with the doses from the RTP within +/-3%. The rectal wall doses measured at the rectal wall are different from the those of the RTP by -11%. This is in literatures called as an interface effect. The underdosages at the rectal wall is independent of 3 heterogeneity correction algorithm in the Eclipse RTP. Also the low dose regions s represented as surface in this study were within +/-1%. Conclusion: The RTP estimate the dosage very accurately withihn +/-3% in the high dose (SV, or prostate) and low dose region (surface). However, the dosage at the rectal wall differed by as much as 11% (In literatures, the underdosage of 9$\sim$15% were reported). This range of errors occurs at the interface, for example, at the interface between lung and chest wall, or vocal cord. This interface effect is very important in clinical situations, for example, to estimate the NTCP (normal tissue complication probability) and to estimate the limitations of the current RTP system. Monte-carlo-based RTP will handle this issue correctly.

• Journal of Internet Computing and Services
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• v.16 no.2
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• pp.49-55
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• 2015

According to the statistics of traffic accidents over recent 5 years, traffic accidents during the night times happened more than the day times. There are various causes to occur traffic accidents and the one of the major causes is inappropriate or missing street lights that make driver's sight confused and causes the traffic accidents. In this paper, with smartphones, we designed and implemented a lane luminance measurement application which stores the information of driver's location, driving, and lane luminance into database in real time to figure out the inappropriate street light facilities and the area that does not have any street lights. This application is implemented under Native C/C++ environment using android NDK and it improves the operation speed than code written in Java or other languages. To measure the luminance of road, the input image with RGB color space is converted to image with YCbCr color space and Y value returns the luminance of road. The application detects the road lane and calculates the road lane luminance into the database sever. Also this application receives the road video image using smart phone's camera and improves the computational cost by allocating the ROI(Region of interest) of input images. The ROI of image is converted to Grayscale image and then applied the canny edge detector to extract the outline of lanes. After that, we applied hough line transform method to achieve the candidated lane group. The both sides of lane is selected by lane detection algorithm that utilizes the gradient of candidated lanes. When the both lanes of road are detected, we set up a triangle area with a height 20 pixels down from intersection of lanes and the luminance of road is estimated from this triangle area. Y value is calculated from the extracted each R, G, B value of pixels in the triangle. The average Y value of pixels is ranged between from 0 to 100 value to inform a luminance of road and each pixel values are represented with color between black and green. We store car location using smartphone's GPS sensor into the database server after analyzing the road lane video image with luminance of road about 60 meters ahead by wireless communication every 10 minutes. We expect that those collected road luminance information can warn drivers about safe driving or effectively improve the renovation plans of road luminance management.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.8
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• pp.2052-2063
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• 1998

Various full-scale radio location systems have been developed since ground-based radio navigation systems appeared during World War II, and more recently global positioning systems (GPS) have been widely used as a representative location system. In addition, radio location systems based on cellular systems are intensively being studied as cellular services become more and more popular. However, these studies have been focused mainly on macrocellular systems of which based stations are mutually synchronized. There has been no study about systems of which based stations are asynchronous. In this paper, we proposed two radio location algorithms in microcellular CDMA systems of which base stations are asychronous. The one is to estimate the position of a personal station at the center of rectangular shaped area which approximates the realistic common area. The other, as a method based on road map, is to first find candidate positions, the centers of roads pseudo-range-distant from the base station which the personal station belongs to and then is to estimate the position by monitoring the pilot signal strengths of neighboring base stations. We compare these two algorithms with three wide-spread algorithms through computer simulations and investigate interference effect on measuring pseudo ranges. The proposed algorithms require no recursive calculations and yield smaller position error than the existing algorithms because of less affection of non-line-of-signt propagation in microcellular environments.

• Journal of Intelligence and Information Systems
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• v.26 no.1
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• pp.135-149
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• 2020

Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.

• Journal of Intelligence and Information Systems
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• v.25 no.4
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• pp.141-154
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• 2019

Rapid growth of internet technology and social media is progressing. Data mining technology has evolved to enable unstructured document representations in a variety of applications. Sentiment analysis is an important technology that can distinguish poor or high-quality content through text data of products, and it has proliferated during text mining. Sentiment analysis mainly analyzes people's opinions in text data by assigning predefined data categories as positive and negative. This has been studied in various directions in terms of accuracy from simple rule-based to dictionary-based approaches using predefined labels. In fact, sentiment analysis is one of the most active researches in natural language processing and is widely studied in text mining. When real online reviews aren't available for others, it's not only easy to openly collect information, but it also affects your business. In marketing, real-world information from customers is gathered on websites, not surveys. Depending on whether the website's posts are positive or negative, the customer response is reflected in the sales and tries to identify the information. However, many reviews on a website are not always good, and difficult to identify. The earlier studies in this research area used the reviews data of the Amazon.com shopping mal, but the research data used in the recent studies uses the data for stock market trends, blogs, news articles, weather forecasts, IMDB, and facebook etc. However, the lack of accuracy is recognized because sentiment calculations are changed according to the subject, paragraph, sentiment lexicon direction, and sentence strength. This study aims to classify the polarity analysis of sentiment analysis into positive and negative categories and increase the prediction accuracy of the polarity analysis using the pretrained IMDB review data set. First, the text classification algorithm related to sentiment analysis adopts the popular machine learning algorithms such as NB (naive bayes), SVM (support vector machines), XGboost, RF (random forests), and Gradient Boost as comparative models. Second, deep learning has demonstrated discriminative features that can extract complex features of data. Representative algorithms are CNN (convolution neural networks), RNN (recurrent neural networks), LSTM (long-short term memory). CNN can be used similarly to BoW when processing a sentence in vector format, but does not consider sequential data attributes. RNN can handle well in order because it takes into account the time information of the data, but there is a long-term dependency on memory. To solve the problem of long-term dependence, LSTM is used. For the comparison, CNN and LSTM were chosen as simple deep learning models. In addition to classical machine learning algorithms, CNN, LSTM, and the integrated models were analyzed. Although there are many parameters for the algorithms, we examined the relationship between numerical value and precision to find the optimal combination. And, we tried to figure out how the models work well for sentiment analysis and how these models work. This study proposes integrated CNN and LSTM algorithms to extract the positive and negative features of text analysis. The reasons for mixing these two algorithms are as follows. CNN can extract features for the classification automatically by applying convolution layer and massively parallel processing. LSTM is not capable of highly parallel processing. Like faucets, the LSTM has input, output, and forget gates that can be moved and controlled at a desired time. These gates have the advantage of placing memory blocks on hidden nodes. The memory block of the LSTM may not store all the data, but it can solve the CNN's long-term dependency problem. Furthermore, when LSTM is used in CNN's pooling layer, it has an end-to-end structure, so that spatial and temporal features can be designed simultaneously. In combination with CNN-LSTM, 90.33% accuracy was measured. This is slower than CNN, but faster than LSTM. The presented model was more accurate than other models. In addition, each word embedding layer can be improved when training the kernel step by step. CNN-LSTM can improve the weakness of each model, and there is an advantage of improving the learning by layer using the end-to-end structure of LSTM. Based on these reasons, this study tries to enhance the classification accuracy of movie reviews using the integrated CNN-LSTM model.