• Journal of Information Technology Applications and Management
• /
• v.23 no.4
• /
• pp.25-39
• /
• 2016

Asset prices decline sharply and stock markets collapse when financial crisis happens. Recently we have encountered more frequent financial crises than ever. 1998 currency crisis and 2008 global financial crisis triggered academic researches on early warning systems that aim to detect the symptom of financial crisis in advance. This study proposes a risk recovery index for detection of good opportunities from financial market instability. We use SVM classifier algorithms to separate recovery period from unstable financial market data. Input variables are KOSPI index and V-KOSPI200 index. Our SVM algorithms show highly accurate forecasting results on testing data as well as training data. Risk recovery index is derived from our SVM-trained outputs. We develop a trading system that utilizes the suggested risk recovery index. The trading result records very high profit, that is, its annual return runs to 121%.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
• /
• 2003.10a
• /
• pp.265-270
• /
• 2003

When designing an engine part the designer has to choose the proper material and to define the dimensions of the part. in the most rudimentary case he has available as guidelines the collective experience from similar applications. The performance of the part is tested on occasion of the trial runs for the full system, and possibly occurring deficiencies are corrected until a satisfactory usable life and safety of operation is achieved. This procedure is time consuming and costly, and the learning effect is minimal. These requirements have to be condensed into characteristic values ameanable to computation. Since testing and computation are complementary we have to look at the currently existing mathematical models for engine bearing performance.

• Proceedings of the KSRS Conference
• /
• 2008.10a
• /
• pp.410-413
• /
• 2008

Existing Outlier detections have been widely studied in geosensor networks. Recently, machine learning and data mining have been applied the outlier detection method to build a model that distinguishes outliers based on anchored criterion. However, it is difficult for the existing methods to detect outliers against incoming time-variant data, because outlier detection needs to monitor incoming data and classify irregular attacks. Therefore, in order to solve the problem, we propose a time-variant outlier detection using 2-dimensional grid method based on unanchored criterion. In the paper, outliers using geosensor data was performed to classify efficiently. The proposed method can be utilized applications such as network intrusion detection, stock market analysis, and error data detection in bank account.

• Journal for History of Mathematics
• /
• v.30 no.6
• /
• pp.327-339
• /
• 2017

Recently industry goes through enormous revolution. Related to this, major changes in applied mathematics are occurring while coping with the new trends like machine learning and data analysis. The last two decades have shown practical applicability of the long-developed mathematical theories, especially some advanced mathematics which had not been introduced to applied mathematics. In this concern some countries like the U.S. or Australia have studied the changing environments related to mathematics and its applications and deduce strategies for mathematics research and education. In this paper we review some of their studies and discuss possible relations with the history of mathematics.

• Journal of Information Technology Applications and Management
• /
• v.26 no.3
• /
• pp.19-27
• /
• 2019

In this study, we propose a methodology for predicting the movie audience based on movie information that can be easily acquired before opening and effectively distinguishing qualitative variables. In addition, we constructed a model to estimate the number of movie audiences at the time of data acquisition through the configured variables. Another purpose of this study is to provide a criterion for categorizing success of movies with qualitative characteristics. As an evaluation criterion, we used information gain ratio which is the node selection criterion of C4.5 algorithm. Through the procedure we have selected 416 movie data features. As a result of the multiple linear regression model, the performance of the regression model using the variables selection method based on the information gain ratio was excellent.

• Communications for Statistical Applications and Methods
• /
• v.24 no.6
• /
• pp.543-559
• /
• 2017

Tree-based regression and classification ensembles form a standard part of the data-science toolkit. Many commonly used methods take an algorithmic view, proposing greedy methods for constructing decision trees; examples include the classification and regression trees algorithm, boosted decision trees, and random forests. Recent history has seen a surge of interest in Bayesian techniques for constructing decision tree ensembles, with these methods frequently outperforming their algorithmic counterparts. The goal of this article is to survey the landscape surrounding Bayesian decision tree methods, and to discuss recent modeling and computational developments. We provide connections between Bayesian tree-based methods and existing machine learning techniques, and outline several recent theoretical developments establishing frequentist consistency and rates of convergence for the posterior distribution. The methodology we present is applicable for a wide variety of statistical tasks including regression, classification, modeling of count data, and many others. We illustrate the methodology on both simulated and real datasets.

• Journal of Information Technology Applications and Management
• /
• v.13 no.1
• /
• pp.77-94
• /
• 2006

Case-based Reasoning (CBR) is widely used in business and industry prediction. It is suitable to solve complex and unstructured business problems. Recently, the prediction accuracy of CBR has been enhanced by not only various machine learning algorithms such as genetic algorithms, relative weighting of Artificial Neural Network (ANN) input variable but also data mining technique such as feature selection, feature weighting, feature transformation, and instance selection As a result, CBR is even more widely used today in business area. In this study, we investigated the usefulness of the CBR method in forecasting success in implementing ERP systems. We used a CBR method based on the feature weighting technique to compare the performance of three different models : MDA (Multiple Discriminant Analysis), GECBR (GEneral CBR), FWCBR (CBR with Feature Weighting supported by Analytic Hierarchy Process). The study suggests that the FWCBR approach is a promising method for forecasting of successful ERP implementation in Small and Medium sized Enterprises.

• Annual Conference of KIPS
• /
• 2014.04a
• /
• pp.745-748
• /
• 2014

SentiWordNet is an important lexical resource supporting sentiment analysis in opinion mining applications. In this paper, we propose a novel approach to construct a Vietnamese SentiWordNet (VSWN). SentiWordNet is typically generated from WordNet in which each synset has numerical scores to indicate its opinion polarities. Many previous studies obtained these scores by applying a machine learning method to WordNet. However, Vietnamese WordNet is not available unfortunately by the time of this paper. Therefore, we propose a method to construct VSWN from a Vietnamese dictionary, not from WordNet. We show the effectiveness of the proposed method by generating a VSWN with 39,561 synsets automatically. The method is experimentally tested with 266 synsets with aspect of positivity and negativity. It attains a competitive result compared with English SentiWordNet that is 0.066 and 0.052 differences for positivity and negativity sets respectively.

• IEMEK Journal of Embedded Systems and Applications
• /
• v.16 no.6
• /
• pp.277-283
• /
• 2021

This paper addresses the problem of vision-based mask filter inspection for mask production systems. Machine learning-based approaches can be considered to solve the problem, but they may not be applicable to mask filter inspection if normal and anomaly mask filter data are not sufficient. In such cases, handcrafted image processing methods have to be considered to solve the problem. In this paper, we propose a hierarchical correlation-based approach that combines handcrafted image processing methods to detect anomaly mask filters. The proposed approach combines image rotation, cropping and resizing, edge detection of mask filter parts, average blurring, and correlation-based decision. The proposed approach was tested and analyzed with real mask filters. The results showed that the proposed approach was able to successfully detect anomalies in mask filters.

• Journal of information and communication convergence engineering
• /
• v.19 no.3
• /
• pp.166-174
• /
• 2021

A large volume of patient data is generated from various devices used in healthcare applications. With increase in the volume of data generated in the healthcare industry, more wellness monitoring is required. A cloud-enabled analysis of healthcare data that predicts patient risk factors is required. Machine learning techniques have been developed to address these medical care problems. A novel technique called the radix-trie-based Tanimoto kernel regressive infomax boost classification (RT-TKRIBC) technique is introduced to analyze the heterogeneous health data in the cloud to predict the health risks and send alerts. The infomax boost ensemble technique improves the prediction accuracy by finding the maximum mutual information, thereby minimizing the mean square error. The performance evaluation of the proposed RT-TKRIBC technique is realized through extensive simulations in the cloud environment, which provides better prediction accuracy and less prediction time than those provided by the state-of-the-art methods.