• 한국지능정보시스템학회:학술대회논문집
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• 한국지능정보시스템학회 2000년도 추계정기학술대회:지능형기술과 CRM
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• pp.489-497
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• 2000

After IMF situation, the money market environment is changing rapidly. Therefore, many companies including financial institutions and many individual investors are concerned about forecasting the money market, and they make an effort to insure the various profit and hedge methods using derivatives like option, futures and swap. In this research, we developed a prototype of forecasting system for KOSPI 200 option, especially call option, trading using artificial neural networks(ANN), To avoid the overfitting problem and the problem involved int the choice of ANN structure and parameters, we employed the ANN ensemble approach. We conducted two types of simulation. One is conducted with the hold signals taken into account, and the other is conducted without hold signals. Even though our models show low accuracy for the sample set extracted from the data collected in the early stage of IMF situation, they perform better in terms of profit and stability than the model that uses only the theoretical price.

• 디지털융복합연구
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• 제18권2호
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• pp.205-211
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• 2020

미래 예측의 방법은 기술적 특성 또는 기술적 성능으로 예측이 가능할 수 있다. 그러므로 기술예측은 경제적, 사회적 이익을 산출해 낼 수 있는 전략적 연구 분야에서 활용되고 있다. 본 연구에서는 이러한 기술적 특성으로 미래를 예측하는 방법의 연구를 통하여 미래 시장을 예측하였다. 특별한 제품의 수요 욕구에 따라 시장을 점유하는 시점의 예측을 통해 미래 예측 방법을 연구하였다. 시장수요 예측을 위하여 대표적인 계량적 분석 방법인 연평균성장률(CAGR) 모형, BASS 모형, Logistic 모형, 곰페르츠 성장모형(Gompertz Growth Curve) 등의 비교를 통해 미래시장의 수요예측 모형을 제안하였다. 본 연구는 Rogers의 혁신확산 이론을 접목하여 제품이 시장에 확산되는 시점을 예측하였다. 연구결과로 특별한 제품이 시장을 점유하기 위한 다양한 요인들의 확산 시점을 통해 특별한 상품이 미래 시장에서 성숙하는 시점을 예측할 수 있는 방법론을 개발하였다. 그러나 시장을 예측하기 위한 전문가 판단에 대한 오류를 줄이는 것은 한계점이 있다.

• 대한안전경영과학회지
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• 제6권2호
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• pp.211-229
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• 2004

The basis of cyber trading has been sufficiently developed with innovative advancement of Internet Technology and the tendency of stock market investment has changed from long-term investment, which estimates the value of enterprises, to short-term investment, which focuses on getting short-term stock trading margin. Hence, this research shows a Short-term Stock Price Forecasting System on Learning Agent System using DTA(Decision Tree Algorithm) ; it collects real-time information of interest and favorite issues using Agent Technology through the Internet, and forms a decision tree, and creates a Rule-Base Database. Through this procedure the Short-term Stock Price Forecasting System provides customers with the prediction of the fluctuation of stock prices for each issue in near future and a point of sales and purchases. A Human being has the limitation of analytic ability and so through taking a look into and analyzing the fluctuation of stock prices, the Agent enables man to trace out the external factors of fluctuation of stock market on real-time. Therefore, we can check out the ups and downs of several issues at the same time and figure out the relationship and interrelation among many issues using the Agent. The SPFA (Stock Price Forecasting System) has such basic four phases as Data Collection, Data Processing, Learning, and Forecasting and Feedback.

• Journal of Electrical Engineering and Technology
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• 제12권6호
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• pp.2166-2176
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• 2017

Electricity price prediction plays a crucial part in making the schedule and managing the risk to the competitive electricity market participants. However, it is a difficult and challenging task owing to the characteristics of the nonlinearity, non-stationarity and uncertainty of the price series. This study proposes a hybrid improved strategy which incorporates data preprocessor components and a forecasting engine component to enhance the forecasting accuracy of the electricity price. In the developed forecasting procedure, the Seasonal Adjustment (SA) method and the Ensemble Empirical Mode Decomposition (EEMD) technique are synthesized as the data preprocessing component; the Coupled Simulated Annealing (CSA) optimization method and the Least Square Support Vector Regression (LSSVR) algorithm construct the prediction engine. The proposed hybrid approach is verified with electricity price data sampled from the power market of New South Wales in Australia. The simulation outcome manifests that the proposed hybrid approach obtains the observable improvement in the forecasting accuracy compared with other approaches, which suggests that the proposed combinational approach occupies preferable predication ability and enough precision.

• 한국정보시스템학회지:정보시스템연구
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• 제27권3호
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• pp.123-140
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• 2018

Purpose The purpose of this study is to explore the optimal trading frequency which is useful for stock price prediction by using deep learning for charting image data. We also want to identify the appropriate time for accurate forecasting of stock price when performing pattern analysis. Design/methodology/approach In order to find the optimal trading frequency patterns and forecast timings, this study is performed as follows. First, stock price data is collected using OpenAPI provided by Daishin Securities, and candle chart images are created by data frequency and forecasting time. Second, the patterns are generated by the charting images and the learning is performed using the CNN. Finally, we find the optimal trading frequency patterns and forecasting timings. Findings According to the experiment results, this study confirmed that when the 10 minute frequency data is judged to be a decline pattern at previous 1 tick, the accuracy of predicting the market frequency pattern at which the market decreasing is 76%, which is determined by the optimal frequency pattern. In addition, we confirmed that forecasting of the sales frequency pattern at previous 1 tick shows higher accuracy than previous 2 tick and 3 tick.

• 한국융합학회논문지
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• 제8권1호
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• pp.19-23
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• 2017

전력은 모든 나라에서 사회 발전과 경제 성장에 가장 기본적인 자원이다. 산업이 고도화 되고 경제의 규모가 발전하면서 전력의 소비량은 점점 증가하고 있다. 전력을 공급하는 쪽에서는 전력을 생산할 때 자원의 낭비를 줄이기 위해 전력 사용량을 예측하는 것은 중요한 일이다. 또한 전력 수요 예측을 통해 여름과 겨울의 피크 타임에서의 전력 수요를 분산하는 것이 가능하다. 그리고 소비 전력의 예측은 국내에서 수요자원 거래시장(Negawatt market)이 본격화되면서 더욱 중요하게 되었다. 더구나 전력 소비량 예측은 소비자가 전력 시장에 직간접적으로 참여하는 수요관리 방법을 제공해준다. 본 연구에서는 1999년부터 2011년까지의 국내총생산, 1인당 국민총소득, 부가세, 국내전력소비량을 이용하여 제주도의 어업 전력 사용량을 예측하는데 유전자 알고리즘을 사용하고 있다. 유전자 알고리즘은 다양한 조합 최적화 분야에서 최적해를 찾는데 유용하게 사용되는 알고리즘이다. 본 논문에서 유전자 알고리즘에서 최적의 동작을 위한 파라미터들을 찾는다. 그리고 실제 전력 소비량 예측을 위해 사용되는 계수(coefficient)들의 최적값을 찾아 예측값과 실제 전력 소비량의 오차를 최소화하는데 목적이 있다.

• 전기학회논문지
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• 제60권12호
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• pp.2215-2220
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• 2011

The accurate short-term load forecasting is essential for the efficient power system operation and the system marginal price decision of the electricity market. So far, errors of load forecasting for Chuseok Holiday are very big compared with forecasting errors for the other special days. In order to improve the accuracy of load forecasting for Chuseok Holiday, selection of input data, the daily normalized load patterns and load forecasting model are investigated. The efficient data selection and daily normalized load pattern based on fuzzy linear regression model is proposed. The proposed load forecasting method for Chuseok Holiday is tested in recent 5 years from 2006 to 2010, and improved the accuracy of the load forecasting compared with the former research.

• Journal of the Korean Data and Information Science Society
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• 제23권4호
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• pp.825-832
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• 2012

We propose a novel way of forecasting the market shares of several brands simultaneously in a multiplicative competitive interaction model, which uses kernel regression technique incorporated with kernel machine technique applied in support vector machines and other machine learning techniques. Traditionally, the estimations of the market share attraction model are performed via a maximum likelihood estimation procedure under the assumption that the data are drawn from a normal distribution. The proposed method is shown to be a good candidate for forecasting method of the market share attraction model when normal distribution is not assumed. We apply the proposed method to forecast the market shares of 4 Korean car brands simultaneously and represent better performances than maximum likelihood estimation procedure.

• 한국전자거래학회지
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• 제17권2호
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• pp.63-72
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• 2012

2000년대 초반부터 한국의 이동통신시장은 급속하게 팽창해 왔으며, 최근 들어 그 성장 속도가 둔화되고 있으나 성장은 계속 진행 중에 있다. 이와 같은 환경에서 4세대 이동통신 서비스가 2011년 10월부터 시작되어 3세대 서비스와 4세대 서비스가 함께 존재하고 이를 통해 이동통신시장의 경쟁구도가 더욱 복잡하고 치열한 상황이 되었다. 본 연구는 다세대 확산 모형을 활용하여 3세대 및 4세대 이동통신 서비스 가입자 규모를 예측하는데 목적이 있다. 이를 위해 세 개의 파라미터, 즉 Norton and Bass 모형[11]에서 사용되는 혁신계수, 모방계수 및 포화수준계수의 값을 추정하기 위해 3세대에서 4세대로 대체되는 서비스 대체의 유사 사례를 역추적하는 방법을 사용하였다. 시뮬레이션 결과, 다세대 확산모형과 유사사례 추론을 통해 신규서비스인 4세대 이동통신서비스 시장규모를 성공적으로 예측할 수 있었다는 결론을 얻었다.

• 농업과학연구
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• 제48권4호
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• pp.797-806
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• 2021

As the number of scaled-up ranches increased and agile responses to market changes became possible, decision-making by Hanwoo cattle farms also began to affect short-term shipments. Considering the changing environment of the Hanwoo supply market and the response speed of producers, it is necessary quickly to grasp the forecast ahead of time and to respond accordingly in an effort to stabilize supply and demand in the Hanwoo market. In this study, short-term forecasting model centered on the supply of Hanwoo was established. The analysis conducted here indicates that the slaughter of Hanwoo males increases by 0.248 as the number of beef cattle raised over 29 months of age in the previous month increases by one, and 0.764 Hanwoo females were slaughtered under average conditions for every Hanwoo male slaughtered. With regard to time, the slaughtering of Hanwoo was higher in January and August, which are months known for holiday food preparation activities for the New Year and Chuseok in Korea, respectively. Simulations indicated that errors were within 10% in all simulations performed through the Hanwoo supply model. Accordingly, it is considered that the estimation results from the supply model devised in this study are reliable and that the model has good structural stability.