• Journal of Intelligence and Information Systems
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• v.25 no.3
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• pp.1-17
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• 2019

Because stock price forecasting is an important issue both academically and practically, research in stock price prediction has been actively conducted. The stock price forecasting research is classified into using structured data and using unstructured data. With structured data such as historical stock price and financial statements, past studies usually used technical analysis approach and fundamental analysis. In the big data era, the amount of information has rapidly increased, and the artificial intelligence methodology that can find meaning by quantifying string information, which is an unstructured data that takes up a large amount of information, has developed rapidly. With these developments, many attempts with unstructured data are being made to predict stock prices through online news by applying text mining to stock price forecasts. The stock price prediction methodology adopted in many papers is to forecast stock prices with the news of the target companies to be forecasted. However, according to previous research, not only news of a target company affects its stock price, but news of companies that are related to the company can also affect the stock price. However, finding a highly relevant company is not easy because of the market-wide impact and random signs. Thus, existing studies have found highly relevant companies based primarily on pre-determined international industry classification standards. However, according to recent research, global industry classification standard has different homogeneity within the sectors, and it leads to a limitation that forecasting stock prices by taking them all together without considering only relevant companies can adversely affect predictive performance. To overcome the limitation, we first used random matrix theory with text mining for stock prediction. Wherever the dimension of data is large, the classical limit theorems are no longer suitable, because the statistical efficiency will be reduced. Therefore, a simple correlation analysis in the financial market does not mean the true correlation. To solve the issue, we adopt random matrix theory, which is mainly used in econophysics, to remove market-wide effects and random signals and find a true correlation between companies. With the true correlation, we perform cluster analysis to find relevant companies. Also, based on the clustering analysis, we used multiple kernel learning algorithm, which is an ensemble of support vector machine to incorporate the effects of the target firm and its relevant firms simultaneously. Each kernel was assigned to predict stock prices with features of financial news of the target firm and its relevant firms. The results of this study are as follows. The results of this paper are as follows. (1) Following the existing research flow, we confirmed that it is an effective way to forecast stock prices using news from relevant companies. (2) When looking for a relevant company, looking for it in the wrong way can lower AI prediction performance. (3) The proposed approach with random matrix theory shows better performance than previous studies if cluster analysis is performed based on the true correlation by removing market-wide effects and random signals. The contribution of this study is as follows. First, this study shows that random matrix theory, which is used mainly in economic physics, can be combined with artificial intelligence to produce good methodologies. This suggests that it is important not only to develop AI algorithms but also to adopt physics theory. This extends the existing research that presented the methodology by integrating artificial intelligence with complex system theory through transfer entropy. Second, this study stressed that finding the right companies in the stock market is an important issue. This suggests that it is not only important to study artificial intelligence algorithms, but how to theoretically adjust the input values. Third, we confirmed that firms classified as Global Industrial Classification Standard (GICS) might have low relevance and suggested it is necessary to theoretically define the relevance rather than simply finding it in the GICS.

• Journal of Korea Water Resources Association
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• v.52 no.10
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• pp.743-752
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• 2019

The flow in the meandering channel is characterized by the spiral motion of secondary currents that typically cause the erosion along the outer bank. Hydraulic structures, such as spur dike and groyne, are commonly installed on the channel bottom near the outer bank to mitigate the strength of secondary currents. This study is to investigate the effects of submerged vanes installed in a $90^{\circ}$ meandering channel on the development of secondary currents through three-dimensional numerical modeling using the hybrid RANS/LES method for turbulence and the volume of fluid method, based on OpenFOAM open source toolbox, for capturing the free surface at the Froude number of 0.43. We employ the second-order-accurate finite volume methods in the space and time for the numerical modeling and compare numerical results with experimental measurements for evaluating the numerical predictions. Numerical results show that the present simulations well reproduce the experimental measurements, in terms of the time-averaged streamwise velocity and secondary velocity vector fields in the bend with submerged vanes. The computed flow fields reveal that the streamwise velocity near the bed along the outer bank at the end section of bend dramatically decrease by one third of mean velocity after the installation of vanes, which support that submerged vanes mitigate the strength of primary secondary flow and are helpful for the channel stability along the outer bank. The flow between the top of vanes and the free surface accelerates and the maximum velocity of free surface flow near the flow impingement along the outer bank increases about 20% due to the installation of submerged vanes. Numerical solutions show the formations of the horseshoe vortices at the front of vanes and the lee wakes behind the vanes, which are responsible for strong local scour around vanes. Additional study on the shapes and arrangement of vanes is required for mitigate the local scour.

• Journal of Korean Tunnelling and Underground Space Association
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• v.23 no.6
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• pp.469-484
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• 2021

Rock mass classification results have a great influence on construction schedule and budget as well as tunnel stability in tunnel design. A total of 3,526 tunnels have been constructed in Korea and the associated techniques in tunnel design and construction have been continuously developed, however, not many studies have been performed on how to assess rock mass quality and grade more accurately. Thus, numerous cases show big differences in the results according to inspectors' experience and judgement. Hence, this study aims to suggest a more reliable rock mass classification (RMR) model using machine learning algorithms, which is surging in availability, through the analyses based on various rock and rock mass information collected from boring investigations. For this, 11 learning parameters (depth, rock type, RQD, electrical resistivity, UCS, V_p, V_s, Young's modulus, unit weight, Poisson's ratio, RMR) from 13 local tunnel cases were selected, 337 learning data sets as well as 60 test data sets were prepared, and 6 machine learning algorithms (DT, SVM, ANN, PCA & ANN, RF, XGBoost) were tested for various hyperparameters for each algorithm. The results show that the mean absolute errors in RMR value from five algorithms except Decision Tree were less than 8 and a Support Vector Machine model is the best model. The applicability of the model, established through this study, was confirmed and this prediction model can be applied for more reliable rock mass classification when additional various data is continuously cumulated.