• Title/Summary/Keyword: network optimization

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A Case Study on the Establishment of an Equity Investment Optimization Model based on FinTech: For Institutional Investors (핀테크 기반 주식투자 최적화 모델 구축 사례 연구 : 기관투자자 대상)

  • Kim, Hong Gon;Kim, Sodam;Kim, Hee-Wooong
    • 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.

Energy-Aware Hybrid Cooperative Relaying with Asymmetric Traffic

  • Chen, Jian;Lv, Lu;Geng, Wenjin;Kuo, Yonghong
    • ETRI Journal
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    • v.37 no.4
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    • pp.717-726
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    • 2015
  • In this paper, we study an asymmetric two-way relaying network where two source nodes intend to exchange information with the help of multiple relay nodes. A hybrid time-division broadcast relaying scheme with joint relay selection (RS) and power allocation (PA) is proposed to realize energy-efficient transmission. Our scheme is based on the asymmetric level of the two source nodes' target signal-to-noise ratio indexes to minimize the total power consumed by the relay nodes. An optimization model with joint RS and PA is studied here to guarantee hybrid relaying transmissions. Next, with the aid of our proposed intelligent optimization algorithm, which combines a genetic algorithm and a simulated annealing algorithm, the formulated optimization model can be effectively solved. Theoretical analyses and numerical results verify that our proposed hybrid relaying scheme can substantially reduce the total power consumption of relays under a traffic asymmetric scenario; meanwhile, the proposed intelligent optimization algorithm can eventually converge to a better solution.

Evaluation of Optimal Transfer Capability in the Haenam-Jeju HVDC System Based on Cost Optimization

  • Son Hyun-Il;Kim Jin-O;Lee Hyo-Sang;Shin Dong-Joon
    • KIEE International Transactions on Power Engineering
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    • v.5A no.3
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    • pp.303-308
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    • 2005
  • The restructure of the electrical power industry is accompanied by the extension of the electrical power exchange. One of the key pieces of information used to determine how much power can be transferred through the network is known as available transfer capability (ATC). The traditional ATC deterministic approach is based on the severest case and it involves a complex procedure. Therefore, a novel approach for A TC calculation is proposed using cost optimization in this paper. The Jeju Island interconnected HVDC system has inland KEPCO (Korean Electric Power Corporation) systems, and its demand is increasing at the rate of about $\10[%]$ annually. To supply this increasing demand, the capability of the HVDC system must be enlarged. This paper proposes the optimal transfer capability of the HVDC system between Haenam in the inland and Jeju in Cheju Island through cost optimization. The cost optimization is based on generating cost in Jeju Island, transfer cost through Jeju-Haenam HVDC system and outage cost with one depth (N-1 contingency).

Processing of Code Optimization in CTOC (CTOC에서 코드 최적화 수행)

  • Kim, Ki-Tae;Yoo, Weon-Hee
    • Journal of Korea Multimedia Society
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    • v.10 no.5
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    • pp.687-697
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    • 2007
  • Although the Java bytecode has numerous advantages, there are also shortcomings such as slow execution speed and difficulty in analysis. Therefore, in order for the Java class file to be effectively executed under the execution environment such as the network, it is necessary to convert it into optimized code. We implemented CTOC for transforming to optimized code. In Optimization, SSA Form that distinguish variable by assignment is used to determine value and type statically. Copy propagation, dead code elimination optimization is applied to SSA Form. However, existing SSA Form is related to variable than expression. Therefore, in this paper, to performing optimization to SSA Form expression, after performing copy propagation and dead code elimination, in addition to that, partial redundant expression elimination is performed

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A Secure Route Optimization Mechanism for Mobile VPN users in Foreign Networks (모바일 VPN 사용자를 위한 보안 강화 경로 최적화 방안)

  • Kim, Kyoung-Min;Byun, Hae-Sun;Lee, Mee-Jeong
    • Journal of KIISE:Information Networking
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    • v.34 no.5
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    • pp.348-359
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    • 2007
  • The conventional mobile VPN services assumed the mobile communications occur between the MN in foreign networks and the CN in the home network. However, if a MN wants to communicate with another MN in a foreign network, it could degrade the performance of the mobile VPN service because of the triangular routing problem. In this paper, we propose a route optimization mechanism based on the mobile VPN using an x-HA allocated by diameter MIP in order to support the efficient communication between the mobile VPN users in foreign networks. The i-HA maintains the VPN-TIA as well as the x-HoA as the CoAs to solve the security problem and to provide an efficient route optimization simultaneously. Moreover, we proposed revised IPSec tunnel configuration to reduce the IPSec tunnel overheads at a MN when the MN communicates with several MNs in the foreign networks at the same time. The VPN server, a security management entity in the home network, notifies an additional IPSec tunnel establishment between the x-HAs where the communication peers are registered. The simulation result showed that the proposed scheme decreases the end-to-end packet delay time and improves the throughput after the handoff compared to the existing mechanism.

An Optimal Conjunctive Operation of Water Transmission Systems from Multiple Sources with applying EPAnet and KModSim Model (KModSim 모형(模型)에 의한 도시지역(都市地域) 다중수원(多衆水源) 송수관망간(送水管網間) 최적(最適) 연계(連繫) 운영(運營) 연구(硏究))

  • Ryu, Tae-Sang;Cheong, Tae-Sung;Ko, Ick-Hwan;Ha, Sung-Ryong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2008.05a
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    • pp.500-504
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    • 2008
  • The objective of this paper is to evaluate the feasibility of using an optimization model as a effective way to search conjunctive operation scheme to meet two conditions; one is to minimize the electric cost for pumping and another is to meet the water demand for satisfying customers. The feasibility is confirmed as comparing the best combinations of pumps between multi-regional water supply networks from multiple sources which are obtained through an optimization modeling and EPAnet modeling. KModsim model, a network optimization model, was used to determine conjunctive operation scheme in the pipe system. KModsim, based on Lagrangian Relaxation algorithm, is useful for modeling network system and obtaining simultaneously pump combination and water allocation with given input option such as energy unit cost supplying from a source into a consumer, operating pumping combination. This study develops the procedure of determining optimal conjunctive operation scheme with using KModsim model. As a study region, the water supplying systems of the Geojae-city in the Geongsang Namdo Province was selected and investigated. The EPAnet hydraulic simulation result(Ryu et al, 2007, KSWW) gave input data for optimization model; energy unit price(won/$m^3$), water service available area etc.. It was assured that the combination of pump operation through optimum conjunctive operation is to be optimum scheme to obtain the best economic water allocation with comparison to the hydraulic simulation result such as electric cost and pump combination cases. The results obtained through the study are as follows. First, It was found that a well-allocated water supply scheme, the best combination of pump operation through optimum joint operation, promises to save the electric cost and satisfy all operational goals such as stability and revenues during the period. Second, an application of KModSim, a network model, gave the amount of water allocation from each source to a consumer with consideration of economic supply. Finally, in a service area available to supply through conjunctive operation of existing inter-regional water supply networks within short distance, a conjunctive operation is useful for determining each transmission pipeline's service area and maximizing the effectiveness of optimizations in pumping operation time.

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Digital Twin-Based Communication Optimization Method for Mission Validation of Swarm Robot (군집 로봇의 임무 검증 지원을 위한 디지털 트윈 기반 통신 최적화 기법)

  • Gwanhyeok, Kim;Hanjin, Kim;Junhyung, Kwon;Beomsu, Ha;Seok Haeng, Huh;Jee Hoon, Koo;Ho Jung, Sohn;Won-Tae, Kim
    • KIPS Transactions on Computer and Communication Systems
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    • v.12 no.1
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    • pp.9-16
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    • 2023
  • Robots are expected to expand their scope of application to the military field and take on important missions such as surveillance and enemy detection in the coming future warfare. Swarm robots can perform tasks that are difficult or time-consuming for a single robot to be performed more efficiently due to the advantage of having multiple robots. Swarm robots require mutual recognition and collaboration. So they send and receive vast amounts of data, making it increasingly difficult to verify SW. Hardware-in-the-loop simulation used to increase the reliability of mission verification enables SW verification of complex swarm robots, but the amount of verification data exchanged between the HILS device and the simulator increases exponentially according to the number of systems to be verified. So communication overload may occur. In this paper, we propose a digital twin-based communication optimization technique to solve the communication overload problem that occurs in mission verification of swarm robots. Under the proposed Digital Twin based Multi HILS Framework, Network DT can efficiently allocate network resources to each robot according to the mission scenario through the Network Controller algorithm, and can satisfy all sensor generation rates required by individual robots participating in the group. In addition, as a result of an experiment on packet loss rate, it was possible to reduce the packet loss rate from 15.7% to 0.2%.

Route Optimization for Emergency Evacuation and Response in Disaster Area (재난지역에서의 대피·대응 동시수행을 위한 다중목적 긴급대피경로 최적화)

  • Kang, Changmo;Lee, Jongdal;Song, Jaejin;Jung, Kwangsu
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.2
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    • pp.617-626
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    • 2014
  • Lately, losses and damage from natural disasters have been increasing. Researchers across various fields in Korea are trying to come up with a response plan, but research for evacuation plans is still far from satisfactory. Hence this paper proposes a model that could find an optimized evacuation route for when disasters occur over wide areas. Development of the model used methods including the Dijkstra shortest path algorithm, feasible path method, genetic algorithm, and pareto efficiency. Computations used parallel computing (SPMD) for high performance. In addition, the developed model is applied to a virtual network to check the validity. Finally the adaptability of the model is verified on a real network by computating for Gumi 1stNational Industrial Complex. Computation results proved that this model is valid and applicable by comparison of the fitness values for before optimization and after optimization. This research can contribute to routing for responder vehicles as well as planning for evacuation by objective when disasters occur.

A Physical-layer Security Scheme Based on Cross-layer Cooperation in Dense Heterogeneous Networks

  • Zhang, Bo;Huang, Kai-zhi;Chen, Ya-jun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.6
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    • pp.2595-2618
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    • 2018
  • In this paper, we investigate secure communication with the presence of multiple eavesdroppers (Eves) in a two-tier downlink dense heterogeneous network, wherein there is a macrocell base station (MBS) and multiple femtocell base stations (FBSs). Each base station (BS) has multiple users. And Eves attempt to wiretap a macrocell user (MU). To keep Eves ignorant of the confidential message, we propose a physical-layer security scheme based on cross-layer cooperation to exploit interference in the considered network. Under the constraints on the quality of service (QoS) of other legitimate users and transmit power, the secrecy rate of system can be maximized through jointly optimizing the beamforming vectors of MBS and cooperative FBSs. We explore the problem of maximizing secrecy rate in both non-colluding and colluding Eves scenarios, respectively. Firstly, in non-colluding Eves scenario, we approximate the original non-convex problem into a few semi-definite programs (SDPs) by employing the semi-definite relaxation (SDR) technique and conservative convex approximation under perfect channel state information (CSI) case. Furthermore, we extend the frame to imperfect CSI case and use the Lagrangian dual theory to cope with uncertain constraints on CSI. Secondly, in colluding Eves scenario, we transform the original problem into a two-tier optimization problem equivalently. Among them, the outer layer problem is a single variable optimization problem and can be solved by one-dimensional linear search. While the inner-layer optimization problem is transformed into a convex SDP problem with SDR technique and Charnes-Cooper transformation. In the perfect CSI case of both non-colluding and colluding Eves scenarios, we prove that the relaxation of SDR is tight and analyze the complexity of proposed algorithms. Finally, simulation results validate the effectiveness and robustness of proposed scheme.

Multi-objective optimization of tapered tubes for crashworthiness by surrogate methodologies

  • Asgari, Masoud;Babaee, Alireza;Jamshidi, Mohammadamin
    • Steel and Composite Structures
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    • v.27 no.4
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    • pp.427-438
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    • 2018
  • In this paper, the single and multi-objective optimization of thin-walled conical tubes with different types of indentations under axial impact has been investigated using surrogate models called metamodels. The geometry of tapered thin-walled tubes has been studied in order to achieve maximum specific energy absorption (SEA) and minimum peak crushing force (PCF). The height, radius, thickness, tapered angle of the tube, and the radius of indentation have been considered as design variables. Based on the design of experiments (DOE) method, the generated sample points are computed using the explicit finite element code. Different surrogate models including Kriging, Feed Forward Neural Network (FNN), Radial Basis Neural Network (RNN), and Response Surface Modelling (RSM) comprised to evaluate the appropriation of such models. The comparison study between surrogate models and the exploration of indentation shapes have been provided. The obtained results show that the RNN method has the minimum mean squared error (MSE) in training points compared to the other methods. Meanwhile, optimization based on surrogate models with lower values of MSE does not provide optimum results. The RNN method demonstrates a lower crashworthiness performance (with a lower value of 125.7% for SEA and a higher value of 56.8% for PCF) in comparison to RSM with an error order of $10^{-3}$. The SEA values can be increased by 17.6% and PCF values can be decreased by 24.63% by different types of indentation. In a specific geometry, higher SEA and lower PCF require triangular and circular shapes of indentation, respectively.