• 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.

• Korean Journal of Computational Design and Engineering
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• v.17 no.5
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• pp.375-386
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• 2012

Most engineering design problems require analyses or simulations to evaluate objective functions. However, a single simulation can take many hours or even days to finish for many real world problems. As a result, design optimization becomes impossible since they require hundreds or thousands of simulation evaluations. The surrogate-based optimization (SBO) strategy became a remedy for such computationally expensive analyses and simulations. A surrogate-based optimization strategy has been developed in this study in order to improve global optimization performance. The strategy is a heuristic algorithm and it exploits not only multiple surrogates, but also multiple optimizers. Multiple optimizations of multiple surrogate models yield multiple candidate design points of optima. During the sequential sampling process, the algorithm ranks candidate design points, selects the points as many as specified, and builds the improved surrogate model. Various mathematical functions with different numbers of design variables are chosen to compare the proposed method with the other most recent algorithm, MSEGO. The proposed method shows superior performance to the other method.

• Journal of the Korean Magnetics Society
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• v.23 no.2
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• pp.62-67
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• 2013

This paper introduces an effective methodology for reliability-based design optimization of electromagnetic products, where a performance measure approach is adopted to accurately assess probabilistic constrains. Two design problems consisting of a loudspeaker and a superconducting magnetic energy storage system are considered. The efficiency of the proposed method in evaluating the failure probability of performances during the optimization process are compared with the existing method based on the reliability index approach. Moreover, in term of the accuracy of probability failure values, optimized design results are examined with reference values obtained from the Monte Carlo simulation.

• Structural Engineering and Mechanics
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• v.75 no.4
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• pp.445-454
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• 2020

Structural damage identification (SDI) is a crucial step in structural health monitoring. However, some of the existing SDI methods cannot provide enough identification accuracy and efficiency in practice. A novel whale optimization algorithm (WOA) based method is proposed for SDI by weighting modal data and flexibility assurance criterion in this study. At first, the SDI problem is mathematically converted into a constrained optimization problem. Unlike traditional objective function defined using frequencies and mode shapes, a new objective function on the SDI problem is formulated by weighting both modal data and flexibility assurance criterion. Then, the WOA method, due to its good performance of fast convergence and global searching ability, is adopted to provide an accurate solution to the SDI problem, different predator mechanisms are formulated and their probability thresholds are selected. Finally, the performance of the proposed method is assessed by numerical simulations on a simply-supported beam and a 31-bar truss structures. For the given multiple structural damage conditions under environmental noises, the WOA-based SDI method can effectively locate structural damages and accurately estimate severities of damages. Compared with other optimization methods, such as particle swarm optimization and dragonfly algorithm, the proposed WOA-based method outperforms in accuracy and efficiency, which can provide a more effective and potential tool for the SDI problem.

• Proceedings of the KIEE Conference
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• 2009.07a
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• pp.774_775
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• 2009

The shape optimization of a Thomson coil actuator used in an arc eliminator is done for fast response by adopting topology modification method. The performance of the actuator is analyzed by using an equivalent circuit method. Both shape optimization and performance analysis are accomplished based on the segmentation of plate. The effectiveness of the proposed method is proved by the comparison of results before and after the shape optimization.

• Structural Engineering and Mechanics
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• v.87 no.6
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• pp.555-574
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• 2023

An efficient optimization algorithm and damage-sensitive objective function are two main components in optimization-based Finite Element Model Updating (FEMU). A suitable combination of these components can considerably affect damage detection accuracy. In this study, a new hybrid damage-sensitive objective function is proposed based on combining two different objection functions to detect the location and extent of damage in structures. The first one is based on Generalized Pseudo Modal Strain Energy (GPMSE), and the second is based on the element's Generalized Flexibility Matrix (GFM). Four well-known population-based metaheuristic algorithms are used to solve the problem and report the optimal solution as damage detection results. These algorithms consist of Cuckoo Search (CS), Teaching-Learning-Based Optimization (TLBO), Moth Flame Optimization (MFO), and Jaya. Three numerical examples and one experimental study are studied to illustrate the capability of the proposed method. The performance of the considered metaheuristics is also compared with each other to choose the most suitable optimizer in structural damage detection. The numerical examinations on truss and frame structures with considering the effects of measurement noise and availability of only the first few vibrating modes reveal the good performance of the proposed technique in identifying damage locations and their severities. Experimental examinations on a six-story shear building structure tested on a shake table also indicate that this method can be considered as a suitable technique for damage assessment of shear building structures.

• Structural Engineering and Mechanics
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• v.37 no.5
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• pp.543-560
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• 2011

In structural engineering there are randomness inherently exist on determination of the loads, strength, geometry, and so on, and the manufacturing of the structural members, workmanship etc. Thus, objective and constraint functions of the optimization problem are functions that depend on those randomly natured components. The constraints being the function of the random variables are evaluated by using reliability index or performance measure approaches in the optimization process. In this study, the minimum weight of a space truss is obtained under the uncertainties on the load, material and cross-section areas with harmony search using reliability index and performance measure approaches. Consequently, optimization algorithm produces the same result when both the approaches converge. Performance measure approach, however, is more efficient compare to reliability index approach in terms of the convergence rate and iterations needed.

• Journal of Ocean Engineering and Technology
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• v.35 no.2
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• pp.131-140
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• 2021

The paper deals with comparative study of various surrogate models based approximate optimization in the structural design of the passive type deck support frame under design load conditions. The passive type deck support frame was devised to facilitate both transportation and installation of 20,000 ton class topside. Structural analysis was performed using the finite element method to evaluate the strength performance of the passive type deck support frame in its initial design stage. In the structural analysis, the strength performances were evaluated for various design load conditions. The optimum design problem based on surrogate model was formulated such that thickness sizing variables of main structure members were determined by minimizing the weight of the passive type deck support frame subject to the strength performance constraints. The surrogate models used in the approximate optimization were response surface method, Kriging model, and Chebyshev orthogonal polynomials. In the context of numerical performances, the solution results from approximate optimization were compared to actual non-approximate optimization. The response surface method among the surrogate models used in the approximate optimization showed the most appropriate optimum design results for the structure design of the passive type deck support frame.

• Phonetics and Speech Sciences
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• v.3 no.2
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• pp.65-70
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• 2011

Recently, audio-visual speech recognition (AVSR) has been studied to cope with noise problems in speech recognition. In this paper we propose a novel method of deciding weighting factors for audio-visual information fusion. We adopt the particle swarm optimization (PSO) to weighting factor determination. The AVSR experiments show that PSO-based normalized confidence measures (NCM) improve the rejection performance of mis-recognized words by 33%.

• Journal of information and communication convergence engineering
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• v.8 no.4
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• pp.370-376
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• 2010

Ensemble learning is a method for improving the performance of classification and prediction algorithms. However, its performance can be degraded due to multicollinearity problem where multiple classifiers of an ensemble are highly correlated with. This paper proposes genetic algorithm-based optimization techniques of SVM ensemble to solve multicollinearity problem. Empirical results with bankruptcy prediction on Korea firms indicate that the proposed optimization techniques can improve the performance of SVM ensemble.