• Journal of Intelligence and Information Systems
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• v.28 no.4
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• pp.157-177
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• 2022

Investors are trading stocks by keeping a close watch on the order information submitted by domestic and foreign investors in real time through Limit Order Book information, so-called price current provided by securities firms. Will order information released in the Limit Order Book be useful in stock price prediction? This study analyzes whether it is significant as a predictor of future stock price up or down when order imbalances appear as investors' buying and selling orders are concentrated to one side during intra-day trading time. Using classification algorithms, this study improved the prediction accuracy of the order imbalance information on the short-term price up and down trend, that is the closing price up and down of the day. Day trading strategies are proposed using the predicted price trends of the classification algorithms and the trading performances are analyzed through empirical analysis. The 5-minute KOSPI200 Index Futures data were analyzed for 4,564 days from January 19, 2004 to June 30, 2022. The results of the empirical analysis are as follows. First, order imbalance information has a significant impact on the current stock prices. Second, the order imbalance information observed in the early morning has a significant forecasting power on the price trends from the early morning to the market closing time. Third, the Support Vector Machines algorithm showed the highest prediction accuracy on the day's closing price trends using the order imbalance information at 54.1%. Fourth, the order imbalance information measured at an early time of day had higher prediction accuracy than the order imbalance information measured at a later time of day. Fifth, the trading performances of the day trading strategies using the prediction results of the classification algorithms on the price up and down trends were higher than that of the benchmark trading strategy. Sixth, except for the K-Nearest Neighbor algorithm, all investment performances using the classification algorithms showed average higher total profits than that of the benchmark strategy. Seventh, the trading performances using the predictive results of the Logical Regression, Random Forest, Support Vector Machines, and XGBoost algorithms showed higher results than the benchmark strategy in the Sharpe Ratio, which evaluates both profitability and risk. This study has an academic difference from existing studies in that it documented the economic value of the total buy & sell order volume information among the Limit Order Book information. The empirical results of this study are also valuable to the market participants from a trading perspective. In future studies, it is necessary to improve the performance of the trading strategy using more accurate price prediction results by expanding to deep learning models which are actively being studied for predicting stock prices recently.

• Journal of Korean Institute of Industrial Engineers
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• v.39 no.6
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• pp.562-576
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• 2013

Power TAC (Power Trading Agent Competition) is an agent-based simulation for competitions between electricity brokering agents on the smart grid. To win the competition, agents obtain electricity from the electricity wholesale market among the power plants. In this operation, a key to success is balancing the demand of the customer and the supply from the plants because any imbalance results in a significant penalty to the brokering agent. Given the bidding on the wholesale market requires the price and the quantity on the electricity, this paper proposes four different price estimation strategies: exponentially moving average, linear regression, fuzzy logic, and support vector regression. Our evaluations with the competition simulation show which strategy is better than which, and which strategy wins in the free-for-all situations. This result is a crucial component in designing an electricity brokering agent in both Power TAC and the real world.

• Nuclear Engineering and Technology
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• v.53 no.12
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• pp.4022-4032
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• 2021

In this study, machine learning (ML) techniques were used to model surveillance test data of nuclear power plants from an international database of the ASTM E10.02 committee. Regression modeling was conducted using various techniques, including Cubist, XGBoost, and a support vector machine. The root mean square deviation of each ML model for the baseline dataset was less than that of the ASTM E900-15 nonlinear regression model. With respect to the interpolation, the ML methods provided excellent predictions with relatively few computations when applied to the given data range. The effect of the explanatory variables on the transition temperature shift (TTS) for the ML methods was analyzed, and the trends were slightly different from those for the ASTM E900-15 model. ML methods showed some weakness in the extrapolation of the fluence in comparison to the ASTM E900-15, while the Cubist method achieved an extrapolation to a certain extent. To achieve a more reliable prediction of the TTS, it was confirmed that advanced techniques should be considered for extrapolation when applying ML modeling.

• Structural Engineering and Mechanics
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• v.84 no.5
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• pp.605-618
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• 2022

Glass fiber reinforced polymer (GFRP) elastic gridshells consist of long continuous GFRP tubes that form elastic deformations. In this paper, a method for the form-finding of gridshell structures is presented based on the interpretable machine learning (ML) approaches. A comparative study is conducted on several ML algorithms, including support vector regression (SVR), K-nearest neighbors (KNN), decision tree (DT), random forest (RF), AdaBoost, XGBoost, category boosting (CatBoost), and light gradient boosting machine (LightGBM). A numerical example is presented using a standard double-hump gridshell considering two characteristics of deformation as objective functions. The combination of the grid search approach and k-fold cross-validation (CV) is implemented for fine-tuning the parameters of ML models. The results of the comparative study indicate that the LightGBM model presents the highest prediction accuracy. Finally, interpretable ML approaches, including Shapely additive explanations (SHAP), partial dependence plot (PDP), and accumulated local effects (ALE), are applied to explain the predictions of the ML model since it is essential to understand the effect of various values of input parameters on objective functions. As a result of interpretability approaches, an optimum gridshell structure is obtained and new opportunities are verified for form-finding investigation of GFRP elastic gridshells during lifting construction.

• Korean Journal of Artificial Intelligence
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• v.11 no.1
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• pp.1-7
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• 2023

In this paper, a study was conducted to compare the prediction model of cardiovascular disease occurrence. It is the No.1 disease that accounts for 1/3 of the world's causes of death, and it is also the No. 2 cause of death in Korea. Primary prevention is the most important factor in preventing cardiovascular diseases before they occur. Early diagnosis and treatment are also more important, as they play a role in reducing mortality and morbidity. The Results of an experiment using Azure ML, Logistic Regression showed 88.6% accuracy, Decision Tree showed 86.4% accuracy, and Support Vector Machine (SVM) showed 83.7% accuracy. In addition to the accuracy of the ROC curve, AUC is 94.5%, 93%, and 92.4%, indicating that the performance of the machine learning algorithm model is suitable, and among them, the results of applying the logistic regression algorithm model are the most accurate. Through this paper, visualization by comparing the algorithms can serve as an objective assistant for diagnosis and guide the direction of diagnosis made by doctors in the actual medical field.

• International Journal of Computer Science & Network Security
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• v.23 no.8
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• pp.190-198
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• 2023

To enhance customer satisfaction for higher profits, an e-commerce sector can establish a continuous relationship and acquire new customers. Utilize machine-learning models to analyse their customer's behavioural evidence to produce their competitive advantage to the e-commerce platform by helping to improve overall satisfaction. These models will forecast customers who will churn and churn causes. Forecasts are used to build unique business strategies and services offers. This work is intended to develop a machine-learning model that can accurately forecast retainable customers of the entire e-commerce customer data. Developing predictive models classifying different imbalanced data effectively is a major challenge in collected data and machine learning algorithms. Build a machine learning model for solving class imbalance and forecast customers. The satisfaction accuracy is used for this research as evaluation metrics. This paper aims to enable to evaluate the use of different machine learning models utilized to forecast satisfaction. For this research paper are selected three analytical methods come from various classifications of learning. Classifier Selection, the efficiency of various classifiers like Random Forest, Logistic Regression, SVM, and Gradient Boosting Algorithm. Models have been used for a dataset of 8000 records of e-commerce websites and apps. Results indicate the best accuracy in determining satisfaction class with both gradient-boosting algorithm classifications. The results showed maximum accuracy compared to other algorithms, including Gradient Boosting Algorithm, Support Vector Machine Algorithm, Random Forest Algorithm, and logistic regression Algorithm. The best model developed for this paper to forecast satisfaction customers and accuracy achieve 88 %.

• ETRI Journal
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• v.45 no.1
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• pp.105-118
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• 2023

We tested the feasibility of automated discrimination of patients with panic disorder (PD) from healthy controls (HCs) based on multimodal physiological responses using machine learning. Electrocardiogram (ECG), electrodermal activity (EDA), respiration (RESP), and peripheral temperature (PT) of the participants were measured during three experimental phases: rest, stress, and recovery. Eleven physiological features were extracted from each phase and used as input data. Logistic regression (LoR), k-nearest neighbor (KNN), support vector machine (SVM), random forest (RF), and multilayer perceptron (MLP) algorithms were implemented with nested cross-validation. Linear regression analysis showed that ECG and PT features obtained in the stress and recovery phases were significant predictors of PD. We achieved the highest accuracy (75.61%) with MLP using all 33 features. With the exception of MLP, applying the significant predictors led to a higher accuracy than using 24 ECG features. These results suggest that combining multimodal physiological signals measured during various states of autonomic arousal has the potential to differentiate patients with PD from HCs.

• Journal of Powder Materials
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• v.30 no.3
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• pp.210-216
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• 2023

In this study, machine learning models are proposed to predict the Vickers hardness of AlSi10Mg alloys fabricated by laser powder bed fusion (LPBF). A total of 113 utilizable datasets were collected from the literature. The hyperparameters of the machine-learning models were adjusted to select an accurate predictive model. The random forest regression (RFR) model showed the best performance compared to support vector regression, artificial neural networks, and k-nearest neighbors. The variable importance and prediction mechanisms of the RFR were discussed by Shapley additive explanation (SHAP). Aging time had the greatest influence on the Vickers hardness, followed by solution time, solution temperature, layer thickness, scan speed, power, aging temperature, average particle size, and hatching distance. Detailed prediction mechanisms for RFR are analyzed using SHAP dependence plots.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2021.10a
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• pp.467-468
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• 2021

In order to improve the performance of the indoor positioning system using BLE beacons, a receiver that measures the angle of arrival among the direction finding technologies supported by BLE5.1 was manufactured and analyzed by machine learning to measure the optimal position. For the creation and testing of machine learning models, k-nearest neighbor classification and regression, logistic regression, support vector machines, decision tree artificial neural networks, and deep neural networks were used to learn and test. As a result, when the test set 4 produced in the study was used, the accuracy was up to 99%.

• Smart Structures and Systems
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• v.32 no.1
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• pp.61-81
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• 2023

This study presents an ensemble learning based Bayesian model updating approach for structural damage diagnosis. In the developed framework, the structure is initially decomposed into a set of substructures. The autoregressive moving average (ARMAX) model is established first for structural damage localization based structural motion equation. The wavelet packet decomposition is utilized to extract the damage-sensitive node energy in different frequency bands for constructing structural surrogate models. Four methods, including Kriging predictor (KRG), radial basis function neural network (RBFNN), support vector regression (SVR), and multivariate adaptive regression splines (MARS), are selected as candidate structural surrogate models. These models are then resampled by bootstrapping and combined to obtain an ensemble model by probabilistic ensemble. Meanwhile, the maximum entropy principal is adopted to search for new design points for sample space updating, yielding a more robust ensemble model. Through the iterations, a framework of surrogate ensemble learning based model updating with high model construction efficiency and accuracy is proposed. The specificities of the method are discussed and investigated in a case study.