• Korean Chemical Engineering Research
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• v.61 no.4
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• pp.523-541
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• 2023

As accessibility to 3D printers increases, there is a growing frequency of exposure to chemicals associated with 3D printing. However, research on the toxicity and harmfulness of chemicals generated by 3D printing is insufficient, and the performance of toxicity prediction using in silico techniques is limited due to missing molecular structure data. In this study, quantitative structure-activity relationship (QSAR) model based on data-centric AI approach was developed to predict the toxicity of new 3D printing materials by imputing missing values in molecular descriptors. First, MissForest algorithm was utilized to impute missing values in molecular descriptors of hazardous 3D printing materials. Then, based on four different machine learning models (decision tree, random forest, XGBoost, SVM), a machine learning (ML)-based QSAR model was developed to predict the bioconcentration factor (Log BCF), octanol-air partition coefficient (Log Koa), and partition coefficient (Log P). Furthermore, the reliability of the data-centric QSAR model was validated through the Tree-SHAP (SHapley Additive exPlanations) method, which is one of explainable artificial intelligence (XAI) techniques. The proposed imputation method based on the MissForest enlarged approximately 2.5 times more molecular structure data compared to the existing data. Based on the imputed dataset of molecular descriptor, the developed data-centric QSAR model achieved approximately 73%, 76% and 92% of prediction performance for Log BCF, Log Koa, and Log P, respectively. Lastly, Tree-SHAP analysis demonstrated that the data-centric-based QSAR model achieved high prediction performance for toxicity information by identifying key molecular descriptors highly correlated with toxicity indices. Therefore, the proposed QSAR model based on the data-centric XAI approach can be extended to predict the toxicity of potential pollutants in emerging printing chemicals, chemical process, semiconductor or display process.

• Journal of Intelligence and Information Systems
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• v.26 no.1
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• pp.135-149
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• 2020

Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.