• Title/Summary/Keyword: 그라디언트 부스팅

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Prediction of the Movement Directions of Index and Stock Prices Using Extreme Gradient Boosting (익스트림 그라디언트 부스팅을 이용한 지수/주가 이동 방향 예측)

  • Kim, HyoungDo
    • The Journal of the Korea Contents Association
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    • v.18 no.9
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    • pp.623-632
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    • 2018
  • Both investors and researchers are attentive to the prediction of stock price movement directions since the accurate prediction plays an important role in strategic decision making on stock trading. According to previous studies, taken together, one can see that different factors are considered depending on stock markets and prediction periods. This paper aims to analyze what data mining techniques show better performance with some representative index and stock price datasets in the Korea stock market. In particular, extreme gradient boosting technique, proving itself to be the fore-runner through recent open competitions, is applied to the prediction problem. Its performance has been analyzed in comparison with other data mining techniques reported good in the prediction of stock price movement directions such as random forests, support vector machines, and artificial neural networks. Through experiments with the index/price datasets of 12 years, it is identified that the gradient boosting technique is the best in predicting the movement directions after 1 to 4 days with a few partial equivalence to the other techniques.

Prediction of Movies Box-Office Success Using Machine Learning Approaches (머신 러닝 기법을 활용한 박스오피스 관람객 예측)

  • Park, Do-kyoon;Paik, Juryon
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2020.01a
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    • pp.15-18
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    • 2020
  • 특정 영화의 스크린 독과점이 꾸준히 논란이 되고 있다. 본 논문에서는 영화 스크린 분배의 불평등성을 지적하고 이에 대한 개선을 요구할 근거로 머신러닝 기법을 활용한 영화 관람객 예측 모델을 제안한다. 이에 따라 KOBIS, 네이버 영화, 트위터, 구글 트렌드에서 수집한 3,143개의 영화 데이터를 이용하여 랜덤포레스트와 그라디언트 부스팅 기법을 활용한 영화 관람객 예측 모델을 구현하였다. 모델 평가 결과, 그라디언트 부스팅 모델의 RMSE는 600,486, 랜덤포레스트 모델의 RMSE는 518,989로 랜덤포레스트 모델의 예측력이 더 높았다. 예측력이 높았던 랜덤포레스트 모델을 활용, 상영관을 크게 확보하지 못 했던 봉준호 감독의 영화 '옥자'의 상영관 수를 조절하여 관람객 수를 예측, 6,345,011명이라는 결과를 제시한다.

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Recognition of Indoor and Outdoor Exercising Activities using Smartphone Sensors and Machine Learning (스마트폰 센서와 기계학습을 이용한 실내외 운동 활동의 인식)

  • Kim, Jaekyung;Ju, YeonHo
    • Journal of Creative Information Culture
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    • v.7 no.4
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    • pp.235-242
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    • 2021
  • Recently, many human activity recognition(HAR) researches using smartphone sensor data have been studied. HAR can be utilized in various fields, such as life pattern analysis, exercise measurement, and dangerous situation detection. However researches have been focused on recognition of basic human behaviors or efficient battery use. In this paper, exercising activities performed indoors and outdoors were defined and recognized. Data collection and pre-processing is performed to recognize the defined activities by SVM, random forest and gradient boosting model. In addition, the recognition result is determined based on voting class approach for accuracy and stable performance. As a result, the proposed activities were recognized with high accuracy and in particular, similar types of indoor and outdoor exercising activities were correctly classified.