• Journal of Intelligence and Information Systems
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• v.24 no.2
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• pp.1-19
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• 2018

Since stock movements forecasting is an important issue both academically and practically, studies related to stock price prediction have been actively conducted. The stock price forecasting research is classified into structured data and unstructured data, and it is divided into technical analysis, fundamental analysis and media effect analysis in detail. In the big data era, research on stock price prediction combining big data is actively underway. Based on a large number of data, stock prediction research mainly focuses on machine learning techniques. Especially, research methods that combine the effects of media are attracting attention recently, among which researches that analyze online news and utilize online news to forecast stock prices are becoming main. Previous studies predicting stock prices through online news are mostly sentiment analysis of news, making different corpus for each company, and making a dictionary that predicts stock prices by recording responses according to the past stock price. Therefore, existing studies have examined the impact of online news on individual companies. For example, stock movements of Samsung Electronics are predicted with only online news of Samsung Electronics. In addition, a method of considering influences among highly relevant companies has also been studied recently. For example, stock movements of Samsung Electronics are predicted with news of Samsung Electronics and a highly related company like LG Electronics.These previous studies examine the effects of news of industrial sector with homogeneity on the individual company. In the previous studies, homogeneous industries are classified according to the Global Industrial Classification Standard. In other words, the existing studies were analyzed under the assumption that industries divided into Global Industrial Classification Standard have homogeneity. However, existing studies have limitations in that they do not take into account influential companies with high relevance or reflect the existence of heterogeneity within the same Global Industrial Classification Standard sectors. As a result of our examining the various sectors, it can be seen that there are sectors that show the industrial sectors are not a homogeneous group. To overcome these limitations of existing studies that do not reflect heterogeneity, our study suggests a methodology that reflects the heterogeneous effects of the industrial sector that affect the stock price by applying k-means clustering. Multiple Kernel Learning is mainly used to integrate data with various characteristics. Multiple Kernel Learning has several kernels, each of which receives and predicts different data. To incorporate effects of target firm and its relevant firms simultaneously, we used Multiple Kernel Learning. Each kernel was assigned to predict stock prices with variables of financial news of the industrial group divided by the target firm, K-means cluster analysis. In order to prove that the suggested methodology is appropriate, experiments were conducted through three years of online news and stock prices. The results of this study are as follows. (1) We confirmed that the information of the industrial sectors related to target company also contains meaningful information to predict stock movements of target company and confirmed that machine learning algorithm has better predictive power when considering the news of the relevant companies and target company's news together. (2) It is important to predict stock movements with varying number of clusters according to the level of homogeneity in the industrial sector. In other words, when stock prices are homogeneous in industrial sectors, it is important to use relational effect at the level of industry group without analyzing clusters or to use it in small number of clusters. When the stock price is heterogeneous in industry group, it is important to cluster them into groups. This study has a contribution that we testified firms classified as Global Industrial Classification Standard have heterogeneity and suggested it is necessary to define the relevance through machine learning and statistical analysis methodology rather than simply defining it in the Global Industrial Classification Standard. It has also contribution that we proved the efficiency of the prediction model reflecting heterogeneity.

• Journal of Intelligence and Information Systems
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• v.22 no.4
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• pp.19-43
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• 2016

This study examines the causes of the Asian exchange rate crisis and compares it to the European Monetary System crisis. In 1997, emerging countries in Asia experienced financial crises. Previously in 1992, currencies in the European Monetary System had undergone the same experience. This was followed by Mexico in 1994. The objective of this paper lies in the generation of useful insights from these crises. This research presents a comparison of South Korea, United Kingdom and Mexico, and then compares three different models for prediction. Previous studies of economic crisis focused largely on the manual construction of causal models using linear techniques. However, the weakness of such models stems from the prevalence of nonlinear factors in reality. This paper uses a structural equation model to analyze the causes, followed by a neural network model to circumvent the linear model's weaknesses. The models are examined in the context of predicting exchange rates In this paper, data were quarterly ones, and Consumer Price Index, Gross Domestic Product, Interest Rate, Stock Index, Current Account, Foreign Reserves were independent variables for the prediction. However, time periods of each country's data are different. Lisrel is an emerging method and as such requires a fresh approach to financial crisis prediction model design, along with the flexibility to accommodate unexpected change. This paper indicates the neural network model has the greater prediction performance in Korea, Mexico, and United Kingdom. However, in Korea, the multiple regression shows the better performance. In Mexico, the multiple regression is almost indifferent to the Lisrel. Although Lisrel doesn't show the significant performance, the refined model is expected to show the better result. The structural model in this paper should contain the psychological factor and other invisible areas in the future work. The reason of the low hit ratio is that the alternative model in this paper uses only the financial market data. Thus, we cannot consider the other important part. Korea's hit ratio is lower than that of United Kingdom. So, there must be the other construct that affects the financial market. So does Mexico. However, the United Kingdom's financial market is more influenced and explained by the financial factors than Korea and Mexico.

• Journal of Intelligence and Information Systems
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• v.19 no.3
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• pp.45-55
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• 2013

Thereby using smartphone and mobile device be more popular the more people utilize mobile device in many area such as education, news, financial. In January, 2007 Apple release i-phone it touch off rapid increasing in user of smartphone and it create new market and these broaden its utilization area. Smartphone use WiFi or 3G mobile radio communication network and it has a feature that can access to internet whenever and anywhere. Also using smartphone application people can search arrival time of public transportation in real time and application is used in mobile banking and stock trading. Computer's function is replaced by smartphone so it involves important user's information such as financial and personal pictures, videos. Present smartphone security systems are not only too simple but the unlocking methods are spreading out covertly. I-phone is secured by using combination of number and character but USA's IT magazine Engadget reveal that it is easily unlocked by using combination with some part of number pad and buttons Android operation system is using pattern system and it is known as using 9 point dot so user can utilize various variable but according to Jonathan smith professor of University of Pennsylvania Android security system is easily unlocked by tracing fingerprint which remains on the smartphone screen. So both of Android and I-phone OS are vulnerable at security threat. Compared with problem of password and pattern finger recognition has advantage in security and possibility of loss. The reason why current using finger recognition smart phone, and device are not so popular is that there are many problem: not providing reasonable price, breaching human rights. In addition, finger recognition sensor is not providing reasonable price to customers but through continuous development of the smartphone and device, it will be more miniaturized and its price will fall. So once utilization of finger recognition is actively used in smartphone and if its utilization area broaden to financial transaction. Utilization of biometrics in smart device will be debated briskly. So in this thesis we will propose fingerprint numbering system which is combined fingerprint and password to fortify existing fingerprint recognition. Consisted by 4 number of password has this kind of problem so we will replace existing 4number password and pattern system and consolidate with fingerprint recognition and password reinforce security. In original fingerprint recognition system there is only 10 numbers of cases but if numbering to fingerprint we can consist of a password as a new method. Using proposed method user enter fingerprint as invested number to the finger. So attacker will have difficulty to collect all kind of fingerprint to forge and infer user's password. After fingerprint numbering, system can use the method of recognization of entering several fingerprint at the same time or enter fingerprint in regular sequence. In this thesis we adapt entering fingerprint in regular sequence and if in this system allow duplication when entering fingerprint. In case of allowing duplication a number of possible combinations is $\sum_{I=1}^{10}\;{_{10}P_i}$ and its total cases of number is 9,864,100. So by this method user retain security the other hand attacker will have a number of difficulties to conjecture and it is needed to obtain user's fingerprint thus this system will enhance user's security. This system is method not accept only one fingerprint but accept multiple finger in regular sequence. In this thesis we introduce the method in the environment of smartphone by using multiple numbered fingerprint enter to authorize user. Present smartphone authorization using pattern and password and fingerprint are exposed to high risk so if proposed system overcome delay time when user enter their finger to recognition device and relate to other biometric method it will have more concrete security. The problem should be solved after this research is reducing fingerprint's numbering time and hardware development should be preceded. If in the future using fingerprint public certification becomes popular. The fingerprint recognition in the smartphone will become important security issue so this thesis will utilize to fortify fingerprint recognition research.

• Journal of Intelligence and Information Systems
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• v.21 no.3
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• pp.79-99
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• 2015

The prediction of bankruptcy has been extensively studied in the accounting and finance field. It can have an important impact on lending decisions and the profitability of financial institutions in terms of risk management. Many researchers have focused on constructing a more robust bankruptcy prediction model. Early studies primarily used statistical techniques such as multiple discriminant analysis (MDA) and logit analysis for bankruptcy prediction. However, many studies have demonstrated that artificial intelligence (AI) approaches, such as artificial neural networks (ANN), decision trees, case-based reasoning (CBR), and support vector machine (SVM), have been outperforming statistical techniques since 1990s for business classification problems because statistical methods have some rigid assumptions in their application. In previous studies on corporate bankruptcy, many researchers have focused on developing a bankruptcy prediction model using financial ratios. However, there are few studies that suggest the specific types of bankruptcy. Previous bankruptcy prediction models have generally been interested in predicting whether or not firms will become bankrupt. Most of the studies on bankruptcy types have focused on reviewing the previous literature or performing a case study. Thus, this study develops a model using data mining techniques for predicting the specific types of bankruptcy as well as the occurrence of bankruptcy in Korean small- and medium-sized construction firms in terms of profitability, stability, and activity index. Thus, firms will be able to prevent it from occurring in advance. We propose a hybrid approach using two artificial neural networks (ANNs) for the prediction of bankruptcy types. The first is a back-propagation neural network (BPN) model using supervised learning for bankruptcy prediction and the second is a self-organizing map (SOM) model using unsupervised learning to classify bankruptcy data into several types. Based on the constructed model, we predict the bankruptcy of companies by applying the BPN model to a validation set that was not utilized in the development of the model. This allows for identifying the specific types of bankruptcy by using bankruptcy data predicted by the BPN model. We calculated the average of selected input variables through statistical test for each cluster to interpret characteristics of the derived clusters in the SOM model. Each cluster represents bankruptcy type classified through data of bankruptcy firms, and input variables indicate financial ratios in interpreting the meaning of each cluster. The experimental result shows that each of five bankruptcy types has different characteristics according to financial ratios. Type 1 (severe bankruptcy) has inferior financial statements except for EBITDA (earnings before interest, taxes, depreciation, and amortization) to sales based on the clustering results. Type 2 (lack of stability) has a low quick ratio, low stockholder's equity to total assets, and high total borrowings to total assets. Type 3 (lack of activity) has a slightly low total asset turnover and fixed asset turnover. Type 4 (lack of profitability) has low retained earnings to total assets and EBITDA to sales which represent the indices of profitability. Type 5 (recoverable bankruptcy) includes firms that have a relatively good financial condition as compared to other bankruptcy types even though they are bankrupt. Based on the findings, researchers and practitioners engaged in the credit evaluation field can obtain more useful information about the types of corporate bankruptcy. In this paper, we utilized the financial ratios of firms to classify bankruptcy types. It is important to select the input variables that correctly predict bankruptcy and meaningfully classify the type of bankruptcy. In a further study, we will include non-financial factors such as size, industry, and age of the firms. Thus, we can obtain realistic clustering results for bankruptcy types by combining qualitative factors and reflecting the domain knowledge of experts.

• Fire Science and Engineering
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• v.31 no.5
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• pp.53-62
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• 2017

Electric power which is the energy source of economy and industries requires long distance transportation due to regional difference between its production and consumption, and it is supplied through the multi-loop transmission and distribution system. Prior to its actual use, electric power flows through several transformations by voltage transformers in substations depending on the characteristics of each usage, and a transformer has the structure consisting of the main body, winding wire, insulating oil and bushings. A transformer fire that breaks out in substations entails the primary damage that interrupts the power supply to houses and commercial facilities and causes various safety accidents as well as the secondary economic losses. It is considered that causes of such fire include the leak of insulating oil resulting from the destruction of bottom part of bushings, and the chain reaction of fire due to insulating oil that reaches its ignition point within 1 second. The smoke detector and automatic fire extinguishing system are established in order to minimize fire damage, but a difficulty in securing golden time for extinguishing fire due to delay in the operation of detector and release of gas from the extinguishing system has become a problem. Accordingly, this study was carried out according to needs of active mechanism to prevent the spread of fire and block the leak of insulating oil, in accordance with the importance of securing golden time in extinguishing a fire in its early stage. A bushings fireproof structure was developed by applying the high temperature shape retention materials, which are expanded by flame, and mechanical flame cutoff devices. The bushings fireproof structure was installed on the transformer model produced by applying the actual standards of bushings and flange, and the full scale fire test was carried out. It was confirmed that the bushings fireproof structure operated at accurate position and height within 3 seconds from the flame initiation. It is considered that it could block the spread of flame effectively in the event of actual transformer fire.

• Korean Journal of Optics and Photonics
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• v.28 no.3
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• pp.108-115
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• 2017

We report the assembly procedure and performance evaluation of a visible and near-infrared spectrometer in the wavelength region of 400-900 nm, which is later to be combined with fore-optics (a telescope) to form a f/2.5 imaging spectrometer with a field of view of ${\pm}7.68^{\circ}$. The detector at the final image plane is a $640{\times}480$ charge-coupled device with a $24{\mu}m$ pixel size. The spectrometer is in an Offner relay configuration consisting of two concentric, spherical mirrors, the secondary of which is replaced by a convex grating mirror. A double-pass test method with an interferometer is often applied in the assembly process of precision optics, but was excluded from our study due to a large residual wavefront error (WFE) in optical design of 210 nm ($0.35{\lambda}$ at 600 nm) root-mean-square (RMS). This results in a single-path test method with a Shack-Hartmann sensor. The final assembly was tested to have a RMS WFE increase of less than 90 nm over the entire field of view, a keystone of 0.08 pixels, a smile of 1.13 pixels and a spectral resolution of 4.32 nm. During the procedure, we confirmed the validity of using a Shack-Hartmann wavefront sensor to monitor alignment in the assembly of an Offner-like spectrometer.

• Publications of The Korean Astronomical Society
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• v.36 no.3
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• pp.47-63
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• 2021

Variability is one of the major characteristics of Active Galactic Nuclei (AGN), and it is used for understanding the energy generation mechanism in the center of AGN and/or related physical phenomena. It it known that there exists a time lag between AGN light curves simultaneously observed at different wavelengths, which can be used as a tool to estimate the size of the area that produce the radiation. In this paper, We present long term near-infrared variability of optically bright type 1 AGN using the Wide-field Infrared Survey Explorer data. From the Milliquas catalogue v6.4, 73 type 1 QSOs/AGN and 140 quasar candidates are selected that are brighter than 18 mag in optical and located within 5 degree around the ecliptic poles. Light curves in the W1 band (3.4 ㎛) and W2 band (4.6 ㎛) during the period of 2010-2019 were constructed for these objects by extracting multi-epoch photometry data from WISE and NEOWISE all sky survey database. Variability was analyzed based on the excess variance and the probability P_var. Applying both criteria, the numbers of variable objects are 19 (i.e., 26%) for confirmed AGN and 12 (i.e., 9%) for AGN candidates. The characteristic time scale of the variability (τ) and the variability amplitude (σ) were derived by fitting the DRW model to W1 and W2 light curves. No significant correlation is found between the W1/W2 magnitude and the derived variability parameters. Based on the subsample that are identified in the X-ray source catalog, there exists little correlation between the X-ray luminosity and the variability parameters. We also found four AGN with changing W1-W2 color.

• The Korean Journal of Applied Statistics
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• v.36 no.1
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• pp.49-62
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• 2023

Solar energy, which is rapidly increasing in proportion, is being continuously developed and invested. As the installation of new and renewable energy policy green new deal and home solar panels increases, the supply of solar energy in Korea is gradually expanding, and research on accurate demand prediction of power generation is actively underway. In addition, the importance of solar radiation prediction was identified in that solar radiation prediction is acting as a factor that most influences power generation demand prediction. In addition, this study can confirm the biggest difference in that it attempted to predict solar radiation using medium-term forecast weather data not used in previous studies. In this paper, we combined the multi-linear regression model, KNN, random fores, and SVR model and the clustering technique, K-means, to predict solar radiation by hour, by calculating the probability density function for each cluster. Before using medium-term forecast data, mean absolute error (MAE) and root mean squared error (RMSE) were used as indicators to compare model prediction results. The data were converted into daily data according to the medium-term forecast data format from March 1, 2017 to February 28, 2022. As a result of comparing the predictive performance of the model, the method showed the best performance by predicting daily solar radiation with random forest, classifying dates with similar climate factors, and calculating the probability density function of solar radiation by cluster. In addition, when the prediction results were checked after fitting the model to the medium-term forecast data using this methodology, it was confirmed that the prediction error increased by date. This seems to be due to a prediction error in the mid-term forecast weather data. In future studies, among the weather factors that can be used in the mid-term forecast data, studies that add exogenous variables such as precipitation or apply time series clustering techniques should be conducted.

• Journal of The Korean Society of Inherited Metabolic disease
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• v.23 no.1
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• pp.25-30
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• 2023

Leigh syndrome is a rare progressive neurodegenerative mitochondrial disorder with clinical and genetic heterogeneity. Recently, balletic IARS2 variants have been identified in a number of patients presenting broad clinical phenotypes from Leigh and West syndrome to a rare syndrome CAGSSS characterized by cataracts, growth hormone deficiency, sensory neuropathy, sensorineural hearing loss, and skeletal dysplasia syndrome (OMIM#616007). We describe a child with Korean Leigh syndrome with urologic manifestations resulting from a compound heterozygote mutation in IARS2. A 5-year-old girl visited the emergency room with a complaint of abdominal pain accompanied by abdominal distension. Abdominal-pelvic CT showed a markedly distended urinary bladder without definite obstructive lesions. She was diagnosed with neurogenic bladder dysfunction based on a urodynamic study. She had global delayed development due to neurologic regression after 6 months of age and a history of bilateral cataract surgery at the age of 2 years. Her brain magnetic resonance imaging showed symmetrically increased signal intensities in the bilateral putamen and caudate nuclei with diffuse cerebral atrophy. No gene variants were identified through whole-mitochondrial genome analysis. Whole exome sequencing was performed for diagnosis, and compound heterozygous pathogenic variants were identified in IARS2: c.2446C>T (p. Arg816Ter) and c.2450G>A (p. Arg817His). To the best of our knowledge, this is the first case report of bladder dysfunction manifestation in a patient with IARS2-related Leigh syndrome. Thus, it broadens the clinical and genetic spectrum of IARS2-associated diseases.

• Korean Journal of Remote Sensing
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• v.39 no.5_4
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• pp.1135-1144
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• 2023

Many agricultural reservoirs in South Korea, constructed before 1970, have become aging facilities. The majority of small-scale reservoirs lack measurement systems to ascertain basic specifications and water levels, classifying them as unmeasured reservoirs. Furthermore, continuous sedimentation within the reservoirs and industrial development-induced water quality deterioration lead to reduced water supply capacity and changes in reservoir morphology. This study utilized Light Detection And Ranging (LiDAR) sensors, which provide elevation information and allow for the characterization of surface features, to construct high-resolution Digital Surface Model (DSM) and Digital Elevation Model (DEM) data of reservoir facilities. Additionally, bathymetric measurements based on multibeam echosounders were conducted to propose an updated approach for determining reservoir capacity. Drone-based LiDAR was employed to generate DSM and DEM data with a spatial resolution of 50 cm, enabling the display of elevations of hydraulic structures, such as embankments, spillways, and intake channels. Furthermore, using drone-based hyperspectral imagery, Normalized Difference Vegetation Index (NDVI) and Normalized Difference Water Index (NDWI) were calculated to detect water bodies and verify differences from existing reservoir boundaries. The constructed high-resolution DEM data were integrated with bathymetric measurements to create underwater contour maps, which were used to generate a Triangulated Irregular Network (TIN). The TIN was utilized to calculate the inundation area and volume of the reservoir, yielding results highly consistent with basic specifications. Considering areas that were not surveyed due to underwater vegetation, it is anticipated that this data will be valuable for future updates of reservoir capacity information.