• The Journal of Bigdata
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• v.6 no.2
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• pp.71-84
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• 2021

Since small and medium-sized enterprises fell short of the securement of technological competitiveness in the field of big data and artificial intelligence (AI) field-core technologies of the Fourth Industrial Revolution, it is important to strengthen the competitiveness of the overall industry through technology commercialization. In this study, we aimed to propose a priority related to technology transfer and commercialization for practical use of public research results. We utilized public research performance information, improving missing values of 6T classification by deep learning model with an ensemble method. Then, we conducted topic modeling to derive the converging fields of big data and AI. We classified the technology fields into four different segments in the technology portfolio based on technology activity and technology efficiency, estimating the potential of technology commercialization for those fields. We proposed a priority of technology commercialization for 10 detailed technology fields that require long-term investment. Through systematic analysis, active utilization of technology, and efficient technology transfer and commercialization can be promoted.

• The Korean Journal of Applied Statistics
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• v.34 no.1
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• pp.39-56
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• 2021

Many researches have been done on portfolio optimization since Markowitz (1952) published a diversified investment model. Markowitz's mean-variance portfolio optimization problem is established under the assumption that the distribution of returns follows a normal distribution. However, in real life, the distribution of returns does not follow a normal distribution, and variance is not a robust statistic as it is heavily influenced by outliers. To overcome these potential issues, mean-shortfall portfolio model was proposed that utilized downside risk, shortfall, as a risk index. In this paper, we propose a perturbation method that uses the shortfall as a risk index of the portfolio. The proposed portfolio utilizes an adaptive Lasso to obtain a sparse and stable asset selection because it can reduce management and transaction costs. The proposed optimization is easily applicable as it can be computed using an efficient linear programming. In our real data analysis, we show the validity of the proposed perturbation method.

• Smart Media Journal
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• v.10 no.3
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• pp.39-47
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• 2021

Enhanced index tracking is a problem of optimizing the objective function to generate returns above the index based on the index tracking that follows the market return. In order to avoid problems such as large transaction costs and illiquidity, we used a method of constructing a portfolio by selecting only some of the stocks included in the index. Commonly used enhanced index tracking methods tried to find the optimal portfolio with only one objective function in all tested periods, but it is almost impossible to find the ultimate strategy that always works well in the volatile financial market. In addition, it is important to improve generalization performance beyond optimizing the objective function for training data due to the nature of the financial market, where statistical characteristics change significantly over time, but existing methods have a limitation in that there is no direct discussion for this. In order to solve these problems, this paper proposes ensemble learning that composes a portfolio by combining several objective functions and a 3-stage portfolio selection algorithm that can select a portfolio by applying criteria other than the objective function to the training data. The proposed method in an experiment using the S&P500 index shows Sharpe ratio that is 27% higher than the index and the existing methods, showing that the 3-stage portfolio selection algorithm and ensemble learning are effective in selecting an enhanced index portfolio.

• Proceedings of the Korea Information Processing Society Conference
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• 2005.11a
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• pp.965-968
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• 2005

본 논문에서는 보안 정책 및 규칙에 기반을 둔 네트워크 포트 기반의 오용침입 탐지 기능 및 센서 객체 기반의 이상침입 탐지 기능을 갖춘 리눅스 서버 시스템을 제안 및 구현한다. 제안한 시스템은 먼저 시스템에 사용하는 보안 정책에 따른 규칙을 수립한다. 이러한 규칙에 따라 정상적인 포트들과 알려진 공격에 사용되고 있는 포트번호들을 커널에서 동적으로 관리하면서, 등록되지 않은 새로운 포트에도 이상탐지를 위해 공격 유형에 대하여 접근제어 규칙을 적용하여 이상 침입으로 판단될 경우 접근을 차단한다. 알려지지 않은 이상침입 탐지를 위해서는 주요 디렉토리마다 센서 파일을, 주요 파일마다 센서 데이터를 설정하여 센서 객체가 접근될 때마다 감사로그를 기록하면서, 이들 센서 객체에 대해 불법적인 접근이 발생하면 해당 접근을 불허한다. 본 시스템은 보안정책별 규칙에 따라 다단계로 구축하여 특정 침입에 대한 더욱 향상된 접근제어를 할 수 있다.

• Convergence Security Journal
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• v.7 no.1
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• pp.63-75
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• 2007

Most of computer systems to be connected to network have been exposed to some network attacks and became to targets of system attack. System managers have established the IDS to prevent the system attacks over network. The previous IDS have decided intrusions detecting the requested connection packets more than critical values in order to detect attacks. This techniques have False Positive possibilities and have difficulties to detect the slow scan increasing the time between sending scan probes and the coordinated scan originating from multiple hosts. We propose the port scan detection rules detecting the RST/ACK flag packets to request some abnormal connections and design the data structures capturing some of packets. This proposed system is decreased a False Positive possibility and can detect the slow scan, because a few data can be maintained for long times. This system can also detect the coordinated scan effectively detecting the RST/ACK flag packets to be occurred the target system.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2008.10a
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• pp.76-94
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• 2008

This paper investigates performance of the Markowitz's portfolio selection model with applications to Korean stock market. We choose Samsung-Group-Funds and KOSPI index for performance comparison with the Markowitz's portfolio selection model. For the most recent one and a half year period between March 2007 and September 2008, KOSPI index almost remains the same with only 0.1% change, Samsung-Group-Funds shows 20.54% return, and Markowitz's model, which is composed of the same 17 Samsung group stocks, reaches 52% return. We perform sensitivity analysis on the duration of financial data and the period of portfolio change in order to maximize the return of portfolio. In conclusion, according to our empirical research results with Samsung-Group-Funds, investment by Markowitz's model, which periodically changes portfolio by using nonlinear programming with only financial data, outperforms investment by the fund manager who possesses rich experiences on stock trading and actively changes portfolio based on minute-by-minute market news and business information.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.17 no.5
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• pp.55-64
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• 2018

In this paper, we propose fully convolutional neural networks based automatic detection of a pothole that directly causes driver's safety accidents and the vehicle damage. First, the training DB is collected through the camera installed in the vehicle while driving on the road, and the model is trained in the form of a semantic segmentation using the fully convolutional neural networks. In order to generate robust performance in a dark environment, we augmented the training DB according to brightness, and finally generated a total of 30,000 training images. In addition, a total of 450 evaluation DB was created to verify the performance of the proposed automatic pothole detection, and a total of four experts evaluated each image. As a result, the proposed pothole detection showed robust performance for missing.

• Journal of Intelligence and Information Systems
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• v.27 no.1
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• pp.65-82
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• 2021

Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.

• Journal of Industrial Convergence
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• v.20 no.2
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• pp.45-50
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• 2022

In this study, an e-portfolio system was constructed and utilized to communicate with students, while processing the overall procedure of teaching-learning activities as data for qualitative improvement in the non-face-to-face educational environment. The e-portfolio system was designed to support the entire process of reflection from the instructor's lesson planning, regular checking of the learner's understanding during the course operation process, online communication, and support for learner-centered educational activities. Analyzing the effectiveness of the communication-based learning effect between instructors and learners using the e-portfolio in liberal arts programming classes, which may be difficult for non-major students, a significant correlation was found in problem-solving skills, and midterm and final exams. Additionally, the result of analyzing the expanded applicability of e-portfolio satisfaction demonstrated a significant correlation with the students' computational thinking ability, test results, assignments, and academic performance. It was found to have a significant effect on the improvement of computational thinking ability. If non-face-to-face education is conducted using the proposed e-portfolio system type, it will be possible to improve the quality of online education, while communicating effectively with students.

• The KIPS Transactions:PartD
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• v.10D no.2
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• pp.301-308
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• 2003

In this paper, we propose a prototype system of digital data broadcasting system based on the ATSC data broadcasting standard. This prototype system uses data piping as a mechanism for delivery of arbitrary user-defined data inserted directly into the payload part of the MPEG-2 Transport Stream packets. This data type includes URL or HTML content. After the contents are inserted into the MPEG-2 Transport Stream, they can be delivered through the broadcasting to the DTV set-top receiver. The 75 packets received in real-time during the TV broadcast are used to start display or switch content. This prototype system describes how to achieve common design goals and integrating digital TV and web pages based on the ATSC data broadcasting standard. The prototype system can be used to display digital data contents - HTML, images-on existing TV or digital TV set-tops.