• Journal of the Korean Data and Information Science Society
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• v.22 no.1
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• pp.37-47
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• 2011

Stock price index option market has various investment strategies that have been developed. Specially, arbitrage strategies are very important to be efficient in option market. The purpose of this study is to improve profit using rough set and Box spread by using past option trading data. Option trading data was based on an actual stock exchange market tick data ranging from 2001 to 2006. Validation process was carried out by transferring the tick data into one-minute intervals. Box spread arbitrage strategies is low risk but low profit. It can be accomplished by back-testing of the existing strategy of the past data and by using rough set, which limit the time line of dealing. This study can make more stable profits with lower risk if control the strategy that can produces a higher profit module compared to that of the same level of risk.

• Journal of the Korean Society of Clothing and Textiles
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• v.35 no.2
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• pp.167-180
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• 2011

The portraits created in the age of Queen Elizabeth I show a very exquisite description about the ruff collar and cuffs representing the notable evolution of periodical costumes from a detailed viewpoint. This thesis analyzes the ruff collar and cuffs of the portraits of Queen Elizabeth I. The method used selects 32 pieces from the portraits of Queen Elizabeth I that are considered excellent depictions of a ruff collar and cuffs, to investigate size, form and decorations. Conclusively, the ruff collar tends to be extremely enlarged and thickened (coinciding with the development of glue) while the cuffs denote the aspect of double cuffs coupled with the turn-back cuffs without a change in size. These traits were widely shown from 1585 to 1587, while after 1588 the ruff cuffs completely disappeared in the portraits of Elizabeth I. At the same time, the change of a ruff collar was remarkable, the collar being in the erect position behind the head (with the use of supporters), of a consistent thickness and decoration of elaborate lace. During the transition period from the $16^{th}$ century to the $17^{th}$ century the earliest change was in cuffs followed by collars. This research is a helpful guide to detect the relatively exact date of portraits not definitively identified in the latter part of the $16^{th}$ century and to observe the microscopic evolution of costumes in the latter part of the $16^{th}$ century.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.135-150
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• 2013

This study proposes a novel option strategy by using characteristic of volatility reversion and rough set algorithm in options market. Until now, various research has been conducted on stock and future markets, but minimal research has been done in options market. Particularly, research on the option trading strategy using high frequency data is limited. This study consists of two purposes. The first is to enjoy a profit using volatility reversion model when volatility gap is occurred. The second is to pursue a more stable profit by filtering inaccurate entry point through rough set algorithm. Since options market is affected by various elements like underlying assets, volatility and interest rate, the point of this study is to hedge elements except volatility and enjoy the profit following the volatility gap.

• The KIPS Transactions:PartD
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• v.8D no.3
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• pp.203-210
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• 2001

These days data is being collected and accumulated in a wide variety of fields. Stored data itself is to be an information system which helps us to make decisions. An information system includes many kinds of necessary and unnecessary attribute. So many algorithms have been developed for finding useful patterns from the data and reasoning approximately new objects. We are interested in the simple and understandable rules that can represent useful patterns. In this paper we propose an algorithm which can reduce the information in the system to a minimum, based on a probabilistic rough set theory. The proposed algorithm uses a value that tolerates accuracy of classification. The tolerant value helps minimizing the necessary attribute which is needed to reason a new object by reducing conditional attributes. It has the advantage that it reduces the time of generalizing rules. We experiment a proposed algorithm with the IRIS data and Wisconsin Breast Cancer data. The experiment results show that this algorithm retrieves a small reduct, and minimizes the size of the rule under the tolerant classification rate.

• Journal of KIISE:Databases
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• v.28 no.4
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• pp.545-557
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• 2001

In this paper we propose a hierarchical classification algorithm based on rough membership function which can reason a new object approximately. We use the fuzzy reasoning method that substitutes fuzzy membership value for linguistic uncertainty and reason approximately based on the composition of membership values of conditional sttributes Here we use the rough membership function instead of the fuzzy membership function It can reduce the process that the fuzzy algorithm using fuzzy membership function produces fuzzy rules In addition, we transform the information system to the understandable minimal decision information system In order to do we, study the discretization of continuous valued attributes and propose the discretization algorithm based on the rough membership function and the entropy of the information theory The test shows a good partition that produce the smaller decision system We experimented the IRIS data etc. using our proposed algorithm The experimental results with IRIS data shows 96%~98% rate of classification.

• Journal of Korea Society of Industrial Information Systems
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• v.21 no.6
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• pp.13-21
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• 2016

Feature selection is the one of important issue in the field of data mining and machine learning. It is the technique to find a subset of features which provides the best classification performance, from the source data. We propose a feature subset selection method using the neighborhood rough set model based on information granularity. To demonstrate the effectiveness of proposed method, it was applied to select the useful features associated with breast tumor diagnosis of 298 shape features extracted from 5,252 breast ultrasound images, which include 2,745 benign and 2,507 malignant cases. Experimental results showed that 19 diagnostic features were strong predictors of breast cancer diagnosis and then average classification accuracy was 97.6%.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.15 no.5
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• pp.69-74
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• 2015

In this paper the patterns of information system is reduced so that control rules can guarantee fast response of queries in database. Generally an information system includes many kinds of necessary and unnecessary attribute. In particular, inconsistent information system is less likely to acquire the accuracy of response. Hence we are interested in the simple and understandable rules that can represent useful patterns by means of rough entropy and Bayesian posterior probability. We propose an algorithm which can reduce control rules to a minimum without inadequate patterns such that the implication between condition attributes and decision attributes is measured through the framework of rough entropy. Subsequently the validation of the proposed algorithm is showed through test information system of new employees appointment.

• The Transactions of the Korea Information Processing Society
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• v.6 no.8
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• pp.2106-2112
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• 1999

In decision-making, information is the thing manufactured as the useful type for decision -making. We can improve the efficiency of decision-making by elimination of unnecessary information. Rough set is the theory that can classify and reduce the unnecessary. But the reduction process of rough set becomes more complex according to the number of attribute and tuple. After eliminating of the dispensable attributes using $\chi$2 and rough set, the indispensable attributes are used for the units of input layers in neural network. This rough-neural network can support more correct decision-making of neural network.

• Journal of the Korean Institute of Intelligent Systems
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• v.17 no.7
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• pp.881-886
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• 2007

Fuzzy inference has the advantage which can process the ambiguous knowledge. However the associated attributes of fuzzy rules are difficult to determine useful and important rules because the redundant attribute of rules is more than enough. In this paper, we propose a method to minimize the number of rules and preserve the accuracy of inference results by using fuzzy relative cardinality after removing unnecessary attributes from rough set. From the experimental results, we can see the fact that the proposed method provides better results (e.g the number of rules) than those of general rough set with the redundant attributes.

• Journal of the Korea Society of Computer and Information
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• v.16 no.7
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• pp.117-125
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• 2011

In this paper, it was segmented the face color distribution using YCbCr color model, which is one of the feature-based methods, and preprocessing stage was to be insensitive to the sensitivity for light which is one of the disadvantages for the feature-based methods by the quantization. In addition, it has raised the accuracy of image synthesis with characteristics which is selected the object of the most same image as the shape of pattern using rough set. In this paper, the detection rates of the proposed face detection algorithm was confirmed to be better about 2~3% than the conventional algorithms regardless of the size and direction on the various faces by simulation.