• Title/Summary/Keyword: 로지스틱 분석

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Optimization of Multiclass Support Vector Machine using Genetic Algorithm: Application to the Prediction of Corporate Credit Rating (유전자 알고리즘을 이용한 다분류 SVM의 최적화: 기업신용등급 예측에의 응용)

  • Ahn, Hyunchul
    • Information Systems Review
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    • v.16 no.3
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    • pp.161-177
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    • 2014
  • Corporate credit rating assessment consists of complicated processes in which various factors describing a company are taken into consideration. Such assessment is known to be very expensive since domain experts should be employed to assess the ratings. As a result, the data-driven corporate credit rating prediction using statistical and artificial intelligence (AI) techniques has received considerable attention from researchers and practitioners. In particular, statistical methods such as multiple discriminant analysis (MDA) and multinomial logistic regression analysis (MLOGIT), and AI methods including case-based reasoning (CBR), artificial neural network (ANN), and multiclass support vector machine (MSVM) have been applied to corporate credit rating.2) Among them, MSVM has recently become popular because of its robustness and high prediction accuracy. In this study, we propose a novel optimized MSVM model, and appy it to corporate credit rating prediction in order to enhance the accuracy. Our model, named 'GAMSVM (Genetic Algorithm-optimized Multiclass Support Vector Machine),' is designed to simultaneously optimize the kernel parameters and the feature subset selection. Prior studies like Lorena and de Carvalho (2008), and Chatterjee (2013) show that proper kernel parameters may improve the performance of MSVMs. Also, the results from the studies such as Shieh and Yang (2008) and Chatterjee (2013) imply that appropriate feature selection may lead to higher prediction accuracy. Based on these prior studies, we propose to apply GAMSVM to corporate credit rating prediction. As a tool for optimizing the kernel parameters and the feature subset selection, we suggest genetic algorithm (GA). GA is known as an efficient and effective search method that attempts to simulate the biological evolution phenomenon. By applying genetic operations such as selection, crossover, and mutation, it is designed to gradually improve the search results. Especially, mutation operator prevents GA from falling into the local optima, thus we can find the globally optimal or near-optimal solution using it. GA has popularly been applied to search optimal parameters or feature subset selections of AI techniques including MSVM. With these reasons, we also adopt GA as an optimization tool. To empirically validate the usefulness of GAMSVM, we applied it to a real-world case of credit rating in Korea. Our application is in bond rating, which is the most frequently studied area of credit rating for specific debt issues or other financial obligations. The experimental dataset was collected from a large credit rating company in South Korea. It contained 39 financial ratios of 1,295 companies in the manufacturing industry, and their credit ratings. Using various statistical methods including the one-way ANOVA and the stepwise MDA, we selected 14 financial ratios as the candidate independent variables. The dependent variable, i.e. credit rating, was labeled as four classes: 1(A1); 2(A2); 3(A3); 4(B and C). 80 percent of total data for each class was used for training, and remaining 20 percent was used for validation. And, to overcome small sample size, we applied five-fold cross validation to our dataset. In order to examine the competitiveness of the proposed model, we also experimented several comparative models including MDA, MLOGIT, CBR, ANN and MSVM. In case of MSVM, we adopted One-Against-One (OAO) and DAGSVM (Directed Acyclic Graph SVM) approaches because they are known to be the most accurate approaches among various MSVM approaches. GAMSVM was implemented using LIBSVM-an open-source software, and Evolver 5.5-a commercial software enables GA. Other comparative models were experimented using various statistical and AI packages such as SPSS for Windows, Neuroshell, and Microsoft Excel VBA (Visual Basic for Applications). Experimental results showed that the proposed model-GAMSVM-outperformed all the competitive models. In addition, the model was found to use less independent variables, but to show higher accuracy. In our experiments, five variables such as X7 (total debt), X9 (sales per employee), X13 (years after founded), X15 (accumulated earning to total asset), and X39 (the index related to the cash flows from operating activity) were found to be the most important factors in predicting the corporate credit ratings. However, the values of the finally selected kernel parameters were found to be almost same among the data subsets. To examine whether the predictive performance of GAMSVM was significantly greater than those of other models, we used the McNemar test. As a result, we found that GAMSVM was better than MDA, MLOGIT, CBR, and ANN at the 1% significance level, and better than OAO and DAGSVM at the 5% significance level.

The Study on the Independent Predictive Factor of Restenosis after Percutaneous Coronary Intervention used Drug-Eluting Stent : Case on MDCT Calcium-Scoring Implementation Patient (약물용출 스텐트를 이용한 관상동맥중재술 후 재협착의 독립적 예측인자에 관한 연구 : MDCT calcium-scoring 시행 환자 대상으로)

  • Kim, In-Soo;Han, Jae-Bok;Jang, Seong-Joo;Jang, Young-Ill
    • Journal of radiological science and technology
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    • v.33 no.1
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    • pp.37-44
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    • 2010
  • We sought to confirm an independent factor about in-stent restenosis (ISR) in the patients who underwent drug-eluting stent (DES) and know a possibility as a predictor of measured coronary artery calcium score by MDCT. A total of 178 patients (159 men, $61.7{\pm}10.0$ years of age) with 190 coronary artery lesions were included in this study out of 1,131 patients who underwent percutaneous coronary intervention (PCI) with DES implantation for significant stenosis on MDCT at Chonnam National University Hospital between May 2006 and May 2009. All lesions were divided into two groups with the presence of ISR : group I (re ISR, N = 57) and group II (no ISR, N = 133). Compared to group II, group I was more likely to be older ($65.8{\pm}9.0$ vs. $60.2{\pm}9.9$ years, p = 0.0001), diabetic (21.8% vs. 52.6%, p = 0.0001), have old myocardial infarction (8.8% vs. 2.3%, p = 0.040), left main stem disease (5.3% vs. 0.8%, p = 0.047), and smaller stent size ($3.1{\pm}0.3\;mm$ vs. $3.3{\pm}0.4\;mm$, p = 0.004). Group II was more likely to be smokers (19.3% vs. 42.1%, p = 0.003), have dyslipidemia (8.8% vs. 23.3%, p = 0.019). Left ventricular ejection fraction, lesion complexity, and stent length were not different between the two groups. Total CAC score was $389.3{\pm}458.3$ in group I and $371.2{\pm}500.8$ in group II (p = 0.185). No statistical difference was observed between the groups in CAC score in the culprit vessel, left main stem, left anterior descending artery, left circumflex artery, and right coronary artery. On multivariate logistic regression analysis, left main stem disease (OR = 168.0, 95% CI = 7.83-3,604.3, p = 0.001), male sex (OR = 36.5, 95% CI = 5.89-2,226.9, p = 0.0001), and the presence of diabetes (OR = 2.62, 95% CI = 1.071-6.450, p = 0.035) were independent predictors of ISR after DES implantation. In patients who underwent DES implantation for significant coronary stenosis on MDCT, ISR was associated with left main stem disease, male sex, and the presence of diabetes. However, CAC score by MDCT was not a predictor of ISR in this study population.

Relationship between Insomnia and Depression in Type 2 Diabetics (2형 당뇨병 환자에서 불면증과 우울 증상의 관련성)

  • Lee, Jin Hwan;Cheon, Jin Sook;Choi, Young Sik;Kim, Ho Chan;Oh, Byoung Hoon
    • Korean Journal of Psychosomatic Medicine
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    • v.27 no.1
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    • pp.50-59
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    • 2019
  • Objectives : Many of the patients with type 2 diabetes are associated with sleep problems, and the rate of insomnia is known to be higher in the general population. The aims of this study were to know the frequency and clnical characteristics of insomnia, and related variables to insomnia in patients diagnosed with type 2 diabetes. Methods : For 99 patients from 18 to 80 years of age (65 males and 34 females) with type 2 diabetes, interviews were performed. Total sleep time and sleep latency was evaluated. Insomnia was evaluated using the Korean Version of the Insomnia Severity Index (ISI-K). Severity of depressive symptoms were evaluted using the Korean version of the Hamilton Depression Scale (K-HDRM). According to the cutoff score of 15.5 on the ISI-K, subjects were divided into the group of type 2 diabetics with insomnia (N=34) and those without insomnia (N=65) at first, and then statistically analyzed. Results : TInsomnia could be found in 34.34% of type 2 diabetics. Type 2 diabetics with insomnia had significantly more single or divorced (respectively 11.8%, p<0.05), higher total scores of the K-HDRS ($11.76{\pm}5.52$, p<0.001), shorter total sleep time ($5.35{\pm}2.00hours$, p<0.001), and longer sleep latency ($50.29{\pm}33.80minutes$, p<0.001). The all item scores of the ISI-K in type 2 diabetics with insomnia were significantly higher than those in type 2 diabetics without insomnia, that is, total ($18.38{\pm}2.69$), A1 (Initial insomnia) ($2.97{\pm}0.76$), A2 (Middle insomnia) ($3.06{\pm}0.69$), A3 (Terminal insomnia) ($2.76{\pm}0.61$), B (Satisfaction) ($3.18{\pm}0.72$), C (Interference) ($2.09{\pm}0.97$), D (Noticeability) ($2.12{\pm}1.09$) and E (Distress) ($2.21{\pm}0.81$) (respectively p<0.001). Variables associated with insomnia in type 2 diabetics were as following. Age had significant negative correlation with A3 items of the ISI-K (${\beta}=-0.241$, p<0.05). Total scores of the K-HDRS had significant positive correlation, while total sleep time had significant negative correlation with all items of the ISI-K (respectively p<0.05). Sleep latency had significant positive correlation with total,, A1, B and E item scores of the ISI-K (respectively p<0.05). Conclusions : Insomnia was found in about 1/3 of type 2 diabetics. According to the presence of insomnia, clinical characteristics including sleep quality as well as quantity seemed to be different. Because depression seemed to be correlated with insomnia, clinicians should pay attention to early detection and intervention of depression among type 2 diabetics.

The Physical and Social Disability of Aged Persons Who Live Alone in Goksung Area (곡성지역(谷城地域) 독거노인(獨居老人)의 신체적(身體的) 사회적(社會的) 능력장애(能力障碍)에 관(關)한 조사(調査))

  • Kim, Shin-Woel;Kim, Young-Lak;Ryu, So-Yeon;Park, Jong;Kim, Ki-Soon;Kim, Yang-Ok
    • Journal of agricultural medicine and community health
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    • v.24 no.2
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    • pp.245-268
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    • 1999
  • It is necessary that the old should have the physical and social ability to perform their daily life. This study is to grasp their degree of disability and problems and suggest their solutions. It surveyed the 87 old people over 65 years old from September 1st until September 30th, in 1997. The findings are as follows. 1) The activities of daily living(ADL) to find their degree of physical disability shows that their average performance ability is 75.9% of all the action while 24.1% of all the old people needs the others' help. As they get older and older, the aged drop off in their physical ability, which is related to a statistical sense (p<0.001). 2) The social disability shows that the aged have their great difference from 9.2% to 85.1% in their instrumental activities of daily living(IADL), intellectual ability and social role. 3) A simple analysis shows that the activities of daily living are, in a statistical sense, related to age(p<0.001), the use of elder's hall(p<0.001), the understanding degree of health(p<0.01) and so forth. 4) A simple analysis shows that the instrumental activities of daily living are, in a statistical sense, related to age(p<0.001), the degree of education(p<0.05), the life of leisure(p<0.001), the understanding degree of health and so forth. 5) A multivariate logistic regression analysis shows that the disability of daily living is related to age, the visit of elder's hall, the period of solitary living, instrumental activities of daily living is age and the visit of elder's hall, and social role is the visit of elder's hall and the decree of education, while intellectual activity has no related variables in a statistical sense.

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