• Journal of the Korea Institute of Information Security & Cryptology
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• v.17 no.1
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• pp.21-32
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• 2007

Vuillaume-Okeya presented unsigned receding methods for protecting modular exponentiations against side channel attacks, which are suitable for tamper-resistant implementations of RSA or DSA which does not benefit from cheap inversions. The proposed method was using a signed representation with digits set ${1,2,{\cdots},2^{\omega}-1}$, where 0 is absent. This receding method was designed to be computed only from the right-to-left, i.e., it is necessary to finish the receding and to store the receded string before starting the left-to-right evaluation stage. This paper describes new receding methods for producing SPA-resistant unsigned representations which are scanned from left to right contrary to the previous ones. Our contributions are as follows; (1) SPA-resistant unsigned left-to-right receding with general width-${\omega}$, (2) special case when ${\omega}=1$, i.e., unsigned binary representation using the digit set {1,2}, (3) SPA-resistant unsigned left-to-right Comb receding, (4) extension to unsigned radix-${\gamma}$ left-to-right receding secure against SPA. Hence, these left-to-right methods are suitable for implementing on memory limited devices such as smartcards and sensor nodes

• Journal of Internet Computing and Services
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• v.16 no.1
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• pp.67-74
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• 2015

In recent years, frequent itemset mining for considering the importance of each item has been intensively studied as one of important issues in the data mining field. According to strategies utilizing the item importance, itemset mining approaches for discovering itemsets based on the item importance are classified as follows: weighted frequent itemset mining, frequent itemset mining using transactional weights, and utility itemset mining. In this paper, we perform empirical analysis with respect to frequent itemset mining algorithms based on transactional weights. The mining algorithms compute transactional weights by utilizing the weight for each item in large databases. In addition, these algorithms discover weighted frequent itemsets on the basis of the item frequency and weight of each transaction. Consequently, we can see the importance of a certain transaction through the database analysis because the weight for the transaction has higher value if it contains many items with high values. We not only analyze the advantages and disadvantages but also compare the performance of the most famous algorithms in the frequent itemset mining field based on the transactional weights. As a representative of the frequent itemset mining using transactional weights, WIS introduces the concept and strategies of transactional weights. In addition, there are various other state-of-the-art algorithms, WIT-FWIs, WIT-FWIs-MODIFY, and WIT-FWIs-DIFF, for extracting itemsets with the weight information. To efficiently conduct processes for mining weighted frequent itemsets, three algorithms use the special Lattice-like data structure, called WIT-tree. The algorithms do not need to an additional database scanning operation after the construction of WIT-tree is finished since each node of WIT-tree has item information such as item and transaction IDs. In particular, the traditional algorithms conduct a number of database scanning operations to mine weighted itemsets, whereas the algorithms based on WIT-tree solve the overhead problem that can occur in the mining processes by reading databases only one time. Additionally, the algorithms use the technique for generating each new itemset of length N+1 on the basis of two different itemsets of length N. To discover new weighted itemsets, WIT-FWIs performs the itemset combination processes by using the information of transactions that contain all the itemsets. WIT-FWIs-MODIFY has a unique feature decreasing operations for calculating the frequency of the new itemset. WIT-FWIs-DIFF utilizes a technique using the difference of two itemsets. To compare and analyze the performance of the algorithms in various environments, we use real datasets of two types (i.e., dense and sparse) in terms of the runtime and maximum memory usage. Moreover, a scalability test is conducted to evaluate the stability for each algorithm when the size of a database is changed. As a result, WIT-FWIs and WIT-FWIs-MODIFY show the best performance in the dense dataset, and in sparse dataset, WIT-FWI-DIFF has mining efficiency better than the other algorithms. Compared to the algorithms using WIT-tree, WIS based on the Apriori technique has the worst efficiency because it requires a large number of computations more than the others on average.

• Journal of Korea Spatial Information System Society
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• v.7 no.3 s.15
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• pp.67-81
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• 2005

Recently, the interest and research on the development of new application services such as the Location Based Service and Telemetics providing the emergency service, neighbor information search, and route search according to the development of the Geographic Information System have been increasing. User's search in the spatio-temporal database which is used in the field of Location Based Service or Telemetics usually fixes the current time on the time axis and queries the spatial and aspatial attributes. Thus, if the range of query on the time axis is extensive, it is difficult to efficiently deal with the search operation. For solving this problem, the snapshot, a method to summarize the location data of moving objects, was introduced. However, if the range to store data is wide, more space for storing data is required. And, the snapshot is created even for unnecessary space that is not frequently used for search. Thus, non storage space and memory are generally used in the snapshot method. Therefore, in this paper, we suggests the Hash-based Spatio-Temporal Clustering Algorithm(H-STCA) that extends the two-dimensional spatial hash algorithm used for the spatial clustering in the past to the three-dimensional spatial hash algorithm for overcoming the disadvantages of the snapshot method. And, this paper also suggests the knowledge extraction algorithm to extract the knowledge for the path search of moving objects from the past location data based on the suggested H-STCA algorithm. Moreover, as the results of the performance evaluation, the snapshot clustering method using H-STCA, in the search time, storage structure construction time, optimal path search time, related to the huge amount of moving object data demonstrated the higher performance than the spatio-temporal index methods and the original snapshot method. Especially, for the snapshot clustering method using H-STCA, the more the number of moving objects was increased, the more the performance was improved, as compared to the existing spatio-temporal index methods and the original snapshot method.

• Korea journal of population studies
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• v.30 no.2
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• pp.71-95
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• 2007

This paper attempts to identify the principle of family succession and family patterns of yangban in the late Chosun period through an analysis of male adaptation cases found in family registration records. The primary source of analysis is the family registration documents of Uiseong Kim's from the late 17th century to the early 20th century. As a result, it is found that there is a substantial change in the patterns of family from the early and mid Chosun period to the late Chosun period. The change is the strengthening of the principle of patriarchy succession through male adoption. Looking at the data as a whole, the average number of household members is increased and the membership of kinship also expanded. In contrast to the family patterns of the early Chosun period, not only the patterns of Uiseong Kim's family are predominately immediate family or collateral family but also the majority is extended family in the 18th and 19th centuries. The male adoption cases recorded in Uiseong Kim's family registration documents take up 33.8% of the male adoption cases in the entire family registration documents. This goes to show that the strengthening of the principle of primogeniture succession at a time when child mortality rate is very high resulted in the increase of male adoption. In conclusion, the late Chosun society was a society where the seat of primogeniture was much more important than immediate hereditary members in the family succession.

• Journal of Intelligence and Information Systems
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• v.26 no.1
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• pp.135-149
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• 2020

Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.