• Title/Summary/Keyword: 신경망 알고리즘

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Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

T-Commerce Sale Prediction Using Deep Learning and Statistical Model (딥러닝과 통계 모델을 이용한 T-커머스 매출 예측)

  • Kim, Injung;Na, Kihyun;Yang, Sohee;Jang, Jaemin;Kim, Yunjong;Shin, Wonyoung;Kim, Deokjung
    • Journal of KIISE
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    • v.44 no.8
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    • pp.803-812
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    • 2017
  • T-commerce is technology-fusion service on which the user can purchase using data broadcasting technology based on bi-directional digital TVs. To achieve the best revenue under a limited environment in regard to the channel number and the variety of sales goods, organizing broadcast programs to maximize the expected sales considering the selling power of each product at each time slot. For this, this paper proposes a method to predict the sales of goods when it is assigned to each time slot. The proposed method predicts the sales of product at a time slot given the week-in-year and weather of the target day. Additionally, it combines a statistical predict model applying SVD (Singular Value Decomposition) to mitigate the sparsity problem caused by the bias in sales record. In experiments on the sales data of W-shopping, a T-commerce company, the proposed method showed NMAE (Normalized Mean Absolute Error) of 0.12 between the prediction and the actual sales, which confirms the effectiveness of the proposed method. The proposed method is practically applied to the T-commerce system of W-shopping and used for broadcasting organization.

유리화 비정형 탄소(vitreous carbon)를 이용하여 제작한 전계방출 소자의 균일성 증진방법

  • 안상혁;이광렬
    • Proceedings of the Korean Vacuum Society Conference
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    • 1999.07a
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    • pp.53-53
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    • 1999
  • 전계방출을 이용한 평판 표시장치는 CRT가 가진 장점을 모두 갖는 동시에 얇고 가벼우며 낮은 전력소모로 완벽한 색을 구현할 수 있는 차세대 표시장치로서 이에 대한 여국가 활발히 이루어지고 있다. 여기에 사용되는 음극물질로서 실리콘이나 몰리 등을 팁모양으로 제작하여 사용해 왔다. 하지만 잔류가스에 의한 역스퍼터링이나 화학적 반응에 의해서 전계방출 성능이 점차 저하되는 등의 해결해야할 많은 문제가 있다. 이러한 문제들을 해결하기 위하여 탄소계 재료로서 다이아몬드, 다이아몬드상 카본 등을 이용하려는 노력이 진행되어 왔다. 이중 유리화 비정형 탄소는 다량의 결함을 가지고 있는 유리질의 고상 탄소 재로로서, 전기전도도가 우수하면서 outgassing이 적고 기계적 강도가 뛰어나며 고온에서도 화학적으로 안정하여 전계방출 소자의 음극재료로서 알맞은 것으로 생각된다. 유리화 비정형 탄소가루를 전기영동법으로 기판에 코팅하여 전계방출 소자를 제작하였다. 전기영동 용액으로 이소프로필알코올에 질산마그네슘과 소량의 증류수, 유리화 비정형 탄소분말을 섞어주었고 기판으로는 몰리(Mo)가 증착된 유리를 사용하였다. 균일한 증착을 위해서 증착후 역전압을 걸어 주는 방법과 증착 후 플라즈마 처리를 하는 등의 여러 가지 방법을 사용했다. 전계방출 전류는 1$\times$10-7Torr이사에서 측정하였다. 1회 제작된 용액으로 반복해서 증착한 횟수에 따라 표면의 거치기, 입자의 분포, 전계방출 측정 결과 등의 차이가 관찰되었다. 발광이미지는 전압에 따라 변화하였고, 균일한 발광을 관찰하기 위해서 오랜 시간동안 aging 과정을 거쳐야 했다. 그리고 구 모양의 양극을 사용해서 위치를 변화시키며 시동 전기장을 관찰하여 위치에 따른 전계방출의 차이를 조사하여 발광의 균일성을 알 수 있었다.on microscopy로 분석하였으며 구조 분석은 X-선 회절분석, X-ray photoelectron spectroscopy 그리고Auger electron spectroscope로 하였다. 증착된 산화바나듐 박막의 전기화학적 특성을 분석하기 위하여 리튬 메탈을 anode로 하고 EC:DMC=1:1, 1M LiPF6 액체 전해질을 사용한 Half-Cell를 구성하여 200회 이상의 정전류 충 방전 시험을 행하였다. Half-Cell test 결과 박막의 결정성과 표면상태에 따라 매우 다른 전지 특성을 나타내었다.도상승율을 갖는 경우가 다른 베이킹 시나리오 모델에 비해 효과적이라 생각되며 초대 필요 공급열량은 200kW 정도로 산출되었다. 실질적인 수치를 얻기 위해 보다 고차원 모델로의 해석이 필요하리라 생각된다. 끝으로 장기적인 관점에서 KSTAR 장치의 베이킹 계획도 살펴본다.습파라미터와 더불어, 본 연구에서 새롭게 제시된 주기분할층의 파라미터들이 모형의 학습성과를 높이기 위해 함께 고려된다. 한편, 이러한 학습과정에서 추가적으로 고려해야 할 파라미터 갯수가 증가함에 따라서, 본 모델의 학습성과가 local minimum에 빠지는 문제점이 발생될 수 있다. 즉, 웨이블릿분석과 인공신경망모형을 모두 전역적으로 최적화시켜야 하는 문제가 발생한다. 본 연구에서는 이 문제를 해결하기 위해서, 최근 local minimum의 가능성을 최소화하여 전역적인 학습성과를 높여 주는 인공지능기법으로서 유전자알고리즘기법을 본 연구이 통합모델에 반영하였다. 이에 대한 실증사례 분석결과는 일일 환율예측문제를 적용하였을 경우, 기존의 방법론보다 더 나운 예측성과를 타나내었다.pective" to workflow architectural discussions. The vocabulary suggested

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Artificial Intelligence to forecast new nurse turnover rates in hospital (인공지능을 이용한 신규간호사 이직률 예측)

  • Choi, Ju-Hee;Park, Hye-Kyung;Park, Ji-Eun;Lee, Chang-Min;Choi, Byung-Gwan
    • Journal of the Korea Convergence Society
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    • v.9 no.9
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    • pp.431-440
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    • 2018
  • In this study, authors predicted probability of resignation of newly employed nurses using TensorFlow, an open source software library for numerical computation and machine learning developed by Google, and suggested strategic human resources management plan. Data of 1,018 nurses who resigned between 2010 and 2017 in single university hospital were collected. After the order of data were randomly shuffled, 80% of total data were used for machine leaning and the remaining data were used for testing purpose. We utilized multiple neural network with one input layer, one output layer and 3 hidden layers. The machine-learning algorithm correctly predicted for 88.7% of resignation of nursing staff with in one year of employment and 79.8% of that within 3 years of employment. Most of resigned nurses were in their late 20s and 30s. Leading causes of resignation were marriage, childbirth, childcare and personal affairs. However, the most common cause of resignation of nursing staff with in one year of employment were maladaptation to the work and problems in interpersonal relationship.

Development of Prediction Model of Financial Distress and Improvement of Prediction Performance Using Data Mining Techniques (데이터마이닝 기법을 이용한 기업부실화 예측 모델 개발과 예측 성능 향상에 관한 연구)

  • Kim, Raynghyung;Yoo, Donghee;Kim, Gunwoo
    • Information Systems Review
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    • v.18 no.2
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    • pp.173-198
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    • 2016
  • Financial distress can damage stakeholders and even lead to significant social costs. Thus, financial distress prediction is an important issue in macroeconomics. However, most existing studies on building a financial distress prediction model have only considered idiosyncratic risk factors without considering systematic risk factors. In this study, we propose a prediction model that considers both the idiosyncratic risk based on a financial ratio and the systematic risk based on a business cycle. Ultimately, we build several IT artifacts associated with financial ratio and add them to the idiosyncratic risk factors as well as address the imbalanced data problem by using an oversampling technique and synthetic minority oversampling technique (SMOTE) to ensure good performance. When considering systematic risk, our study ensures that each data set consists of both financially distressed companies and financially sound companies in each business cycle phase. We conducted several experiments that change the initial imbalanced sample ratio between the two company groups into a 1:1 sample ratio using SMOTE and compared the prediction results from the individual data set. We also predicted data sets from the subsequent business cycle phase as a test set through a built prediction model that used business contraction phase data sets, and then we compared previous prediction performance and subsequent prediction performance. Thus, our findings can provide insights into making rational decisions for stakeholders that are experiencing an economic crisis.

Development of Prediction Model for Prevalence of Metabolic Syndrome Using Data Mining: Korea National Health and Nutrition Examination Study (국민건강영양조사를 활용한 대사증후군 유병 예측모형 개발을 위한 융복합 연구: 데이터마이닝을 활용하여)

  • Kim, Han-Kyoul;Choi, Keun-Ho;Lim, Sung-Won;Rhee, Hyun-Sill
    • Journal of Digital Convergence
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    • v.14 no.2
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    • pp.325-332
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    • 2016
  • The purpose of this study is to investigate the attributes influencing the prevalence of metabolic syndrome and develop the prediction model for metabolic syndrome over 40-aged people from Korea Health and Nutrition Examination Study 2012. The researcher chose the attributes for prediction model through literature review. Also, we used the decision tree, logistic regression, artificial neural network of data mining algorithm through Weka 3.6. As results, social economic status factors of input attributes were ranked higher than health-related factors. Additionally, prediction model using decision tree algorithm showed finally the highest accuracy. This study suggests that, first of all, prevention and management of metabolic syndrome will be approached by aspect of social economic status and health-related factors. Also, decision tree algorithms known from other research are useful in the field of public health due to their usefulness of interpretation.

New transfer standard for low vacuum region

  • 우삼용;한승웅;김부식;이상균
    • Proceedings of the Korean Vacuum Society Conference
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    • 1999.07a
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    • pp.44-44
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    • 1999
  • 저진공(1 kPa~ 100 kPa)은 대기압 측정, 비행고도, 기체의 온도 측정, 질량의 부력 보정, 레이저의 굴절률 측정등에 사용되는 영역으로 과학적 중요성을 갖고 있다. 또한 대기압 이상의 압력 측정과 고진공 측정의 경계적 역할도 수행하고 있어 압력 표준기의 국제 비교에 필수적으로 권장되는 역역이다. 이 영역에 주로 사용되는 압력 표준기는 수은 압력계(Mercury manometer)와 분동식 압력계(Deadweight piston gauge or Pressure)가 있다. 이들은 이동이 불편하거나 불가능하므로 표준기의 국제 비교에 사용되는 전달 표준기로는 보다 이동이 간편한 탄성 압력계인 CDG(Capacitance diaphragm Gauge)가 있다. 이 게이지는 반도체 산업의 공정 제어용으로도 많이 사용되고 있다. 그러나 게이지와 함께 사용되는 컨트롤러의 부피가 크고 무거우며 영점 이동이 커서 측정때 마다 재조정하여야 하는 단점이 있다. 본 논문에서는 이 같은 단점을 극복하기 위해 수정빔 진동형 진공 센서를 잔달 표준기로 사용하는 것에 대한 연구를 수행하였다. 수정빔 진동형 압력 센서는 수정빔으 공진주파수가 스트레인에 비례하는 것을 이용하여 제작된 센서로 주로 대기압 이상의 고압 측정에 많이 사용되고 있다. 먼저 수정빔의 압력과 주파수간의 관계를 측정하고 또한 내장된 수정 온도센서의 공진 주파수를 측정하여 온도 보상을 위한 자료로 사용하였다. 규격에 나와 있는 수정빔의 기하학적 형상으로부터 거동에 관한 이론 모델식을 구하고 압력교정 자료로부터 얻어진 데이터를 이 식과 비교 분석하여 적합한 특성식과 인자를 구하였으며 게이지의 불확도를 추정하였다.모델은 길이가 유한한 0-차원 실린더 모델로 가정하였고, 이에 대한 기하학적 성질 및 열역학적 성질은 유효계수를 고려하여 산출하였다. 진공용기 이중 벽 내부로 흐르는 질소가스의 유량과 온도의 계산은 진공용기 내벽과 외벽을 각각 독립적인 열전달 요소로 가정하여 구성한 모델을 이용하였다. 전체 해석에서 각 열전달 요소의 비열 값은 온도에 따라 변화하는 비열의 특성을 반영하였으며. 진공용기와 플라즈마 대향 부품의 방사율(emissivity)은 앞서 가정했던 각 온도 상승 곡선에 대해서 각각 0.1, 0.2, 1.3의 경우를 가정하여 계산하였다. 직선적으로 증가하는 온도 상승 곡선중 2$0^{\circ}C$/hr의 온도상승율을 갖는 경우가 다른 베이킹 시나리오 모델에 비해 효과적이라 생각되며 초대 필요 공급열량은 200kW 정도로 산출되었다. 실질적인 수치를 얻기 위해 보다 고차원 모델로의 해석이 필요하리라 생각된다. 끝으로 장기적인 관점에서 KSTAR 장치의 베이킹 계획도 살펴본다.습파라미터와 더불어, 본 연구에서 새롭게 제시된 주기분할층의 파라미터들이 모형의 학습성과를 높이기 위해 함께 고려된다. 한편, 이러한 학습과정에서 추가적으로 고려해야 할 파라미터 갯수가 증가함에 따라서, 본 모델의 학습성과가 local minimum에 빠지는 문제점이 발생될 수 있다. 즉, 웨이블릿분석과 인공신경망모형을 모두 전역적으로 최적화시켜야 하는 문제가 발생한다. 본 연구에서는 이 문제를 해결하기 위해서, 최근 local minimum의 가능성을 최소화하여 전역적인 학습성과를 높여 주는 인공지능기법으로서 유전자알고리즘기법을 본 연구이 통합모델에 반영하였다. 이에 대한 실

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Predicting Corporate Bankruptcy using Simulated Annealing-based Random Fores (시뮬레이티드 어니일링 기반의 랜덤 포레스트를 이용한 기업부도예측)

  • Park, Hoyeon;Kim, Kyoung-jae
    • Journal of Intelligence and Information Systems
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    • v.24 no.4
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    • pp.155-170
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    • 2018
  • Predicting a company's financial bankruptcy is traditionally one of the most crucial forecasting problems in business analytics. In previous studies, prediction models have been proposed by applying or combining statistical and machine learning-based techniques. In this paper, we propose a novel intelligent prediction model based on the simulated annealing which is one of the well-known optimization techniques. The simulated annealing is known to have comparable optimization performance to the genetic algorithms. Nevertheless, since there has been little research on the prediction and classification of business decision-making problems using the simulated annealing, it is meaningful to confirm the usefulness of the proposed model in business analytics. In this study, we use the combined model of simulated annealing and machine learning to select the input features of the bankruptcy prediction model. Typical types of combining optimization and machine learning techniques are feature selection, feature weighting, and instance selection. This study proposes a combining model for feature selection, which has been studied the most. In order to confirm the superiority of the proposed model in this study, we apply the real-world financial data of the Korean companies and analyze the results. The results show that the predictive accuracy of the proposed model is better than that of the naïve model. Notably, the performance is significantly improved as compared with the traditional decision tree, random forests, artificial neural network, SVM, and logistic regression analysis.

A Study on the Prediction of the Construction Cost in Planning Stage of Local Housing Union Project (지역주택조합사업 기획단계의 공사비 예측에 관한 연구)

  • Lee, Jin-Kyu
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.12
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    • pp.653-659
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    • 2018
  • The accurate prediction of construction cost is a key factor in a project's success. However, it is hard to predict the construction costs in the planning stages rapidly and precisely when drawings, specifications, construction cost calculation statements are incomplete, among other factors. Accurate construction-cost prediction in the planning stage of a project is also important for project feasibility studies and successful completion. Therefore, various techniques have been applied to accurately predict construction costs at an early stage when project information is limited. There are many factors that affect the construction cost prediction. This paper presents a construction-cost prediction method as multiple regression model with seven construction factors as independent variables. The method was used to predict the construction cost of a local housing union project, and the error rate was 4.87%. It is not possible to compare the cost of the project at the planning stage of the local housing union project, but it has high prediction accuracy compared to the unit price of an existing unit area. It is likely to be applied in construction-cost calculation work and to contribute to the establishment of the budget for the local housing union project.

DECODE: A Novel Method of DEep CNN-based Object DEtection using Chirps Emission and Echo Signals in Indoor Environment (실내 환경에서 Chirp Emission과 Echo Signal을 이용한 심층신경망 기반 객체 감지 기법)

  • Nam, Hyunsoo;Jeong, Jongpil
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.21 no.3
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    • pp.59-66
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    • 2021
  • Humans mainly recognize surrounding objects using visual and auditory information among the five senses (sight, hearing, smell, touch, taste). Major research related to the latest object recognition mainly focuses on analysis using image sensor information. In this paper, after emitting various chirp audio signals into the observation space, collecting echoes through a 2-channel receiving sensor, converting them into spectral images, an object recognition experiment in 3D space was conducted using an image learning algorithm based on deep learning. Through this experiment, the experiment was conducted in a situation where there is noise and echo generated in a general indoor environment, not in the ideal condition of an anechoic room, and the object recognition through echo was able to estimate the position of the object with 83% accuracy. In addition, it was possible to obtain visual information through sound through learning of 3D sound by mapping the inference result to the observation space and the 3D sound spatial signal and outputting it as sound. This means that the use of various echo information along with image information is required for object recognition research, and it is thought that this technology can be used for augmented reality through 3D sound.