• Title/Summary/Keyword: Benchmark Data

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Incorporating Social Relationship discovered from User's Behavior into Collaborative Filtering (사용자 행동 기반의 사회적 관계를 결합한 사용자 협업적 여과 방법)

  • Thay, Setha;Ha, Inay;Jo, Geun-Sik
    • Journal of Intelligence and Information Systems
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    • v.19 no.2
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    • pp.1-20
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    • 2013
  • Nowadays, social network is a huge communication platform for providing people to connect with one another and to bring users together to share common interests, experiences, and their daily activities. Users spend hours per day in maintaining personal information and interacting with other people via posting, commenting, messaging, games, social events, and applications. Due to the growth of user's distributed information in social network, there is a great potential to utilize the social data to enhance the quality of recommender system. There are some researches focusing on social network analysis that investigate how social network can be used in recommendation domain. Among these researches, we are interested in taking advantages of the interaction between a user and others in social network that can be determined and known as social relationship. Furthermore, mostly user's decisions before purchasing some products depend on suggestion of people who have either the same preferences or closer relationship. For this reason, we believe that user's relationship in social network can provide an effective way to increase the quality in prediction user's interests of recommender system. Therefore, social relationship between users encountered from social network is a common factor to improve the way of predicting user's preferences in the conventional approach. Recommender system is dramatically increasing in popularity and currently being used by many e-commerce sites such as Amazon.com, Last.fm, eBay.com, etc. Collaborative filtering (CF) method is one of the essential and powerful techniques in recommender system for suggesting the appropriate items to user by learning user's preferences. CF method focuses on user data and generates automatic prediction about user's interests by gathering information from users who share similar background and preferences. Specifically, the intension of CF method is to find users who have similar preferences and to suggest target user items that were mostly preferred by those nearest neighbor users. There are two basic units that need to be considered by CF method, the user and the item. Each user needs to provide his rating value on items i.e. movies, products, books, etc to indicate their interests on those items. In addition, CF uses the user-rating matrix to find a group of users who have similar rating with target user. Then, it predicts unknown rating value for items that target user has not rated. Currently, CF has been successfully implemented in both information filtering and e-commerce applications. However, it remains some important challenges such as cold start, data sparsity, and scalability reflected on quality and accuracy of prediction. In order to overcome these challenges, many researchers have proposed various kinds of CF method such as hybrid CF, trust-based CF, social network-based CF, etc. In the purpose of improving the recommendation performance and prediction accuracy of standard CF, in this paper we propose a method which integrates traditional CF technique with social relationship between users discovered from user's behavior in social network i.e. Facebook. We identify user's relationship from behavior of user such as posts and comments interacted with friends in Facebook. We believe that social relationship implicitly inferred from user's behavior can be likely applied to compensate the limitation of conventional approach. Therefore, we extract posts and comments of each user by using Facebook Graph API and calculate feature score among each term to obtain feature vector for computing similarity of user. Then, we combine the result with similarity value computed using traditional CF technique. Finally, our system provides a list of recommended items according to neighbor users who have the biggest total similarity value to the target user. In order to verify and evaluate our proposed method we have performed an experiment on data collected from our Movies Rating System. Prediction accuracy evaluation is conducted to demonstrate how much our algorithm gives the correctness of recommendation to user in terms of MAE. Then, the evaluation of performance is made to show the effectiveness of our method in terms of precision, recall, and F1-measure. Evaluation on coverage is also included in our experiment to see the ability of generating recommendation. The experimental results show that our proposed method outperform and more accurate in suggesting items to users with better performance. The effectiveness of user's behavior in social network particularly shows the significant improvement by up to 6% on recommendation accuracy. Moreover, experiment of recommendation performance shows that incorporating social relationship observed from user's behavior into CF is beneficial and useful to generate recommendation with 7% improvement of performance compared with benchmark methods. Finally, we confirm that interaction between users in social network is able to enhance the accuracy and give better recommendation in conventional approach.

Preliminary Report of the $1998{\sim}1999$ Patterns of Care Study of Radiation Therapy for Esophageal Cancer in Korea (식도암 방사선 치료에 대한 Patterns of Care Study ($1998{\sim}1999$)의 예비적 결과 분석)

  • Hur, Won-Joo;Choi, Young-Min;Lee, Hyung-Sik;Kim, Jeung-Kee;Kim, Il-Han;Lee, Ho-Jun;Lee, Kyu-Chan;Kim, Jung-Soo;Chun, Mi-Son;Kim, Jin-Hee;Ahn, Yong-Chan;Kim, Sang-Gi;Kim, Bo-Kyung
    • Radiation Oncology Journal
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    • v.25 no.2
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    • pp.79-92
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    • 2007
  • [ $\underline{Purpose}$ ]: For the first time, a nationwide survey in the Republic of Korea was conducted to determine the basic parameters for the treatment of esophageal cancer and to offer a solid cooperative system for the Korean Pattern of Care Study database. $\underline{Materials\;and\;Methods}$: During $1998{\sim}1999$, biopsy-confirmed 246 esophageal cancer patients that received radiotherapy were enrolled from 23 different institutions in South Korea. Random sampling was based on power allocation method. Patient parameters and specific information regarding tumor characteristics and treatment methods were collected and registered through the web based PCS system. The data was analyzed by the use of the Chi-squared test. $\underline{Results}$: The median age of the collected patients was 62 years. The male to female ratio was about 91 to 9 with an absolute male predominance. The performance status ranged from ECOG 0 to 1 in 82.5% of the patients. Diagnostic procedures included an esophagogram (228 patients, 92.7%), endoscopy (226 patients, 91.9%), and a chest CT scan (238 patients, 96.7%). Squamous cell carcinoma was diagnosed in 96.3% of the patients; mid-thoracic esophageal cancer was most prevalent (110 patients, 44.7%) and 135 patients presented with clinical stage III disease. Fifty seven patients received radiotherapy alone and 37 patients received surgery with adjuvant postoperative radiotherapy. Half of the patients (123 patients) received chemotherapy together with RT and 70 patients (56.9%) received it as concurrent chemoradiotherapy. The most frequently used chemotherapeutic agent was a combination of cisplatin and 5-FU. Most patients received radiotherapy either with 6 MV (116 patients, 47.2%) or with 10 MV photons (87 patients, 35.4%). Radiotherapy was delivered through a conventional AP-PA field for 206 patients (83.7%) without using a CT plan and the median delivered dose was 3,600 cGy. The median total dose of postoperative radiotherapy was 5,040 cGy while for the non-operative patients the median total dose was 5,970 cGy. Thirty-four patients received intraluminal brachytherapy with high dose rate Iridium-192. Brachytherapy was delivered with a median dose of 300 cGy in each fraction and was typically delivered $3{\sim}4\;times$. The most frequently encountered complication during the radiotherapy treatment was esophagitis in 155 patients (63.0%). $\underline{Conclusion}$: For the evaluation and treatment of esophageal cancer patients at radiation facilities in Korea, this study will provide guidelines and benchmark data for the solid cooperative systems of the Korean PCS. Although some differences were noted between institutions, there was no major difference in the treatment modalities and RT techniques.

Robo-Advisor Algorithm with Intelligent View Model (지능형 전망모형을 결합한 로보어드바이저 알고리즘)

  • Kim, Sunwoong
    • Journal of Intelligence and Information Systems
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    • v.25 no.2
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    • pp.39-55
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    • 2019
  • Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest value, 0.17. It measures the return to risk ratio. Overall, our suggested view model shows the possibility of replacing subjective analysts's views with objective view model for practitioners to apply the Robo-Advisor asset allocation algorithms in the real trading fields.