• Title/Summary/Keyword: Deep Learning Convergence Study

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Performance Analysis of Bitcoin Investment Strategy using Deep Learning (딥러닝을 이용한 비트코인 투자전략의 성과 분석)

  • Kim, Sun Woong
    • Journal of the Korea Convergence Society
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    • v.12 no.4
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    • pp.249-258
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    • 2021
  • Bitcoin prices have been soaring recently as investors flock to cryptocurrency exchanges. The purpose of this study is to predict the Bitcoin price using a deep learning model and analyze whether Bitcoin is profitable through investment strategy. LSTM is utilized as Bitcoin prediction model with nonlinearity and long-term memory and the profitability of MA cross-over strategy with predicted prices as input variables is analyzed. Investment performance of Bitcoin strategy using LSTM forecast prices from 2013 to 2021 showed return improvement of 5.5% and 46% more than market price MA cross-over strategy and benchmark Buy & Hold strategy, respectively. The results of this study, which expanded to recent data, supported the inefficiency of the cryptocurrency market, as did previous studies, and showed the feasibility of using the deep learning model for Bitcoin investors. In future research, it is necessary to develop optimal prediction models and improve the profitability of Bitcoin investment strategies through performance comparison of various deep learning models.

Performance Improvement of Fuzzy C-Means Clustering Algorithm by Optimized Early Stopping for Inhomogeneous Datasets

  • Chae-Rim Han;Sun-Jin Lee;Il-Gu Lee
    • Journal of information and communication convergence engineering
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    • v.21 no.3
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    • pp.198-207
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    • 2023
  • Responding to changes in artificial intelligence models and the data environment is crucial for increasing data-learning accuracy and inference stability of industrial applications. A learning model that is overfitted to specific training data leads to poor learning performance and a deterioration in flexibility. Therefore, an early stopping technique is used to stop learning at an appropriate time. However, this technique does not consider the homogeneity and independence of the data collected by heterogeneous nodes in a differential network environment, thus resulting in low learning accuracy and degradation of system performance. In this study, the generalization performance of neural networks is maximized, whereas the effect of the homogeneity of datasets is minimized by achieving an accuracy of 99.7%. This corresponds to a decrease in delay time by a factor of 2.33 and improvement in performance by a factor of 2.5 compared with the conventional method.

Blood glucose prediction using PPG and DNN in dogs - a pilot study (개의 PPG와 DNN를 이용한 혈당 예측 - 선행연구)

  • Cheol-Gu Park;Sang-Ki Choi
    • Journal of Digital Policy
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    • v.2 no.4
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    • pp.25-32
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    • 2023
  • This paper is a study to develop a deep neural network (DNN) blood glucose prediction model based on heart rate (HR) and heart rate variability (HRV) data measured by PPG-based sensors. MLP deep learning consists of an input layer, a hidden layer, and an output layer with 11 independent variables. The learning results of the blood glucose prediction model are MAE=0.3781, MSE=0.8518, and RMSE=0.9229, and the coefficient of determination (R2) is 0.9994. The study was able to verify the feasibility of glycemic control using non-blood vital signs using PPG-based digital devices. In conclusion, a standardized method of acquiring and interpreting PPG-based vital signs, a large data set for deep learning, and a study to demonstrate the accuracy of the method may provide convenience and an alternative method for blood glucose management in dogs.

A study on estimating the main dimensions of a small fishing boat using deep learning (딥러닝을 이용한 연안 소형 어선 주요 치수 추정 연구)

  • JANG, Min Sung;KIM, Dong-Joon;ZHAO, Yang
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.58 no.3
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    • pp.272-280
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    • 2022
  • The first step is to determine the principal dimensions of the design ship, such as length between perpendiculars, beam, draft and depth when accomplishing the design of a new vessel. To make this process easier, a database with a large amount of existing ship data and a regression analysis technique are needed. Recently, deep learning, a branch of artificial intelligence (AI) has been used in regression analysis. In this paper, deep learning neural networks are used for regression analysis to find the regression function between the input and output data. To find the neural network structure with the highest accuracy, the errors of neural network structures with varying the number of the layers and the nodes are compared. In this paper, Python TensorFlow Keras API and MATLAB Deep Learning Toolbox are used to build deep learning neural networks. Constructed DNN (deep neural networks) makes helpful in determining the principal dimension of the ship and saves much time in the ship design process.

A Proposal for a Predictive Model for the Number of Patients with Periodontitis Exposed to Particulate Matter and Atmospheric Factors Using Deep Learning

  • Septika Prismasari;Kyuseok Kim;Hye Young Mun;Jung Yun Kang
    • Journal of dental hygiene science
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    • v.24 no.1
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    • pp.22-28
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    • 2024
  • Background: Particulate matter (PM) has been extensively observed due to its negative association with human health. Previous research revealed the possible negative effect of air pollutant exposure on oral health. However, the predictive model between air pollutant exposure and the prevalence of periodontitis has not been observed yet. Therefore, this study aims to propose a predictive model for the number of patients with periodontitis exposed to PM and atmospheric factors in South Korea using deep learning. Methods: This study is a retrospective cohort study utilizing secondary data from the Korean Statistical Information Service and the Health Insurance Review and Assessment database for air pollution and the number of patients with periodontitis, respectively. Data from 2015 to 2022 were collected and consolidated every month, organized by region. Following data matching and management, the deep neural networks (DNN) model was applied, and the mean absolute percentage error (MAPE) value was calculated to ensure the accuracy of the model. Results: As we evaluated the DNN model with MAPE, the multivariate model of air pollution including exposure to PM2.5, PM10, and other atmospheric factors predict approximately 85% of the number of patients with periodontitis. The MAPE value ranged from 12.85 to 17.10 (mean±standard deviation=14.12±1.30), indicating a commendable level of accuracy. Conclusion: In this study, the predictive model for the number of patients with periodontitis is developed based on air pollution, including exposure to PM2.5, PM10, and other atmospheric factors. Additionally, various relevant factors are incorporated into the developed predictive model to elucidate specific causal relationships. It is anticipated that future research will lead to the development of a more accurate model for predicting the number of patients with periodontitis.

A Model of Recursive Hierarchical Nested Triangle for Convergence from Lower-layer Sibling Practices (하위 훈련 성과 융합을 위한 순환적 계층 재귀 모델)

  • Moon, Hyo-Jung
    • Journal of Digital Contents Society
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    • v.19 no.2
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    • pp.415-423
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    • 2018
  • In recent years, Computer-based learning, such as machine learning and deep learning in the computer field, is attracting attention. They start learning from the lowest level and propagate the result to the highest level to calculate the final result. Research literature has shown that systematic learning and growth can yield good results. However, systematic models based on systematic models are hard to find, compared to various and extensive research attempts. To this end, this paper proposes the first TNT(Transitive Nested Triangle)model, which is a growth and fusion model that can be used in various aspects. This model can be said to be a recursive model in which each function formed through geometric forms an organic hierarchical relationship, and the result is used again as they grow and converge to the top. That is, it is an analytical method called 'Horizontal Sibling Merges and Upward Convergence'. This model is applicable to various aspects. In this study, we focus on explaining the TNT model.

A Study of Multi-Target Localization Based on Deep Neural Network for Wi-Fi Indoor Positioning

  • Yoo, Jaehyun
    • Journal of Positioning, Navigation, and Timing
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    • v.10 no.1
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    • pp.49-54
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    • 2021
  • Indoor positioning system becomes of increasing interests due to the demands for accurate indoor location information where Global Navigation Satellite System signal does not approach. Wi-Fi access points (APs) built in many construction in advance helps developing a Wi-Fi Received Signal Strength Indicator (RSSI) based indoor localization. This localization method first collects pairs of position and RSSI measurement set, which is called fingerprint database, and then estimates a user's position when given a query measurement set by comparing the fingerprint database. The challenge arises from nonlinearity and noise on Wi-Fi RSSI measurements and complexity of handling a large amount of the fingerprint data. In this paper, machine learning techniques have been applied to implement Wi-Fi based localization. However, most of existing indoor localizations focus on single position estimation. The main contribution of this paper is to develop multi-target localization by using deep neural, which is beneficial when a massive crowd requests positioning service. This paper evaluates the proposed multilocalization based on deep learning from a multi-story building, and analyses its learning effect as increasing number of target positions.

A Study on the Portfolio Performance Evaluation using Actor-Critic Reinforcement Learning Algorithms (액터-크리틱 모형기반 포트폴리오 연구)

  • Lee, Woo Sik
    • Journal of the Korean Society of Industry Convergence
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    • v.25 no.3
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    • pp.467-476
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    • 2022
  • The Bank of Korea raised the benchmark interest rate by a quarter percentage point to 1.75 percent per year, and analysts predict that South Korea's policy rate will reach 2.00 percent by the end of calendar year 2022. Furthermore, because market volatility has been significantly increased by a variety of factors, including rising rates, inflation, and market volatility, many investors have struggled to meet their financial objectives or deliver returns. Banks and financial institutions are attempting to provide Robo-Advisors to manage client portfolios without human intervention in this situation. In this regard, determining the best hyper-parameter combination is becoming increasingly important. This study compares some activation functions of the Deep Deterministic Policy Gradient(DDPG) and Twin-delayed Deep Deterministic Policy Gradient (TD3) Algorithms to choose a sequence of actions that maximizes long-term reward. The DDPG and TD3 outperformed its benchmark index, according to the results. One reason for this is that we need to understand the action probabilities in order to choose an action and receive a reward, which we then compare to the state value to determine an advantage. As interest in machine learning has grown and research into deep reinforcement learning has become more active, finding an optimal hyper-parameter combination for DDPG and TD3 has become increasingly important.

A Study on the Initial Stability Calculation of Small Vessels Using Deep Learning Based on the Form Parameter Method (Form Parameter 기법을 활용한 딥러닝 기반의 소형선박 초기복원성 계산에 관한 연구)

  • Dongkeun Lee;Sang-jin Oh;Chaeog Lim;Jin-uk Kim;Sung-chul Shin
    • Journal of the Korean Society of Industry Convergence
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    • v.27 no.1
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    • pp.161-172
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    • 2024
  • Approximately 89% of all capsizing accidents involve small vessels, and despite their relatively high accident rates, small vessels are not subject to ship stability regulations. Small vessels, where the provision of essential basic design documents for stability calculations is omitted, face challenges in directly calculating their stability. In this study, considering that the majority of domestic coastal small vessels are of the Chine-type design, the goal is to establish the major hull form characteristic data of vessels, which can be identified from design documents such as the general arrangement drawing, as input data. Through the application of a deep learning approach, specifically a multilayer neural network structure, we aim to infer hydrostatic curves, operational draft ranges, and more. The ultimate goal is to confirm the possibility of directly calculating the initial stability of small vessels.

Optimal Algorithm and Number of Neurons in Deep Learning (딥러닝 학습에서 최적의 알고리즘과 뉴론수 탐색)

  • Jang, Ha-Young;You, Eun-Kyung;Kim, Hyeock-Jin
    • Journal of Digital Convergence
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    • v.20 no.4
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    • pp.389-396
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    • 2022
  • Deep Learning is based on a perceptron, and is currently being used in various fields such as image recognition, voice recognition, object detection, and drug development. Accordingly, a variety of learning algorithms have been proposed, and the number of neurons constituting a neural network varies greatly among researchers. This study analyzed the learning characteristics according to the number of neurons of the currently used SGD, momentum methods, AdaGrad, RMSProp, and Adam methods. To this end, a neural network was constructed with one input layer, three hidden layers, and one output layer. ReLU was applied to the activation function, cross entropy error (CEE) was applied to the loss function, and MNIST was used for the experimental dataset. As a result, it was concluded that the number of neurons 100-300, the algorithm Adam, and the number of learning (iteraction) 200 would be the most efficient in deep learning learning. This study will provide implications for the algorithm to be developed and the reference value of the number of neurons given new learning data in the future.