• Journal of Digital Convergence
• /
• v.13 no.3
• /
• pp.155-165
• /
• 2015

Bankruptcy prediction has been one of the important research topics in finance since 1960s. In Korea, it has gotten attention from researchers since IMF crisis in 1998. This study aims at proposing a novel model for better bankruptcy prediction by converging three techniques - support vector machine(SVM), fuzzy theory, and genetic algorithm(GA). Our convergence model is basically based on SVM, a classification algorithm enables to predict accurately and to avoid overfitting. It also incorporates fuzzy theory to extend the dimensions of the input variables, and GA to optimize the controlling parameters and feature subset selection. To validate the usefulness of the proposed model, we applied it to H Bank's non-external auditing companies' data. We also experimented six comparative models to validate the superiority of the proposed model. As a result, our model was found to show the best prediction accuracy among the models. Our study is expected to contribute to the relevant literature and practitioners on bankruptcy prediction.

• Journal of the Korean Data and Information Science Society
• /
• v.15 no.2
• /
• pp.507-513
• /
• 2004

Least-squares support vector machine (LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. In this paper, we propose LS-SVM approach to evaluating fuzzy regression model with multiple crisp inputs and a Gaussian fuzzy output. The proposed algorithm here is model-free method in the sense that we do not need assume the underlying model function. Experimental result is then presented which indicate the performance of this algorithm.

• 제어로봇시스템학회:학술대회논문집
• /
• 2005.06a
• /
• pp.2337-2341
• /
• 2005

This paper presents the target detection method using Support Vector Machines(SVMs) and the navigation system using behavior-based fuzzy controller. SVM is a machine-learning method based on the principle of structural risk minimization, which performs well when applied to data outside the training set. We formulate detection of target objects as a supervised-learning problem and apply SVM to detect at each location in the image whether a target object is present or not. The behavior-based fuzzy controller is implemented as an individual priority behavior: the highest level behavior is target-seeking, the middle level behavior is obstacle-avoidance, the lowest level is an emergency behavior. We have implemented and tested the proposed method in our mobile robot "Pioneer2-AT". Comparing with a neural-network based detection method, a SVM illustrate the excellence of the proposed method.

• Proceedings of the Korean Institute of Intelligent Systems Conference
• /
• 2002.12a
• /
• pp.267-270
• /
• 2002

본 논문에서는 Support Vector Machines (SVM) 을 이용하여, 빠르고 정확한 두 convex한 클러스터 간의 거리 측정 방법을 제시한다 제시된 방법에서는, SVM에 의해서 생성되는 최적 다차원 평면이 두 클러스터간의 최소 거리를 계산하는데 사용된다. 또한, 본 논문에서는 이러한 두 클러스터 간의 최적의 거리를 사용하여, Fuzzy Convex Clustering (FCC) 방법 (1) 에 의해서 생성되는 Convex 클러스터들을 묶어주는 효과적인 클러스터 결합 알고리즘을 제시하였다. 그러므로, 데이터의 부적절한 표현을 유발하지 않고도 클러스터들의 개수를 좀 더 줄일 수 있었다. 제시한 방법의 타당성을 위하여 여러 실험 결과를 제시하였다

• 한국데이터정보과학회:학술대회논문집
• /
• 2002.06a
• /
• pp.23-28
• /
• 2002

Support vector machine(SVM) has been very successful in classification, regression, time series prediction and density estimation. In this paper, we will propose SVM for fuzzy data classification.

• The Journal of Industrial Distribution & Business
• /
• v.13 no.10
• /
• pp.1-8
• /
• 2022

Purpose: Support vector machines (SVMs) ensemble has been proposed to improve classification performance of Credit risk recently. However, currently used fusion strategies do not evaluate the importance degree of the output of individual component SVM classifier when combining the component predictions to the final decision. To deal with this problem, this paper designs a support vector machines (SVMs) ensemble method based on fuzzy integral, which aggregates the outputs of separate component SVMs with importance of each component SVM. Research design, data, and methodology: This paper designs a personal credit risk evaluation index system including 16 indicators and discusses a support vector machines (SVMs) ensemble method based on fuzzy integral for designing a credit risk assessment system to discriminate good creditors from bad ones. This paper randomly selects 1500 sample data of personal loan customers of a commercial bank in China 2015-2020 for simulation experiments. Results: By comparing the experimental result SVMs ensemble with the single SVM, the neural network ensemble, the proposed method outperforms the single SVM, and neural network ensemble in terms of classification accuracy. Conclusions: The results show that the method proposed in this paper has higher classification accuracy than other classification methods, which confirms the feasibility and effectiveness of this method.

• Journal of Intelligence and Information Systems
• /
• v.20 no.4
• /
• pp.43-58
• /
• 2014

As the use of trading systems has increased rapidly, many researchers have become interested in developing effective stock market prediction models using artificial intelligence techniques. Stock market prediction involves multifaceted interactions between market-controlling factors and unknown random processes. A successful stock prediction model achieves the most accurate result from minimum input data with the least complex model. In this research, we develop a combination model of ${\pi}$-fuzzy logic and support vector machine (SVM) models, using a genetic algorithm to optimize the parameters of the SVM and ${\pi}$-fuzzy functions, as well as feature subset selection to improve the performance of stock market prediction. To evaluate the performance of our proposed model, we compare the performance of our model to other comparative models, including the logistic regression, multiple discriminant analysis, classification and regression tree, artificial neural network, SVM, and fuzzy SVM models, with the same data. The results show that our model outperforms all other comparative models in prediction accuracy as well as return on investment.

• Journal of the Korean Institute of Intelligent Systems
• /
• v.14 no.3
• /
• pp.369-374
• /
• 2004

A cluster merging algorithm that merges convex clusters resulted by the Fuzzy Convex Clustering(FCC) method into non-convex clusters was proposed. This was achieved by proposing a fast and reliable distance measure between two convex clusters using Support Vector Machines(SVM) to improve accuracy and speed over other existing conventional methods. In doing so, it was possible to reduce cluster number without losing its representation of the data. In this paper, results for several data sets are given to show the validity of our distance measure and algorithm.

• The KIPS Transactions:PartB
• /
• v.11B no.7 s.96
• /
• pp.885-892
• /
• 2004

In this paper, we propose a multi-modal biometrics system based on face and signature recognition system. Here, the face recognition system is designed by fuzzy LDA, and the signature recognition system is implemented with the LDA and segment matching methods. To effectively aggregate two systems, we obtain statistical distribution models based on matching values for genuine and impostor, respectively. And then, the final verification is Performed by the support vector machine. From the various experiments, we find that the proposed method shows high recognition rates comparing with the conventional methods.

• International Journal of Fuzzy Logic and Intelligent Systems
• /
• v.11 no.3
• /
• pp.204-210
• /
• 2011

This paper proposes a fuzzy support vector machine ($FSVM_n$) pattern classifier to classify the arrhythmia patterns of an electrocardiograph (ECG). The $FSVM_n$ is a pattern classifier which combines n-dimensional fuzzy membership functions with a slack variable of SVM. To evaluate the performance of the proposed classifier, the MIT/BIH ECG database, which is a standard database for evaluating arrhythmia detection, was used. The pattern classification experiment showed that, when classifying ECG into four patterns - NSR, VT, VF, and NSR, VT, and VF classification rate resulted in 99.42%, 99.00%, and 99.79%, respectively. As a result, the $FSVM_n$ shows better pattern classification performance than the existing SVM and FSVM algorithms.