• The Journal of the Korea Contents Association
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• v.19 no.7
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• pp.36-46
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• 2019

If stock market is efficient, any well-devised trading rule can't consistently outperform the average stock market returns. This study aims to verify whether the strategy based on bid-ask volume information can beat the stock market. I suggested a day trading strategy using order imbalance indicator and empirically analyzed its profitability with the KOSPI 200 index futures data from 2001 to 2018. Entry rules are as follows: If BSI is over 50%, enter buy order, otherwise enter sell order, assuming that stock price rises after BSI is over 50% and stock price falls after BSI is less than 50%. The empirical results showed that the suggested trading strategy generated very high trading profit, that is, its annual return runs to minimum 71% per annum even after the transaction costs. The profit was generated consistently during 18 years. This study also improved the suggested trading strategy applying the genetic algorithm, which may help the market practitioners who trade the KOSPI 200 index futures.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.41 no.4
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• pp.238-247
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• 2018

This paper considers the problem of scheduling loading and unloading operations of a crane in a railway terminal motivated from rail-road container transshipment operations at Uiwang Inland Container Depot (ICD). Unlike previous studies only considering the total handling time of containers, this paper considers a bi-criteria objective of minimizing the weighted sum of the total handling time and tenant service time. The tenant service time is an important criterion in terms of terminal tenants who are private logistics companies in charge of moving containers from/to the terminal using their trucks. In the rail-road container shipment yard, the tenant service time of a tenant can be defined by a time difference between beginning and finishing loading and unloading operations of a crane. Thus, finding a set of sequences and time of the crane operations becomes a crucial decision issue in the problem. The problem is formulated as a nonlinear program which is improved by linearizing a nonlinear constraint in the model. This paper develops a genetic algorithm to solve the problem and performs a case study on the Uiwang ICD terminal. Computational experiment results show that the genetic algorithm shows better performance than commercial optimization solvers. Operational implications in terms of tenants are drawn through sensitivity analyses.

• Korean Journal of Construction Engineering and Management
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• v.14 no.3
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• pp.42-52
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• 2013

The aim of this study is to present a prediction model of construction cost for a bridge that has a high reliability using historical data from the planning phase based on a CBR (Case-Based Reasoning) method in order to overcome limitations of existing construction cost prediction methods, which is linearly estimated. To do this, a reasoning model of bridge construction cost by a spreadsheet template was suggested using complexly both CBR and GA (Genetic Algorithm). Besides, this study performed a case study to verify the suggested cost reasoning model for bridge construction projects. Measuring efficiency for a result of the case study was 8.69% on average. Since accuracy of the suggested prediction cost is relatively high compared to the other analysis methods for a prediction of construction cost, reliability of the suggested model was secured. In the case that information for detailed specifications of each bridge type in an initial design phase is difficult to be collected, the suggested model is able to predict the bridge construction cost within the minimized measuring efficiency with only the representative specifications for bridges as an improved correction method. Therefore, it is expected that the model will be used to estimate a reasonable construction cost for a bridge project.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.30 no.5A
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• pp.433-442
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• 2010

A control of chloride diffusion coefficient is very essential for service life of reinforced concrete (RC) structures exposed to chloride attack so that much studies have been focused on this work. The purpose of this study is to derive the intended diffusion coefficient which satisfies intended service life and propose a technique for optimum concrete mixture through genetic algorithm(GA). For this study, 30 data with mixture proportions and related diffusion coefficients are analyzed. Utilizing 27 data, fitness function for diffusion coefficient is obtained with variables of water to binder ratio(W/B), weight of cement, mineral admixture(slag, flay ash, and silica fume), sand, and coarse aggregate. 3 data are used for verification of the results from GA. Average error from fitness function is observed to 18.7% for 27 data for diffusion coefficient with 16.0% of coefficient of variance. For the verification using 3 data, a range of error for mixture proportions through GA is evaluated to 0.3~9.3% in 3 given diffusion coefficients. Assuming the durability design parameters like intended service life, cover depth, surface chloride content, and replacement ratio of mineral admixture, target diffusion coefficient, where exterior conditions like relative humidity(R.H.) and temperature, is derived and optimum design mixtures for concrete are proposed. In this paper, applicability of GA is attempted for durability mixture design and the proposed technique would be improved with enhancement of comprehensive data set including wider range of diffusion coefficients.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.9
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• pp.159-165
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• 1994

In this paper, we propose a multi-layer associative neural network structure suitable for hardware implementaion with the function of performance refinement and improved robutst capability. Unlike other methods which reduce network complexity by putting restrictions on synaptic weithts, we are imposing a requirement of hidden layer neurons for the function. The proposed network has synaptic weights obtainted by Hebbian rule between adjacent layer's memory patterns such as Kosko's BAM. This network can be extended to arbitary multi-layer network trainable with Genetic algorithm for getting hidden layer memory patterns starting with initial random binary patterns. Learning is done to minimize newly defined network error. The newly defined error is composed of the errors at input, hidden, and output layers. After learning, we have bidirectional recall process for performance improvement of the network with one-shot recall. Experimental results carried out on pattern recognition problems demonstrate its performace according to the parameter which represets relative significance of the hidden layer error over the sum of input and output layer errors, show that the proposed model has much better performance than that of Kosko's bidirectional associative memory (BAM), and show the performance increment due to the bidirectionality in recall process.

• Advances in aircraft and spacecraft science
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• v.10 no.3
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• pp.245-256
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• 2023

In order to improve aerodynamic performance of multi-stage axial flow turbines used in aircraft engines, a one-dimensional aerodynamic design and optimization framework is constructed. In the method, flow path is generated by solving mass continuation and energy conservation with loss computed by the Craig & Cox model; Also real gas properties has been taken into consideration. To obtain an optimal result, a multi-objective genetic algorithm is used to optimize the efficiencies and determine values of various design variables; Final design can be selected from obtained Pareto optimal solution sets. A three-stage axial turbine is used to verify the effectiveness of the developed optimization framework, and designs are checked by three-dimensional CFD simulation. Results show that the aerodynamic performance of the optimized turbine has been significantly improved at design point, with the total-to-total efficiency increased by 1.17% and the total-to-static efficiency increased by 1.48%. As for the off-design performance, the optimized one is improved at all working points except those at small mass flow.

• Journal of the Korean Magnetics Society
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• v.20 no.1
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• pp.24-27
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• 2010

This paper presents the design optimization of a linear actuator for fast response of electromagnetic engine valve. The optimization is performed using generic algorithm which is one of global search techniques and not highly dependent on either initial conditions or constraints in the solution domain to maximize the mechanical frequency of the armature mass and valve spring stiffness for fast response of the engine valve. In the results, the mechanical frequency is improved by 30 %.

• Journal of Drive and Control
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• v.14 no.4
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• pp.45-50
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• 2017

The gas spring is a hydropneumatic adjusting element, consisting of a pressure tube, a piston rod, a piston and a connection fitting. The gas spring is filled with compressed nitrogen within the cylinder. The filling pressure acts on both sides of the piston and because of area difference it produces an extension force. Therefore, a gas spring is similar in function compare to mechanical coil spring. Conversely, optimization is a process of finding the best set of parameters to reach a goal while not violating certain constraints. The AMESim software provides NLPQL (Nonlinear Programming by Quadratic Lagrangian) and GA (genetic algorithm) for optimization. The NLPQL method builds a quadratic approximation to the Lagrange function and linear approximations to all output constraints at each iteration, starting with the identity matrix for the Hessian of the Lagrangian, and gradually updating it using the BFGS method. On each iteration, a quadratic programming problem is solved to find an improved design until the final convergence to the optimum design. In this study, we conducted optimization design of the gas spring reaction force with NLPQL.

• International Journal of Computer Science & Network Security
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• v.21 no.1
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• pp.40-48
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• 2021

Content-Based Image Retrieval (CBIR) system plays a vital role to retrieve the relevant images as per the user perception from the huge database is a challenging task. Images are represented is to employ a combination of low-level features as per their visual content to form a feature vector. To reduce the search time of a large database while retrieving images, a novel image retrieval technique based on feature dimensionality reduction is being proposed with the exploit of metaheuristic optimization techniques based on Genetic Algorithm (GA), Extended Binary Cuckoo Search (EBCS) and Whale Optimization Algorithm (WOA). Each image in the database is indexed using a feature vector comprising of fuzzified based color histogram descriptor for color and Median binary pattern were derived in the color space from HSI for texture feature variants respectively. Finally, results are being compared in terms of Precision, Recall, F-measure, Accuracy, and error rate with benchmark classification algorithms (Linear discriminant analysis, CatBoost, Extra Trees, Random Forest, Naive Bayes, light gradient boosting, Extreme gradient boosting, k-NN, and Ridge) to validate the efficiency of the proposed approach. Finally, a ranking of the techniques using TOPSIS has been considered choosing the best feature selection technique based on different model parameters.

• Journal of computational fluids engineering
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• v.9 no.1
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• pp.34-40
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• 2004

Recently with growth in the capability of super computers and Parallel computers, shape design optimization is becoming easible for real problems. Also, Computational Fluid Dynamics(CFD) techniques have been improved for higher reliability and higher accuracy. In the shape design optimization, analysis solvers and optimization schemes are essential. In this work, the Roe's 2nd-order Upwind TVD scheme and DADI time march with multigrid were used for the flow solution with the Euler equation and FDM(Finite Differenciation Method), GA(Genetic Algorithm) and Kriging were used for the design optimization. Kriging were applied to 2-D airfoil design optimization and compared with FDM and GA's results. When Kriging is applied to the nonlinear problems, satisfactory results were obtained. From the result design optimization by Kriging method appeared as good as other methods.