• 지식경영연구
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• 제19권1호
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• pp.97-118
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• 2018

The finance-investment industry is currently focusing on research related to artificial intelligence and big data, moving beyond conventional theories of financial engineering. However, the case of equity optimization portfolio by using an artificial intelligence, big data, and its performance is rarely realized in practice. Thus, the purpose of this study is to propose process improvements in equity selection, information analysis, and portfolio composition, and lastly an improvement in portfolio returns, with the case of an equity optimization model based on quantitative research by an artificial intelligence. This paper is an empirical study of the portfolio based on an artificial intelligence technology of "D" asset management, which is the largest domestic active-quant-fiduciary management in accordance with the purpose of this paper. This study will apply artificial intelligence to finance, analyzing financial and demand-supply information and automating factor-selection and weight of equity through machine learning based on the artificial neural network. Also, the learning the process for the composition of portfolio optimization and its performance by applying genetic algorithms to models will be documented. This study posits a model that the asset management industry can achieve, with continuous and stable excess performance, low costs and high efficiency in the process of investment.

• 한국생산제조학회지
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• 제25권6호
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• pp.504-510
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• 2016

Robots are widely utilized in many fields, and various demands need customized robots. This study proposes an optimal design method based on swarm intelligence for selecting the kinematic parameter of a manipulator according to the task space trajectory desired by the user. The optimal design method is dealt with herein as an optimization problem. This study is based on swarm intelligence-based optimization algorithms (i.e., ant colony optimization (ACO) and particle swarm optimization algorithms) to determine the optimal kinematic parameters of the manipulator. The former is used to select the optimal kinematic parameter values, whereas the latter is utilized to solve the inverse kinematic problem when the ACO determines the parameter values. This study solves a design problem with the PUMA 560 when the desired task space trajectory is given and discusses its results in the simulation part to verify the performance of the proposed design.

• 한국소음진동공학회논문집
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• 제19권9호
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• pp.884-891
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• 2009

This study investigates some of swarm intelligence algorithms to tackle a traditional damage detection problem having stiffness degradation or damage in mechanical structures. Particle swarm(PSO) and ant colony optimization(ACO) methods have been exploited for localizing and estimating the location and extent damages in a structure. Both PSO and ACO are population-based, stochastic algorithms that have been developed from the underlying concept of swarm intelligence and search heuristic. A finite element (FE) model updating is implemented to minimize the difference in a set of natural frequencies between measured and baseline vibration data. Stiffness loss of certain elements is considered to simulate structural damages in the FE model. It is numerically shown that PSO and ACO algorithms successfully completed the optimization process of model updating in locating unknown damages in a truss structure.

• 한국산업융합학회 논문집
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• 제27권5호
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• pp.1081-1088
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• 2024

While metaheuristics have profoundly impacted various fields, domestic financial portfolio optimization research, particularly in asset allocation, remains underdeveloped. This study investigates metaheuristic algorithms for investment strategy optimization. Results reveal that metaheuristic-optimized portfolios outperform the Dow Jones Index in Sharpe ratios, highlighting their potential to significantly enhance risk-adjusted returns. A comparative analysis of Ant Colony Optimization (ACO) and Cuckoo Search Algorithm (CSA) shows CSA's slight superiority in risk-adjusted performance. This advantage is attributed to CSA's maintained randomness and Lévy flight model, which effectively balance local and global search, whereas ACO may converge prematurely due to path reinforcement. These findings underscore metaheuristics' capacity to maximize expected returns at given risk levels, offering flexible, robust solutions for investment strategy optimization.

• ETRI Journal
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• 제46권3호
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• pp.367-378
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• 2024

We propose a number-theory-based quantized mathematical optimization scheme for various NP-hard and similar problems. Conventional global optimization schemes, such as simulated and quantum annealing, assume stochastic properties that require multiple attempts. Although our quantization-based optimization proposal also depends on stochastic features (i.e., the white-noise hypothesis), it provides a more reliable optimization performance. Our numerical analysis equates quantization-based optimization to quantum annealing, and its quantization property effectively provides global optimization by decreasing the measure of the level sets associated with the objective function. Consequently, the proposed combinatorial optimization method allows the removal of the acceptance probability used in conventional heuristic algorithms to provide a more effective optimization. Numerical experiments show that the proposed algorithm determines the global optimum in less operational time than conventional schemes.

• ETRI Journal
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• 제45권1호
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• pp.119-130
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• 2023

We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.

• 한국컴퓨터정보학회:학술대회논문집
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• 한국컴퓨터정보학회 2022년도 제66차 하계학술대회논문집 30권2호
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• pp.53-56
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• 2022

본 논문에서는 심전도(ECG) 센서와 에지 컴퓨팅(Edge computing)을 활용하여 실시간 데이터와 Bayesian optimization을 통한 기계학습 알고리즘으로 재활 로봇에서 발목을 제어할 수 있는 Parameter(외골격 관련) 최적값을 출력한다. 심전도 센서 적용을 기반으로 하는 바이오 데이터 기술, 기계 학습(Bayesian optimization) 모델 접근 방식과 하드웨어 결합으로 재활 로봇 모터를 제어할 수 있는 Parameter 제공과 실시간 모터 제어 운영할 수 있도록 분석 플랫폼을 구축한다. 이 플랫폼을 이용해보다 효과적인 이동형 로봇설계 및 처리 방법을 연결할 수 있는 발판을 마련하였고, 로봇제어에 많이 사용하고 있는 매트랩 시뮬링크(Matlab simulink)를 연결할 수 있는 범용 통신 지원한다. 센서-전처리-인공지능 알고리즘-모터 제어 Parameter로 연계되는 데이터 가공과 처리 방법으로 최근 분석 기법을 적용하여 바이오 데이터 연구 활동과 이동형 재활 로봇 관련 데이터 분석 분야를 쉽게 접근할 수 있도록 한다.

• Structural Engineering and Mechanics
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• 제62권3호
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• pp.259-272
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• 2017

In this study, recently developed swarm intelligence algorithm called Social Spider Optimization (SSO) approach and its enhanced version of SSO algorithm with spider jump techniques is used to develop a structural optimization technique for steel space structures. The improved version of SSO uses adaptive randomness probability in generating new solutions. The objective function of the design optimization problem is taken as the weight of a steel space structure. Constraints' functions are implemented from American Institute of Steel Construction-Load Resistance factor design (AISC-LRFD) and Ad Hoc Committee report and practice which cover strength, serviceability and geometric requirements. Three steel space structures are optimized using both standard SSO and SSO with spider jump (SSO_SJ) algorithms and the results are compared with those available in the literature in order to investigate the performance of the proposed algorithms.

• 한국건축시공학회지
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• 제12권6호
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• pp.664-673
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• 2012

Determining the layout of temporary facilities that support construction activities at a site is an important planning activity, as layout can significantly affect cost, quality of work, safety, and other aspects of the project. The construction site layout problem involves difficult combinatorial optimization. Recently, various artificial intelligence(AI)-based algorithms have been applied to solving many complex optimization problems, including neural networks(NN), genetic algorithms(GA), and swarm intelligence(SI) which relates to the collective behavior of social systems such as honey bees and birds. This study proposes a site facility layout optimization algorithm based on self-organizing maps(SOM). Computational experiments are carried out to justify the efficiency of the proposed method and compare it with particle swarm optimization(PSO). The results show that the proposed algorithm can be efficiently employed to solve the problem of site layout.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권3호
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• pp.1111-1130
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• 2016

Cooperative communications can significantly improve the wireless transmission performance with the help of relay nodes. In cooperative communication networks, relay selection and power allocation are two key issues. In this paper, we propose a relay selection and power allocation scheme RS-PA-PSACO (Relay Selection-Power Allocation-Particle Swarm Ant Colony Optimization) based on PSACO (Particle Swarm Ant Colony Optimization) algorithm. This scheme can effectively reduce the computational complexity and select the optimal relay nodes. As one of the swarm intelligence algorithms, PSACO which combined both PSO (Particle Swarm Optimization) and ACO (Ant Colony Optimization) algorithms is effective to solve non-linear optimization problems through a fast global search at a low cost. The proposed RS-PA-PSACO algorithm can simultaneously obtain the optimal solutions of relay selection and power allocation to minimize the SER (Symbol Error Rate) with a fixed total power constraint both in AF (Amplify and Forward) and DF (Decode and Forward) modes. Simulation results show that the proposed scheme improves the system performance significantly both in reliability and power efficiency at a low complexity.