• 산업경영시스템학회지
• /
• 제43권3호
• /
• pp.1-9
• /
• 2020

Interest rate spreads indicate the conditions of the economy and serve as an indicator of the recession. The purpose of this study is to predict Korea's interest rate spreads using US data with long-term continuity. To this end, 27 US economic data were used, and the entire data was reduced to 5 dimensions through principal component analysis to build a dataset necessary for prediction. In the prediction model of this study, three RNN models (BasicRNN, LSTM, and GRU) predict the US interest rate spread and use the predicted results in the SVR ensemble model to predict the Korean interest rate spread. The SVR ensemble model predicted Korea's interest rate spread as RMSE 0.0658, which showed more accurate predictive power than the general ensemble model predicted as RMSE 0.0905, and showed excellent performance in terms of tendency to respond to fluctuations. In addition, improved prediction performance was confirmed through period division according to policy changes. This study presented a new way to predict interest rates and yielded better results. We predict that if you use refined data that represents the global economic situation through follow-up studies, you will be able to show higher interest rate predictions and predict economic conditions in Korea as well as other countries.

• 한국멀티미디어학회논문지
• /
• 제12권7호
• /
• pp.922-928
• /
• 2009

최신 비디오 부호화 표준인 H.264에서는 화면내 예측으로 화소블록의 신호값을 예측하기 위하여 9개의 모드를 사용한다. 이러한 과정을 거쳐 화면내 부호화신호에서 우수한 압축율을 가져을 수 있으나 9가지 예측 모드 전체 사용은 인접화소 비교로 인해 발생되는 연산량 또는 탐색건수로 복잡도가 증가되는 비효율성을 내재하고 있다. 본 논문에서는 주관적 관심영역을 고려한 화면내 예측모드의 간소화 방법을 제안한다. 비디오 신호의 각 화면에는 관심이 주어지는 특정영역이 존재한다. 이러한 영역은 다른 영역에 비하여 더 좋은 주관적화질 제공이 필요하다. 제안된 방법은 주관적 관심이 높은 영역에 비하여 주관적 관심이 낮은 영역에는 9개의 모드중에 필수모드만을 제공하여 예측모드 간소화를 높여준다. 예측특성만을 고려하여 화면 전체에 간소화를 주는 기존 방법에 비하여 제안된 방법은 추가적으로 11%$\sim$15%의 예측모드 간소화가 가능하다.

• 한국경영과학회:학술대회논문집
• /
• 대한산업공학회/한국경영과학회 1996년도 춘계공동학술대회논문집; 공군사관학교, 청주; 26-27 Apr. 1996
• /
• pp.741-744
• /
• 1996

Artifical Neural Network(ANN) models were used for forecasting interest rate as a new methodology, which has proven itself successful in financial domain. This research intended to construct ANN models which can maximize the performance of prediction, regarding Corporate Bond Yield (CBY) as interest rate. Synergistic Market Analysis (SMA) was applied to the construction of models [Freedman et al.]. In this aspect, while the models which consist of only time series data for corporate bond yield were devloped, the other models generated through conjunction and reorganization of fundamental variables and market variables were developed. Every model was constructed to predict 1,6, and 12 months after and we obtained 9 ANN models for interest rate forecasting. Multi-layer perceptron networks using backpropagation algorithm showed good performance in the prediction for 1 and 6 months after.

• The Journal of Asian Finance, Economics and Business
• /
• 제8권1호
• /
• pp.1-6
• /
• 2021

This research examines the stock market index determinants and the prediction using the FFT curve fitting of the Jakarta Stock Exchange (JKSE) Composite Index during the COVID-19 pandemic. This paper has used daily data of Jakarta Stock Exchange (JKSE) Composite Index, interest rate, and exchange rate from 15 October 2019 to 15 September 2020, and a total of 224 observations, retrieved from Indonesia Stock Exchange (IDX), Indonesia Statistics Central Bureau and Observation & Research of Taxation. The study covers descriptive statistics, multicollinearity test, hypothesis tests, determination test, and prediction using FFT curve fitting. The results unveil four fresh and robust evidence. Partially, the interest rate has affected positively and significantly the stock market index. Partially, the exchange rate has affected negatively and significantly the stock market index. The F-test result, interest rate, and exchange rate have significantly affected the stock market index (JKSE) simultaneously. Furthermore, the FFT curve fitting has predicted that the stock market fluctuates and increases over time. The results have shown a strong influence of the independent variables and the dependent variable. The value of Adjusted R-Square is 0.719, which means that the independent variables have simultaneously impacted the dependent variable for 71.9%; other factors have influenced the remaining 28.1%.

• 보건행정학회지
• /
• 제20권3호
• /
• pp.123-137
• /
• 2010

The main purpose of this article is for deriving functions related to the prediction of the closure of the hospitals, and finding out how the discriminant functions affect the closure of the hospitals. Empirical data were collected from 3 years financial statements of 41 private hospitals closed down from 2000 till 2006 and 62 private hospitals in business till now. As a result, the functions related to the prediction of the closure of the private hospital are 4 indices: Return on Assets, Operating Margin, Normal Profit Total Assets, Interest expenses to Total borrowings and bonds payable. From these discriminant functions predicting the closure, I found that the profitability indices - Return on Assets, Operating Margin, Normal Profit Total Assets - are the significant affecting factors. The discriminant functions predicting the closure of the group of the hospitals, 3 years before the closure were Normal Profit to Gross Revenues, Total borrowings and bonds payable to total assets, Total Assets Turnover, Total borrowings and bonds payable to Revenues, Interest expenses to Total borrowings and bonds payable and among them Normal Profit to Gross Revenues, Total borrowings and bonds payable to total assets, Total Assets Turnover, Total borrowings and bonds payable to Revenues are the significant affecting factors. However 2 years before the closure, the discriminant functions predicting the closure of the hospital were Interest expenses to Total borrowings and bonds payable and it was the significant affecting factor. And, one year before the closure, the discriminant functions predicting the closure were Total Assets Turnover, Fixed Assets Turnover, Growth Rate of Total Assets, Growth Rate of Revenues, Interest expenses to Revenues, Interest expenses to Total borrowings and bonds payable. Among them, Total Assets Turnover, Growth Rate of Revenues, Interest expenses to Revenues were the significant affecting factors.

• 한국멀티미디어학회논문지
• /
• 제25권2호
• /
• pp.215-220
• /
• 2022

Emotion recognition is one of the most important and challenging areas of computer vision. Nowadays, many studies on emotion recognition were conducted and the performance of models is also improving. but, more research is needed on emotion recognition and sentiment analysis of video viewers. In this paper, we propose an emotion analysis system the includes a sentiment analysis model and an interest prediction model. We analyzed the emotional patterns of people watching popular and unpopular videos and predicted the level of interest using the emotion analysis system. Experimental results showed that certain emotions were strongly related to the popularity of videos and the interest prediction model had high accuracy in predicting the level of interest.

• 한국경영과학회:학술대회논문집
• /
• 한국경영과학회 1996년도 추계학술대회발표논문집; 고려대학교, 서울; 26 Oct. 1996
• /
• pp.19-22
• /
• 1996

A traditional approach to the prediction of economic and financial variables takes the form of statistical models to summarize past observations and to project them into the envisioned future. Over the past decade, an increasing number of organizations has turned to the use of neural networks. To date, however, many spheres of interest still lack a systematic evaluation of the statistical and neural approaches. One of these lies in the prediction of corporate bond yields for Korea. This paper reports on a comparative evaluation of ARIMA models and neural networks in the context of interest rate prediction. An additional experiment relates to an integration of the two methods. More specifically, the statistical model serves as a filter by providing estimtes which are then used as input into the neural network models.

• International Journal of Computer Science & Network Security
• /
• 제22권10호
• /
• pp.246-256
• /
• 2022

Recently, parents and teachers consider physical education as a minor subject for students in elementary and secondary schools. Physical education performance has become increasingly significant as parents and schools pay more attention to physical schooling. The sports mining with distribution analysis model considers different factors, including the games, comments, conversations, and connection made on numerous sports interests. Using different machine learning/deep learning approach, children's athletic and academic interests can be tracked over the course of their academic lives. There have been a number of studies that have focused on predicting the success of students in higher education. Sports interest prediction research at the secondary level is uncommon, but the secondary level is often used as a benchmark to describe students' educational development at higher levels. An Automated Student Interest Prediction on Sports Mining using DL Based Bi-directional Long Short-Term Memory model (BiLSTM) is presented in this article. Pre-processing of data, interest classification, and parameter tweaking are all the essential operations of the proposed model. Initially, data augmentation is used to expand the dataset's size. Secondly, a BiLSTM model is used to predict and classify user interests. Adagrad optimizer is employed for hyperparameter optimization. In order to test the model's performance, a dataset is used and the results are analysed using precision, recall, accuracy and F-measure. The proposed model achieved 95% accuracy on 400^th instances, where the existing techniques achieved 93.20% accuracy for the same. The proposed model achieved 95% of accuracy and precision for 60%-40% data, where the existing models achieved 93% for accuracy and precision.

• 한국환경성돌연변이발암원학회지
• /
• 제20권1호
• /
• pp.21-25
• /
• 2000

Recently there is increasing interest in the use of structure activity relationships for predicting the biological activity of chemicals. The reasons for the interest include the decrease cost and time per chemical as compared with animal or cell system for identifying toxicological effects of chemicals and the reduction in the use of animals for toxicological testing. This study is to test the validity of the mutagenicity data generated from QSAR (Quantitative Structure Activity Relationship) program. Thirty chemicals, which had been evaluated by Ames test during 1997-1999, were assessed with TOPKAT QSAR mutagenicity prediction module. Among 30chemicals experimented, 28 were negative and 2 were positive for Ames test. On the contrary, 23 chemicals showed the high confidence level indicating high prediction rate in mutagenicity evaluation, and 7 chemicals showed the lsow to moderate confidence level indicating low prediction in mutagenicity evaluation. Overall mutagenicity prediction rate was 77% (23/30). The prediction rates for non-mutagenic chemicals were 79% (22/28) and mutagenic chemicals were 50% (1/2). QSAR could be a useful tool in providing toxicological data for newly introduced chemicals or in furnishing data for MSDS or in determining the dose in toxicity testing for chemicals with no known toxicological data.

• 한국경영과학회:학술대회논문집
• /
• 한국경영과학회 2000년도 추계학술대회 및 정기총회
• /
• pp.37-39
• /
• 2000

The purpose of this paper is to present a neural network model based on change-point detection for the prediction of the U.S. Treasury Securities. Interest rates have been studied by a number of researchers since they strongly affect other economic and financial parameters. Contrary to other chaotic financial data, the movement of interest rates has a series of change points due to the monetary policy of the U.S. government. The basic concept of this proposed model is to obtain intervals divided by change points, to identify them as change-point groups, and to use them in interest rates forecasting. The proposed model consists of three stages. The first stage is to detect successive change points in the interest rates dataset. The second stage is to forecast the change-point group with the backpropagation neural network (BPN). The final stage is to forecast the output with BPN. This study then examines the predictability of the integrated neural network model for interest rates forecasting using change-point detection.