• Title/Summary/Keyword: Learning approach

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A Study on DRL-based Efficient Asset Allocation Model for Economic Cycle-based Portfolio Optimization (심층강화학습 기반의 경기순환 주기별 효율적 자산 배분 모델 연구)

  • JUNG, NAK HYUN;Taeyeon Oh;Kim, Kang Hee
    • Journal of Korean Society for Quality Management
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    • v.51 no.4
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    • pp.573-588
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    • 2023
  • Purpose: This study presents a research approach that utilizes deep reinforcement learning to construct optimal portfolios based on the business cycle for stocks and other assets. The objective is to develop effective investment strategies that adapt to the varying returns of assets in accordance with the business cycle. Methods: In this study, a diverse set of time series data, including stocks, is collected and utilized to train a deep reinforcement learning model. The proposed approach optimizes asset allocation based on the business cycle, particularly by gathering data for different states such as prosperity, recession, depression, and recovery and constructing portfolios optimized for each phase. Results: Experimental results confirm the effectiveness of the proposed deep reinforcement learning-based approach in constructing optimal portfolios tailored to the business cycle. The utility of optimizing portfolio investment strategies for each phase of the business cycle is demonstrated. Conclusion: This paper contributes to the construction of optimal portfolios based on the business cycle using a deep reinforcement learning approach, providing investors with effective investment strategies that simultaneously seek stability and profitability. As a result, investors can adopt stable and profitable investment strategies that adapt to business cycle volatility.

Detecting outliers in segmented genomes of flu virus using an alignment-free approach

  • Daoud, Mosaab
    • Genomics & Informatics
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    • v.18 no.1
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    • pp.2.1-2.11
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    • 2020
  • In this paper, we propose a new approach to detecting outliers in a set of segmented genomes of the flu virus, a data set with a heterogeneous set of sequences. The approach has the following computational phases: feature extraction, which is a mapping into feature space, alignment-free distance measure to measure the distance between any two segmented genomes, and a mapping into distance space to analyze a quantum of distance values. The approach is implemented using supervised and unsupervised learning modes. The experiments show robustness in detecting outliers of the segmented genome of the flu virus.

The Effect on the Mathematical Creativity and Disposition by the Open-ended Learning Activity Approach (개방형 학습활동이 수학적 창의력 및 수학적 성향에 미치는 효과)

  • Beak, Jong-Suk;Ryu, Sung-Rim
    • The Mathematical Education
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    • v.47 no.2
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    • pp.135-154
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    • 2008
  • The purpose of this study is to help to improve the method of math teaching by analysing how learner-centered teaching method offsets mathematical creativity and mathematical disposition. For this purpose, research questions are established as follows; (1) Mathematical creativity between open-ended learning activity approach(OLAA) and general classroom-based instruction(GCI) shows any difference? (2) Mathematical disposition between OLAA and GCI shows any difference? The results obtained through this study were as follows: (1) There was significant difference between OLAA group and CCI group in mathematical creativity. This means that open-ended learning activity approach was generally more effective in improving mathematical creativity than general classroom-based instruction. (2) There was no significant difference between OLAA group and GCI group in mathematical disposition. But the average scores of mathematical disposition except mathematical confidence improved a little. So we can say that open-ended learning activity approach brought an positive influence on students' mathematical disposition. The results obtained in this study suggest that the OLAA can be used to cultivate the children's mathematical creativity and disposition. Therefore, I suggest that teachers should use the OLAA to improve the children's mathematical creativity and disposition.

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XSSClassifier: An Efficient XSS Attack Detection Approach Based on Machine Learning Classifier on SNSs

  • Rathore, Shailendra;Sharma, Pradip Kumar;Park, Jong Hyuk
    • Journal of Information Processing Systems
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    • v.13 no.4
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    • pp.1014-1028
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    • 2017
  • Social networking services (SNSs) such as Twitter, MySpace, and Facebook have become progressively significant with its billions of users. Still, alongside this increase is an increase in security threats such as cross-site scripting (XSS) threat. Recently, a few approaches have been proposed to detect an XSS attack on SNSs. Due to the certain recent features of SNSs webpages such as JavaScript and AJAX, however, the existing approaches are not efficient in combating XSS attack on SNSs. In this paper, we propose a machine learning-based approach to detecting XSS attack on SNSs. In our approach, the detection of XSS attack is performed based on three features: URLs, webpage, and SNSs. A dataset is prepared by collecting 1,000 SNSs webpages and extracting the features from these webpages. Ten different machine learning classifiers are used on a prepared dataset to classify webpages into two categories: XSS or non-XSS. To validate the efficiency of the proposed approach, we evaluated and compared it with other existing approaches. The evaluation results show that our approach attains better performance in the SNS environment, recording the highest accuracy of 0.972 and lowest false positive rate of 0.87.

An Approach to Linguistic Instruction Based Learning and Its Application to Helicopter Flight Control

  • M.Sugeno;Park, G.K.
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1993.06a
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    • pp.1082-1085
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    • 1993
  • In this paper, we notice the fact that a human learning process is characterized by a process under a natural language environment, and discuss an approach of learning based on indirect linguistic instructions. An instruction is interpreted through some meaning elements and each trend. Fuzzy evaluation rule are constructed for the searched meaning elements of the given instruction, and the performance of a system to be learned is improved by the evaluation rules. In this paper, we propose a framework of learning based on indirect linguistic instruction based learning using fuzzy theory: FULLINS(FUzzy-Learning based on Linguistic IN-Struction). The validity of FULLINS is shown by applying it to helicopter flight control.

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Toward a Systemic Approach to Quality Assurance in e-Learning: An Ecological Perspective

  • JUNG, Insung
    • Educational Technology International
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    • v.11 no.2
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    • pp.25-41
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    • 2010
  • Challenges brought by applications of advanced technologies in education call for new approaches that can best ensure the provision of quality e-learning experiences. This paper presents an ecological approach as one of such approaches to quality assurance in e-learning that can monitor, assess and improve the effectiveness and the links between the various elements of e-learning. The ecological model for QA in e-learning emphasizes interrelation transactions between elements (e.g. providers, learners, cultures and policies) and systemic integration of those elements, and stresses that all these elements within a QA system play an equal role in maintaining balance of the whole. The model focuses attention both on individual and societal/cultural environmental factors as cornerstones for QA efforts in e-learning. It addresses the importance of QA efforts directed at changing QA transactions from provider-centered to 'all stakeholder-oriented', from one-size-fits-all model to 'globally oriented, locally adaptive model' and from control framework to 'culture creation framework'.

Call admission control for ATM networks using a sparse distributed memory (ATM 망에서 축약 분산 기억 장치를 사용한 호 수락 제어)

  • 권희용;송승준;최재우;황희영
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.35S no.3
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    • pp.1-8
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    • 1998
  • In this paper, we propose a Neural Call Admission Control (CAC) method using a Sparse Distributed Memory(SDM). CAC is a key technology of TM network traffic control. It should be adaptable to the rapid and various changes of the ATM network environment. conventional approach to the ATM CAC requires network analysis in all cases. So, the optimal implementation is said to be very difficult. Therefore, neural approach have recently been employed. However, it does not mett the adaptability requirements. because it requires additional learning data tables and learning phase during CAC operation. We have proposed a neural network CAC method based on SDM that is more actural than conventioal approach to apply it to CAC. We compared it with previous neural network CAC method. It provides CAC with good adaptability to manage changes. Experimenatal results show that it has rapid adaptability and stability without additional learning table or learning phase.

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Face Recognition using Correlation Filters and Support Vector Machine in Machine Learning Approach

  • Long, Hoang;Kwon, Oh-Heum;Lee, Suk-Hwan;Kwon, Ki-Ryong
    • Journal of Korea Multimedia Society
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    • v.24 no.4
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    • pp.528-537
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    • 2021
  • Face recognition has gained significant notice because of its application in many businesses: security, healthcare, and marketing. In this paper, we will present the recognition method using the combination of correlation filters (CF) and Support Vector Machine (SVM). Firstly, we evaluate the performance and compared four different correlation filters: minimum average correlation energy (MACE), maximum average correlation height (MACH), unconstrained minimum average correlation energy (UMACE), and optimal-tradeoff (OT). Secondly, we propose the machine learning approach by using the OT correlation filter for features extraction and SVM for classification. The numerical results on National Cheng Kung University (NCKU) and Pointing'04 face database show that the proposed method OT-SVM gets higher accuracy in face recognition compared to other machine learning methods. Our approach doesn't require graphics card to train the image. As a result, it could run well on a low hardware system like an embedded system.

Classification of Network Traffic using Machine Learning for Software Defined Networks

  • Muhammad Shahzad Haroon;Husnain Mansoor
    • International Journal of Computer Science & Network Security
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    • v.23 no.12
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    • pp.91-100
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    • 2023
  • As SDN devices and systems hit the market, security in SDN must be raised on the agenda. SDN has become an interesting area in both academics and industry. SDN promises many benefits which attract many IT managers and Leading IT companies which motivates them to switch to SDN. Over the last three decades, network attacks becoming more sophisticated and complex to detect. The goal is to study how traffic information can be extracted from an SDN controller and open virtual switches (OVS) using SDN mechanisms. The testbed environment is created using the RYU controller and Mininet. The extracted information is further used to detect these attacks efficiently using a machine learning approach. To use the Machine learning approach, a dataset is required. Currently, a public SDN based dataset is not available. In this paper, SDN based dataset is created which include legitimate and non-legitimate traffic. Classification is divided into two categories: binary and multiclass classification. Traffic has been classified with or without dimension reduction techniques like PCA and LDA. Our approach provides 98.58% of accuracy using a random forest algorithm.

Learning Probabilistic Kernel from Latent Dirichlet Allocation

  • Lv, Qi;Pang, Lin;Li, Xiong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.6
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    • pp.2527-2545
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    • 2016
  • Measuring the similarity of given samples is a key problem of recognition, clustering, retrieval and related applications. A number of works, e.g. kernel method and metric learning, have been contributed to this problem. The challenge of similarity learning is to find a similarity robust to intra-class variance and simultaneously selective to inter-class characteristic. We observed that, the similarity measure can be improved if the data distribution and hidden semantic information are exploited in a more sophisticated way. In this paper, we propose a similarity learning approach for retrieval and recognition. The approach, termed as LDA-FEK, derives free energy kernel (FEK) from Latent Dirichlet Allocation (LDA). First, it trains LDA and constructs kernel using the parameters and variables of the trained model. Then, the unknown kernel parameters are learned by a discriminative learning approach. The main contributions of the proposed method are twofold: (1) the method is computationally efficient and scalable since the parameters in kernel are determined in a staged way; (2) the method exploits data distribution and semantic level hidden information by means of LDA. To evaluate the performance of LDA-FEK, we apply it for image retrieval over two data sets and for text categorization on four popular data sets. The results show the competitive performance of our method.