• Asia pacific journal of information systems
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• v.30 no.1
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• pp.31-52
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• 2020

Stock markets are popular investment avenues to people who plan to receive premium returns compared to other financial instruments, but they are highly volatile and risky due to the complex financial dynamics and poor understanding of the market forces involved in the price determination. A system that can forecast, predict the stock prices and automatically create a portfolio of top performing stocks is of great value to individual investors who do not have sufficient knowledge to understand the complex dynamics involved in evaluating and predicting stock prices. In this paper the authors propose a Stock prediction, Portfolio Generation and Selection model based on Machine learning algorithms, Artificial neural networks (ANNs) are used for stock price prediction, Mathematical and Statistical techniques are used for Portfolio generation and Un-Supervised Machine learning based on K-Means Clustering algorithms are used for Portfolio Evaluation and Selection which take in to account the Portfolio Return and Risk in to consideration. The model presented here is limited to predicting stock prices on a long term basis as the inputs to the model are based on fundamental attributes and intrinsic value of the stock. The results of this study are quite encouraging as the stock prediction models are able predict stock prices at least a financial quarter in advance with an accuracy of around 90 percent and the portfolio selection classifiers are giving returns in excess of average market returns.

• Journal of KIISE
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• v.43 no.12
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• pp.1325-1333
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• 2016

Software classification has several applications such as copyright infringement detection, malware classification, and software automatic categorization in software repositories. It can be also employed by software filtering systems to prevent the transmission of illegal software. If illegal software is identified by measuring software similarity in software filtering systems, the average number of comparisons can be reduced by shrinking the search space. In this study, we focused on the classification of Windows executables using API call information and machine learning. We evaluated the classification performance of machine learning-based classifier according to the refinement method for API information and machine learning algorithm. The results showed that the classification success rate of SVM (Support Vector Machine) with PolyKernel was higher than other algorithms. Since the API call information can be extracted from binary executables and machine learning-based classifier can identify tampered executables, API call information and machine learning-based software classifiers are suitable for software filtering systems.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.14 no.9
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• pp.3762-3781
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• 2020

Infrared pedestrian target recognition is a vital problem of significant interest in computer vision. In this work, a novel infrared pedestrian target recognition method that uses heterogeneous features with multi-kernel transfer learning is proposed. Firstly, to exploit the characteristics of infrared pedestrian targets fully, a novel multi-scale monogenic filtering-based completed local binary pattern descriptor, referred to as MSMF-CLBP, is designed to extract the texture information, and then an improved histogram of oriented gradient-fisher vector descriptor, referred to as HOG-FV, is proposed to extract the shape information. Second, to enrich the semantic content of feature expression, these two heterogeneous features are integrated to get more complete representation for infrared pedestrian targets. Third, to overcome the defects, such as poor generalization, scarcity of tagged infrared samples, distributional and semantic deviations between the training and testing samples, of the state-of-the-art classifiers, an effective multi-kernel transfer learning classifier called MK-TrAdaBoost is designed. Experimental results show that the proposed method outperforms many state-of-the-art recognition approaches for infrared pedestrian targets.

• Journal of IKEEE
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• v.22 no.3
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• pp.816-821
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• 2018

Recently, machine learning algorithms based on artificial neural networks started to be used widely as classifiers in the field of EEG research for emotion analysis and disease diagnosis. When a machine learning model is used to classify EEG data, if training data is composed of only data having similar characteristics, classification performance may be deteriorated when applied to data of another group. In this paper, we propose a method to construct training data set by selecting several groups of data using semi-supervised learning algorithm to improve these problems. We then compared the performance of the two models by training the model with a training data set consisting of data with similar characteristics to the training data set constructed using the proposed method.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.3
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• pp.1348-1375
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• 2018

Support Vector Machine (SVM) is a well-known machine learning classification algorithm, which has been widely applied to many data mining problems, with good accuracy. However, SVM classification speed decreases with increase in dataset size. Some applications, like video surveillance and intrusion detection, requires a classifier to be trained very quickly, and on large datasets. Hence, this paper introduces two filter-based instance selection techniques for optimizing SVM training speed. Fast classification is often achieved at the expense of classification accuracy, and some applications, such as phishing and spam email classifiers, are very sensitive to slight drop in classification accuracy. Hence, this paper also introduces two wrapper-based instance selection techniques for improving SVM predictive accuracy and training speed. The wrapper and filter based techniques are inspired by Cuckoo Search Algorithm and Bat Algorithm. The proposed techniques are validated on three popular e-fraud types: credit card fraud, spam email and phishing email. In addition, the proposed techniques are validated on 20 other datasets provided by UCI data repository. Moreover, statistical analysis is performed and experimental results reveals that the filter-based and wrapper-based techniques significantly improved SVM classification speed. Also, results reveal that the wrapper-based techniques improved SVM predictive accuracy in most cases.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.19 no.1
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• pp.35-40
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• 2015

The paper proposes a meta-learning approach for building multi-classifier systems in a GA-based inductive learning environment. In our meta-learning approach, a classifier consists of a general classifier and a meta-classifier. We obtain a meta-classifier from classification results of its general classifier by applying a learning algorithm to them. The role of the meta-classifier is to evaluate the classification result of its general classifier and decide whether to participate into a final decision-making process or not. The classification system draws a decision by combining classification results that are evaluated as correct ones by meta-classifiers. We present empirical results that evaluate the effect of our meta-learning approach on the performance of multi-classifier systems.

• Journal of Institute of Control, Robotics and Systems
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• v.21 no.12
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• pp.1109-1114
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• 2015

This paper presents an improved learning-based visual inspection method for auto parts inspection in severe lighting changes. Automobile sunroof frames are produced automatically by robots in most production lines. In the sunroof frame manufacturing process, there is a quality problem with some parts such as volts are missed. Instead of manual sampling inspection using some mechanical jig instruments, a learning-based machine vision system was proposed in the previous research[1]. But, in applying the actual sunroof frame production process, the inspection accuracy of the proposed vision system is much lowered because of severe illumination changes. In order to overcome this capricious environment, some selective feature vectors and cascade classifiers are used for each auto parts. And we are able to improve the inspection accuracy through the re-learning concept for the misclassified data. The effectiveness of the proposed visual inspection method is verified through sufficient experiments in a real sunroof production line.

• Soft Computing and Machine Intelligence
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• v.1 no.1
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• pp.1-10
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• 2021

Analysis and Tracking of bug reports is a challenging field in software repositories mining. It is one of the fundamental ways to explores a large amount of data acquired from defect tracking systems to discover patterns and valuable knowledge about the process of bug triaging. Furthermore, bug data is publically accessible and available of the following systems, such as Bugzilla and JIRA. Moreover, with robust machine learning (ML) techniques, it is quite possible to process and analyze a massive amount of data for extracting underlying patterns, knowledge, and insights. Therefore, it is an interesting area to propose innovative and robust solutions to analyze and track bug reports originating from different open source projects, including Mozilla and Eclipse. This research study presents an ML-based classification model to analyze and track bug defects for enhancing software engineering management (SEM) processes. In this work, Artificial Neural Network (ANN) and Naive Bayesian (NB) classifiers are implemented using open-source bug datasets, such as Mozilla and Eclipse. Furthermore, different evaluation measures are employed to analyze and evaluate the experimental results. Moreover, a comparative analysis is given to compare the experimental results of ANN with NB. The experimental results indicate that the ANN achieved high accuracy compared to the NB. The proposed research study will enhance SEM processes and contribute to the body of knowledge of the data mining field.

• The Journal of the Acoustical Society of Korea
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• v.29 no.2
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• pp.133-140
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• 2010

We improve the performance of cardiac disorder classification by adding new temporal features extracted from continuous heart sound signals. We add three kinds of novel temporal features to a conventional feature based on mel-frequency cepstral coefficients (MFCC): Heart sound envelope, murmur probabilities, and murmur amplitude variation. In cardiac disorder classification and detection experiments, we evaluate the contribution of the proposed features to classification accuracy and select proper temporal features using the sequential feature selection method. The selected features are shown to improve classification accuracy significantly and consistently for neural network-based pattern classifiers such as multi-layer perceptron (MLP), support vector machine (SVM), and extreme learning machine (ELM).

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.22 no.1
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• pp.1-13
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• 2018

Boosting, one of the most successful algorithms for supervised learning, searches the most accurate weighted sum of weak classifiers. The search corresponds to a convex programming with non-negativity and affine constraint. In this article, we propose a novel Conjugate Gradient algorithm with the Modified Polak-Ribiera-Polyak conjugate direction. The convergence of the algorithm is proved and we report its successful applications to boosting.