• Journal of the Korea Society of Computer and Information
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• v.29 no.2
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• pp.51-59
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• 2024

This study examines the relationship between the release of the news and the individual stock returns. Investors utilize a variety of information sources to maximize stock returns when establishing investment strategies. News companies publish their articles based on stock recommendation reports of analysts, enhancing the reliability of the information. Defining release of a stock-recommendation news article as an event, we examine its economic impacts and propose a binary classification model that predicts the stock return 10 days after the event. XGBoost and LightGBM models are applied for the study with accuracy of 75%, 71% respectively. In addition, after categorizing the recommended stocks based on the listed market(KOSPI/KOSDAQ) and market capitalization(Big/Small), this study verifies difference in the accuracy of models across four sub-datasets. Finally, by conducting SHAP(Shapley Additive exPlanations) analysis, we identify the key variables in each model, reinforcing the interpretability of models.

• The Journal of Information Systems
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• v.30 no.4
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• pp.247-275
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• 2021

Purpose This study attempted to predict corporate innovation and business performance using ensemble learning. Design/methodology/approach The ensemble techniques uses weak learning to create robust learning, which combines several weak models to derive improved performance. In this study, XGboost, LightGBM, and Catboost were used among ensemble techniques. It was compared and evaluated with traditional machine learning methods. Findings The summary of the research results is as follows. First, the type of innovation is expanding from technical innovation to non-technical areas. Second, it was confirmed that LightGBM performed best for radical innovation prediction, and XGboost performed best for incremental innovation prediction. Third, Catboost performed best for firm performance prediction. Although there was no significant difference in predictive power between ensemble techniques, we found that comparative analysis was necessary to confirm better prediction performance.

• Korean Journal of Applied Biomechanics
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• v.32 no.1
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• pp.1-8
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• 2022

Objective: This study proposes a methodology to analyze important variables that have a significant impact on the putting direction prediction using a machine learning-based putting direction prediction model trained with IMU sensor data. Method: Putting data were collected using an IMU sensor measuring 12 variables from 6 adult males in their 20s at K University who had no golf experience. The data was preprocessed so that it could be applied to machine learning, and a model was built using five machine learning algorithms. Finally, by comparing the performance of the built models, the model with the highest performance was selected as the proposed model, and then 12 variables of the IMU sensor were applied one by one to analyze important variables affecting the learning performance. Results: As a result of comparing the performance of five machine learning algorithms (K-NN, Naive Bayes, Decision Tree, Random Forest, and Light GBM), the prediction accuracy of the Light GBM-based prediction model was higher than that of other algorithms. Using the Light GBM algorithm, which had excellent performance, an experiment was performed to rank the importance of variables that affect the direction prediction of the model. Conclusion: Among the five machine learning algorithms, the algorithm that best predicts the putting direction was the Light GBM algorithm. When the model predicted the putting direction, the variable that had the greatest influence was the left-right inclination (Roll).

• Journal of the Korea Institute of Information Security & Cryptology
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• v.32 no.2
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• pp.371-379
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• 2022

Darknet is based on the characteristics of anonymity and security, and this leads darknet to be continuously abused for various crimes and illegal activities. Therefore, it is very important to detect and classify darknet traffic to prevent the misuse and abuse of darknet. This work proposes a novel approach, which uses the Gradient Boosting techniques for darknet traffic detection and classification. XGBoost and LightGBM algorithm achieve detection accuracy of 99.99%, and classification accuracy of over 99%, which could get more than 3% higher detection accuracy and over 13% higher classification accuracy, compared to the previous research. In particular, LightGBM algorithm could detect and classify darknet traffic in a way that is superior to XGBoost by reducing the learning time by about 1.6 times and hyperparameter tuning time by more than 10 times.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.22 no.4
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• pp.1-13
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• 2023

This study develops an optimal mobile-communication-based National Highway traffic volume estimation model using an ensemble-based machine learning algorithm. Based on information such as mobile communication data and VDS data, the LightGBM model was selected as the optimal model for estimating traffic volume. As a result of evaluating traffic volume estimation performance from 96 points where VDS was installed, MAPE was 8.49 (accuracy 91.51%). On the roads where VDS was not installed, traffic estimation accuracy was 92.6%.

• KIPS Transactions on Software and Data Engineering
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• v.12 no.8
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• pp.333-340
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• 2023

Efficient prediction of corporate bankruptcy is an important part of making appropriate lending decisions for financial institutions and reducing loan default rates. In many studies, classification models using artificial intelligence technology have been used. In the financial industry, even if the performance of the new predictive models is excellent, it should be accompanied by an intuitive explanation of the basis on which the result was determined. Recently, the US, EU, and South Korea have commonly presented the right to request explanations of algorithms, so transparency in the use of AI in the financial sector must be secured. In this paper, an artificial intelligence-based interpretable classification prediction model was proposed using corporate bankruptcy data that was open to the outside world. First, data preprocessing, 5-fold cross-validation, etc. were performed, and classification performance was compared through optimization of 10 supervised learning classification models such as logistic regression, SVM, XGBoost, and LightGBM. As a result, LightGBM was confirmed as the best performance model, and SHAP, an explainable artificial intelligence technique, was applied to provide a post-explanation of the bankruptcy prediction process.

• Journal of Drive and Control
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• v.20 no.4
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• pp.123-132
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• 2023

In disaster situations, to facilitate rapid drainage, electric underwater pumps are installed manually. This poses a high risk of electric shock accidents due to a short circuit, and a lot of time is required for hose connection and installation of electrical devices. To solve these problems, a Venturi pump using the venturi effect without external power is used. However, Venturi pumps that operate without external power make it difficult to install flow sensors such as electric devices; consequently, it is difficult to check the real-time flow rate. This paper proposes a flow estimation logic to replace the function of the flow sensor for the venturi pump . To develop the flow estimation logic, the flow characteristics of the venturi pump, according to the operating conditions, were checked. After that, the relationship with the flow rate of the venturi pump was defined using a pressure sensor corresponding to a low-cost sensor. Finally, an analysis of the estimation error was performed using the developed flow estimation logic.

• The Journal of Bigdata
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• v.6 no.1
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• pp.23-35
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• 2021

In the era of the 4th industrial revolution, smart factories have received great attention, where production and manufacturing technology and ICT converge. With the development of IoT technology and big data, automation of production systems has become possible. In the advanced manufacturing industry, production systems are subject to unscheduled performance degradation and downtime, and there is a demand to reduce safety risks by detecting and reparing potential errors as soon as possible. This study designs a model based on supervised and unsupervised learning for detecting anomalies. The accuracy of XGBoost, LightGBM, and CNN models was compared as a supervised learning analysis method. Through the evaluation index based on the confusion matrix, it was confirmed that LightGBM is most predictive (97%). In addition, as an unsupervised learning analysis method, MD, AE, and LSTM-AE models were constructed. Comparing three unsupervised learning analysis methods, the LSTM-AE model detected 75% of anomalies and showed the best performance. This study aims to contribute to the advancement of the smart factory by combining supervised and unsupervised learning techniques to accurately diagnose equipment failures and predict when abnormal situations occur, thereby laying the foundation for preemptive responses to abnormal situations. do.

• Journal of the Korea Society of Computer and Information
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• v.27 no.11
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• pp.147-155
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• 2022

In this study, we developed a system to dynamically balance a daily stock portfolio and performed trading simulations using gradient boosting and genetic algorithms. We collected various stock market data from stocks listed on the KOSPI and KOSDAQ markets, including investor-specific transaction data. Subsequently, we indexed the data as a preprocessing step, and used feature engineering to modify and generate variables for training. First, we experimentally compared the performance of three popular gradient boosting algorithms in terms of accuracy, precision, recall, and F1-score, including XGBoost, LightGBM, and CatBoost. Based on the results, in a second experiment, we used a LightGBM model trained on the collected data along with genetic algorithms to predict and select stocks with a high daily probability of profit. We also conducted simulations of trading during the period of the testing data to analyze the performance of the proposed approach compared with the KOSPI and KOSDAQ indices in terms of the CAGR (Compound Annual Growth Rate), MDD (Maximum Draw Down), Sharpe ratio, and volatility. The results showed that the proposed strategies outperformed those employed by the Korean stock market in terms of all performance metrics. Moreover, our proposed LightGBM model with a genetic algorithm exhibited competitive performance in predicting stock price movements.

• Journal of Industrial Convergence
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• v.21 no.7
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• pp.19-27
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• 2023

As the secondary battery market expands, the process of producing laterite ore using the rotary kiln and electric furnace method is expanding worldwide. As ESG management expands, the management of air pollutants such as nitrogen oxides in exhaust gases is strengthened. The rotary kiln, one of the main facilities of the pyrometallurgy process, is a facility for drying and preliminary reduction of ore, and it generate nitrogen oxides, thus prediction of nitrogen oxide is important. In this study, LSTM for regression prediction and LightGBM for classification prediction were used to predict and then model optimization was performed using AutoML. When applying LSTM, the predicted value after 5 minutes was 0.86, MAE 5.13ppm, and after 40 minutes, the predicted value was 0.38 and MAE 10.84ppm. As a result of applying LightGBM for classification prediction, the test accuracy rose from 0.75 after 5 minutes to 0.61 after 40 minutes, to a level that can be used for actual operation, and as a result of model optimization through AutoML, the accuracy of the prediction after 5 minutes improved from 0.75 to 0.80 and from 0.61 to 0.70. Through this study, nitrogen oxide prediction values can be applied to actual operations to contribute to compliance with air pollutant emission regulations and ESG management.