• KIISE Transactions on Computing Practices
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• v.21 no.3
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• pp.167-172
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• 2015

Machine learning is a technique for training computers to be used in classification or forecasting. Among the various types, support vector machine (SVM) is a fast and reliable machine learning mechanism. In this paper, we evaluate the stock price predictability of SVM based on financial statements, through a fundamental analysis predicting the stock price from the corporate intrinsic values. Corporate financial statements were used as the input for SVM. Based on the results, the rise or drop of the stock was predicted. The SVM results were compared with the forecasts of experts, as well as other machine learning methods such as ANN, decision tree and AdaBoost. SVM showed good predictive power while requiring less execution time than the other machine learning schemes.

• Journal of Korean Tunnelling and Underground Space Association
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• v.21 no.5
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• pp.641-656
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• 2019

In this study, a machine learning method was proposed to use in predicting optimal replacement period of shield TBM (Tunnel Boring Machine) disc cutter. To do this, a large dataset of ground condition, disc cutter replacement records and TBM excavation-related data, collected from a shield TBM tunnel site in Korea, was built and they were used to construct a disc cutter replacement period prediction model using a machine learning algorithm, SVM (Support Vector Machine) and to assess the performance of the model. The results showed that the performance of RBF (Radial Basis Function) SVM is the best among a total of three SVM classification functions (80% accuracy and 10% error rate on average). When compared between ground types, the more disc cutter replacement data existed, the better prediction results were obtained. From this results, it is expected that machine learning methods become very popularly used in practice in near future as more data is accumulated and the machine learning models continue to be fine-tuned.

• Journal of Internet Computing and Services
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• v.20 no.4
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• pp.21-27
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• 2019

Selection of feature pattern gathered from the observation of the RNA sequencing data (RNA-seq) are not all equally informative for identification of differential expressions: some of them may be noisy, correlated or irrelevant because of redundancy in Big-Data sets. Variable selection of feature pattern aims at differential expressed gene set that is significantly relevant for a special task. This issues are complex and important in many domains, for example. In terms of a computational research field of machine learning, selection of feature pattern has been studied such as Random Forest, K-Nearest and Support Vector Machine (SVM). One of most the well-known machine learning algorithms is SVM, which is classical as well as original. The one of a member of SVM-criterion is Support Vector Machine-Recursive Feature Elimination (SVM-RFE), which have been utilized in our research work. We propose a novel algorithm of the SVM-RFE with Q-learning in reinforcement learning for better variable selection of feature pattern. By comparing our proposed algorithm with the well-known SVM-RFE combining Welch' T in published data, our result can show that the criterion from weight vector of SVM-RFE enhanced by Q-learning has been improved by an off-policy by a more exploratory scheme of Q-learning.

• Journal of the Korea Society of Computer and Information
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• v.28 no.11
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• pp.1-11
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• 2023

Breast cancer is the disease that affects women the most worldwide. Due to the development of computer technology, the efficiency of machine learning has increased, and thus plays an important role in cancer detection and diagnosis. Deep learning is a field of machine learning technology based on an artificial neural network, and its performance has been rapidly improved in recent years, and its application range is expanding. In this paper, we propose a DNN-SVM hybrid model that combines the structure of a deep neural network (DNN) based on transfer learning and a support vector machine (SVM) for breast cancer classification. The transfer learning-based proposed model is effective for small training data, has a fast learning speed, and can improve model performance by combining all the advantages of a single model, that is, DNN and SVM. To evaluate the performance of the proposed DNN-SVM Hybrid model, the performance test results with WOBC and WDBC breast cancer data provided by the UCI machine learning repository showed that the proposed model is superior to single models such as logistic regression, DNN, and SVM, and ensemble models such as random forest in various performance measures.

• Journal of Intelligence and Information Systems
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• v.22 no.4
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• pp.177-192
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• 2016

Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.

• 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.

• East Asian mathematical journal
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• v.37 no.3
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• pp.333-354
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• 2021

A support vector machine (SVM) is a state-of-the-art machine learning model rooted in structural risk minimization. SVM is underestimated with regards to its application to real world problems because of the difficulties associated with its use. We aim at showing that the performance of SVM highly depends on which kernel function to use. To achieve these, after providing a summary of support vector machines and kernel function, we constructed experiments with various benchmark datasets to compare the performance of various kernel functions. For evaluating the performance of SVM, the F1-score and its Standard Deviation with 10-cross validation was used. Furthermore, we used taylor diagrams to reveal the difference between kernels. Finally, we provided Python codes for all our experiments to enable re-implementation of the experiments.

• Journal of Sensor Science and Technology
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• v.33 no.3
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• pp.119-124
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• 2024

Effective fire sensing is important to protect lives and property from the disaster. In this paper, we present an intelligent visual sensing method for detecting fires based on machine learning techniques. The proposed method involves a two-step process. In the first step, fire and non-fire images are used to train a convolutional neural network (CNN), and in the next step, feature vectors consisting of 256 values obtained from the CNN are used for the learning of a support vector machine (SVM). Linear and nonlinear SVMs with different parameters are intensively tested. We found that the proposed hybrid method using an SVM with a linear kernel effectively increased the recall rate of fire image detection without compromising detection accuracy when an imbalanced dataset was used for learning. This is a major contribution of this study because recall is important, particularly in the sensing of disaster situations such as fires. In our experiments, the proposed system exhibited an accuracy of 96.9% and a recall rate of 92.9% for test image data.

• Journal of the Korean Data and Information Science Society
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• v.27 no.3
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• pp.827-833
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• 2016

In this paper, we propose a deep least squares support vector machine (LS-SVM) for regression problems, which consists of the input layer and the hidden layer. In the hidden layer, LS-SVMs are trained with the original input variables and the perturbed responses. For the final output, the main LS-SVM is trained with the outputs from LS-SVMs of the hidden layer as input variables and the original responses. In contrast to the multilayer neural network (MNN), LS-SVMs in the deep LS-SVM are trained to minimize the penalized objective function. Thus, the learning dynamics of the deep LS-SVM are entirely different from MNN in which all weights and biases are trained to minimize one final error function. When compared to MNN approaches, the deep LS-SVM does not make use of any combination weights, but trains all LS-SVMs in the architecture. Experimental results from real datasets illustrate that the deep LS-SVM significantly outperforms state of the art machine learning methods on regression problems.

• Journal of Digital Convergence
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• v.14 no.2
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• pp.245-258
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• 2016

This paper aims to present the way to bring about significant results through performance improvement of learning algorithm in the research applying to machine learning. Research papers showing the results from machine learning methods were collected as data for this case study. In addition, suitable machine learning methods for each field were selected and suggested in this paper. As a result, SVM for engineering, decision-making tree algorithm for medical science, and SVM for other fields showed their efficiency in terms of their frequent use cases and classification/prediction. By analyzing cases of machine learning application, general characterization of application plans is drawn. Machine learning application has three steps: (1) data collection; (2) data learning through algorithm; and (3) significance test on algorithm. Performance is improved in each step by combining algorithm. Ways of performance improvement are classified as multiple machine learning structure modeling, $+{\alpha}$ machine learning structure modeling, and so forth.