• The Korean Journal of Applied Statistics
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• v.25 no.4
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• pp.543-552
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• 2012

Parrondo paradox is a counter-intuitive phenomenon where two losing games can be combined to win or two winning games can be combined to lose. When we trade stocks with a history-dependent Parrondo game rule (where we buy and sell stocks based on recent investment outcomes) we found Parrondo paradox in stock trading. Using stock data of the KRX from 2008 to 2010, we analyzed the Parrondo paradoxical cases in the Korean stock market.

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.781-790
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• 2015

The Parrondo paradox is the counter-intuitive phenomenon: when we combine two losing games we can win the game or when we combine two winning games we can lose the game. In this paper, we assume that an investor adopts the rule of the history-dependent Parrondo game for investment in the stock market. Using the KRX (Korea Exchange) data from 2012 to 2014, we found the Parrondo paradox in the stock trading: the redistribution of profits among accounts can turn the decrease of the expected cumulative profit into the increase of the expected cumulative profit. We also found that the opposite case, namely the reverse Parrondo effect, can happen in the stock trading.

• Journal of Korea Game Society
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• v.16 no.2
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• pp.119-128
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• 2016

In computer games, most of GUI methods are keyboards, mouses and touch screens. The total time of processing the sound commands for games is the sum of input time and recognition time. In this paper, we propose a method for taking only the prefixes of the input signals for sound commands, resulting in the reduced the total processing time, instead of taking the whole input signals. In our method, command sounds are recognized using HMM(Hidden Markov Model), where separate HMM's are built for the whole input signals and their prefix signals. We experiment our proposed method with representative commands of platform games. The experiment shows that the total processing time of input command signals reduces without decreasing recognition rate significantly. The study will contribute to enhance the versatility of GUI for computer games.

• The Korean Journal of Applied Statistics
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• v.29 no.2
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• pp.321-330
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• 2016

Run expectancy (RE) is the mean number of runs scored from a specific base runner/outs situation of an inning to the end of the inning. Win expectancy (WE) is the probability that a particular team will win the game at a specific game state such as half-inning, score difference, outs, and/or runners on base. In this paper, we derive RE and WE for the Korea Baseball Organization (KBO) League based on six-year data from 2007 to 2012 using a Markov chain model.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.43 no.1 s.307
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• pp.17-26
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• 2006

This paper proposes a novel hidden Markov model (HMM)-based gesture recognition method and applies it to an HCI to control a computer game. The novelty of the proposed method is two-fold: 1) the proposed method uses a continuous streaming of human motion as the input to the HMM instead of isolated data sequences or pre-segmented sequences of data and 2) the gesture segmentation and recognition are performed simultaneously. The proposed method consists of a single HMM composed of thirteen gesture-specific HMMs that independently recognize certain gestures. It takes a continuous stream of pose symbols as an input, where a pose is composed of coordinates that indicate the face, left hand, and right hand. Whenever a new input Pose arrives, the HMM continuously updates its state probabilities, then recognizes a gesture if the probability of a distinctive state exceeds a predefined threshold. To assess the validity of the proposed method, it was applied to a real game, Quake II, and the results demonstrated that the proposed HMM could provide very useful information to enhance the discrimination between different classes and reduce the computational cost.

• Journal of the Korean Data and Information Science Society
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• v.22 no.4
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• pp.631-641
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• 2011

We consider a history-dependent Parrondo game in which the winning probability of the present trial depends on the results of the last two trials in the past. When a fraction of an infinite number of players are allowed to choose between two fair Parrondo games at each turn, we compare the blind strategy such as a random sequence of choices with the short-range optimization strategy. In this paper, we show that the random sequence of choices yields a steady increase of average profit. However, if we choose the game that gives the higher expected profit at each turn, surprisingly we are not supposed to get a long-run positive profit for some parameter values.

• Journal of the Korean Data and Information Science Society
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• v.23 no.5
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• pp.867-880
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• 2012

Parrondo paradox is the counter-intuitive situation where individually losing games can combine to win or individually winning games can combine to lose. In this paper, we derive the expected profit per trade for each portfolio when we trade stocks everyday under the spatially dependent Parrondo game rule. Using stock data of KRX (Korea Exchange) from 2008 to 2010, we show that Parrondo paradox exists in the stock trading.

• Proceedings of the Korea Information Processing Society Conference
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• 2013.11a
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• pp.1513-1516
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• 2013

본 연구는 최근 개발된 다양한 저비용 센서와 기계 학습 알고리즘을 이용한 게임을 위한 사람 팔 제스처 인식에 관한 것이다. 게임의 입력으로 사용할 수 있는 동작 10개를 정의하고, 이러한 동작들을 센서에서 수집된 팔 관절의 좌표를 추적하여 전처리했다. 자료의 시간성을 고려하여 HMM(Hidden Markov Model)을 학습 알고리즘으로 사용하였으며 제안한 방법의 유용성은 실험을 통해 검증했다.

• Journal of KIISE:Software and Applications
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• v.36 no.6
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• pp.479-490
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• 2009

A number of temporal abstraction approaches have been suggested so far to handle the high computational complexity of Markov decision problems (MDPs). Although the structure of temporal abstraction can significantly affect the efficiency of solving the MDP, to our knowledge none of current temporal abstraction approaches explicitly consider the relationship between topology and efficiency. In this paper, we first show that a topological measurement from complex network literature, mean geodesic distance, can reflect the efficiency of solving MDP. Based on this, we build an incremental method to systematically build temporal abstractions using a network model that guarantees a small mean geodesic distance. We test our algorithm on a realistic 3D game environment, and experimental results show that our model has subpolynomial growth of mean geodesic distance according to problem size, which enables efficient solving of resulting MDP.

• Journal of Internet Computing and Services
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• v.9 no.6
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• pp.165-177
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• 2008

An important issue in Multiagent reinforcement learning is how an agent should learn its optimal policy in a dynamic environment where there exist other agents able to influence its own performance. Most previous works for Multiagent reinforcement learning tend to apply single-agent reinforcement learning techniques without any extensions or require some unrealistic assumptions even though they use explicit models of other agents. In this paper, a Naive Bayesian based policy model of the opponent agent is introduced and then the Multiagent reinforcement learning method using this model is explained. Unlike previous works, the proposed Multiagent reinforcement learning method utilizes the Naive Bayesian based policy model, not the Q function model of the opponent agent. Moreover, this learning method can improve learning efficiency by using a simpler one than other richer but time-consuming policy models such as Finite State Machines(FSM) and Markov chains. In this paper, the Cat and Mouse game is introduced as an adversarial Multiagent environment. And then effectiveness of the proposed Naive Bayesian based policy model is analyzed through experiments using this game as test-bed.