• Journal of Information Technology Services
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• v.19 no.2
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• pp.109-124
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• 2020

Facing the 4^th Industrial Revolution era, researches on artificial intelligence have become active and attempts have been made to apply machine learning in various fields. In the field of finance, Robo Advisor service, which analyze the market, make investment decisions and allocate assets instead of people, are rapidly expanding. The stock price prediction using the machine learning that has been carried out to date is mainly based on the prediction of the market index such as KOSPI, and utilizes technical data that is fundamental index or price derivative index using financial statement. However, most researches have proceeded without any explicit verification of the prediction rate of the learning data. In this study, we conducted an experiment to determine the degree of market prediction ability of basic indicators, technical indicators, and system risk indicators (AR) used in stock price prediction. First, we set the core parameters for each financial indicator and define the objective function reflecting the return and volatility. Then, an experiment was performed to extract the sample from the distribution of each parameter by the Markov chain Monte Carlo (MCMC) method and to find the optimum value to maximize the objective function. Since Robo Advisor is a commodity that trades financial instruments such as stocks and funds, it can not be utilized only by forecasting the market index. The sample for this experiment is data of 17 years of 1,500 stocks that have been listed in Korea for more than 5 years after listing. As a result of the experiment, it was possible to establish a meaningful trading strategy that exceeds the market return. This study can be utilized as a basis for the development of Robo Advisor products in that it includes a large proportion of listed stocks in Korea, rather than an experiment on a single index, and verifies market predictability of various financial indicators.

• Journal of Technology Innovation
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• v.6 no.2
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• pp.159-177
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• 1998

Although each company is trying to develop an economic analysis model with its own particular style or format, the appropriate method is not yet developed because there are many problems to be solved such as uncertainity of outcomes and intangible benefits of technology. The purpose of tris paper therefore is to suggest an economic analysis methodology, which reflects the complexity and the risk of R&D investment, through a case study on the development of a superconductor fault current limiter. A self-developed Monte Carlo simulation program utilized as a main tool in this paper was very useful for risk analysis of R&D investment which could not be solved in the previous DCF(Discounted Cash Flow) model. We also introduce learning effect to consider the intangible benefits such as Know-How obtained from R&D execution. The expected value and its probability distribution for R&D investment can be obtained by combining the Monte Carlo method with the decision tree approach. This result is helpful in judging the priority and the resource-allocation of R&D projects. It is however necessary to develop more precise model for quantifying the technology stock and the simulation program using the continuous probability distribution in expected values to improve the reliability of economic analysis on R&D projects.

• Journal of the Korean Operations Research and Management Science Society
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• v.30 no.3
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• pp.137-149
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• 2005

This study proposes a framework enhancing the accuracy of estimation for project duration by combining linear Bayesian updating scheme with the learning curve effect. Activities in a particular project might share resources in various forms and might be affected by risk factors such as weather Statistical dependence stemming from such resource or risk sharing might help us learn about the duration of upcoming activities in the Bayesian model. We illustrate, using a Monte Carlo simulation, that for partially repetitive projects a higher degree of statistical dependence among activity duration results in more variation in estimating the project duration in total, although more accurate forecasting Is achievable for the duration of an individual activity.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.12
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• pp.116-123
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• 1994

A modified Hybrid learning rule(MHLR) is proposed, which is derived from combining the Back Propagation algorithm that is known as an excellent classifier with modified Hebbian by changing the orginal Hebbian which is a good feature extractor. The network architecture of MHLR is multi-layered neural network. The weights of MHLR are calculated from sum of the weight of BP and the weight of modified Hebbian between input layer and higgen layer and from the weight of BP between gidden layer and output layer. To evaluate the performance, BP, MHLR and the proposed Hybrid learning rule (HLR) are simulated by Monte Carlo method. As the result, MHLR is the best in recognition rate and HLR is the second. In learning speed, HLR and MHLR are much the same, while BP is relatively slow.

• Journal of Semiconductor Engineering
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• v.1 no.1
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• pp.31-37
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• 2020

We present an approximate DRAM architecture for energy-efficient deep learning. Our key premise is that by bounding memory errors to non-critical information, we can significantly reduce DRAM refresh energy without compromising recognition accuracy of deep neural networks. To validate the key premise, we make extensive Monte-Carlo simulations for several well-known convolutional neural networks such as LeNet, ConvNet and AlexNet with the input of MINIST, CIFAR-10, and ImageNet, respectively. We assume that the highest-order 8-bits (in single precision) and 4-bits (in half precision) are protected from retention errors under the proposed architecture and then, randomly inject bit-errors to unprotected bits with various bit-error-rates. Here, recognition accuracies of the above convolutional neural networks are successfully maintained up to the 10^-5-order bit-error-rate. We simulate DRAM energy during inference of the above convolutional neural networks, where the proposed architecture shows the possibility of considerable energy saving up to 10 ~ 37.5% of total DRAM energy.

• ETRI Journal
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• v.44 no.5
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• pp.837-848
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• 2022

Analog circuit design is comparatively more complex than its digital counterpart due to its nonlinearity and low level of abstraction. This study proposes a novel low-level hybrid of the sine-cosine algorithm (SCA) and modified grey-wolf optimization (mGWO) algorithm for machine learning-based design automation of CMOS analog circuits using an all-CMOS voltage reference circuit in 40-nm standard process. The optimization algorithm's efficiency is further tested using classical functions, showing that it outperforms other competing algorithms. The objective of the optimization is to minimize the variation and power usage, while satisfying all the design limitations. Through the interchange of scripts for information exchange between two environments, the SCA-mGWO algorithm is implemented and simultaneously simulated. The results show the robustness of analog circuit design generated using the SCA-mGWO algorithm, over various corners, resulting in a percentage variation of 0.85%. Monte Carlo analysis is also performed on the presented analog circuit for output voltage and percentage variation resulting in significantly low mean and standard deviation.

• Journal of Korean Tunnelling and Underground Space Association
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• v.20 no.4
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• pp.701-715
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• 2018

A reliability based design approach of the tunnel reinforcement with umbrella arch method was considered to better represent the uncertainties of the weak rock properties around the tunnel. For this, a machine learning approach called an Adaptive Support Vector Machine (ASVM) together with the limit equilibrium method were introduced to minimize the iteration numbers during the classification training of the tunnel stability. The proposed method was compared with the results of typical Monte Carlo simulations. It was concluded that the ASVM was very efficient and accurate to calculate the probability of failure having auxiliary umbrella arches and uncertain material properties of the tunnel. Future work will be concentrated on the refinement of the fast adaptation of the SVM classification so that the minimum number of numerical analyses can be used where the limit solution is not available.

• Communications of Mathematical Education
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• v.24 no.1
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• pp.177-193
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• 2010

The purpose of this study is to explore normal distribution in probability distributions of the area of statistics in high school mathematics. To do this these contents such as approximation of normal distribution from binomial distribution, investigation of normal distribution curve and the area under its curve through the method of Monte Carlo, linear transformations of normal distribution curve, and various types of normal distribution curves are explored with CAS calculator. It will not be ablt to be attained for the objectives suggested the area of probability distribution in a paper-and-pencil classroom environment from the perspectives of tools of CAS calculator such as trivialization, experimentation, visualization, and concentration. Thus, this study is to explore various properties of normal distribution curve with CAS calculator and derive from pedagogical implications of teaching and learning normal distribution curve.

• Journal of Radiation Protection and Research
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• v.48 no.4
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• pp.175-183
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• 2023

Background: Recently, biological adsorbents have been developed for removing radionuclides from radioactive liquid waste due to their high selectivity, eco-friendliness, and renewability. However, since they can be damaged by radiation in radioactive waste, a method for estimating the bio-adsorbent performance as a time should consider the radiation damages in terms of their renewability. This paper aims to develop a simulation method that applies a deep learning technique to rapidly and accurately estimate the adsorption performance of bio-adsorbents when inserted into liquid radioactive waste. Materials and Methods: A model that describes various interactions between a bio-adsorbent and liquid has been constructed using numerical methods to estimate the adsorption capacity of the bio-adsorbent. To generate datasets for machine learning, Monte Carlo N-Particle (MCNP) simulations were conducted while considering radioactive concentrations in the adsorbent column. Results and Discussion: Compared with the result of the conventional method, the proposed method indicates that the accuracy is in good agreement, within 0.99% and 0.06% for the R² score and mean absolute percentage error, respectively. Furthermore, the estimation speed is improved by over 30 times. Conclusion: Note that an artificial neural network can rapidly and accurately estimate the survival rate of a bio-adsorbent from radiation ionization compared with the MCNP simulation and can determine if the bio-adsorbents are reusable.

• 한국HCI학회:학술대회논문집
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• 2008.02a
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• pp.739-743
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• 2008

In this paper, we introduce a method for automatically generating accompaniment music, according to user's input melody. The initial accompaniment chord is generated by analyzing user's input melody. Then next chords are generated continuously based on markov chain probability table in which transition probabilities of each chord are defined. The probability table is learned according to reinforcement learning mechanism using sample data of existing music. Also during playing accompaniment, the probability table is learned and refined using reward values obtained in each status to improve the behavior of playing the chord in real-time. The similarity between user's input melody and each chord is calculated using pitch class histogram. Using our method, accompaniment chords harmonized with user's melody can be generated automatically in real-time.