• Journal of the Korea Institute of Information and Communication Engineering
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• v.26 no.10
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• pp.1423-1431
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• 2022

Volatility is one of the variables that the Black-Scholes model requires for option pricing. It is an unknown variable at the present time, however, since the option price can be observed in the market, implied volatility can be derived from the price of an option at any given point in time and can represent the market's expectation of future volatility. Although volatility in the Black-Scholes model is constant, when calculating implied volatility, it is common to observe a volatility smile which shows that the implied volatility is different depending on the strike prices. We implement supervised learning to target implied volatility by adding V-KOSPI to ease volatility smile. We examine the estimation performance of KOSPI200 index options' implied volatility using various Machine Learning algorithms such as Linear Regression, Tree, Support Vector Machine, KNN and Deep Neural Network. The training accuracy was the highest(99.9%) in Decision Tree model and test accuracy was the highest(96.9%) in Random Forest model.

• Journal of Internet Computing and Services
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• v.23 no.2
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• pp.53-59
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• 2022

After the 3rd level autonomous driving vehicle, the 4th and 5th level of autonomous driving technology is trying to maintain the optimal condition of the passengers as well as the perfect driving of the vehicle. However current autonomous driving technology is too dependent on visual information such as LiDAR and front camera, so it is difficult to fully autonomously drive on roads other than designated roads. Therefore this paper proposes a Braking Strength Calculation System (BSCS), in which a vehicle classifies road conditions using data other than visual information and calculates optimal braking strength according to road conditions and driving conditions. The BSCS consists of RCDM (Road Condition Definition Module), which classifies road conditions based on KNN algorithm, and BSCM (Braking Strength Calculation Module), which calculates optimal braking strength while driving based on current driving conditions and road conditions. As a result of the experiment in this paper, it was possible to find the most suitable number of Ks for the KNN algorithm, and it was proved that the RCDM proposed in this paper is more accurate than the unsupervised K-means algorithm. By using not only visual information but also vibration data applied to the suspension, the BSCS of the paper can make the braking of autonomous vehicles smoother in various environments where visual information is limited.

• Journal of Intelligence and Information Systems
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• v.15 no.4
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• pp.1-22
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• 2009

The World Wide Web is transitioning from being a mere collection of documents that contain useful information toward providing a collection of services that perform useful tasks. The emerging Web service technology has been envisioned as the next technological wave and is expected to play an important role in this recent transformation of the Web. By providing interoperable interface standards for application-to-application communication, Web services can be combined with component based software development to promote application interaction and integration both within and across enterprises. To make Web services for service-oriented computing operational, it is important that Web service repositories not only be well-structured but also provide efficient tools for developers to find reusable Web service components that meet their needs. As the potential of Web services for service-oriented computing is being widely recognized, the demand for effective Web service discovery mechanisms is concomitantly growing. A number of techniques for Web service discovery have been proposed, but the discovery challenge has not been satisfactorily addressed. Unfortunately, most existing solutions are either too rudimentary to be useful or too domain dependent to be generalizable. In this paper, we propose a Web service organizing framework that combines clustering techniques with string matching and leverages the semantics of the XML-based service specification in WSDL documents. We believe that this is one of the first attempts at applying data mining techniques in the Web service discovery domain. Our proposed approach has several appealing features : (1) It minimizes the requirement of prior knowledge from both service consumers and publishers; (2) It avoids exploiting domain dependent ontologies; and (3) It is able to visualize the semantic relationships among Web services. We have developed a prototype system based on the proposed framework using an unsupervised artificial neural network and empirically evaluated the proposed approach and tool using real Web service descriptions drawn from operational Web service registries. We report on some preliminary results demonstrating the efficacy of the proposed approach.

• Journal of Internet Computing and Services
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• v.21 no.6
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• pp.23-31
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• 2020

This study was carried out to generate various images of railroad surfaces with random defects as training data to be better at the detection of defects. Defects on the surface of railroads are caused by various factors such as friction between track binding devices and adjacent tracks and can cause accidents such as broken rails, so railroad maintenance for defects is necessary. Therefore, various researches on defect detection and inspection using image processing or machine learning on railway surface images have been conducted to automate railroad inspection and to reduce railroad maintenance costs. In general, the performance of the image processing analysis method and machine learning technology is affected by the quantity and quality of data. For this reason, some researches require specific devices or vehicles to acquire images of the track surface at regular intervals to obtain a database of various railway surface images. On the contrary, in this study, in order to reduce and improve the operating cost of image acquisition, we constructed the 'Defective Railroad Surface Regeneration Model' by applying the methods presented in the related studies of the Generative Adversarial Network (GAN). Thus, we aimed to detect defects on railroad surface even without a dedicated database. This constructed model is designed to learn to generate the railroad surface combining the different railroad surface textures and the original surface, considering the ground truth of the railroad defects. The generated images of the railroad surface were used as training data in defect detection network, which is based on Fully Convolutional Network (FCN). To validate its performance, we clustered and divided the railroad data into three subsets, one subset as original railroad texture images and the remaining two subsets as another railroad surface texture images. In the first experiment, we used only original texture images for training sets in the defect detection model. And in the second experiment, we trained the generated images that were generated by combining the original images with a few railroad textures of the other images. Each defect detection model was evaluated in terms of 'intersection of union(IoU)' and F1-score measures with ground truths. As a result, the scores increased by about 10~15% when the generated images were used, compared to the case that only the original images were used. This proves that it is possible to detect defects by using the existing data and a few different texture images, even for the railroad surface images in which dedicated training database is not constructed.

• Journal of Internet Computing and Services
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• v.21 no.4
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• pp.17-23
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• 2020

Biometric information indicating measurement items related to human characteristics has attracted great attention as security technology with high reliability since there is no fear of theft or loss. Among these biometric information, fingerprints are mainly used in fields such as identity verification and identification. If there is a problem such as a wound, wrinkle, or moisture that is difficult to authenticate to the fingerprint image when identifying the identity, the fingerprint expert can identify the problem with the fingerprint directly through the preprocessing step, and apply the image processing algorithm appropriate to the problem. Solve the problem. In this case, by implementing artificial intelligence software that distinguishes fingerprint images with cuts and wrinkles on the fingerprint, it is easy to check whether there are cuts or wrinkles, and by selecting an appropriate algorithm, the fingerprint image can be easily improved. In this study, we developed a total of 17,080 fingerprint databases by acquiring all finger prints of 1,010 students from the Royal University of Cambodia, 600 Sokoto open data sets, and 98 Korean students. In order to determine if there are any injuries or wrinkles in the built database, criteria were established, and the data were validated by experts. The training and test datasets consisted of Cambodian data and Sokoto data, and the ratio was set to 8: 2. The data of 98 Korean students were set up as a validation data set. Using the constructed data set, five CNN-based architectures such as Classic CNN, AlexNet, VGG-16, Resnet50, and Yolo v3 were implemented. A study was conducted to find the model that performed best on the readings. Among the five architectures, ResNet50 showed the best performance with 81.51%.