• Title/Summary/Keyword: Neural network models

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A Study on the Investment Strategy Using Neural Network Models in the Korean Stock Market (인공신경망 모델을 이용한 주식시장에서의 투자전략에 대한 연구)

  • 서영호;이정호
    • Journal of the Korean Operations Research and Management Science Society
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    • v.23 no.4
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    • pp.213-224
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    • 1998
  • Since the late 1980s, an Increasing number of neural network models have been studied in the areas of financial prediction and analysis. The purpose of this study is to Investigate the possibility of building a neural network model that is able to construct a profitable trading strategy in the Korean Stock Market. This study classifies stocks into the future market winners and losers from the publicly available accounting information and builds portfolios based on this information. The performances of the winner portfolios and the loser portfolios are compared with each other and against the market index. The empirical result of this research is consistent with the traditional fundamental analysis where it is claimed that the financial statements contain firm values that may not be fully reflected In stock prices without delay. Despite the supporting empirical evidence. It is somewhat Inconclusive as to whether or not the abnormal return in excess of market return is the result of the extra knowledge obtained in the neural network models derived from the historical accounting data. This research attempts to open another avenue using neural network models for searching for evidence against market efficiency where statistics and intuition have played a major role.

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In-process Weld Quality Monitoring by the Multi-layer Perceptron Neural Network in Ultrasonic Metal Welding (초음파 금속용접 시 다층 퍼셉트론 뉴럴 네트워크를 이용한 용접품질의 In-process 모니터링)

  • Shahid, Muhammad Bilal;Park, Dong-Sam
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.21 no.6
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    • pp.89-97
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    • 2022
  • Ultrasonic metal welding has been widely used for joining lithium-ion battery tabs. Weld quality monitoring has been an important issue in lithium-ion battery manufacturing. This study focuses on the weld quality monitoring in ultrasonic metal welding with the longitudinal-torsional vibration mode horn developed newly. As the quality of ultrasonic welding depends on welding parameters like pressure, time, and amplitude, the suitable values of these parameters were selected for experimentation. The welds were tested via tensile testing machine and weld strengths were investigated. The dataset collected for performance test was used to train the multi-layer perceptron neural network. The three layer neural network was used for the study and the optimum number of neurons in the first and second hidden layers were selected based on performances of each models. The best models were selected for the horn and then tested to see their performances on an unseen dataset. The neural network models for the longitudinal-torsional mode horn attained test accuracy of 90%. This result implies that proposed models has potential for the weld quality monitoring.

Introduction to convolutional neural network using Keras; an understanding from a statistician

  • Lee, Hagyeong;Song, Jongwoo
    • Communications for Statistical Applications and Methods
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    • v.26 no.6
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    • pp.591-610
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    • 2019
  • Deep Learning is one of the machine learning methods to find features from a huge data using non-linear transformation. It is now commonly used for supervised learning in many fields. In particular, Convolutional Neural Network (CNN) is the best technique for the image classification since 2012. For users who consider deep learning models for real-world applications, Keras is a popular API for neural networks written in Python and also can be used in R. We try examine the parameter estimation procedures of Deep Neural Network and structures of CNN models from basics to advanced techniques. We also try to figure out some crucial steps in CNN that can improve image classification performance in the CIFAR10 dataset using Keras. We found that several stacks of convolutional layers and batch normalization could improve prediction performance. We also compared image classification performances with other machine learning methods, including K-Nearest Neighbors (K-NN), Random Forest, and XGBoost, in both MNIST and CIFAR10 dataset.

Neural network control by learning the inverse dynamics of uncertain robotic systems (불확실성이 있는 로봇 시스템의 역모델 학습에 의한 신경회로망 제어)

  • Kim, Sung-Woo;Lee, Ju-Jang
    • Journal of Institute of Control, Robotics and Systems
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    • v.1 no.2
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    • pp.88-93
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    • 1995
  • This paper presents a study using neural networks in the design of the tracking controller of robotic systems. Our strategy is to put to use the available knowledge about the robot manipulator, such as estimation models, in the contoller design via the computed torque method, and then to add the neural network to control the remaining uncertainty. The neural network used here learns to provide the inverse dynamics of the plant uncertainty, and acts as an inverse controller. In the simulation study, we verify that the proposed neural network controller is robust not only to structured uncertainties, but also to unstructured uncertainties such as friction models.

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Speech Emotion Recognition Using 2D-CNN with Mel-Frequency Cepstrum Coefficients

  • Eom, Youngsik;Bang, Junseong
    • Journal of information and communication convergence engineering
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    • v.19 no.3
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    • pp.148-154
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    • 2021
  • With the advent of context-aware computing, many attempts were made to understand emotions. Among these various attempts, Speech Emotion Recognition (SER) is a method of recognizing the speaker's emotions through speech information. The SER is successful in selecting distinctive 'features' and 'classifying' them in an appropriate way. In this paper, the performances of SER using neural network models (e.g., fully connected network (FCN), convolutional neural network (CNN)) with Mel-Frequency Cepstral Coefficients (MFCC) are examined in terms of the accuracy and distribution of emotion recognition. For Ryerson Audio-Visual Database of Emotional Speech and Song (RAVDESS) dataset, by tuning model parameters, a two-dimensional Convolutional Neural Network (2D-CNN) model with MFCC showed the best performance with an average accuracy of 88.54% for 5 emotions, anger, happiness, calm, fear, and sadness, of men and women. In addition, by examining the distribution of emotion recognition accuracies for neural network models, the 2D-CNN with MFCC can expect an overall accuracy of 75% or more.

Predicting PM2.5 Concentrations Using Artificial Neural Networks and Markov Chain, a Case Study Karaj City

  • Asadollahfardi, Gholamreza;Zangooei, Hossein;Aria, Shiva Homayoun
    • Asian Journal of Atmospheric Environment
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    • v.10 no.2
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    • pp.67-79
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    • 2016
  • The forecasting of air pollution is an important and popular topic in environmental engineering. Due to health impacts caused by unacceptable particulate matter (PM) levels, it has become one of the greatest concerns in metropolitan cities like Karaj City in Iran. In this study, the concentration of $PM_{2.5}$ was predicted by applying a multilayer percepteron (MLP) neural network, a radial basis function (RBF) neural network and a Markov chain model. Two months of hourly data including temperature, NO, $NO_2$, $NO_x$, CO, $SO_2$ and $PM_{10}$ were used as inputs to the artificial neural networks. From 1,488 data, 1,300 of data was used to train the models and the rest of the data were applied to test the models. The results of using artificial neural networks indicated that the models performed well in predicting $PM_{2.5}$ concentrations. The application of a Markov chain described the probable occurrences of unhealthy hours. The MLP neural network with two hidden layers including 19 neurons in the first layer and 16 neurons in the second layer provided the best results. The coefficient of determination ($R^2$), Index of Agreement (IA) and Efficiency (E) between the observed and the predicted data using an MLP neural network were 0.92, 0.93 and 0.981, respectively. In the MLP neural network, the MBE was 0.0546 which indicates the adequacy of the model. In the RBF neural network, increasing the number of neurons to 1,488 caused the RMSE to decline from 7.88 to 0.00 and caused $R^2$ to reach 0.93. In the Markov chain model the absolute error was 0.014 which indicated an acceptable accuracy and precision. We concluded the probability of occurrence state duration and transition of $PM_{2.5}$ pollution is predictable using a Markov chain method.

A neural network model for predicting atlantic hurricane activity

  • Kwon, Ohseok;Golden, Bruce
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.10a
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    • pp.39-42
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    • 1996
  • Modeling techniques such as linear regression have been used to predict hurricane activity many months in advance of the start of the hurricane season with some success. In this paper, we construct feedforward neural networks to model Atlantic basin hurricane activity and compare the predictions of our neural network models to the predictions produced by statistical models found in the weather forecasting literature. We find that our neural network models produce reasonably accurate predictions that, for the most part, compare favorably to the predictions of statistical models.

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A Deep Learning Model for Predicting User Personality Using Social Media Profile Images

  • Kanchana, T.S.;Zoraida, B.S.E.
    • International Journal of Computer Science & Network Security
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    • v.22 no.11
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    • pp.265-271
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    • 2022
  • Social media is a form of communication based on the internet to share information through content and images. Their choice of profile images and type of image they post can be closely connected to their personality. The user posted images are designated as personality traits. The objective of this study is to predict five factor model personality dimensions from profile images by using deep learning and neural networks. Developed a deep learning framework-based neural network for personality prediction. The personality types of the Big Five Factor model can be quantified from user profile images. To measure the effectiveness, proposed two models using convolution Neural Networks to classify each personality of the user. Done performance analysis among two different models for efficiently predict personality traits from profile image. It was found that VGG-69 CNN models are best performing models for producing the classification accuracy of 91% to predict user personality traits.

Development of Yield Forecast Models for Vegetables Using Artificial Neural Networks: the Case of Chilli Pepper (인공 신경망을 이용한 채소 단수 예측 모형 개발: 고추를 중심으로)

  • Lee, Choon-Soo;Yang, Sung-Bum
    • Korean Journal of Organic Agriculture
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    • v.25 no.3
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    • pp.555-567
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    • 2017
  • This study suggests the yield forecast model for chilli pepper using artificial neural network. For this, we select the most suitable network models for chilli pepper's yield and compare the predictive power with adaptive expectation model and panel model. The results show that the predictive power of artificial neural network with 5 weather input variables (temperature, precipitation, temperature range, humidity, sunshine amount) is higher than the alternative models. Implications for forecasting of yields are suggested at the end of this study.

Optimizing Artificial Neural Network-Based Models to Predict Rice Blast Epidemics in Korea

  • Lee, Kyung-Tae;Han, Juhyeong;Kim, Kwang-Hyung
    • The Plant Pathology Journal
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    • v.38 no.4
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    • pp.395-402
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    • 2022
  • To predict rice blast, many machine learning methods have been proposed. As the quality and quantity of input data are essential for machine learning techniques, this study develops three artificial neural network (ANN)-based rice blast prediction models by combining two ANN models, the feed-forward neural network (FFNN) and long short-term memory, with diverse input datasets, and compares their performance. The Blast_Weathe long short-term memory r_FFNN model had the highest recall score (66.3%) for rice blast prediction. This model requires two types of input data: blast occurrence data for the last 3 years and weather data (daily maximum temperature, relative humidity, and precipitation) between January and July of the prediction year. This study showed that the performance of an ANN-based disease prediction model was improved by applying suitable machine learning techniques together with the optimization of hyperparameter tuning involving input data. Moreover, we highlight the importance of the systematic collection of long-term disease data.