• Journal of the Korea Society of Computer and Information
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• v.21 no.6
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• pp.9-19
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• 2016

In finance literature, stock liquidity showing how stocks can be cashed out in the market has received rich attentions from both academicians and practitioners. The reasons are plenty. First, it is known that stock liquidity affects significantly asset pricing. Second, macroeconomic announcements influence liquidity in the stock market. Therefore, stock liquidity itself affects investors' decision and managers' decision as well. Though there exist a great deal of literature about stock liquidity in finance literature, it is quite clear that there are no studies attempting to investigate the stock liquidity issue as one of decision making problems. In finance literature, most of stock liquidity studies had dealt with limited views such as how much it influences stock price, which variables are associated with describing the stock liquidity significantly, etc. However, this paper posits that stock liquidity issue may become a serious decision-making problem, and then be handled by using data mining techniques to estimate its future extent with statistical validity. In this sense, we collected financial data set from a number of manufacturing companies listed in KRX (Korea Exchange) during the period of 2010 to 2013. The reason why we selected dataset from 2010 was to avoid the after-shocks of financial crisis that occurred in 2008. We used Fn-GuidPro system to gather total 5,700 financial data set. Stock liquidity measure was computed by the procedures proposed by Amihud (2002) which is known to show best metrics for showing relationship with daily return. We applied five data mining techniques (or classifiers) such as Bayesian network, support vector machine (SVM), decision tree, neural network, and ensemble method. Bayesian networks include GBN (General Bayesian Network), NBN (Naive BN), TAN (Tree Augmented NBN). Decision tree uses CART and C4.5. Regression result was used as a benchmarking performance. Ensemble method uses two types-integration of two classifiers, and three classifiers. Ensemble method is based on voting for the sake of integrating classifiers. Among the single classifiers, CART showed best performance with 48.2%, compared with 37.18% by regression. Among the ensemble methods, the result from integrating TAN, CART, and SVM was best with 49.25%. Through the additional analysis in individual industries, those relatively stabilized industries like electronic appliances, wholesale & retailing, woods, leather-bags-shoes showed better performance over 50%.

• Proceedings of the Korea Information Processing Society Conference
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• 2001.10a
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• pp.727-730
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• 2001

멀티미디어 환경의 급속한 발전에 의해 영상처리 기술은 인간의 인체와 관련하여 얼굴인식, 제스처 인식에 관한 응용과 더불어 스포츠 관련분야로 깊숙히 정착하고 있다. 그러나 입력영상으로부터 움직이고 있는 선수들의 동작을 추출 및 추적하는 일은 컴퓨터비전 연구의 난 문제 중의 하나로 알려져 있다. 이러한 축구경기의 TV 중계에 있어서 하이라이트 장면의 자동추출(자동색인)은 그 경기의 가장 집약적인 표현이며, 축구경기 전체를 한 눈에 파악할 수 있도록 해주는 요약(summary)이자 intensive actions이고 경기의 진수이다. 따라서 축구경기와 같이 비교적 기 시간(대체로 1시간 30분) 동안 다수의 선수(양 팀 합해서 22명)들이 서로 복잡하게 뒤얽히면서 진행하는 경기의 하이라이트 장면을 효과적으로 포착하여 표현해 줄 수 있다면 TV를 통해서 경기를 관람하는 시청자들에게는 경기의 진행상황을 한 눈에 효과적으로 파악할 수 있게 해주어 흥미진진한 경기관람을 할 수 있게 해주고, 경기의 진행자들(감독, 코치, 선수 등)에게는 고차원적이고 과학적인 정보를 효과적으로 제공함으로써 한층 진보된 경기기법을 개발하고 과학적인 경기전략을 세울 수 있게 해준다. 본 논문은 이상과 같이 팀 스포츠(Team Spots)의 일종인 축구경기 하이라이트 장면의 자동색인을 위해 뉴럴네트워크 기법을 이용하여 그룹 포메이션(Group Formation) 중의 공격패턴 자동분류 기법을 개발하고 이를 검증하였다. 본 연구에서는 축구경기장 내의 빈번하게 변화하는 장면들을 자동으로 분할하여 대표 프레임을 선정하고, 대표 프레임 상에서 선수들의 위치정보와 공의 위치정보 등을 기초로 하여 경기 중에 이루어지는 선수들의 그룹 포메이션을 추적하여 그룹행동(group behavior)을 분석하고, 뉴럴네트워크의 BP(Back-Propagation) 알고리즘을 사용하여 축구경기 공격패턴을 자동으로 인식 및 분류함으로써 축구경기 하이라이트 장면의 자동추출을 위한 기반을 마련하였다. 본 연구의 실험에는 '98 프랑스 월드컵 축구경기의 다양한 공격패턴에 대한 비디오 영상에서 각각 좌측공격 60개, 우측공격 74개, 중앙공격 72개, 코너킥 39개, 프리킥 52개의 총 297개의 데이터를 추출하여 사용하였다. 실험과는 좌측공격 91.7%, 우측공격 100%, 중앙공격 87.5%, 코너킥 97.4%, 프리킥 75%로서 매우 양호한 인식율을 보였다.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.22 no.5
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• pp.7-14
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• 2021

Tomato crops are highly affected by tomato diseases, and if not prevented, a disease can cause severe losses for the agricultural economy. Therefore, there is a need for a system that quickly and accurately diagnoses various tomato diseases. In this paper, we propose a system that classifies nine diseases as well as healthy tomato plants by applying various pretrained deep learning-based CNN models trained on an ImageNet dataset. The tomato leaf image dataset obtained from PlantVillage is provided as input to ResNet, Xception, and DenseNet, which have deep learning-based CNN architectures. The proposed models were constructed by adding a top-level classifier to the basic CNN model, and they were trained by applying a 5-fold cross-validation strategy. All three of the proposed models were trained in two stages: transfer learning (which freezes the layers of the basic CNN model and then trains only the top-level classifiers), and fine-tuned learning (which sets the learning rate to a very small number and trains after unfreezing basic CNN layers). SGD, RMSprop, and Adam were applied as optimization algorithms. The experimental results show that the DenseNet CNN model to which the RMSprop algorithm was applied output the best results, with 98.63% accuracy.

• Journal of the Korea Computer Graphics Society
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• v.28 no.1
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• pp.1-9
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• 2022

Non-small cell lung cancer (NSCLC) accounts for a high proportion of 85% among all lung cancer and has a significantly higher mortality rate (22.7%) compared to other cancers. Therefore, it is very important to predict the prognosis after surgery in patients with non-small cell lung cancer. In this study, the types of preoperative chest CT image patches for non-small cell lung cancer patients with tumor as a region of interest are diversified into five types according to tumor-related information, and performance of single classifier model, ensemble classifier model with soft-voting method, and ensemble classifier model using 3 input channels for combination of three different patches using pre-trained ResNet and EfficientNet CNN networks are analyzed through misclassification cases and Grad-CAM visualization. As a result of the experiment, the ResNet152 single model and the EfficientNet-b7 single model trained on the peritumoral patch showed accuracy of 87.93% and 81.03%, respectively. In addition, ResNet152 ensemble model using the image, peritumoral, and shape-focused intratumoral patches which were placed in each input channels showed stable performance with an accuracy of 87.93%. Also, EfficientNet-b7 ensemble classifier model with soft-voting method using the image and peritumoral patches showed accuracy of 84.48%.

• Journal of the Korea Society of Computer and Information
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• v.28 no.11
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• pp.29-42
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• 2023

In this paper, we propose a method to enhance the prediction accuracy of solar irradiance for three major South Korean cities: Seoul, Busan, and Incheon. Our method entails the development of five generative models-vanilla GAN, CTGAN, Copula GAN, WGANGP, and TVAE-to generate independent variables that mimic the patterns of existing training data. To mitigate the bias in model training, we derive values for the dependent variables using random forests and deep neural networks, enriching the training datasets. These datasets are integrated with existing data to form comprehensive solar irradiance prediction models. The experimentation revealed that the augmented datasets led to significantly improved model performance compared to those trained solely on the original data. Specifically, CTGAN showed outstanding results due to its sophisticated mechanism for handling the intricacies of multivariate data relationships, ensuring that the generated data are diverse and closely aligned with the real-world variability of solar irradiance. The proposed method is expected to address the issue of data scarcity by augmenting the training data with high-quality synthetic data, thereby contributing to the operation of solar power systems for sustainable development.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.8
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• pp.1-8
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• 2020

Air ducts installed for ventilation inside buildings accumulate contaminants during their service life. Robots are installed to clean the air duct at low cost, but they are still not fully automated and depend on manpower. In this study, an intersection detection algorithm for autonomous driving was applied to an air duct cleaning robot. Autonomous driving of the robot was achieved by calculating the distance and angle between the extracted point and the center point through the intersection detection algorithm from the camera image mounted on the robot. The training data consisted of CAD images of the duct interior as well as the cross-point coordinates and angles between the two boundary lines. The deep learning-based CNN model was applied as a detection algorithm. For training, the cross-point coordinates were obtained from CAD images. The accuracy was determined based on the differences in the actual and predicted areas and distances. A cleaning robot prototype was designed, consisting of a frame, a Raspberry Pi computer, a control unit and a drive unit. The algorithm was validated by video imagery of the robot in operation. The algorithm can be applied to vehicles operating in similar environments.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.40 no.4
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• pp.193-205
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• 2003

There has been so many research activities about robot soccer system in the many research fields, for example, intelligent control, communication, computer technology, sensor technology, image processing, mechatronics. Especially researchers research strategy for attacking in the field of strategy, and develop intelligent strategy. Then, soccer robots cannot defense completely and efficiently by using simple defense strategy. Therefore, intention extraction of attacker is needed for efficient defense. In this thesis, intention extractor of soccer robots is designed and developed based on FMMNN(Fuzzy Min-Max Neural networks ). First, intention for soccer robot system is defined, and intention extraction for soccer robot system is explained.. Next, FMMNN based intention extractor for soccer robot system is determined. FMMNN is one of the pattern classification method and have several advantages: on-line adaptation, short training time, soft decision. Therefore, FMMNN is suitable for soccer robot system having dynamic environment. Observer extracts attack intention of opponents by using this intention exactor, and this intention extractor is also used for analyzing strategy of opponent team. The capability of developed intention extractor is verified by simulation of 3 vs. 3 robot succor simulator. It was confirmed that the rates of intention extraction each experiment increase.

• Journal of Intelligence and Information Systems
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• v.25 no.1
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• pp.1-19
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• 2019

Artificial intelligence (AI) is one of the main driving forces leading the Fourth Industrial Revolution. The technologies associated with AI have already shown superior abilities that are equal to or better than people in many fields including image and speech recognition. Particularly, many efforts have been actively given to identify the current technology trends and analyze development directions of it, because AI technologies can be utilized in a wide range of fields including medical, financial, manufacturing, service, and education fields. Major platforms that can develop complex AI algorithms for learning, reasoning, and recognition have been open to the public as open source projects. As a result, technologies and services that utilize them have increased rapidly. It has been confirmed as one of the major reasons for the fast development of AI technologies. Additionally, the spread of the technology is greatly in debt to open source software, developed by major global companies, supporting natural language recognition, speech recognition, and image recognition. Therefore, this study aimed to identify the practical trend of AI technology development by analyzing OSS projects associated with AI, which have been developed by the online collaboration of many parties. This study searched and collected a list of major projects related to AI, which were generated from 2000 to July 2018 on Github. This study confirmed the development trends of major technologies in detail by applying text mining technique targeting topic information, which indicates the characteristics of the collected projects and technical fields. The results of the analysis showed that the number of software development projects by year was less than 100 projects per year until 2013. However, it increased to 229 projects in 2014 and 597 projects in 2015. Particularly, the number of open source projects related to AI increased rapidly in 2016 (2,559 OSS projects). It was confirmed that the number of projects initiated in 2017 was 14,213, which is almost four-folds of the number of total projects generated from 2009 to 2016 (3,555 projects). The number of projects initiated from Jan to Jul 2018 was 8,737. The development trend of AI-related technologies was evaluated by dividing the study period into three phases. The appearance frequency of topics indicate the technology trends of AI-related OSS projects. The results showed that the natural language processing technology has continued to be at the top in all years. It implied that OSS had been developed continuously. Until 2015, Python, C ++, and Java, programming languages, were listed as the top ten frequently appeared topics. However, after 2016, programming languages other than Python disappeared from the top ten topics. Instead of them, platforms supporting the development of AI algorithms, such as TensorFlow and Keras, are showing high appearance frequency. Additionally, reinforcement learning algorithms and convolutional neural networks, which have been used in various fields, were frequently appeared topics. The results of topic network analysis showed that the most important topics of degree centrality were similar to those of appearance frequency. The main difference was that visualization and medical imaging topics were found at the top of the list, although they were not in the top of the list from 2009 to 2012. The results indicated that OSS was developed in the medical field in order to utilize the AI technology. Moreover, although the computer vision was in the top 10 of the appearance frequency list from 2013 to 2015, they were not in the top 10 of the degree centrality. The topics at the top of the degree centrality list were similar to those at the top of the appearance frequency list. It was found that the ranks of the composite neural network and reinforcement learning were changed slightly. The trend of technology development was examined using the appearance frequency of topics and degree centrality. The results showed that machine learning revealed the highest frequency and the highest degree centrality in all years. Moreover, it is noteworthy that, although the deep learning topic showed a low frequency and a low degree centrality between 2009 and 2012, their ranks abruptly increased between 2013 and 2015. It was confirmed that in recent years both technologies had high appearance frequency and degree centrality. TensorFlow first appeared during the phase of 2013-2015, and the appearance frequency and degree centrality of it soared between 2016 and 2018 to be at the top of the lists after deep learning, python. Computer vision and reinforcement learning did not show an abrupt increase or decrease, and they had relatively low appearance frequency and degree centrality compared with the above-mentioned topics. Based on these analysis results, it is possible to identify the fields in which AI technologies are actively developed. The results of this study can be used as a baseline dataset for more empirical analysis on future technology trends that can be converged.

• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

• Journal of Intelligence and Information Systems
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• v.20 no.1
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• pp.35-48
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• 2014

According to the 2013 construction market outlook report, the liquidation of construction companies is expected to continue due to the ongoing residential construction recession. Bankruptcies of construction companies have a greater social impact compared to other industries. However, due to the different nature of the capital structure and debt-to-equity ratio, it is more difficult to forecast construction companies' bankruptcies than that of companies in other industries. The construction industry operates on greater leverage, with high debt-to-equity ratios, and project cash flow focused on the second half. The economic cycle greatly influences construction companies. Therefore, downturns tend to rapidly increase the bankruptcy rates of construction companies. High leverage, coupled with increased bankruptcy rates, could lead to greater burdens on banks providing loans to construction companies. Nevertheless, the bankruptcy prediction model concentrated mainly on financial institutions, with rare construction-specific studies. The bankruptcy prediction model based on corporate finance data has been studied for some time in various ways. However, the model is intended for all companies in general, and it may not be appropriate for forecasting bankruptcies of construction companies, who typically have high liquidity risks. The construction industry is capital-intensive, operates on long timelines with large-scale investment projects, and has comparatively longer payback periods than in other industries. With its unique capital structure, it can be difficult to apply a model used to judge the financial risk of companies in general to those in the construction industry. Diverse studies of bankruptcy forecasting models based on a company's financial statements have been conducted for many years. The subjects of the model, however, were general firms, and the models may not be proper for accurately forecasting companies with disproportionately large liquidity risks, such as construction companies. The construction industry is capital-intensive, requiring significant investments in long-term projects, therefore to realize returns from the investment. The unique capital structure means that the same criteria used for other industries cannot be applied to effectively evaluate financial risk for construction firms. Altman Z-score was first published in 1968, and is commonly used as a bankruptcy forecasting model. It forecasts the likelihood of a company going bankrupt by using a simple formula, classifying the results into three categories, and evaluating the corporate status as dangerous, moderate, or safe. When a company falls into the "dangerous" category, it has a high likelihood of bankruptcy within two years, while those in the "safe" category have a low likelihood of bankruptcy. For companies in the "moderate" category, it is difficult to forecast the risk. Many of the construction firm cases in this study fell in the "moderate" category, which made it difficult to forecast their risk. Along with the development of machine learning using computers, recent studies of corporate bankruptcy forecasting have used this technology. Pattern recognition, a representative application area in machine learning, is applied to forecasting corporate bankruptcy, with patterns analyzed based on a company's financial information, and then judged as to whether the pattern belongs to the bankruptcy risk group or the safe group. The representative machine learning models previously used in bankruptcy forecasting are Artificial Neural Networks, Adaptive Boosting (AdaBoost) and, the Support Vector Machine (SVM). There are also many hybrid studies combining these models. Existing studies using the traditional Z-Score technique or bankruptcy prediction using machine learning focus on companies in non-specific industries. Therefore, the industry-specific characteristics of companies are not considered. In this paper, we confirm that adaptive boosting (AdaBoost) is the most appropriate forecasting model for construction companies by based on company size. We classified construction companies into three groups - large, medium, and small based on the company's capital. We analyzed the predictive ability of AdaBoost for each group of companies. The experimental results showed that AdaBoost has more predictive ability than the other models, especially for the group of large companies with capital of more than 50 billion won.