• Journal of Electrical Engineering and information Science
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• v.2 no.6
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• pp.177-182
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• 1997

A visual servoing method is proposed for a robot with a camera in hand. Specifically, vanishing point features are suggested by employing a viewing model of perspective projection to calculate the relative rolling, pitching and yawing angles between the object and the camera. To compensate dynamic characteristics of the robot, desired feature trajectories for the learning of visually guided line-of-sight robot motion are obtained by measuring features by the camera in hand not in the entire workspace, but on a single linear path along which the robot moves under the control of a commercially provided function of linear motion. And then, control actions of the camera are approximately found by fuzzy-neural networks to follow such desired feature trajectories. To show the validity of proposed algorithm, some experimental results are illustrated, where a four axis SCARA robot with a B/W CCD camera is used.

• International journal of advanced smart convergence
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• v.12 no.1
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• pp.53-58
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• 2023

With the fast development of artificial intelligence day by day, users are demanding explanations about the results of algorithms and want to know what parameters influence the results. In this paper, we propose a model for bankruptcy prediction with interpretability using the SHAP framework. SHAP (SHAPley Additive exPlanations) is framework that gives a visualized result that can be used for explanation and interpretation of machine learning models. As a result, we can describe which features are important for the result of our deep learning model. SHAP framework Force plot result gives us top features which are mainly reflecting overall model score. Even though Fully Connected Neural Networks are a "black box" model, Shapley values help us to alleviate the "black box" problem. FCNNs perform well with complex dataset with more than 60 financial ratios. Combined with SHAP framework, we create an effective model with understandable interpretation. Bankruptcy is a rare event, then we avoid imbalanced dataset problem with the help of SMOTE. SMOTE is one of the oversampling technique that resulting synthetic samples are generated for the minority class. It uses K-nearest neighbors algorithm for line connecting method in order to producing examples. We expect our model results assist financial analysts who are interested in forecasting bankruptcy prediction of companies in detail.

• Journal of the Korea Society of Computer and Information
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• v.15 no.2
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• pp.27-34
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• 2010

Recently, lots of internet service companies provide on-line health diagnosis systems. But general persons not having expert knowledge are difficult to use, because most of the health diagnosis systems present prescriptions or dietetic treatments for diseases based on western medicine. In this paper, a self health diagnosis system of oriental medicine coinciding with physical characteristics of Korean using fuzzy ART algorithm, is proposed. In the proposed system, three high rank of diseases having high similarity values are derived by comparing symptoms presented by a user with learned symptoms of specific diseases based on treatment records using neural networks. And also the proposed system shows overall symptoms and folk remedies for the three high rank of diseases. Database on diseases and symptoms is built by several oriental medicine books and then verified by a medical specialist of oriental medicine. The proposed self health diagnosis system of oriental medicine showed better performance than conventional health diagnosis systems by means of learning diseases and symptoms using treatment records.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.42 no.3 s.303
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• pp.17-28
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• 2005

Recently intelligent characters in computer games have been an important element more and more because they continually stimulate gamers' interests. As a typical method for implementing such intelligent characters, neural networks have been used for training action patterns of opponent's characters and game rules. However, some of the game rules can be abruptly changed and action properties of garners in on-line game environments are quite different according to gamers. In this paper, we address how a neural network adapts to those environmental changes. Our adaptation solution includes two components: an individual adaptation mechanism and a group adaptation mechanism. With the individual adaptation algorithm, an intelligent character steadily checks its game score, assesses the environmental change with taking into consideration of the lastly earned scores, and initiates a new learning process when a change is detected. In multi-user games, including massively multiple on-line games, intelligent characters confront diverse opponents that have various action patterns and strategies depending on the gamers controlling the opponents. The group adaptation algorithm controls the birth of intelligent characters to conserve an equilibrium state of a game world by using a genetic algorithm. To show the performance of the proposed schemes, we implement a simple fighting action game and experiment on it with changing game rules and opponent characters' action patterns. The experimental results show that the proposed algorithms are able to make intelligent characters adapt themselves to the change.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.41 no.6
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• pp.69-80
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• 2004

This paper proposes a method to learn action patterns of opponent characters for intelligent characters. For learning action patterns, intelligent characters learn the past actions as well as the current actions of opponent characters. Therefore, intelligent characters react more properly than ones without the knowledge on action patterns. In addition, this paper proposes a method to learn moving actions whose fitness is hard to evaluate. To evaluate the performance of the proposed algorithm, we experiment with four repeated action patterns in a game similar to real games. The results show that intelligent characters learn the optimal actions for action patterns and react properly against to random action opponent characters. The proposed method can be applied to various games in which characters confront each other, e.g. massively multiple of line games.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.30 no.6
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• pp.1131-1139
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• 2020

The static analysis of the source code is to find the remaining security weaknesses for a wide range of source codes. The static analysis tool is used to check the result, and the static analysis expert performs spying and false detection analysis on the result. In this process, the amount of analysis is large and the rate of false positives is high, so a lot of time and effort is required, and a method of efficient analysis is required. In addition, it is rare for experts to analyze only the source code of the line where the defect occurred when performing positive/false detection analysis. Depending on the type of defect, the surrounding source code is analyzed together and the final analysis result is delivered. In order to solve the difficulty of experts discriminating positive and false positives using these static analysis tools, this paper proposes a method of determining whether or not the security weakness found by the static analysis tools is a spy detection through artificial intelligence rather than an expert. In addition, the optimal size was confirmed through an experiment to see how the size of the training data (source code around the defects) used for such machine learning affects the performance. This result is expected to help the static analysis expert's job of classifying positive and false positives after static analysis.

• Journal of Intelligence and Information Systems
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• v.25 no.1
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• pp.63-83
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• 2019

Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.