• Title/Summary/Keyword: Performance Risk

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An Intelligent Intrusion Detection Model Based on Support Vector Machines and the Classification Threshold Optimization for Considering the Asymmetric Error Cost (비대칭 오류비용을 고려한 분류기준값 최적화와 SVM에 기반한 지능형 침입탐지모형)

  • Lee, Hyeon-Uk;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.17 no.4
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    • pp.157-173
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    • 2011
  • As the Internet use explodes recently, the malicious attacks and hacking for a system connected to network occur frequently. This means the fatal damage can be caused by these intrusions in the government agency, public office, and company operating various systems. For such reasons, there are growing interests and demand about the intrusion detection systems (IDS)-the security systems for detecting, identifying and responding to unauthorized or abnormal activities appropriately. The intrusion detection models that have been applied in conventional IDS are generally designed by modeling the experts' implicit knowledge on the network intrusions or the hackers' abnormal behaviors. These kinds of intrusion detection models perform well under the normal situations. However, they show poor performance when they meet a new or unknown pattern of the network attacks. For this reason, several recent studies try to adopt various artificial intelligence techniques, which can proactively respond to the unknown threats. Especially, artificial neural networks (ANNs) have popularly been applied in the prior studies because of its superior prediction accuracy. However, ANNs have some intrinsic limitations such as the risk of overfitting, the requirement of the large sample size, and the lack of understanding the prediction process (i.e. black box theory). As a result, the most recent studies on IDS have started to adopt support vector machine (SVM), the classification technique that is more stable and powerful compared to ANNs. SVM is known as a relatively high predictive power and generalization capability. Under this background, this study proposes a novel intelligent intrusion detection model that uses SVM as the classification model in order to improve the predictive ability of IDS. Also, our model is designed to consider the asymmetric error cost by optimizing the classification threshold. Generally, there are two common forms of errors in intrusion detection. The first error type is the False-Positive Error (FPE). In the case of FPE, the wrong judgment on it may result in the unnecessary fixation. The second error type is the False-Negative Error (FNE) that mainly misjudges the malware of the program as normal. Compared to FPE, FNE is more fatal. Thus, when considering total cost of misclassification in IDS, it is more reasonable to assign heavier weights on FNE rather than FPE. Therefore, we designed our proposed intrusion detection model to optimize the classification threshold in order to minimize the total misclassification cost. In this case, conventional SVM cannot be applied because it is designed to generate discrete output (i.e. a class). To resolve this problem, we used the revised SVM technique proposed by Platt(2000), which is able to generate the probability estimate. To validate the practical applicability of our model, we applied it to the real-world dataset for network intrusion detection. The experimental dataset was collected from the IDS sensor of an official institution in Korea from January to June 2010. We collected 15,000 log data in total, and selected 1,000 samples from them by using random sampling method. In addition, the SVM model was compared with the logistic regression (LOGIT), decision trees (DT), and ANN to confirm the superiority of the proposed model. LOGIT and DT was experimented using PASW Statistics v18.0, and ANN was experimented using Neuroshell 4.0. For SVM, LIBSVM v2.90-a freeware for training SVM classifier-was used. Empirical results showed that our proposed model based on SVM outperformed all the other comparative models in detecting network intrusions from the accuracy perspective. They also showed that our model reduced the total misclassification cost compared to the ANN-based intrusion detection model. As a result, it is expected that the intrusion detection model proposed in this paper would not only enhance the performance of IDS, but also lead to better management of FNE.

Development and Validation of Predictive Model for Foodborne Pathogens in Preprocessed Namuls and Wild Root Vegetables (전처리 나물류 및 구근류에서 병원성 미생물의 성장예측모델 개발 및 검증)

  • Enkhjargal, Lkhagvasarnai;Min, Kyung Jin;Yoon, Ki Sun
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.42 no.10
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    • pp.1690-1700
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    • 2013
  • The objective of this study is to develop and validate predictive growth models for Bacillus cereus (diarrhea type) vegetative cells, spores and Staphylococcus aureus in preprocessed Namul (bracken and Chwinamul) and root vegetables (bellflower and burdock). For validation of model performance, growth data for S. aureus in preprocessed vegetables were collected at independent temperatures (18 and $30^{\circ}C$) not used in the model development. In addition, model performance of B. cereus (diarrhea type) in preprocessed vegetables was validated with an emetic type of B. cereus strain. In primary models, the specific growth rate (SGR) of the B. cereus spores was faster than that of the B. cereus vegetative cells, regardless of the kinds of vegetables at 24 and $35^{\circ}C$, while lag time (LT) of the B. cereus spores was longer than that of the B. cereus vegetative cells, except for burdock. The growth of B. cereus and S. aureus was not observed in bracken at temperatures lower than 13 and $8^{\circ}C$, respectively. The LT models for B. cereus (diarrhea type) in this study were suitable in predicting the growth of B. cereus (emetic type) on burdock and Chwinamul. On the other hand, SGR models for B. cereus (diarrhea type) were suitable for predicting the growth of B. cereus (emetic type) on all preprocessed vegetables. The developed models can be used to predict the risk of B. cereus and S. aureus in preprocessed Namul and root vegetables at the retail markets.

An Empirical Study on Successful Factor of Local Mobile App One-Person Creating Company : The Moderating Effects of Social Capital (지역 모바일 앱 1인 창조기업의 성공요인에 관한 실증분석 : 사회적 자본의 조절효과를 중심으로)

  • Cheon, Phyeong Uk;Chung, Dong Seop;Ock, Young Seok
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.9 no.2
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    • pp.201-219
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    • 2014
  • The Republic of Korea in the real economy to a knowledge economy, and a center of creativity and imagination in the creative economy is changing the paradigm. As the core of creating economic, creative industries with the technology and information play an important role in the industry individuals. In order to solve the problem of the polarization of the economy and high youth unemployment rate of Korea, to recognize the role of the creative industries, as objection part, dimensions pan-national and one creative companies in industries of Mobile Apps various policies that support has been promoted. Support these policies to be able to contribute to the establishment of the success of mobile apps one-person creating company, we performed this study targeting one-person company that creates mobile apps area, we conducted a demonstration study of success factors, and thus more effective and efficient in an attempt to seek out support measures. In this study, we derive a research 4 hypothesis about the success factors of one creative enterprise through literature discussion, a study was made on the basis of empirical data of one-person company that creates mobile apps. The results of the analysis, first, if the development rate of the mobile application technology is fast and a new competition associated product is appeared, it was possible to find a tendency to be higher at the performance quantitative companies. Second, if the founder is a founding for the benefit and rewarding work and come to terms with the risk, it was possible to discover tends to be higher achievement quantitative. Third, if one-person company select a target market with capture intensively, it was possible to find a tendency for higher qualitative results. Fourth, it could be found that the reliability of the contact frequency of the network related performance business environment these characteristics enterprise management strategy and act as a significant modulatory effect. Provision of information relating to management and entrepreneurship education to be one creative enterprise is required, these results suggest that there is a provision continuing need for the opportunity to be able to meet and network and reliable variety have. In this study, to take advantage to promote the elimination measures that can increase the likelihood of success of the company of institutions to support one company that creates knowledge-based, such as in the field of mobile application.

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An Empirical Study on the Long-Run Performance of Cross-Listings by Multinational Corporations (다국적기업 해외상장의 장기적인 성과에 관한 연구)

  • Kim, Dong-Soon;Park, Sang-An
    • The Korean Journal of Financial Management
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    • v.21 no.2
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    • pp.27-63
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    • 2004
  • Since the 1980s, many multinational corporations have been issuing stocks on foreign stock exchanges, not only to enhance their investor base and liquidity, but also to diversify risks. The phenomenon has also been intensified by the rapid financial globalization and securitization trends. The main purpose of this study is to look into the long-run performance of MNCs' cross-listings of stocks on foreign stock exchanges. We use the event study and cross-sectional regression methods. We obtained some interesting empirical results about the long-run effect of cross-listings. First before the listing data the effect of cross-listing is to increase the underlying stock Vice in the local market. It may be caused by expectation of lower risk and cost of capital. However, after the listing data the stock price has been declining, even if it is not significant. Second, we examine the difference in the long-run cross-listing effect, which may be caused by the listing direction. When listing is made from a less developed market to a more developed market, the effect is better than that in the reverse direction. Furthermore, the effect is worse, when the listing company's home country is the U.S. Third, there is a negative relation between CARs and underlying stock liquidity in the local market, So it implies that a firm, whose underlying stocks are very liquid in the local market should carefully value cross-listing based upon the cost and benefit analysis. Last, but not the least we find that the long-un cross-listing effect is better, when a listing firm's ROE is higher.

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Particulate Matter and CO2 Improvement Effects by Vegetation-based Bio-filters and the Indoor Comfort Index Analysis (식생기반 바이오필터의 미세먼지, 이산화탄소 개선효과와 실내쾌적지수 분석)

  • Kim, Tae-Han;Choi, Boo-Hun;Choi, Na-Hyun;Jang, Eun-Suk
    • Korean Journal of Environmental Agriculture
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    • v.37 no.4
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    • pp.268-276
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    • 2018
  • BACKGROUND: In the month of January 2018, fine dust alerts and warnings were issued 36 times for $PM_{10}$ and 81 times for PM2.5. Air quality is becoming a serious issue nation-wide. Although interest in air-purifying plants is growing due to the controversy over the risk of chemical substances of regular air-purifying solutions, industrial spread of the plants has been limited due to their efficiency in air-conditioning perspective. METHODS AND RESULTS: This study aims to propose a vegetation-based bio-filter system that can assure total indoor air volume for the efficient application of air-purifying plants. In order to evaluate the quantitative performance of the system, time-series analysis was conducted on air-conditioning performance, indoor air quality, and comfort index improvement effects in a lecture room-style laboratory with 16 persons present in the room. The system provided 4.24 ACH ventilation rate and reduced indoor temperature by $1.6^{\circ}C$ and black bulb temperature by $1.0^{\circ}C$. Relative humidity increased by 24.4% and deteriorated comfort index. However, this seemed to be offset by turbulent flow created from the operation of air blowers. While $PM_{10}$ was reduced by 39.5% to $22.11{\mu}g/m^3$, $CO_2$ increased up to 1,329ppm. It is interpreted that released $CO_2$ could not be processed because light compensation point was not reached. As for the indoor comfort index, PMV was reduced by 83.6 % and PPD was reduced by 47.0% on average, indicating that indoor space in a comfort range could be created by operating vegetation-based bio-filters. CONCLUSION: The study confirmed that the vegetation-based bio-filter system is effective in lowering indoor temperature and $PM_{10}$ and has positive effects on creating comfortable indoor space in terms of PMV and PPD.

Development and Performance Evaluation of Multi-sensor Module for Use in Disaster Sites of Mobile Robot (조사로봇의 재난현장 활용을 위한 다중센서모듈 개발 및 성능평가에 관한 연구)

  • Jung, Yonghan;Hong, Junwooh;Han, Soohee;Shin, Dongyoon;Lim, Eontaek;Kim, Seongsam
    • Korean Journal of Remote Sensing
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    • v.38 no.6_3
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    • pp.1827-1836
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    • 2022
  • Disasters that occur unexpectedly are difficult to predict. In addition, the scale and damage are increasing compared to the past. Sometimes one disaster can develop into another disaster. Among the four stages of disaster management, search and rescue are carried out in the response stage when an emergency occurs. Therefore, personnel such as firefighters who are put into the scene are put in at a lot of risk. In this respect, in the initial response process at the disaster site, robots are a technology with high potential to reduce damage to human life and property. In addition, Light Detection And Ranging (LiDAR) can acquire a relatively wide range of 3D information using a laser. Due to its high accuracy and precision, it is a very useful sensor when considering the characteristics of a disaster site. Therefore, in this study, development and experiments were conducted so that the robot could perform real-time monitoring at the disaster site. Multi-sensor module was developed by combining LiDAR, Inertial Measurement Unit (IMU) sensor, and computing board. Then, this module was mounted on the robot, and a customized Simultaneous Localization and Mapping (SLAM) algorithm was developed. A method for stably mounting a multi-sensor module to a robot to maintain optimal accuracy at disaster sites was studied. And to check the performance of the module, SLAM was tested inside the disaster building, and various SLAM algorithms and distance comparisons were performed. As a result, PackSLAM developed in this study showed lower error compared to other algorithms, showing the possibility of application in disaster sites. In the future, in order to further enhance usability at disaster sites, various experiments will be conducted by establishing a rough terrain environment with many obstacles.

Classification Algorithm-based Prediction Performance of Order Imbalance Information on Short-Term Stock Price (분류 알고리즘 기반 주문 불균형 정보의 단기 주가 예측 성과)

  • Kim, S.W.
    • Journal of Intelligence and Information Systems
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    • v.28 no.4
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    • pp.157-177
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    • 2022
  • Investors are trading stocks by keeping a close watch on the order information submitted by domestic and foreign investors in real time through Limit Order Book information, so-called price current provided by securities firms. Will order information released in the Limit Order Book be useful in stock price prediction? This study analyzes whether it is significant as a predictor of future stock price up or down when order imbalances appear as investors' buying and selling orders are concentrated to one side during intra-day trading time. Using classification algorithms, this study improved the prediction accuracy of the order imbalance information on the short-term price up and down trend, that is the closing price up and down of the day. Day trading strategies are proposed using the predicted price trends of the classification algorithms and the trading performances are analyzed through empirical analysis. The 5-minute KOSPI200 Index Futures data were analyzed for 4,564 days from January 19, 2004 to June 30, 2022. The results of the empirical analysis are as follows. First, order imbalance information has a significant impact on the current stock prices. Second, the order imbalance information observed in the early morning has a significant forecasting power on the price trends from the early morning to the market closing time. Third, the Support Vector Machines algorithm showed the highest prediction accuracy on the day's closing price trends using the order imbalance information at 54.1%. Fourth, the order imbalance information measured at an early time of day had higher prediction accuracy than the order imbalance information measured at a later time of day. Fifth, the trading performances of the day trading strategies using the prediction results of the classification algorithms on the price up and down trends were higher than that of the benchmark trading strategy. Sixth, except for the K-Nearest Neighbor algorithm, all investment performances using the classification algorithms showed average higher total profits than that of the benchmark strategy. Seventh, the trading performances using the predictive results of the Logical Regression, Random Forest, Support Vector Machines, and XGBoost algorithms showed higher results than the benchmark strategy in the Sharpe Ratio, which evaluates both profitability and risk. This study has an academic difference from existing studies in that it documented the economic value of the total buy & sell order volume information among the Limit Order Book information. The empirical results of this study are also valuable to the market participants from a trading perspective. In future studies, it is necessary to improve the performance of the trading strategy using more accurate price prediction results by expanding to deep learning models which are actively being studied for predicting stock prices recently.

Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • 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.

A Study on Legal and Institutional Improvement Measures for the Effective Implementation of SMS -Focusing on Aircraft Accident Investigation-

  • Yoo, Kyung-In
    • The Korean Journal of Air & Space Law and Policy
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    • v.32 no.2
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    • pp.101-127
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    • 2017
  • Even with the most advanced aviation technology benefits, aircraft accidents are constantly occurring while air passenger transportation volume is expected to double in the next 15 years. Since it is not possible to secure aviation safety only by the post aircraft accident safety action of accident investigations, it has been recognized and consensus has been formed that proactive and predictive prevention measures are necessary. In this sense, the aviation safety management system (SMS) was introduced in 2008 and has been carried out in earnest since 2011. SMS is a proactive and predictive aircraft accident preventive measure, which is a mechanism to eliminate the fundamental risk factors by approaching organizational factors beyond technological factors and human factors related to aviation safety. The methodology is to collect hazards in all the sites required for aircraft operations, to build a database, to analyze the risks, and through managing risks, to keep the risks acceptable or below. Therefore, the improper implementation of SMS indicates that the aircraft accident prevention is insufficient and it is to be directly connected with the aircraft accident. Reports of duty performance related hazards including their own errors are essential and most important in SMS. Under the policy of just culture for voluntary reporting, the guarantee of information providers' anonymity, non-punishment and non-blame should be basically secured, but to this end, under-reporting is stagnant due to lack of trust in their own organizations. It is necessary for the accountable executive(CEO) and senior management to take a leading role to foster the safety culture initiating from just culture with the safety consciousness, balancing between safety and profit for the organization. Though a Ministry of Land, Infrastructure and Transport's order, "Guidance on SMS Implementation" states the training required for the accountable executive(CEO) and senior management, it is not legally binding. Thus it is suggested that the SMS training completion certificates of accountable executive(CEO) and senior management be included in SMS approval application form that is legally required by "Korea Aviation Safety Program" in addition to other required documents such as a copy of SMS manual. Also, SMS related items are missing in the aircraft accident investigation, so that organizational factors in association with safety culture and risk management are not being investigated. This hinders from preventing future accidents, as the root cause cannot be identified. The Aircraft Accident Investigation Manuals issued by ICAO contain the SMS investigation wheres it is not included in the final report form of Annex 13 to the Convention on International Civil Aviation. In addition, the US National Transportation Safety Board(NTSB) that has been a substantial example of the aircraft accident investigation for the other accident investigation agencies worldwide does not appear to expand the scope of investigation activities further to SMS. For these reasons, it is believed that investigation agencies conducting their investigations under Annex 13 do not include SMS in the investigation items, and the aircraft accident investigators are hardly exposed to SMS investigation methods or techniques. In this respect, it is necessary to include the SMS investigation in the organization and management information of the final report format of Annex 13. In Korea as well, in the same manner, SMS item should be added to the final report format of the Operating Regulation of the Aircraft and Railway Accident Investigation Board. If such legal and institutional improvement methods are complemented, SMS will serve the purpose of aircraft accident prevention effectively and contribute to the improvement of aviation safety in the future.

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A Study on The Enhancement of Aviation Safety in Airport Planning & Construction from a Legal Perspective (공항개발계획과 사업에서의 항공안전성 제고에 대한 법률적 소고)

  • Kim, Tae-Han
    • The Korean Journal of Air & Space Law and Policy
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    • v.27 no.2
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    • pp.67-106
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    • 2012
  • Today air traffic at the airport is complicated including a significant increase in the volume of air transport, so aviation accidents are constantly occurring. Therefore, we should newly recognize importance of the Air Traffic Safety, the core values of the Air Traffic. The location of airport that is the basic infrastructure of the air traffic and the security of safety for facilities and equipments are more important than what you can. From this dimension, I analyze the step-by-step safety factors that are taken into account in the airport development projects from the construction or improvement of the airport within the current laws and institutions and give my opinion on the enhancement of safety in the design and construction of airport. The safety of air traffic, as well as airport, depends on location, development, design, construction, inspection and management of the airport including airport facilities because we have to carry out the national responsibility that prevents the risk of large social overhead capital for many and unspecified persons in modern society through legislation regarding intervention of specialists and locational criteria for aviation safety from the planning stage of airport development. In addition, well-defined installation standards of airports and air navigation facilities, the key points of the airport development phase, can ensure the safety of the airport and airport facilities. Of course, the installation standards of airport and air navigation facilities are based on the global standard due to the nature of air traffic. However, to prevent the chaos for the safety standards in design, construction, inspection of them and to ensure the aviation safety, the safety standards must be further subdivided in the course of domestic legislation. The criteria for installation of the Air Navigation facilities is regulated most specifically. However, to ensure the safety of the operation for Air Navigation Facilities, performance system proved suitable for the Safety of Air Navigation Facilities must change over from arbitrary restrictions to mandatory restrictions and be applied for foreign producers as well as domestic producers. Of course, negligence of pilots and defective aircraft maintenance lead to a large portion of the aviation accidents. However, I think that air traffic accidents can be reduced if the airport or airport facility is perfect enough to ensure the safety. Therefore, legal and institutional supplement to prioritize the aviation safety from the stage of airport development may be necessary.

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