• 한국경영정보학회:학술대회논문집
• /
• 한국경영정보학회 2007년도 International Conference
• /
• pp.608-613
• /
• 2007

Prediction of corporate bankruptcies has long been an important topic and has been studied extensively in the finance and management literature because it is an essential basis for the risk management of financial institutions. Recently, support vector machines (SVMs) are becoming popular as a tool for bankruptcy prediction because they use a risk function consisting of the empirical error and a regularized term which is derived from the structural risk minimization principle. In addition, they don't require huge training samples and have little possibility of overfitting. However. in order to Use SVM, a user should determine several factors such as the parameters ofa kernel function, appropriate feature subset, and proper instance subset by heuristics, which hinders accurate prediction results when using SVM In this study, we propose a novel hybrid SVM classifier with simultaneous optimization of feature subsets, instance subsets, and kernel parameters. This study introduces genetic algorithms (GAs) to optimize the feature selection, instance selection, and kernel parameters simultaneously. Our study applies the proposed model to the real-world case for bankruptcy prediction. Experimental results show that the prediction accuracy of conventional SVM may be improved significantly by using our model.

• Journal of Computing Science and Engineering
• /
• 제10권2호
• /
• pp.58-67
• /
• 2016

With the large amount of complex network data that is increasingly available on the Web, link prediction has become a popular data-mining research field. The focus of this paper is on a link-prediction task that can be formulated as a binary classification problem in complex networks. To solve this link-prediction problem, a sparse-classification algorithm called "Truncated Kernel Projection Machine" that is based on empirical-feature selection is proposed. The proposed algorithm is a novel way to achieve a realization of sparse empirical-feature-based learning that is different from those of the regularized kernel-projection machines. The algorithm is more appealing than those of the previous outstanding learning machines since it can be computed efficiently, and it is also implemented easily and stably during the link-prediction task. The algorithm is applied here for link-prediction tasks in different complex networks, and an investigation of several classification algorithms was performed for comparison. The experimental results show that the proposed algorithm outperformed the compared algorithms in several key indices with a smaller number of test errors and greater stability.

• 한국멀티미디어학회논문지
• /
• 제13권12호
• /
• pp.1820-1831
• /
• 2010

When interacting with unknown environments, an autonomous agent needs to decide which action or action order can result in a good state and determine the transition probability based on the current state and the action taken. The traditional multiple sequential learning model requires predefined probability of the states' transition. This paper proposes a multiple sequential learning and prediction system with definition of autonomous states to enhance the automatic performance of existing AI algorithms. In sequence learning process, the sensed states are classified into several group by a set of proposed motivation filters to reduce the learning computation. In prediction process, the learning agent makes a decision based on the estimation of each state's cost to get a high payoff from the given environment. The proposed learning and prediction algorithms heightens the automatic planning of the autonomous agent for interacting with the dynamic unknown environment. This model was tested in a virtual library.

• Asian Pacific Journal of Cancer Prevention
• /
• 제15권23호
• /
• pp.10539-10542
• /
• 2015

A method to predict the risk of lung cancer is proposed, based on two feature selection algorithms: Fisher and ReliefF, and BP Neural Networks. An appropriate quantity of risk factors was chosen for lung cancer risk prediction. The process featured two steps, firstly choosing the risk factors by combining two feature selection algorithms, then providing the predictive value by neural network. Based on the method framework, an algorithm LCRP (lung cancer risk prediction) is presented, to reduce the amount of risk factors collected in practical applications. The proposed method is suitable for health monitoring and self-testing. Experiments showed it can actually provide satisfactory accuracy under low dimensions of risk factors.

• 한국경영과학회:학술대회논문집
• /
• 한국경영과학회 1996년도 추계학술대회발표논문집; 고려대학교, 서울; 26 Oct. 1996
• /
• pp.203-206
• /
• 1996

Prediction of firm bankruptcy have been extensively studied in accounting, as all stockholders in a firm have a vested interest in monitoring its financial performance. The objective of this paper is to develop the hybrid models for bankruptcy prediction. The proposed hybrid models are two phase. Phase one are (a) DA-assisted neural network, (b) Logit-assisted neural network, and (c) Genetic-assisted neural network. And, phase two are (a) DA-assisted Case based reasoning, and (b) Genetic-assisted Case based reasoning. In the variables selection, We are focusing on three alternative methods - linear discriminant analysis, logit analysis and genetic algorithms - that can be used empirically select predictors for hybrid model in bankruptcy prediction. Empirical results using Korean medium-sized firms data show that hybrid models are very promising neural network models and case based reasoning for bankruptcy prediction in terms of predictive accuracy and adaptability.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• 제18권1호
• /
• pp.30-45
• /
• 2024

This study introduces an effective method for predicting individual local tax delinquencies using prevalent machine learning and deep learning algorithms. The evaluation of credit risk holds great significance in the financial realm, impacting both companies and individuals. While credit risk prediction has been explored using statistical and machine learning techniques, their application to tax arrears prediction remains underexplored. We forecast individual local tax defaults in Republic of Korea using machine and deep learning algorithms, including convolutional neural networks (CNN), long short-term memory (LSTM), and sequence-to-sequence (seq2seq). Our model incorporates diverse credit and public information like loan history, delinquency records, credit card usage, and public taxation data, offering richer insights than prior studies. The results highlight the superior predictive accuracy of the CNN model. Anticipating local tax arrears more effectively could lead to efficient allocation of administrative resources. By leveraging advanced machine learning, this research offers a promising avenue for refining tax collection strategies and resource management.

• 한국컴퓨터정보학회논문지
• /
• 제13권4호
• /
• pp.19-30
• /
• 2008

분기 히스토리는 분기 예측기의 주된 입력 요소로 사용된다. 따라서 적절한 분기 히스토리의 사용은 분기 예측의 정확도 향상에 큰 영향을 미친다. 본 논문에서는 분기 예측의 정확도를 향상시키기 위한 방법의 하나로, 명령어의 연관성 분석을 통한 선별적 분기 히스토리 사용 기법을 제안한다. 우선, 본 논문에서는 명령어의 연관성을 분석하는 세 가지 서로 다른 알고리즘을 제안한다. 제안된 기법은 명령어의 레지스터 쓰기 연산에 기반하는 방법, 분기 명령어의 참조 레지스터에 기반하는 방법, 그리고 이들 두 가지 방식을 상호 결합하는 방법이다. 또한, 제안된 세 가지 알고리즘의 실질적 구현을 위해 이를 적용할 수 있는 가변 입력 gshare 예측기를 제안한다. 본 논문에서는 모의실험을 통해 세 가지 알고리즘의 특징 및 장단점을 비교 분석한다. 특히, 기존의 고정된 입력을 사용하는 방식과 비교하여 제안된 기법의 성능 향상의 정도를 분석하며, 사전 프로파일링을 통해 얻어진 최적의 입력에 대한 성능상의 차이도 소개한다.

• 한국항행학회논문지
• /
• 제25권5호
• /
• pp.409-414
• /
• 2021

미세먼지에 대한 심각성이 사회적으로 대두됨에 따라 대중들은 미세먼지 예보에 대한 정보의 높은 신뢰성을 요구하고 있다. 이에 따라 다양한 신경망 알고리즘을 이용하여 미세먼지 예측을 위한 연구가 활발히 진행되고 있다. 본 논문에서는 미세먼지 예측을 위해 다양한 알고리즘으로 연구되고 있는 신경망 알고리즘들 중 대표적인 알고리즘들의 예측 성능 비교를 진행하였다. 신경망 알고리즘 중 DNN(deep neural network), RNN(recurrent neural network), LSTM(long short-term memory)을 이용하였으며, 하이퍼 파라미터 탐색을 이용하여 최적의 예측 모델을 설계하였다. 각 모델의 예측 성능 비교 분석 결과, 실제 값과 예측 값의 변화 추이는 전반적으로 좋은 성능을 보였다. RMSE와 정확도를 기준으로 한 분석에서는 DNN 예측 모델이 다른 예측 모델에 비해 예측 오차에 대한 안정성을 갖는 것을 확인하였다.

• 지능정보연구
• /
• 제7권2호
• /
• pp.83-93
• /
• 2001

기업부실예측은 과거로부터 많은 연구가 이루어진 분야로, 주로 통계기법에 의한 분류예측문제로 다루어져 왔다. 최근에는 인공신경망, 의사결정나무 등 비선형성을 반영할 수 있는 인공지능 기법을 적용한 연구가 많이 수행되고 있다. 본 연구에서는 최적화에 주로 활용하는 인공지능 기법인 유전자 알고리즘을 규칙추출을 통한 기업부실예측 모형의 개발에 적용하고, 활용가능성을 검증하였다.

• 한국전자통신학회논문지
• /
• 제18권1호
• /
• pp.99-106
• /
• 2023

최근 딥러닝 기술을 활용하여 작물 생산량 예측 연구가 많이 진행되고 있다. 딥러닝 알고리즘은 입력 데이터 세트와 작물 예측 결과에 대한 선형 맵을 구성하는데 어려움이 있다. 또한, 알고리즘 구현은 획득한 속성의 비율에 긍정적으로 의존한다. 심층강화학습을 작물 생산량 예측 응용에 적용한다면 이러한 한계점을 보완할 수 있다. 본 논문은 작물 생산량 예측을 개선하기 위해 DQN, Double DQN 및 Dueling DQN 의 성능을 분석한다. DQN 알고리즘은 과대 평가 문제가 제기되지만, Double DQN은 과대 평가를 줄이고 더 나은 결과를 얻을 수 있다. 본 논문에서 제안된 모델은 거짓 판정을 줄이고 예측 정확도를 높이는 것으로 나타났다.