• Journal of the Korea Academia-Industrial cooperation Society
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• v.22 no.1
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• pp.123-130
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• 2021

With the recent developments in computer technology, there has been an increasing interest in the field of machine learning. This also has led to a significant increase in real business cases of machine learning theory in various sectors. In finance, it has been a major challenge to predict the future value of financial products. Since the 1980s, the finance industry has relied on technical and fundamental analysis for this prediction. For future value prediction models using machine learning, model design is of paramount importance to respond to market variables. Therefore, this paper quantitatively predicts the stock price movements of individual stocks listed on the KOSPI market using machine learning techniques; specifically, the reinforcement learning model. The DQN and A2C algorithms proposed by Google Deep Mind in 2013 are used for the reinforcement learning and they are applied to the stock trading strategies. In addition, through experiments, an input value to increase the cumulative profit is selected and its superiority is verified by comparison with comparative algorithms.

• Smart Media Journal
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• v.11 no.4
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• pp.19-29
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• 2022

Recently, with the development of IoT technology, the number of farms using smart farms is increasing. Smart farms monitor the environment and optimise internal environment automatically to improve crop yield and quality. For optimized crop cultivation, researches on predict crop productivity are actively studied, by using collected agricultural digital data. However, most of the existing studies are based on statistical models based on existing statistical data, and thus there is a problem with low prediction accuracy. In this paper, we use various predition models for predicting the production and sales profits, and compare the performance results through models by using the agricultural digital data collected in the facility horticultural smart farm. The models that compared the performance are multiple linear regression, support vector machine, artificial neural network, recurrent neural network, LSTM, and ConvLSTM. As a result of performance comparison, ConvLSTM showed the best performance in R2 value and RMSE value.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.25-39
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• 2017

Over 5 million people participate in cycle racing betting and its revenue is more than 2 trillion won. This study predicts the ranking of cycle racing using various statistical analyses and identifies important variables which have influence on ranking. We propose competitive ranking prediction models using various classification and regression methods. Our model can predict rankings with low misclassification rates most of the time. We found that the ranking increases as the grade of a racer decreases and as overall scores increase. Inversely, we can observe that the ranking decreases when the grade of a racer increases, race number four is given, and the ranking of the last race of a racer decreases. We also found that prediction accuracy can be improved when we use centered data per race instead of raw data. However, the real profit from the future data was not high when we applied our prediction model because our model can predict only low-return events well.

• Knowledge Management Research
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• v.22 no.4
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• pp.27-40
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• 2021

Click-Through Rate (CTR) prediction is a key function that determines the ranking of candidate items in the recommendation system and recommends high-ranking items to reduce customer information overload and achieve profit maximization through sales promotion. The fields of natural language processing and image classification are achieving remarkable growth through the use of deep neural networks. Recently, a transformer model based on an attention mechanism, differentiated from the mainstream models in the fields of natural language processing and image classification, has been proposed to achieve state-of-the-art in this field. In this study, we present a method for improving the performance of a transformer model for CTR prediction. In order to analyze the effect of discrete and categorical CTR data characteristics different from natural language and image data on performance, experiments on embedding regularization and transformer normalization are performed. According to the experimental results, it was confirmed that the prediction performance of the transformer was significantly improved when the L2 generalization was applied in the embedding process for CTR data input processing and when batch normalization was applied instead of layer normalization, which is the default regularization method, to the transformer model.

• The Journal of Asian Finance, Economics and Business
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• v.6 no.3
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• pp.19-26
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• 2019

The paper aims to measure stock price volatility on Ho Chi Minh stock exchange (HSX). We apply symmetric models (GARCH, GARCH-M) and asymmetry (EGARCH and TGARCH) to measure stock price volatility on HSX. We used time series data including the daily closed price of VN-Index during 1/03/2001-1/03/2019 with 4375 observations. The results show that GARCH (1,1) and EGARCH (1,1) models are the most suitable models to measure both symmetry and asymmetry volatility level of VN-Index. The study also provides evidence for the existence of asymmetric effects (leverage) through the parameters of TGARCH model (1,1), showing that positive shocks have a significant effect on the conditional variance (volatility). This result implies that the volatility of stock returns has a big impact on future market movements under the impact of shocks, while asymmetric volatility increase market risk, thus increase the attractiveness of the stock market. The research results are useful reference information to help investors in forecasting the expected profit rate of the HSX, and also the risks along with market fluctuations in order to take appropriate adjust to the portfolios. From this study's results, we can see risk prediction models such as GARCH can be better used in risk forecasting especially.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2007.11a
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• pp.886-890
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• 2007

Machine fault prognosis techniques have been considered profoundly in the recent time due to their profit for reducing unexpected faults or unscheduled maintenance. With those techniques, the working conditions of components, the trending of fault propagation, and the time-to-failure are forecasted precisely before they reach the failure thresholds. In this work, we propose an approach of Least Square Regression Tree (LSRT), which is an extension of the Classification and Regression Tree (CART), in association with one-step-ahead prediction of time-series forecasting technique to predict the future conditions of machines. In this technique, the number of available observations is firstly determined by using Cao's method and LSRT is employed as prognosis system in the next step. The proposed approach is evaluated by real data of low methane compressor. Furthermore, the comparison between the predicted results of CART and LSRT are carried out to prove the accuracy. The predicted results show that LSRT offers a potential for machine condition prognosis.

• The International Journal of Costume Culture
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• v.4 no.1
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• pp.44-60
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• 2001

The purpose of this study is to present suggestions to improve the problems the domestic department stores face by analyzing and comparing the status of the development of PB which is absolutely critical for the specialized domestic department stores to survive, and to search for the future course which may lead to boosting sales and profit by developing the strategic PB products. Selected for this study were atotal of 20 PB's out of domestic as well s foreign PB's in the 4 big department stores. The data were analyzed with SAS package employed as per the by items frequency, percent, mean and standard deviation. From the above study, following viewpoints can be taken into account for the future development of PB ; First, the active will of the excutive is basically necessary for successful development of PB, by relying on long-term investment. Second, the existing mid or low-price goods should be in line with the mid or high price one's development for domestic merchandising with focus on middle or high class society. Third, the stock burden, biggest problem of PB, can be solved by discount policy at optimum prices and success rate of merchandising prediction.

• Journal of Distribution Science
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• v.19 no.11
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• pp.49-57
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• 2021

Purpose: In this study, we try to figure out the appropriate size of commercial districts in the original downtown area through empirical studies targeting the Jinju Central Commercial Area in Gyeongnam and Cheonan Station in Chungnam, which are trying to regenerate a specific space that has been lost through government projects. Research design, data and methodology: The current status and characteristics of the shopping district were examined through on-site surveys of the central business district of Jinju, Gyeongnam Province, and Cheonan Station, Chungnam Province, and the size of the empty stores was determined. In addition, the standard median income was used as the survey data along with the survey of the mobile population in the commercial area. Result: The analysis result shows that 883 stores should be maintained considering the overall expenditure and gross sales profit within Cheonan Station in South Chungcheong Province. Currently, considering spending and margins in the Commercial Area, Jinju Central Commercial Area is a place where 222 stores can be sold excessively, and a proper commercial supply plan is needed. Conclusions: In this study, we conducted a demand prediction study in the commercial sector of the most basic sector to regenerate the commercial sector through major regional commercial districts.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.16 no.12
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• pp.3923-3942
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• 2022

Environment, price, regulation, and other factors influence the price of agricultural products, which is a social signal of product supply and demand. The price of many agricultural products fluctuates greatly due to the asymmetry between production and marketing details. Horticultural goods are particularly price sensitive because they cannot be stored for long periods of time. It is very important and helpful to forecast the price of horticultural products which is crucial in designing a cropping plan. The proposed method guides the farmers in agricultural product production and harvesting plans. Farmers can benefit from long-term forecasting since it helps them plan their planting and harvesting schedules. Customers can also profit from daily average price estimates for the short term. This paper study the time series models such as ARIMA, SARIMA, and neural network models such as BPN, LSTM and are used for wheat cost prediction in India. A large scale available data set is collected and tested. The results shows that since ARIMA and SARIMA models are well suited for small-scale, continuous, and periodic data, the BPN and LSTM provide more accurate and faster results for predicting well weekly and monthly trends of price fluctuation.

• International conference on construction engineering and project management
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• 2011.02a
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• pp.534-541
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• 2011

Risk evaluation approaches for bidding on international construction projects are typically partitioned into three stages: country selection, project classification, and bid-cost evaluation. However, previous studies are frequently under attack in that they have several crucial limitations: 1) a dearth of studies about country selection risk tailored for the overseas construction market at a corporate level; 2) no consideration of uncertainties for input variable per se; 3) less probabilistic approaches in estimating a range of cost variance; and 4) less inclusion of covariance impacts. This study thus suggests a three-staged risk evaluation model to resolve these inherent problems. In the first stage, a country portfolio model that maximizes the expected construction market growth rate and profit rate while decreasing market uncertainty is formulated using multi-objective genetic analysis. Following this, probabilistic approaches for screening bad projects are suggested through applying various data mining methods such as discriminant logistic regression, neural network, C5.0, and support vector machine. For the last stage, the cost overrun prediction model is simulated for determining a reasonable bid cost, while considering non-parametric distribution, effects of systematic risks, and the firm's specific capability accrued in a given country. Through the three consecutive models, this study verifies that international construction risk can be allocated, reduced, and projected to some degree, thereby contributing to sustaining stable profits and revenues in both the short-term and the long-term perspective.