• Journal of the Korea Institute of Information and Communication Engineering
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• v.26 no.10
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• pp.1423-1431
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• 2022

Volatility is one of the variables that the Black-Scholes model requires for option pricing. It is an unknown variable at the present time, however, since the option price can be observed in the market, implied volatility can be derived from the price of an option at any given point in time and can represent the market's expectation of future volatility. Although volatility in the Black-Scholes model is constant, when calculating implied volatility, it is common to observe a volatility smile which shows that the implied volatility is different depending on the strike prices. We implement supervised learning to target implied volatility by adding V-KOSPI to ease volatility smile. We examine the estimation performance of KOSPI200 index options' implied volatility using various Machine Learning algorithms such as Linear Regression, Tree, Support Vector Machine, KNN and Deep Neural Network. The training accuracy was the highest(99.9%) in Decision Tree model and test accuracy was the highest(96.9%) in Random Forest model.

• Journal of Intelligence and Information Systems
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• v.28 no.4
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• pp.119-133
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• 2022

One of the most important current features of food related industry is the growth of food delivery service. Another notable food related culture is, with the advent of Youtube, the popularity of Mukbang, which refers to content that records eating. Based on these background, this study intended to focus on two things. First, we tried to see the impact of Youtube Mukbang and the sentiments of Mukbang comments on the number of related food deliveries. Next, we tried to set up the predictive modeling of chicken delivery order with machine learning method. We used Youtube Mukbang comments data as well as weather related data as main independent variables. The dependent variable used in this study is the number of delivery order of fried chicken. The period of data used in this study is from June 3, 2015 to September 30, 2019, and a total of 1,580 data were used. For the predictive modeling, we used machine learning methods such as linear regression, ridge, lasso, random forest, and gradient boost. We found that the sentiment of Youtube Mukbang and comments have impacts on the number of delivery orders. The prediction model with Mukban data we set up in this study had better performances than the existing models without Mukbang data. We also tried to suggest managerial implications to the food delivery service industry.

• KIPS Transactions on Software and Data Engineering
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• v.12 no.4
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• pp.173-178
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• 2023

As Korean literature spreads around the world, its position in the overseas publishing market has become important. As demand in the overseas publishing market continues to grow, it is essential to predict future book sales and analyze the characteristics of books that have been highly favored by overseas readers in the past. In this study, we proposed ensemble learning based prediction model and analyzed characteristics of the cumulative sales of more than 5,000 copies classified as good sellers published overseas over the past 5 years. We applied the five ensemble learning models, i.e., XGBoost, Gradient Boosting, Adaboost, LightGBM, and Random Forest, and compared them with other machine learning algorithms, i.e., Support Vector Machine, Logistic Regression, and Deep Learning. Our experimental results showed that the ensemble algorithm outperforms other approaches in troubleshooting imbalanced data. In particular, the LightGBM model obtained an AUC value of 99.86% which is the best prediction performance. Among the features used for prediction, the most important feature is the author's number of overseas publications, and the second important feature is publication in countries with the largest publication market size. The number of evaluation participants is also an important feature. In addition, text mining was performed on the four book reviews that sold the most among good-selling books. Many reviews were interested in stories, characters, and writers and it seems that support for translation is needed as many of the keywords of "translation" appear in low-rated reviews.

• Journal of the Korea Society for Simulation
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• v.32 no.4
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• pp.19-26
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• 2023

The increase in the dropout rate of college students nationwide has a serious negative impact on universities and society as well as individual students. In order to proactive identify students at risk of dropout, this study built a decision tree, random forest, logistic regression, and deep learning-based dropout prediction model using academic data that can be easily obtained from each university's academic management system. Their performances were subsequently analyzed and compared. The analysis revealed that while the logistic regression-based prediction model exhibited the highest recall rate, its f-1 value and ROC-AUC (Receiver Operating Characteristic - Area Under the Curve) value were comparatively lower. On the other hand, the random forest-based prediction model demonstrated superior performance across all other metrics except recall value. In addition, in order to assess model performance over distinct prediction periods, we divided these periods into short-term (within one semester), medium-term (within two semesters), and long-term (within three semesters). The results underscored that the long-term prediction yielded the highest predictive efficacy. Through this study, each university is expected to be able to identify students who are expected to be dropped out early, reduce the dropout rate through intensive management, and further contribute to the stabilization of university finances.

• Information Systems Review
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• v.22 no.4
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• pp.21-39
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• 2020

Recently, deep learning has shown high performance in various applications such as pattern analysis and image classification. Especially known as a difficult task in the field of machine learning research, stock market forecasting is an area where the effectiveness of deep learning techniques is being verified by many researchers. This study proposed a deep learning Convolutional Neural Network (CNN) model to predict the direction of stock prices. We then used the feature selection method to improve the performance of the model. We compared the performance of machine learning classifiers against CNN. The classifiers used in this study are as follows: Logistic Regression, Decision Tree, Neural Network, Support Vector Machine, Adaboost, Bagging, and Random Forest. The results of this study confirmed that the CNN showed higher performancecompared with other classifiers in the case of feature selection. The results show that the CNN model effectively predicted the stock price direction by analyzing the embedded values of the financial data

• Korean Journal of Radiology
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• v.23 no.12
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• pp.1281-1289
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• 2022

Objective: Radiomic modeling using multiple regions of interest in MRI of the brain to diagnose juvenile myoclonic epilepsy (JME) has not yet been investigated. This study aimed to develop and validate radiomics prediction models to distinguish patients with JME from healthy controls (HCs), and to evaluate the feasibility of a radiomics approach using MRI for diagnosing JME. Materials and Methods: A total of 97 JME patients (25.6 ± 8.5 years; female, 45.5%) and 32 HCs (28.9 ± 11.4 years; female, 50.0%) were randomly split (7:3 ratio) into a training (n = 90) and a test set (n = 39) group. Radiomic features were extracted from 22 regions of interest in the brain using the T1-weighted MRI based on clinical evidence. Predictive models were trained using seven modeling methods, including a light gradient boosting machine, support vector classifier, random forest, logistic regression, extreme gradient boosting, gradient boosting machine, and decision tree, with radiomics features in the training set. The performance of the models was validated and compared to the test set. The model with the highest area under the receiver operating curve (AUROC) was chosen, and important features in the model were identified. Results: The seven tested radiomics models, including light gradient boosting machine, support vector classifier, random forest, logistic regression, extreme gradient boosting, gradient boosting machine, and decision tree, showed AUROC values of 0.817, 0.807, 0.783, 0.779, 0.767, 0.762, and 0.672, respectively. The light gradient boosting machine with the highest AUROC, albeit without statistically significant differences from the other models in pairwise comparisons, had accuracy, precision, recall, and F1 scores of 0.795, 0.818, 0.931, and 0.871, respectively. Radiomic features, including the putamen and ventral diencephalon, were ranked as the most important for suggesting JME. Conclusion: Radiomic models using MRI were able to differentiate JME from HCs.

• Advanced Industrial SCIence
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• v.3 no.2
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• pp.8-16
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• 2024

This paper shows the system of drug classification, the goal of this is to foretell the apt drug for the patients based on their demographic and physiological traits. The dataset consists of various attributes like Age, Sex, BP (Blood Pressure), Cholesterol Level, and Na_to_K (Sodium to Potassium ratio), with the objective to determine the kind of drug being given. The models used in this paper are K-Nearest Neighbors (KNN), Logistic Regression and Random Forest. Further to fine-tune hyper parameters using 5-fold cross-validation, GridSearchCV was used and each model was trained and tested on the dataset. To assess the performance of each model both with and without hyper parameter tuning evaluation metrics like accuracy, confusion matrices, and classification reports were used and the accuracy of the models without GridSearchCV was 0.7, 0.875, 0.975 and with GridSearchCV was 0.75, 1.0, 0.975. According to GridSearchCV Logistic Regression is the most suitable model for drug classification among the three-model used followed by the K-Nearest Neighbors. Also, Na_to_K is an essential feature in predicting the outcome.

• Journal of the Korean Society of Environmental Restoration Technology
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• v.6 no.3
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• pp.46-55
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• 2003

This study aims to evaluate the Ulsan city residents' perception and satisfaction with open spaces and cityscape after consideration in the side of getting primary data for the city open spaces policy and Green Plan for Ulsan city. In this study, low data was gathered by questionnaires survey with stratified random sampling method. Questionnaires were designed by several sets of variables such as behavioral patterns, satisfactions for open spaces and user's demographic variables. Data were analyzed by descriptive statistics, cross-tabulation and regression analysis. The main results of this study can be summarized as follows : 1. In overage the residents were slightly satisfied with park open spaces. There were good and poor park open spaces. in the perceptions of citizens as follows : 'nearby mountain and open spaces', 'rail side green area' were high satisfactory, and 'riverside', 'green qualities' were low in satisfaction. 2. In overage the residents were slightly satisfied with cityscape. There were good and poor cityscape in the perceptions of citizens as follows : 'nearby forest in and open spaces', 'night scape of an urban center' were high satisfactory, and 'streetscape', 'appearances of high-rise buildings' were low in satisfaction. 3. As a results of regression analysis predictable variables for satisfaction with Park and Open spaces were : 'open spaces by the public', 'open spaces by neighbor', 'grande open spaces', 'open spaces of residence'. 4. As a results of regression analysis predictable variables for satisfaction with cityscape were : 'Central Business District(C.B.D) and nearby mountain and open spaces', 'residence and streetscape', 'riverside and park green open spaces'.

• Journal of Environmental Impact Assessment
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• v.30 no.5
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• pp.271-296
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• 2021

Since the thermal stratification in a reservoir inhibits the vertical mixing of the upper and lower layers and causes the formation of a hypoxia layer and the enhancement of nutrients release from the sediment, changes in the stratification structure of the reservoir according to future climate change are very important in terms of water quality and aquatic ecology management. This study was aimed to develop a data-driven inflow water temperature prediction model for Daecheong Reservoir (DR), and to predict future inflow water temperature and the stratification structure of DR considering future climate scenarios of Representative Concentration Pathways (RCP). The random forest (RF)regression model (NSE 0.97, RMSE 1.86℃, MAPE 9.45%) developed to predict the inflow temperature of DR adequately reproduced the statistics and variability of the observed water temperature. Future meteorological data for each RCP scenario predicted by the regional climate model (HadGEM3-RA) was input into RF model to predict the inflow water temperature, and a three-dimensional hydrodynamic model (AEM3D) was used to predict the change in the future (2018~2037, 2038~2057, 2058~2077, 2078~2097) stratification structure of DR due to climate change. As a result, the rates of increase in air temperature and inflow water temperature was 0.14~0.48℃/10year and 0.21~0.41℃/10year,respectively. As a result of seasonal analysis, in all scenarios except spring and winter in the RCP 2.6, the increase in inflow water temperature was statistically significant, and the increase rate was higher as the carbon reduction effort was weaker. The increase rate of the surface water temperature of the reservoir was in the range of 0.04~0.38℃/10year, and the stratification period was gradually increased in all scenarios. In particular, when the RCP 8.5 scenario is applied, the number of stratification days is expected to increase by about 24 days. These results were consistent with the results of previous studies that climate change strengthens the stratification intensity of lakes and reservoirs and prolonged the stratification period, and suggested that prolonged water temperature stratification could cause changes in the aquatic ecosystem, such as spatial expansion of the low-oxygen layer, an increase in sediment nutrient release, and changed in the dominant species of algae in the water body.

• Korean Journal of Remote Sensing
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• v.38 no.5_1
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• pp.627-646
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• 2022

Recently, the seriousness of climate change-related problems caused by global warming is growing, and the average temperature is also rising. As a result, it is affecting the environment in which various temperature-sensitive creatures and creatures live, and changes in the ecosystem are also being detected. Seasons are one of the important factors influencing the types, distribution, and growth characteristics of creatures living in the area. Among the most popular and easily recognized plant seasonal phenomena among the indicators of the climate change impact evaluation, the blooming day of flower and the peak day of autumn leaves were modeled. The types of plants used in the modeling were forsythia and cherry trees, which can be seen as representative plants of spring, and maple and ginkgo, which can be seen as representative plants of autumn. Weather data used to perform modeling were temperature, precipitation, and solar radiation observed through the ASOS Observatory of the Korea Meteorological Administration. As satellite data, MODIS NDVI was used for modeling, and it has a correlation coefficient of about -0.2 for the flowering date and 0.3 for the autumn leaves peak date. As the model used, the model was established using multiple regression models, which are linear models, and Random Forest, which are nonlinear models. In addition, the predicted values estimated by each model were expressed as isopleth maps using spatial interpolation techniques to express the trend of plant seasonal changes from 2003 to 2020. It is believed that using NDVI with high spatio-temporal resolution in the future will increase the accuracy of plant phenology modeling.