• Title/Summary/Keyword: Rating Prediction

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Generating and Validating Synthetic Training Data for Predicting Bankruptcy of Individual Businesses

  • Hong, Dong-Suk;Baik, Cheol
    • Journal of information and communication convergence engineering
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    • v.19 no.4
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    • pp.228-233
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    • 2021
  • In this study, we analyze the credit information (loan, delinquency information, etc.) of individual business owners to generate voluminous training data to establish a bankruptcy prediction model through a partial synthetic training technique. Furthermore, we evaluate the prediction performance of the newly generated data compared to the actual data. When using conditional tabular generative adversarial networks (CTGAN)-based training data generated by the experimental results (a logistic regression task), the recall is improved by 1.75 times compared to that obtained using the actual data. The probability that both the actual and generated data are sampled over an identical distribution is verified to be much higher than 80%. Providing artificial intelligence training data through data synthesis in the fields of credit rating and default risk prediction of individual businesses, which have not been relatively active in research, promotes further in-depth research efforts focused on utilizing such methods.

Analysis of VTS Operators' Situational Awareness Based on In-Field Observation and Subjective Rating Methods (현장관찰법과 자기보고법에 기초한 VTS 관제사의 상황인식 분석)

  • Lee, Jae-Sik;Kim, Jung-Ho;Jang, En-Kyu
    • Journal of Navigation and Port Research
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    • v.40 no.6
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    • pp.375-384
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    • 2016
  • This study aimed to specify Vessel Traffic System(VTS) operators' situational awareness(SA) tasks and examine differences in subjective ratings for three levels of SA. Data for relative frequencies of SA tasks were collected by using direct in field observation. Subjective rating scores were obtained using a questionnaire method and compared in terms of VTS operator's gender and length of service career. The results are as follows. First, it was found that the VTS operators perform information perception task elements more frequently than those for information integration and prediction. Second, VTS operators tended to show subjectively lower evaluation scores for prediction than information perception or integration. Third, male VTS operators rated their SA ability higher than females. Fourth, the male VTS operators more than 15 years of career service showed higher subjective rating scores than those with under 5 years of service. Female VTS operators with different levels of career service showed a similar level of subjective rating scores. These results suggest that the frequency of SA related tasks and subjective SA evaluation can differ in terms of SA levels and individual differences.

The Method for Generating Recommended Candidates through Prediction of Multi-Criteria Ratings Using CNN-BiLSTM

  • Kim, Jinah;Park, Junhee;Shin, Minchan;Lee, Jihoon;Moon, Nammee
    • Journal of Information Processing Systems
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    • v.17 no.4
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    • pp.707-720
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    • 2021
  • To improve the accuracy of the recommendation system, multi-criteria recommendation systems have been widely researched. However, it is highly complicated to extract the preferred features of users and items from the data. To this end, subjective indicators, which indicate a user's priorities for personalized recommendations, should be derived. In this study, we propose a method for generating recommendation candidates by predicting multi-criteria ratings from reviews and using them to derive user priorities. Using a deep learning model based on convolutional neural network (CNN) and bidirectional long short-term memory (BiLSTM), multi-criteria prediction ratings were derived from reviews. These ratings were then aggregated to form a linear regression model to predict the overall rating. This model not only predicts the overall rating but also uses the training weights from the layers of the model as the user's priority. Based on this, a new score matrix for recommendation is derived by calculating the similarity between the user and the item according to the criteria, and an item suitable for the user is proposed. The experiment was conducted by collecting the actual "TripAdvisor" dataset. For performance evaluation, the proposed method was compared with a general recommendation system based on singular value decomposition. The results of the experiments demonstrate the high performance of the proposed method.

Ergonomic Evaluation of Workload in Imbalanced Lower Limbs Postures

  • Kim, Eun-Sik;Yoon, Hoon-Yong
    • Journal of the Ergonomics Society of Korea
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    • v.30 no.5
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    • pp.671-681
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    • 2011
  • Objective: The purpose of this study is to compare the workload level at each lower limbs posture and suggest the ergonomic workstation guideline for working period by evaluating the imbalanced lower limbs postures from the physiological and psychophysical points of view. Background: Many workers like welders are working in various imbalanced lower limbs postures either due to the narrow working conditions or other environmental conditions. Method: Ten male subjects participated in this experiment. Subjects were asked to maintain 3 different lower limbs postures(standing, squatting and bending) with 3 different working conditions(balanced floor with no scaffold, imbalanced floor with 10cm height of scaffold, and imbalanced floor with 20cm height of scaffold). EMG data for the 4 muscle groups(Retus Femoris, Vastus Lateralis, Tibialis Anterior, Gastrocnemius) from each lower limbs posture were collected for 20 seconds every 2 minutes during the 8 minutes sustaining task. Subjects were also asked to report their discomfort ratings of body parts such as waist, upper legs, lower legs, and ankle. Results: The ANOVA results showed that the EMG root mean square(RMS) values and the discomfort ratings(CR-10 Rating Scale) were significantly affected by lower limbs postures and working time(p<0.05). The correlation was analyzed between the EMG data and the discomfort ratings. Also, prediction models for the discomfort rating for each posture were developed using physical condition, working time, and scaffold height. Conclusion: We strongly recommend that one should not work more than 6 minutes in a standing or squatting postures and should not work more than 4 minutes in a bending posture. Application: The results of this study could be used to design and assess working environments and methods. Furthermore, these results could be used to suggest ergonomic guidelines for the lower limbs postures such as squatting and bending in the working fields in order to prevent fatigue and pain in the lower limbs body.

A Study on Predicting Credit Ratings of Korean Companies using TabNet

  • Hyeokjin Choi;Gyeongho Jung;Hyunchul Ahn
    • Journal of the Korea Society of Computer and Information
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    • v.29 no.5
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    • pp.11-20
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    • 2024
  • This study presents TabNet, a novel deep learning method, to enhance corporate credit rating accuracy amidst growing financial market uncertainties due to technological advancements. By analyzing data from major Korean stock markets, the research constructs a credit rating prediction model using TabNet. Comparing it with traditional machine learning, TabNet proves superior, achieving a Precision of 0.884 and an F1 score of 0.895. It notably reduces misclassification of high-risk companies as low-risk, emphasizing its potential as a vital tool for financial institutions in credit risk management and decision-making.

Flow rate prediction at Paldang Bridge using deep learning models (딥러닝 모형을 이용한 팔당대교 지점에서의 유량 예측)

  • Seong, Yeongjeong;Park, Kidoo;Jung, Younghun
    • Journal of Korea Water Resources Association
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    • v.55 no.8
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    • pp.565-575
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    • 2022
  • Recently, in the field of water resource engineering, interest in predicting time series water levels and flow rates using deep learning technology that has rapidly developed along with the Fourth Industrial Revolution is increasing. In addition, although water-level and flow-rate prediction have been performed using the Long Short-Term Memory (LSTM) model and Gated Recurrent Unit (GRU) model that can predict time-series data, the accuracy of flow-rate prediction in rivers with rapid temporal fluctuations was predicted to be very low compared to that of water-level prediction. In this study, the Paldang Bridge Station of the Han River, which has a large flow-rate fluctuation and little influence from tidal waves in the estuary, was selected. In addition, time-series data with large flow fluctuations were selected to collect water-level and flow-rate data for 2 years and 7 months, which are relatively short in data length, to be used as training and prediction data for the LSTM and GRU models. When learning time-series water levels with very high time fluctuation in two models, the predicted water-level results in both models secured appropriate accuracy compared to observation water levels, but when training rapidly temporal fluctuation flow rates directly in two models, the predicted flow rates deteriorated significantly. Therefore, in this study, in order to accurately predict the rapidly changing flow rate, the water-level data predicted by the two models could be used as input data for the rating curve to significantly improve the prediction accuracy of the flow rates. Finally, the results of this study are expected to be sufficiently used as the data of flood warning system in urban rivers where the observation length of hydrological data is not relatively long and the flow-rate changes rapidly.

Predicting Future ESG Performance using Past Corporate Financial Information: Application of Deep Neural Networks (심층신경망을 활용한 데이터 기반 ESG 성과 예측에 관한 연구: 기업 재무 정보를 중심으로)

  • Min-Seung Kim;Seung-Hwan Moon;Sungwon Choi
    • Journal of Intelligence and Information Systems
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    • v.29 no.2
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    • pp.85-100
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    • 2023
  • Corporate ESG performance (environmental, social, and corporate governance) reflecting a company's strategic sustainability has emerged as one of the main factors in today's investment decisions. The traditional ESG performance rating process is largely performed in a qualitative and subjective manner based on the institution-specific criteria, entailing limitations in reliability, predictability, and timeliness when making investment decisions. This study attempted to predict the corporate ESG rating through automated machine learning based on quantitative and disclosed corporate financial information. Using 12 types (21,360 cases) of market-disclosed financial information and 1,780 ESG measures available through the Korea Institute of Corporate Governance and Sustainability during 2019 to 2021, we suggested a deep neural network prediction model. Our model yielded about 86% of accurate classification performance in predicting ESG rating, showing better performance than other comparative models. This study contributed the literature in a way that the model achieved relatively accurate ESG rating predictions through an automated process using quantitative and publicly available corporate financial information. In terms of practical implications, the general investors can benefit from the prediction accuracy and time efficiency of our proposed model with nominal cost. In addition, this study can be expanded by accumulating more Korean and international data and by developing a more robust and complex model in the future.

Prediction of total sediment load: A case study of Wadi Arbaat in eastern Sudan

  • Aldrees, Ali;Bakheit, Abubakr Taha;Assilzadeh, Hamid
    • Smart Structures and Systems
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    • v.26 no.6
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    • pp.781-796
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    • 2020
  • Prediction of total sediment load is essential in an extensive range of problems such as the design of the dead volume of dams, design of stable channels, sediment transport in the rivers, calculation of bridge piers degradation, prediction of sand and gravel mining effects on river-bed equilibrium, determination of the environmental impacts and dredging necessities. This paper is aimed to investigate and predict the total sediment load of the Wadi Arbaat in Eastern Sudan. The study was estimated the sediment load by separate total sediment load into bedload and Suspended Load (SL), independently. Although the sediment records are not sufficient to construct the discharge-sediment yield relationship and Sediment Rating Curve (SRC), the total sediment loads were predicted based on the discharge and Suspended Sediment Concentration (SSC). The turbidity data NTU in water quality has been used for prediction of the SSC in the estimation of suspended Sediment Yield (SY) transport of Wadi Arbaat. The sediment curves can be used for the estimation of the suspended SYs from the watershed area. The amount of information available for Khor Arbaat case study on sediment is poor data. However, the total sediment load is essential for the optimal control of the sediment transport on Khor Arbaat sediment and the protection of the dams on the upper gate area. The results show that the proposed model is found to be considered adequate to predict the total sediment load.

Safety Assessment and Management Planning of Agricultural Facilities using Neural Network (신경망 이론을 이용한 농업 구조물의 안전도 평가 및 관리계획)

  • Kim, Min-Jong;Lee, Jeong-Jae;Su, Nam-Su
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2001.10a
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    • pp.156-161
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    • 2001
  • Currently, agricultural facilities are evaluated using either basic inspections or detailed analysis. However, conventional analyses as well as methods based on fuzzy logic and rule of thumb have not been very successful in providing a clear relationship between rating and real state of agricultural facilities, because they can't provide exactly acceptable reliability of degraded structures with manager or supervisor. Therefore, in this stage, we must define probabilistic variables for representing degradation of structures being given damages during a survival time. This paper describes the application of neural network system in developing the relation between subjective ratings and parameters of agricultural reservoir as well as that between subjective and analytical ratings. It is shown that neural networks can be trained and used successfully in estimating a rating based on several parameters. The specific application problem for agricultural reservoir in the rural area of Korea is presented and database is constructed to maintain training data set, the information of inspection and facilities. This study showed that a successful training of a neural network could be useful, especially if the input data set for target problem contains parameters with a diverse combination of inter-correlation coefficients. And the networks had a prediction rating of about $^{\ast}^{\ast}^{\ast}%$. The neural network system is expected to show high performance fairly in estimate than statistical method to use equation that is consisted of very lowly interrelated variables.

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Design and Performance Measurement of a Genetic Algorithm-based Group Classification Method : The Case of Bond Rating (유전 알고리듬 기반 집단분류기법의 개발과 성과평가 : 채권등급 평가를 중심으로)

  • Min, Jae-H.;Jeong, Chul-Woo
    • Journal of the Korean Operations Research and Management Science Society
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    • v.32 no.1
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    • pp.61-75
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    • 2007
  • The purpose of this paper is to develop a new group classification method based on genetic algorithm and to com-pare its prediction performance with those of existing methods in the area of bond rating. To serve this purpose, we conduct various experiments with pilot and general models. Specifically, we first conduct experiments employing two pilot models : the one searching for the cluster center of each group and the other one searching for both the cluster center and the attribute weights in order to maximize classification accuracy. The results from the pilot experiments show that the performance of the latter in terms of classification accuracy ratio is higher than that of the former which provides the rationale of searching for both the cluster center of each group and the attribute weights to improve classification accuracy. With this lesson in mind, we design two generalized models employing genetic algorithm : the one is to maximize the classification accuracy and the other one is to minimize the total misclassification cost. We compare the performance of these two models with those of existing statistical and artificial intelligent models such as MDA, ANN, and Decision Tree, and conclude that the genetic algorithm-based group classification method that we propose in this paper significantly outperforms the other methods in respect of classification accuracy ratio as well as misclassification cost.