• Industrial Engineering and Management Systems
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• 제15권3호
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• pp.215-223
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• 2016

Design of personnel teams has been studied from diverse perspectives; the most common are the people and systems requirements perspectives. All these point of view are linked, which is the reason why it is necessary to study them simultaneously. Considering this gap, a decision making model is developed based on factors, models, and requirements mentioned in the literature. The model is applied to a real case. The findings indicate that the Personnel Behavior Based Lean model (PBBL) can be converted into a decision making model for the selection of team members. The study is focused not only on the individual candidates' knowledge, skills, and aptitudes, but also on how the model considers the company requirements, conflicts, and the importance of each person to the project.

• 응용통계연구
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• 제23권6호
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• pp.1169-1178
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• 2010

본 논문은 불균형 자료에서 선형혼합모형에 적용되는 Akaike Information Criterion(AIC)의 효율에 대한 연구이다. Vaida와 Balanchard (2005)에 의해 제안된 cAIC(conditional AIC)는 mAIC(marginal AIC)가 임의효과의 예측에 대한 불확실성을 모형선택에서 반영하지 못하는 단점을 극복할 수 있는 방법이다. cAIC에 대한 이론적인 성질과 확장은 Liang 등 (2008)과 Greven과 Kneib (2010)에 의하여 연구되었다. cAIC의 형태는 자료의 구조에 영향을 받지는 않지만 선형혼합모형에서 모수의 추정 효율은 자료의 불균형의 정도에 따라 많은 영향을 받는 것이 알려져 있다. 기존의 연구에서 실시한 모든 모의실험이 자료가 균형인 경우에만 실행되어 자료의 불균형이 AIC에 근거한 혼합모형 선택 방법의 효율에 어떤 영향을 미치는지 알려져 있지 않다. 본 논문은 자료의 불균형이 모형선택 방법의 효율에 미치는 영향을 모의실험을 통하여 알아보았다. 자료의 불균형이 심해짐에 따라 AIC에 근거한 모형선택방법은 복잡한 모형을 선택하는 경향이 낮아짐을 보였다.

• 한국경영과학회지
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• 제39권2호
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• pp.83-95
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• 2014

In this paper, we develop a portfolio selection model that can be used to invest in markets with margin requirements such as the foreign exchange market. An investment algorithm to implement the proposed portfolio selection model based on objective historical data is also presented. We further conduct empirical analysis on the performance of a hypothetical investment in the foreign exchange market, using the proposed portfolio selection model and investment algorithm. Using 7 currency pairs that recorded the highest trading volume in the foreign exchange market during the most recent 10 years, we compare the performance of 1) the Dollar Index, 2) a 1/N Portfolio which equally allocates capital to all N assets considered for investment, and 3) a hypothetical investment portfolio selected and managed according to the portfolio selection model and investment algorithm proposed in this paper. Performance is compared in terms of accumulated returns and Sharpe ratios for the 10-year period from January 2003 to December 2012. The results show that the hypothetical investment portfolio outperforms both benchmarks, with superior performance especially during the period following financial crisis. Overall, this paper suggests that a mathematical approach for selecting and managing an optimal investment portfolio based on objective data can achieve outstanding performance in the foreign exchange market.

• Geomechanics and Engineering
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• 제25권1호
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• pp.1-16
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• 2021

Machine learning models have been widely used for landslide susceptibility assessment (LSA) in recent years. The large number of inputs or conditioning factors for these models, however, can reduce the computation efficiency and increase the difficulty in collecting data. Feature selection is a good tool to address this problem by selecting the most important features among all factors to reduce the size of the input variables. However, two important questions need to be solved: (1) how do feature selection methods affect the performance of machine learning models? and (2) which feature selection method is the most suitable for a given machine learning model? This paper aims to address these two questions by comparing the predictive performance of 13 feature selection-based machine learning (FS-ML) models and 5 ordinary machine learning models on LSA. First, five commonly used machine learning models (i.e., logistic regression, support vector machine, artificial neural network, Gaussian process and random forest) and six typical feature selection methods in the literature are adopted to constitute the proposed models. Then, fifteen conditioning factors are chosen as input variables and 1,017 landslides are used as recorded data. Next, feature selection methods are used to obtain the importance of the conditioning factors to create feature subsets, based on which 13 FS-ML models are constructed. For each of the machine learning models, a best optimized FS-ML model is selected according to the area under curve value. Finally, five optimal FS-ML models are obtained and applied to the LSA of the studied area. The predictive abilities of the FS-ML models on LSA are verified and compared through the receive operating characteristic curve and statistical indicators such as sensitivity, specificity and accuracy. The results showed that different feature selection methods have different effects on the performance of LSA machine learning models. FS-ML models generally outperform the ordinary machine learning models. The best FS-ML model is the recursive feature elimination (RFE) optimized RF, and RFE is an optimal method for feature selection.

• 한국경영과학회지
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• 제6권2호
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• pp.35-49
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• 1981

This paper is concerned with developing a Multi-period Behavioral Model for the portfolio selection problem. The unique feature of the model is that it treats a number of factors and decision variables considered germane in decision making on an interrelated basis. The formulated problem has the structure of a Chance Constrained programming Model. Then empoloying arguments of Central Limit Theorem and normality assumption the stochastic model is reduced to that of a Non-Linear Programming Model. Finally, a number of interesting properties for the reduced model are established.

• Journal of Information Technology Applications and Management
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• 제19권3호
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• pp.19-30
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• 2012

Material selection is a complex problem in the design and development of products for diverse engineering applications. This paper is aimed to present a fuzzy decision making approach to deal with the material selection in engineering design problems. A fuzzy multi criteria decision-making model is proposed for solving the material selection problem. The proposed model makes use of fuzzy TOPSIS (Technique for Order reference by Similarity to Ideal Solution) with trapezoidal numbers for evaluating the criteria and ranking the alternatives. And result is compared with fuzzy VIKOR (VlseKriterijumska Optimizacija I Kompromisno Resenje in Serbian, means Multi criteria Optimisation and Compromise Solution) which is proposed by Jeya Girubha and Vinodh [2012]. The present paper is aimed to also improve literature of fuzzy decision making for material selection problem.

• Communications for Statistical Applications and Methods
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• 제22권2호
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• pp.147-157
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• 2015

We consider a sparse high-dimensional linear regression model. Penalized methods using LASSO or non-convex penalties have been widely used for variable selection and estimation in high-dimensional regression models. In penalized regression, the selection and prediction performances depend on which penalty function is used. For example, it is known that LASSO has a good prediction performance but tends to select more variables than necessary. In this paper, we propose an additive sparse penalty for variable selection using a combination of LASSO and minimax concave penalties (MCP). The proposed penalty is designed for good properties of both LASSO and MCP.We develop an efficient algorithm to compute the proposed estimator by combining a concave convex procedure and coordinate descent algorithm. Numerical studies show that the proposed method has better selection and prediction performances compared to other penalized methods.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2014년도 추계 학술논문 발표대회
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• pp.218-219
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• 2014

The selection of an appropriate contract method is vital for the successful operation of the project. However, there has been a lack of studies on objective decision making support models for use in the planning stage of a project contract. The present study had the goal of analyzing the factors that influence contract method selection, as an initial study for developing a project contract method selection model. The existing related studies were analyzed, and the factors considered in the literature were selected. Then, based on the findings, the opinions of an expert group on the important factors for contract method selection were collected through a survey. The collected opinions were analyzed using factor analysis, a statistical analysis method. The results will be utilized in the future as preliminary data for developing a decision making model for selecting a contract method.

• 응용통계연구
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• 제18권2호
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• pp.435-443
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• 2005

로지스틱 회귀모형에서 결정계수는 선형 회귀모형보다 다양하게 정의되며 그 값들도 매우 작아 로지스틱 회귀모형 평가기준으로 사용되는 통계량이 라고 할 수 없다. Liao와 McGee(2003)는 부적절한 설명변수의 추가 또는 표본크기의 변화에 민감하지 않은 두 종류의 수정 결정계수를 제안하였다. 본 연구에서는 실제자료에 적용한 로지스틱 회귀모형에서 수정 결정계수를 포함한 네 종류의 결정계수들을 변수선택의 기준으로 사용하여 기존의 변수선택 방법인 전진선택, 후진제거, 단계적 선택방법, AIC 통계량 등을 사용한 방법들과 비교하여 그 적절함과 효율성을 토론한다.

• Genomics & Informatics
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• 제5권3호
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• pp.95-101
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• 2007

In this paper, we consider the variable selection methods in the Cox model when a large number of gene expression levels are involved with survival time. Deciding which genes are associated with survival time has been a challenging problem because of the large number of genes and relatively small sample size (n<