• Informatization Policy
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• v.23 no.2
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• pp.3-18
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• 2016

Radical paradigm shift is being expected due to the coming of the so-called intelligent society. In the intelligent society, things or machines are able to use intelligence for the first time in history and this will bring about fundamental changes at every corner of human society. This article analyzes views of the world in order to figure out basic directions of this paradigm shift. A dualistic view of world mediated by technology is suggested for a new world view of the intelligent society, based on comparison of a traditional dualistic view of world between human-nature and a tripartite view of world between human-machine-nature. This article summarizes paradigms of the intelligent society into four ; externalization of intelligence, productivity explosion, platform society, and self-organizing society. These new paradigms will provide lots of benefits such as intelligence augmentation, production capacity increase, and self-organizing effect. But at the same time, it will increase risks of system failure because of loss of human control on technologies. In conclusion, it is argued that human choices and efforts will decide the future of the intelligent society becuase the paradigm shift is value neutral in essence.

• The Journal of Korean Institute of Information Technology
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• v.17 no.4
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• pp.109-117
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• 2019

In modern society, due to various accidents and crime threats committed to an unspecified number of people, individual security awareness is increasing throughout society and various surveillance techniques are being actively studied. Still, there is a decline in robustness due to many problems, requiring higher reliability monitoring techniques. Thus, this paper suggests a real-time change detection technique to complement the low robustness problem in various environments and dynamic/static change detection and to solve the cost efficiency problem. We used the Self-Organizing Map (SOM) applied as a data clustering technique to implement change detection, and we were able to confirm the superiority of noise robustness and abnormal detection judgment compared to the detection technique applied to the existing image surveillance system through simulation in the indoor office environment.

• Journal of Korean Society for Quality Management
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• v.29 no.4
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• pp.38-53
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• 2001

In resolving industrial quality control problems, a vector of multiple quality characteristic variables is involved rather than a single variable. However, it is not guaranteed that a multivariate control chart based on statistical methods can monitor abnormal signal in case that small changes of relationship between each variables causes abnormal production process. Hence a quality control system for real-time monitoring of the multi-dimensional quality characteristic vector under a multivariate normal process is needed to enhance tile production system quality performance. A pattern analysis approach based on self-organizing map (SOM), an unsupervised learning technique of neural network, is applied to the design of such a quality control system. In this study we present a new material quality control system based on pattern analysis approach and illustrate the effectiveness of proposed system using actual electronic company material data.

• Transactions of the Korean Society of Mechanical Engineers
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• v.18 no.10
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• pp.2567-2576
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• 1994

In this paper we propose a new method to determine the learning rates of fuzzy learning algorithm(FLA) in nonlinear MIMO system. The state feedback gains are used from the linearized system of the nonlinear MIMO system. Through this method, it is easy to determine the learing rates. And it is quarauteed the good convergence and confirmed the performance of FLA is better than that of linear controller(LC) through the simulation. Acrobatic robot system is selected as an example(one-input two-output system), and FLA is implemented through the experiment.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• v.29 no.1
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• pp.457-463
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• 2005

The use of the internet to facilitate commerce among companies promises vast benefits. Lots of e-marketplaces are building for several industries such as chemistry, airplane, and automobile industries. This study proposed new B2B EC business model for the shipping industry which concerns relatively massive fixed assets to be fully utilized. To be successful the proposed model gives participants to support useful information. To do this the expert system is constructed as the hybrid prediction system of neural network (NN) and memory based reasoning (MBR) with self-organizing map (SOM) and knowledge augmentaton technique using qualitative reasoning (QR). The expert system supports participants useful information coping with dynamic market environment. with this transportation companies are induced to participate in the proposed e-marketplace and helped for exchanges easily. Also participants would utilize their assets fully through B2B exchanges.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2003.05a
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• pp.572-579
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• 2003

With the expansion of e-commerce, E-marketplace has become one of the most discussed topics in recent years. Limited theoretical works, however, have been done to optimize the practical use of e-marketplace systems. Other potential issues aside, this research has focused on this problem: 'the participants waste too much time, effort and cost to find out their best partner in B2B marketplace.' To solve this problem, this paper proposes a system which provides the user-company with the automated and customized brokering service. The system proposed in this paper assesses the weight on the priorities of a user-company, runs the two-stage clustering algorithm with self-organizing map and K-means clustering technique. Subsequently, the system shows the clustering result and user guide-line. This system enables B2B marketplace to have more efficiency on transaction with smaller pool of partners to be searched.

• Journal of Intelligence and Information Systems
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• v.8 no.2
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• pp.159-175
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• 2002

Web mining is an emerging science of applying modem data mining technologies to the problem of extracting valid, comprehensible, and actionable information from large databases of web in e-Business environment and of using it to make crucial e-Business decisions. In this paper, we present the noble framework of data visualization system based on web mining for analyzing the characteristics of on-line customers in e-Business. We also propose the framework of forecasting system for providing the forecasting information of sales/purchase through the use of web mining based on artificial intelligence techniques such as back-propagation network, memory-based reasoning, and self-organizing map.

• Journal of Navigation and Port Research
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• v.29 no.4
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• pp.349-355
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• 2005

The use of the internet to facilitate commerce among companies promises vast benefits. Lots of e-marketplaces are building for several industries such as chemistry, airplane, and automobile industries. This study provides the new B2B EC business model for the shipping industry which concerns relatively massive fixed assets to be fully utilized. To be successful the proposed model gives participants useful information. To do this the expert system is constructed with the hybrid prediction system of neural network (NN) and memory based reasoning (MBR) with self-organizing map (SOM) and knowledge augmentation technique using qualitative reasoning (QR). The expert system supports participants useful information coping with dynamic market environment. with this shipping companies are induced to participate in the proposed e-marketplace and helped for exchanges easily. Also participants would utilize their assets fully through B2B exchanges.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.9 no.2
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• pp.83-89
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• 2005

In this paper a new algorithm of learning and evolving artificial neural networks using gene expression programming (GEP) is presented. Compared with other traditional algorithms, this new algorithm has more advantages in self-learning and self-organizing, and can find optimal solutions of artificial neural networks more efficiently and elegantly. Simulation experiments show that the algorithm of evolving weights or thresholds can easily find the perfect architecture of artificial neural networks, and obviously improves previous traditional evolving methods of artificial neural networks because the GEP algorithm imitates the evolution of the natural neural system of biology according to genotype schemes of biology to crossover and mutate the genes or chromosomes to generate the next generation, and the optimal architecture of artificial neural networks with evolved weights or thresholds is finally achieved.

• Journal of Intelligence and Information Systems
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• v.27 no.1
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• pp.65-82
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• 2021

Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.