• Korean Management Science Review
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• v.28 no.1
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• pp.53-60
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• 2011

Time series analysis methods have been traditionally used in stock price prediction. However, most of the existing methods represent some methodological limitations in reflecting influence from external factors that affect the fluctuation of stock prices, such as oil prices, exchange rates, money interest rates, and the stock price indexes of other countries. To overcome the limitations, we propose a network based method incorporating the relations between the individual company stock prices and the external factors by using a graph-based semi-supervised learning algorithm. For verifying the significance of the proposed method, it was applied to the prediction problems of company stock prices listed in the KOSPI from January 2007 to August 2008.

• Journal of Korean Institute of Industrial Engineers
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• v.39 no.1
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• pp.30-45
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• 2013

Predicting monthly electricity price has been a significant factor of decision-making for plant resource management, fuel purchase plan, plans to plant, operating plan budget, and so on. In this paper, we propose a sophisticated prediction model in terms of the technique of modeling and the variety of the collected variables. The proposed model hybridizes the semi-supervised learning and the artificial neural network algorithms. The former is the most recent and a spotlighted algorithm in data mining and machine learning fields, and the latter is known as one of the well-established algorithms in the fields. Diverse economic/financial indexes such as the crude oil prices, LNG prices, exchange rates, composite indexes of representative global stock markets, etc. are collected and used for the semi-supervised learning which predicts the up-down movement of the price. Whereas various climatic indexes such as temperature, rainfall, sunlight, air pressure, etc, are used for the artificial neural network which predicts the real-values of the price. The resulting values are hybridized in the proposed model. The excellency of the model was empirically verified with the monthly data of electricity price provided by the Korea Energy Economics Institute.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.18 no.3
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• pp.151-157
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• 2018

Most previous studies of software fault prediction have focused on supervised learning models for binary classification that determines whether an input module has faults or not. However, binary classification model determines only the presence or absence of faults in the module without considering the complex characteristics of the fault, and supervised model has the limitation that it requires a training data set that most development groups do not have. To solve these two problems, this paper proposes severity-based ternary classification model using unsupervised learning algorithms, and experimental results show that the proposed model has comparable performance to the supervised models.

• Proceedings of the Korea Information Processing Society Conference
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• 2023.11a
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• pp.589-591
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• 2023

현재 수치예보 시스템은 항공기, 위성 등 다양한 센서에서 얻은 다종 관측 데이터를 동화하여 대기 상태를 추정하고 있지만, 관측변수 또는 물리량이 서로 다른 관측들을 처리하기 위한 계산 복잡도가 매우 높다. 본 연구에서 기존 시스템의 계산 효율성을 개선하여 관측을 평가하거나 전처리하는 데에 효율적으로 활용하기 위해, 각 관측의 특성을 고려한 자기 지도학습 방법을 통해 멀티모달 기상관측으로부터 실제 대기 상태를 추정하는 방법론을 제안하고자 한다. 비균질적으로 수집되는 멀티모달 기상관측 데이터를 융합하기 위해, (i) 기상관측의 heterogeneous network를 구축하여 개별 관측의 위상정보를 표현하고, (ii) pretext task 기반의 self-supervised learning을 바탕으로 개별 관측의 특성을 표현한다. (iii) Graph neural network 기반의 예측 모델을 통해 실제에 가까운 대기 상태를 추정한다. 제안하는 모델은 대규모 수치 시뮬레이션 시스템으로 수행되는 기존 기술의 한계점을 개선함으로써, 이상 관측 탐지, 관측의 편차 보정, 관측영향 평가 등 관측 전처리 기술로 활용할 수 있다.

• Journal of Korean Institute of Industrial Engineers
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• v.39 no.6
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• pp.535-545
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• 2013

The goal of stock investment is earning high rate or return with stability. To accomplish this goal, using a portfolio that distributes stocks with high rate of return with less variability and a stock price prediction model with high accuracy is required. In this paper, three methods are suggested to require these conditions. First of all, in portfolio re-balance part, Max-Return and Min-Risk (MRMR) model is suggested to earn the largest rate of return with stability. Secondly, Entering/Leaving Rule (E/L) is suggested to upgrade portfolio when particular stock's rate of return is low. Finally, to use outstanding stock price prediction model, a model based on Semi-Supervised Learning (SSL) which was suggested in last research was applied. The suggested methods were validated and applied on stocks which are listed in KOSPI200 from January 2007 to August 2008.

• Journal of Digital Convergence
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• v.20 no.4
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• pp.185-192
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• 2022

This study investigates the effect of the semi-supervised learning(SSL) method on predicting default risk of peer-to-peer(P2P) loans. Despite its proven performance, the supervised learning(SL) method requires labeled data, which may require a lot of effort and resources to collect. With the rapid growth of P2P platforms, the number of loans issued annually that have no clear final resolution is continuously increasing leading to abundance in unlabeled data. The research data of P2P loans used in this study were collected on the LendingClub platform. This is why an SSL model is needed to predict the default risk by using not only information from labeled loans(fully paid or defaulted) but also information from unlabeled loans. The results showed that in terms of default risk prediction and despite the use of a small number of labeled data, the SSL method achieved a much better default risk prediction performance than the SL method trained using a much larger set of labeled data.

• Journal of the Korean Data and Information Science Society
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• v.24 no.2
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• pp.341-353
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• 2013

In many practical machine learning and data mining applications, unlabeled data are inexpensive and easy to obtain. Semi-supervised learning try to use such data to improve prediction performance. In this paper, a semi-supervised regression method, semi-supervised kernel ridge regression estimation, is proposed on the basis of kernel ridge regression model. The proposed method does not require a pilot estimation of the label of the unlabeled data. This means that the proposed method has good advantages including less number of parameters, easy computing and good generalization ability. Experiments show that the proposed method can effectively utilize unlabeled data to improve regression estimation.

• Journal of KIISE
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• v.42 no.12
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• pp.1561-1567
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• 2015

Abstract Semi-supervised learning is an area in machine learning that employs both labeled and unlabeled data in order to train a model and has the potential to improve prediction performance compared to supervised learning. Graph-based semi-supervised learning has recently come into focus with two phases: graph construction, which converts the input data into a graph, and label inference, which predicts the appropriate labels for unlabeled data using the constructed graph. The inference is based on the smoothness assumption feature of semi-supervised learning. In this study, we propose an enhanced label inference algorithm by incorporating the importance of each vertex. In addition, we prove the convergence of the suggested algorithm and verify its excellence.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.46 no.2
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• pp.152-159
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• 2023

Due to COVID-19, changes in consumption trends are taking place in the distribution sector, such as an increase in non-face-to-face consumption and a rapid growth in the online shopping market. However, it is difficult for small and medium-sized export sellers to obtain forecast information on the export market by country, compared to large distributors who can easily build a global sales network. This study is about the prediction of export amount and export volume by country and item for market information analysis of small and medium export sellers. A prediction model was developed using Lasso, XGBoost, and MLP models based on supervised learning and deep learning, and export trends for clothing, cosmetics, and household electronic devices were predicted for Korea's major export countries, the United States, China, and Vietnam. As a result of the prediction, the performance of MAE and RMSE for the Lasso model was excellent, and based on the development results, a market analysis system for small and medium sellers was developed.

• Korean Chemical Engineering Research
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• v.61 no.3
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• pp.388-393
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• 2023

The analysis of engineering data using neural network based on supervised learning has been utilized in various engineering fields such as optimization of chemical engineering process, concentration prediction of particulate matter pollution, prediction of thermodynamic phase equilibria, and prediction of physical properties for transport phenomena system. The supervised learning requires training data, and the performance of the supervised learning is affected by the composition and the configurations of the given training data. Among the frequently observed engineering data, the data is given in log-scale such as length of DNA, concentration of analytes, etc. In this study, for widely distributed log-scaled training data of virtual 100×100 images, available loss functions were quantitatively evaluated in terms of (i) confusion matrix, (ii) maximum relative error and (iii) mean relative error. As a result, the loss functions of mean-absolute-percentage-error and mean-squared-logarithmic-error were the optimal functions for the log-scaled training data. Furthermore, we figured out that uniformly selected training data lead to the best prediction performance. The optimal loss functions and method for how to compose training data studied in this work would be applied to engineering problems such as evaluating DNA length, analyzing biomolecules, predicting concentration of colloidal suspension.