• The Korean Journal of Applied Statistics
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• v.31 no.3
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• pp.367-382
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• 2018

Prediction models for a corporate bond rating in existing studies have been developed using various models such as linear regression, ordered logit, and random forest. Financial characteristics help build prediction models that are expected to be contained in the assigning model of the bond rating agencies. However, the ranges of bond ratings in existing studies vary from 5 to 20 and the prediction models were developed with samples in which the target companies and the observation periods are different. Thus, a simple comparison of the prediction accuracies in each study cannot determine the best prediction model. In order to conduct a fair comparison, this study has collected corporate bond ratings and financial characteristics from 2013 to 2017 and applied prediction models to them. In addition, we applied the elastic-net penalty for the linear regression, the ordered logit, and the ordered probit. Our comparison shows that data-driven variable selection using the elastic-net improves prediction accuracy in each corresponding model, and that the random forest is the most appropriate model in terms of prediction accuracy, which obtains 69.6% accuracy of the exact rating prediction on average from the 5-fold cross validation.

• Journal of Digital Convergence
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• v.17 no.1
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• pp.239-247
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• 2019

An accurate prediction of emotion is a very important issue for the sake of patient-centered medical device development and emotion-related psychology fields. Although there have been many studies on emotion prediction, no studies have applied the heart rate variability and neuro-fuzzy approach to emotion prediction. We propose ANFEP(Adaptive Neuro Fuzzy System for Emotion Prediction) HRV. The ANFEP bases its core functions on an ANFIS(Adaptive Neuro-Fuzzy Inference System) which integrates neural networks with fuzzy systems as a vehicle for training predictive models. To prove the proposed model, 50 participants were invited to join the experiment and Heart rate variability was obtained and used to input the ANFEP model. The ANFEP model with STDRR and RMSSD as inputs and two membership functions per input variable showed the best results. The result out of applying the ANFEP to the HRV metrics proved to be significantly robust when compared with benchmarking methods like linear regression, support vector regression, neural network, and random forest. The results show that reliable prediction of emotion is possible with less input and it is necessary to develop a more accurate and reliable emotion recognition system.

• 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.

• The Journal of the Acoustical Society of Korea
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• v.24 no.1
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• pp.29-37
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• 2005

This paper proposes an automatic genre classification system for Korean traditional music. The Proposed system accepts and classifies queried input music as one of the six musical genres such as Royal Shrine Music, Classcal Chamber Music, Folk Song, Folk Music, Buddhist Music, Shamanist Music based on music contents. In general, content-based music genre classification consists of two stages - music feature vector extraction and Pattern classification. For feature extraction. the system extracts 58 dimensional feature vectors including spectral centroid, spectral rolloff and spectral flux based on STFT and also the coefficient domain features such as LPC, MFCC, and then these features are further optimized using SFS method. For Pattern or genre classification, k-NN, Gaussian, GMM and SVM algorithms are considered. In addition, the proposed system adopts MFC method to settle down the uncertainty problem of the system performance due to the different query Patterns (or portions). From the experimental results. we verify the successful genre classification performance over $97{\%}$ for both the k-NN and SVM classifier, however SVM classifier provides almost three times faster classification performance than the k-NN.

• Journal of Microbiology and Biotechnology
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• v.28 no.1
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• pp.122-135
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• 2018

Listeriolysin O (LLO), one of the most immunogenic proteins of Listeria monocytogenes and its main virulence factor, mediates bacterial escape from the phagosome of the infected cell. Thus, its expression in a nonpathogenic bacterial host may enable effective delivery of heterologous antigens to the host cell cytosol and lead to their processing predominantly through the cytosolic MHC class I presentation pathway. The aim of this project was to characterize the delivery of a model antigen, chicken egg ovalbumin (OVA), to the cytosol of dendritic cells by recombinant Bacillus subtilis vegetative cells expressing LLO. Our work indicated that LLO produced by non-sporulating vegetative bacteria was able to support OVA epitope presentation by MHC I molecules on the surface of antigen presenting cells and consequently influence OVA-specific cytotoxic T cell activation. Additionally, it was proven that the genetic context of the epitope sequence is of great importance, as only the native full-sequence OVA fused to the N-terminal fragment of LLO was sufficient for effective epitope delivery and activation of $CD8^+$ lymphocytes. These results demonstrate the necessity for further verification of the fusion antigen potency of enhancing the MHC I presentation, and they prove that LLO-producing B. subtilis may represent a novel and attractive candidate for a vaccine vector.

• Journal of Computational Design and Engineering
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• v.3 no.4
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• pp.337-348
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• 2016

An experimental approach is presented for the measurement of wear that is common in the threading of cold-forged steel. In this work, the first objective is to measure wear on various types of roll taps manufactured to tapping holes in microalloyed HR45 steel. Different geometries and levels of wear are tested and measured. Taking their geometry as the critical factor, the types of forming tap with the least wear and the best performance are identified. Abrasive wear was observed on the forming lobes. A higher number of lobes in the chamber zone and around the nominal diameter meant a more uniform load distribution and a more gradual forming process. A second objective is to identify the most accurate data-mining technique for the prediction of form-tap wear. Different data-mining techniques are tested to select the most accurate one: from standard versions such as Multilayer Perceptrons, Support Vector Machines and Regression Trees to the most recent ones such as Rotation Forest ensembles and Iterated Bagging ensembles. The best results were obtained with ensembles of Rotation Forest with unpruned Regression Trees as base regressors that reduced the RMS error of the best-tested baseline technique for the lower length output by 33%, and Additive Regression with unpruned M5P as base regressors that reduced the RMS errors of the linear fit for the upper and total lengths by 25% and 39%, respectively. However, the lower length was statistically more difficult to model in Additive Regression than in Rotation Forest. Rotation Forest with unpruned Regression Trees as base regressors therefore appeared to be the most suitable regressor for the modeling of this industrial problem.

• The KIPS Transactions:PartB
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• v.17B no.1
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• pp.85-92
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• 2010

A shallow semantic parsing system analyzes the relationship that a syntactic constituent of the sentence has with a predicate. It identifies semantic arguments representing agent, patient, instrument, etc. of the predicate. In this study, we propose a two-phase shallow semantic parsing model which consists of the identification phase and the classification phase. We first find the boundary of semantic arguments from partial syntactic parsing results, and then assign appropriate semantic roles to the identified semantic arguments. By taking the sequential two-phase approach, we can alleviate the unbalanced class distribution problem, and select the features appropriate for each task. Experiments show the relative contribution of each phase on the test data.

• International Commerce and Information Review
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• v.17 no.3
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• pp.115-130
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• 2015

This paper investigates how ODA FDI Trade affect economic growth in 4 South America countries over the last 50 years and ODA, FDI, Trade have a impact on the 4 South America countries economic growth using the Vector Error Correction Model. The results of empirical analysis based on data from 1960 to 2014 confirmed that FDI and trade than ODA has had a significant impact on Brazil and FDI, Trade had affected on Argentina economic growth. On the other hand, ODA had a more major impact on Venezuela, Peru economic growth than FDI and trade. Based on the results of these empirical analysis, when it comes to support for economic growth of underdeveloping countries, developed countries have to supply enough ODA for least developing countries to start economic growth, in case of economic take off stage, they should consider FDI, and international trade volume increase.

• The Journal of Engineering Geology
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• v.26 no.1
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• pp.23-32
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• 2016

This study evaluates landslide susceptibility using statistical analysis by SVM (support vector machine) and the illite index of clay minerals extracted from ASTER(advanced spaceborne thermal emission and reflection radiometer) imagery which can be use to create mineralogical mapping. Landslide locations in the study area were identified from aerial photographs and field surveys. A GIS spatial database was compiled containing topographic maps (slope, aspect, curvature, distance to stream, and distance to road), maps of soil properties (thickness, material, topography, and drainage), maps of timber properties (diameter, age, and density), and an ASTER satellite imagery (illite index). The landslide susceptibility map was constructed through factor correlation using SVM to analyze the spatial database. Comparison of area under the curve values showed that using the illite index model provided landslide susceptibility maps that were 76.46% accurate, which compared favorably with 74.09% accuracy achieved without them.

• Journal of Advanced Navigation Technology
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• v.18 no.2
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• pp.151-157
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• 2014

Recently UAV(unmanned aerial vehicle) is frequently used not only for military purpose but also for civil purpose. UAV automatically navigates following the coordinates input in advance using GPS information. However it is impossible when GPS cannot be received because of jamming or external interference. In order to solve this problem, we propose a real-time segmentation and classification algorithm for the specific regions from UAV image in this paper. We use the super-pixels algorithm using graph-based image segmentation as a pre-processing stage for the feature extraction. We choose the most ideal model by analyzing various color models and mixture color models. Also, we use support vector machine for classification, which is one of the machine learning algorithms and can use small quantity of training data. 18 color and texture feature vectors are extracted from the UAV image, then 3 classes of regions; river, vinyl house, rice filed are classified in real-time through training and prediction processes.