• Annual Conference of KIPS
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• 2012.11a
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• pp.1762-1763
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• 2012

최근에 이슈화되고 있는 녹색기술문헌의 중요성에 부합하여 녹색기술 문헌을 자동으로 분류해주는 문서 분류시스템 개발하였다. 분류체계로는 14개의 관심 녹색기술 분류 체계를 선택하였고, 다양한 문서 분류 기법 중 SVM(Support Vector Machine)에 기초를 둔 방법을 이용하였다. 문서 벡터를 생성할 때 제목과 본문에 동일한 가중치를 적용하는 방법을 벗어나서 제목의 키워드에 좀 더 높은 가중치를 부여하는 방식을 적용하여 성능평가를 수행하였다.

• Journal of Intelligence and Information Systems
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• v.22 no.4
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• pp.177-192
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• 2016

Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.41 no.6
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• pp.43-49
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• 2004

The classification time required by conventional multi-class SVMs(Support Vector Machines) greatly increases as the number of pattern classes increases. This is due to the fact that the needed set of binary class SVMs gets quite large. In this paper, we propose a method to reduce the number of classes by using nearest neighbor rule (NNR) in the principle component analysis and linear discriminant analysis (PCA+LDA) feature subspace. The proposed method reduces the number of face classes by selecting a few classes closest to the test data projected in the PCA+LDA feature subspace. Results of experiment show that our proposed method has a lower error rate than nearest neighbor classification (NNC) method. Though our error rate is comparable to the conventional multi-class SVMs, the classification process of our method is much faster.

• Journal of the Korean Institute of Intelligent Systems
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• v.14 no.7
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• pp.816-820
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• 2004

Clustering is a process of dividing similar data objects in data set into clusters and acquiring meaningful information in the data. The main issues related to clustering are the effective clustering of high dimensional data and optimization. This study proposed a method of measuring similarity based on SVM and a new method of calculating the number of clusters in an efficient way. The high dimensional data are mapped to Feature Space ones using kernel functions and then similarity between neighboring clusters is measured. As for created clusters, the desired number of clusters can be got using the value of similarity measured and the value of Δd. In order to verify the proposed methods, the author used data of six UCI Machine Learning Repositories and obtained the presented number of clusters as well as improved cohesiveness compared to the results of previous researches.

• Journal of KIISE:Computing Practices and Letters
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• v.15 no.6
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• pp.435-439
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• 2009

Software used in safety-critical system must have high dependability. Software testing and V&V (Verification and Validation) activities are very important for assuring high software quality. If we can predict the risky modules of safety-critical software, we can focus testing activities and regulation activities more efficiently such as resource distribution. In this paper, we classified the estimated risk class which can be used for deep testing and V&V. We predicted the risk class for each module using support vector machines. We can consider that the modules classified to risk class 5 and 4 are more risky than others relatively. For all classification error rates, we expect that the results can be useful and practical for software testing, V&V, and activities for regulatory reviews.

• Journal of Digital Convergence
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• v.16 no.6
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• pp.151-161
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• 2018

Income is a vital aspect of economic life. Knowing what their income will help people create budgets that allow them to pay for their living expenses. Income data is used by banks, stores, and service companies for marketing purposes and for retaining loyal customers; it is a crucial demographic element used at a wide variety of customer touch points. Therefore, it is essential to be able to make income predictions for existing and potential customers. This paper aims to predict employment earnings or income based on history, and uses machine learning techniques such as SVMs (Support Vector Machines), Gaussian, decision tree and DCNNs (Deep Convolutional Neural Networks) for predicting employment earnings. The results show that the DCNN method provides optimum results with 88% compared to other machine learning techniques used in this paper. Improvement of the data length such PCA has the potential to provide more optimum result.

• Journal of the Korean Data and Information Science Society
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• v.21 no.4
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• pp.689-697
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• 2010

In this study, we propose a new procedure for improving the character recognition of text area extracted from video images. The recognition of strings extracted from video, which are mixed with Hangul, English, numbers and special characters, etc., is more difficult than general character recognition because of various fonts and size, graphic forms of letters tilted image, disconnection, miscellaneous videos, tangency, characters of low definition, etc. We improved the recognition rate by taking commonly used letters and leaving out the barely used ones instead of recognizing all of the letters, and then using SVM and RDA character recognition methods. Our numerical results indicate that combining SVM and RDA performs better than other methods.

• Journal of Korea Society of Industrial Information Systems
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• v.14 no.3
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• pp.106-113
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• 2009

Various statistical classification methods have been used to establish prediction model of underground cultural assets in our country. Among them, linear discriminant analysis, logistic regression, decision tree, neural network, and support vector machines are used in this paper. We introduced the basic concepts of above-mentioned classification methods and applied these to the analyses of real data of I city. As a results, five different prediction models are suggested. And also model comparisons are executed by suggesting correct classification rates of the fitted models. To see the applicability of the suggested models for a new data set, simulations are carried out. R packages and programs are used in real data analyses and simulations. Especially, the detailed executing processes by R are provided for the other analyser of related area.

• Journal of Korea Multimedia Society
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• v.13 no.5
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• pp.722-729
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• 2010

Prediction problems are widely used in medical domains. For example, computer aided diagnosis or prognosis is a key component in a CDSS (Clinical Decision Support System). SVMs with nonlinear kernels like RBF kernels, have shown superior accuracy in prediction problems. However, they are not preferred by physicians for medical prediction problems because nonlinear SVMs are difficult to visualize, thus it is hard to provide intuitive interpretation of prediction results to physicians. Nomogram was proposed to visualize SVM classification models. However, it cannot visualize nonlinear SVM models. Localized Radial Basis Function (LRBF) was proposed which shows comparable accuracy as the RBF kernel while the LRBF kernel is easier to interpret since it can be linearly decomposed. This paper presents a new tool named VRIFA, which integrates the nomogram and LRBF kernel to provide users with an interactive visualization of nonlinear SVM models, VRIFA visualizes the internal structure of nonlinear SVM models showing the effect of each feature, the magnitude of the effect, and the change at the prediction output. VRIFA also performs nomogram-based feature selection while training a model in order to remove noise or redundant features and improve the prediction accuracy. The area under the ROC curve (AUC) can be used to evaluate the prediction result when the data set is highly imbalanced. The tool can be used by biomedical researchers for computer-aided diagnosis and risk factor analysis for diseases.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.225-232
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• 2003

The support vector machine (SVM) is becoming increasingly popular in classification. The import vector machine (IVM) has been introduced for its advantages over SMV. This paper tries to improve the IVM. The proposed method, which is referred to as the polychotomous machine (PM), uses the Newton-Raphson method to find estimates of coefficients, and the Rao and Wald tests, respectively, for addition and deletion of import points. Because the PM basically follows the same addition step and adopts the deletion step, it uses, typically, less import vectors than the IVM without loosing accuracy. Simulated and real data sets are used to illustrate the performance of the proposed method.