• Title/Summary/Keyword: Unsupervised

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Evaluation of Endothelium-dependent Myocardial Perfusion Reserve in Healthy Smokers; Cold Pressor Test using $H_2^{15}O\;PET$ (흡연자에서 관상동맥 내피세포 의존성 심근 혈류 예비능: $H_2^{15}O\;PET$ 찬물자극 검사에 의한 평가)

  • Hwang, Kyung-Hoon;Lee, Dong-Soo;Lee, Byeong-Il;Lee, Jae-Sung;Lee, Ho-Young;Chung, June-Key;Lee, Myung-Chul
    • The Korean Journal of Nuclear Medicine
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    • v.38 no.1
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    • pp.21-29
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    • 2004
  • Purpose: Much evidence suggests long-term cigarette smoking alters coronary vascular endothelial response. On this study, we applied nonnegative matrix factorization (NMF), an unsupervised learning algorithm, to CO-less $H_2^{15}O-PET$ to investigate coronary endothelial dysfunction caused by smoking noninvasively. Materials and methods: This study enrolled eighteen young male volunteers consisting of 9 smokers $(23.8{\pm}1.1\;yr;\;6.5{\pm}2.5$ pack-years) and 9 nonsmokers $(23.8{\pm}2.9 yr)$. They do not have any cardiovascular risk factor or disease history. Myocardial $H_2^{15}O-PET$ was performed at rest, during cold ($5^{\circ}C$) pressor stimulation and during adenosine infusion. Left ventricular blood pool and myocardium were segmented on dynamic PET data by NMF method. Myocardial blood flow (MBF) was calculated from input and tissue functions by a single compartmental model with correction of partial volume and spillover effects. Results: There were no significant difference in resting MBF between the two groups (Smokers: 1.43 0.41 ml/g/min and non-smokers: $1.37{\pm}0.41$ ml/g/min p=NS). during cold pressor stimulation, MBF in smokers was significantly lower than 4hat in non-smokers ($1.25{\pm}0.34$ ml/g/min vs $1.59{\pm}0.29$ ml/gmin; p=0.019). The difference in the ratio of cold pressor MBF to resting MBF between the two groups was also significant (p=0.024; $90{\pm}24%$ in smokers and $122{\pm}28%$ in non-smokers.). During adenosine infusion, however, hyperemic MBF did not differ significantly between smokers and non-smokers ($5.81{\pm}1.99$ ml/g/min vs $5.11{\pm}1.31$ ml/g/min ; p=NS). Conclusion: in smokers, MBF during cold pressor stimulation was significantly lower compared wi4h nonsmokers, reflecting smoking-Induced endothelial dysfunction. However, there was no significant difference in MBF during adenosine-induced hyperemia between the two groups.

Korean Word Sense Disambiguation using Dictionary and Corpus (사전과 말뭉치를 이용한 한국어 단어 중의성 해소)

  • Jeong, Hanjo;Park, Byeonghwa
    • Journal of Intelligence and Information Systems
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    • v.21 no.1
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    • pp.1-13
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    • 2015
  • As opinion mining in big data applications has been highlighted, a lot of research on unstructured data has made. Lots of social media on the Internet generate unstructured or semi-structured data every second and they are often made by natural or human languages we use in daily life. Many words in human languages have multiple meanings or senses. In this result, it is very difficult for computers to extract useful information from these datasets. Traditional web search engines are usually based on keyword search, resulting in incorrect search results which are far from users' intentions. Even though a lot of progress in enhancing the performance of search engines has made over the last years in order to provide users with appropriate results, there is still so much to improve it. Word sense disambiguation can play a very important role in dealing with natural language processing and is considered as one of the most difficult problems in this area. Major approaches to word sense disambiguation can be classified as knowledge-base, supervised corpus-based, and unsupervised corpus-based approaches. This paper presents a method which automatically generates a corpus for word sense disambiguation by taking advantage of examples in existing dictionaries and avoids expensive sense tagging processes. It experiments the effectiveness of the method based on Naïve Bayes Model, which is one of supervised learning algorithms, by using Korean standard unabridged dictionary and Sejong Corpus. Korean standard unabridged dictionary has approximately 57,000 sentences. Sejong Corpus has about 790,000 sentences tagged with part-of-speech and senses all together. For the experiment of this study, Korean standard unabridged dictionary and Sejong Corpus were experimented as a combination and separate entities using cross validation. Only nouns, target subjects in word sense disambiguation, were selected. 93,522 word senses among 265,655 nouns and 56,914 sentences from related proverbs and examples were additionally combined in the corpus. Sejong Corpus was easily merged with Korean standard unabridged dictionary because Sejong Corpus was tagged based on sense indices defined by Korean standard unabridged dictionary. Sense vectors were formed after the merged corpus was created. Terms used in creating sense vectors were added in the named entity dictionary of Korean morphological analyzer. By using the extended named entity dictionary, term vectors were extracted from the input sentences and then term vectors for the sentences were created. Given the extracted term vector and the sense vector model made during the pre-processing stage, the sense-tagged terms were determined by the vector space model based word sense disambiguation. In addition, this study shows the effectiveness of merged corpus from examples in Korean standard unabridged dictionary and Sejong Corpus. The experiment shows the better results in precision and recall are found with the merged corpus. This study suggests it can practically enhance the performance of internet search engines and help us to understand more accurate meaning of a sentence in natural language processing pertinent to search engines, opinion mining, and text mining. Naïve Bayes classifier used in this study represents a supervised learning algorithm and uses Bayes theorem. Naïve Bayes classifier has an assumption that all senses are independent. Even though the assumption of Naïve Bayes classifier is not realistic and ignores the correlation between attributes, Naïve Bayes classifier is widely used because of its simplicity and in practice it is known to be very effective in many applications such as text classification and medical diagnosis. However, further research need to be carried out to consider all possible combinations and/or partial combinations of all senses in a sentence. Also, the effectiveness of word sense disambiguation may be improved if rhetorical structures or morphological dependencies between words are analyzed through syntactic analysis.

Bankruptcy Type Prediction Using A Hybrid Artificial Neural Networks Model (하이브리드 인공신경망 모형을 이용한 부도 유형 예측)

  • Jo, Nam-ok;Kim, Hyun-jung;Shin, Kyung-shik
    • Journal of Intelligence and Information Systems
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    • v.21 no.3
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    • pp.79-99
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    • 2015
  • The prediction of bankruptcy has been extensively studied in the accounting and finance field. It can have an important impact on lending decisions and the profitability of financial institutions in terms of risk management. Many researchers have focused on constructing a more robust bankruptcy prediction model. Early studies primarily used statistical techniques such as multiple discriminant analysis (MDA) and logit analysis for bankruptcy prediction. However, many studies have demonstrated that artificial intelligence (AI) approaches, such as artificial neural networks (ANN), decision trees, case-based reasoning (CBR), and support vector machine (SVM), have been outperforming statistical techniques since 1990s for business classification problems because statistical methods have some rigid assumptions in their application. In previous studies on corporate bankruptcy, many researchers have focused on developing a bankruptcy prediction model using financial ratios. However, there are few studies that suggest the specific types of bankruptcy. Previous bankruptcy prediction models have generally been interested in predicting whether or not firms will become bankrupt. Most of the studies on bankruptcy types have focused on reviewing the previous literature or performing a case study. Thus, this study develops a model using data mining techniques for predicting the specific types of bankruptcy as well as the occurrence of bankruptcy in Korean small- and medium-sized construction firms in terms of profitability, stability, and activity index. Thus, firms will be able to prevent it from occurring in advance. We propose a hybrid approach using two artificial neural networks (ANNs) for the prediction of bankruptcy types. The first is a back-propagation neural network (BPN) model using supervised learning for bankruptcy prediction and the second is a self-organizing map (SOM) model using unsupervised learning to classify bankruptcy data into several types. Based on the constructed model, we predict the bankruptcy of companies by applying the BPN model to a validation set that was not utilized in the development of the model. This allows for identifying the specific types of bankruptcy by using bankruptcy data predicted by the BPN model. We calculated the average of selected input variables through statistical test for each cluster to interpret characteristics of the derived clusters in the SOM model. Each cluster represents bankruptcy type classified through data of bankruptcy firms, and input variables indicate financial ratios in interpreting the meaning of each cluster. The experimental result shows that each of five bankruptcy types has different characteristics according to financial ratios. Type 1 (severe bankruptcy) has inferior financial statements except for EBITDA (earnings before interest, taxes, depreciation, and amortization) to sales based on the clustering results. Type 2 (lack of stability) has a low quick ratio, low stockholder's equity to total assets, and high total borrowings to total assets. Type 3 (lack of activity) has a slightly low total asset turnover and fixed asset turnover. Type 4 (lack of profitability) has low retained earnings to total assets and EBITDA to sales which represent the indices of profitability. Type 5 (recoverable bankruptcy) includes firms that have a relatively good financial condition as compared to other bankruptcy types even though they are bankrupt. Based on the findings, researchers and practitioners engaged in the credit evaluation field can obtain more useful information about the types of corporate bankruptcy. In this paper, we utilized the financial ratios of firms to classify bankruptcy types. It is important to select the input variables that correctly predict bankruptcy and meaningfully classify the type of bankruptcy. In a further study, we will include non-financial factors such as size, industry, and age of the firms. Thus, we can obtain realistic clustering results for bankruptcy types by combining qualitative factors and reflecting the domain knowledge of experts.

Anomaly Detection for User Action with Generative Adversarial Networks (적대적 생성 모델을 활용한 사용자 행위 이상 탐지 방법)

  • Choi, Nam woong;Kim, Wooju
    • Journal of Intelligence and Information Systems
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    • v.25 no.3
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    • pp.43-62
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    • 2019
  • At one time, the anomaly detection sector dominated the method of determining whether there was an abnormality based on the statistics derived from specific data. This methodology was possible because the dimension of the data was simple in the past, so the classical statistical method could work effectively. However, as the characteristics of data have changed complexly in the era of big data, it has become more difficult to accurately analyze and predict the data that occurs throughout the industry in the conventional way. Therefore, SVM and Decision Tree based supervised learning algorithms were used. However, there is peculiarity that supervised learning based model can only accurately predict the test data, when the number of classes is equal to the number of normal classes and most of the data generated in the industry has unbalanced data class. Therefore, the predicted results are not always valid when supervised learning model is applied. In order to overcome these drawbacks, many studies now use the unsupervised learning-based model that is not influenced by class distribution, such as autoencoder or generative adversarial networks. In this paper, we propose a method to detect anomalies using generative adversarial networks. AnoGAN, introduced in the study of Thomas et al (2017), is a classification model that performs abnormal detection of medical images. It was composed of a Convolution Neural Net and was used in the field of detection. On the other hand, sequencing data abnormality detection using generative adversarial network is a lack of research papers compared to image data. Of course, in Li et al (2018), a study by Li et al (LSTM), a type of recurrent neural network, has proposed a model to classify the abnormities of numerical sequence data, but it has not been used for categorical sequence data, as well as feature matching method applied by salans et al.(2016). So it suggests that there are a number of studies to be tried on in the ideal classification of sequence data through a generative adversarial Network. In order to learn the sequence data, the structure of the generative adversarial networks is composed of LSTM, and the 2 stacked-LSTM of the generator is composed of 32-dim hidden unit layers and 64-dim hidden unit layers. The LSTM of the discriminator consists of 64-dim hidden unit layer were used. In the process of deriving abnormal scores from existing paper of Anomaly Detection for Sequence data, entropy values of probability of actual data are used in the process of deriving abnormal scores. but in this paper, as mentioned earlier, abnormal scores have been derived by using feature matching techniques. In addition, the process of optimizing latent variables was designed with LSTM to improve model performance. The modified form of generative adversarial model was more accurate in all experiments than the autoencoder in terms of precision and was approximately 7% higher in accuracy. In terms of Robustness, Generative adversarial networks also performed better than autoencoder. Because generative adversarial networks can learn data distribution from real categorical sequence data, Unaffected by a single normal data. But autoencoder is not. Result of Robustness test showed that he accuracy of the autocoder was 92%, the accuracy of the hostile neural network was 96%, and in terms of sensitivity, the autocoder was 40% and the hostile neural network was 51%. In this paper, experiments have also been conducted to show how much performance changes due to differences in the optimization structure of potential variables. As a result, the level of 1% was improved in terms of sensitivity. These results suggest that it presented a new perspective on optimizing latent variable that were relatively insignificant.

Performance of Investment Strategy using Investor-specific Transaction Information and Machine Learning (투자자별 거래정보와 머신러닝을 활용한 투자전략의 성과)

  • Kim, Kyung Mock;Kim, Sun Woong;Choi, Heung Sik
    • 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.

The Pattern Analysis of Financial Distress for Non-audited Firms using Data Mining (데이터마이닝 기법을 활용한 비외감기업의 부실화 유형 분석)

  • Lee, Su Hyun;Park, Jung Min;Lee, Hyoung Yong
    • Journal of Intelligence and Information Systems
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    • v.21 no.4
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    • pp.111-131
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    • 2015
  • There are only a handful number of research conducted on pattern analysis of corporate distress as compared with research for bankruptcy prediction. The few that exists mainly focus on audited firms because financial data collection is easier for these firms. But in reality, corporate financial distress is a far more common and critical phenomenon for non-audited firms which are mainly comprised of small and medium sized firms. The purpose of this paper is to classify non-audited firms under distress according to their financial ratio using data mining; Self-Organizing Map (SOM). SOM is a type of artificial neural network that is trained using unsupervised learning to produce a lower dimensional discretized representation of the input space of the training samples, called a map. SOM is different from other artificial neural networks as it applies competitive learning as opposed to error-correction learning such as backpropagation with gradient descent, and in the sense that it uses a neighborhood function to preserve the topological properties of the input space. It is one of the popular and successful clustering algorithm. In this study, we classify types of financial distress firms, specially, non-audited firms. In the empirical test, we collect 10 financial ratios of 100 non-audited firms under distress in 2004 for the previous two years (2002 and 2003). Using these financial ratios and the SOM algorithm, five distinct patterns were distinguished. In pattern 1, financial distress was very serious in almost all financial ratios. 12% of the firms are included in these patterns. In pattern 2, financial distress was weak in almost financial ratios. 14% of the firms are included in pattern 2. In pattern 3, growth ratio was the worst among all patterns. It is speculated that the firms of this pattern may be under distress due to severe competition in their industries. Approximately 30% of the firms fell into this group. In pattern 4, the growth ratio was higher than any other pattern but the cash ratio and profitability ratio were not at the level of the growth ratio. It is concluded that the firms of this pattern were under distress in pursuit of expanding their business. About 25% of the firms were in this pattern. Last, pattern 5 encompassed very solvent firms. Perhaps firms of this pattern were distressed due to a bad short-term strategic decision or due to problems with the enterpriser of the firms. Approximately 18% of the firms were under this pattern. This study has the academic and empirical contribution. In the perspectives of the academic contribution, non-audited companies that tend to be easily bankrupt and have the unstructured or easily manipulated financial data are classified by the data mining technology (Self-Organizing Map) rather than big sized audited firms that have the well prepared and reliable financial data. In the perspectives of the empirical one, even though the financial data of the non-audited firms are conducted to analyze, it is useful for find out the first order symptom of financial distress, which makes us to forecast the prediction of bankruptcy of the firms and to manage the early warning and alert signal. These are the academic and empirical contribution of this study. The limitation of this research is to analyze only 100 corporates due to the difficulty of collecting the financial data of the non-audited firms, which make us to be hard to proceed to the analysis by the category or size difference. Also, non-financial qualitative data is crucial for the analysis of bankruptcy. Thus, the non-financial qualitative factor is taken into account for the next study. This study sheds some light on the non-audited small and medium sized firms' distress prediction in the future.

Strategy for Store Management Using SOM Based on RFM (RFM 기반 SOM을 이용한 매장관리 전략 도출)

  • Jeong, Yoon Jeong;Choi, Il Young;Kim, Jae Kyeong;Choi, Ju Choel
    • Journal of Intelligence and Information Systems
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    • v.21 no.2
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    • pp.93-112
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    • 2015
  • Depending on the change in consumer's consumption pattern, existing retail shop has evolved in hypermarket or convenience store offering grocery and daily products mostly. Therefore, it is important to maintain the inventory levels and proper product configuration for effectively utilize the limited space in the retail store and increasing sales. Accordingly, this study proposed proper product configuration and inventory level strategy based on RFM(Recency, Frequency, Monetary) model and SOM(self-organizing map) for manage the retail shop effectively. RFM model is analytic model to analyze customer behaviors based on the past customer's buying activities. And it can differentiates important customers from large data by three variables. R represents recency, which refers to the last purchase of commodities. The latest consuming customer has bigger R. F represents frequency, which refers to the number of transactions in a particular period and M represents monetary, which refers to consumption money amount in a particular period. Thus, RFM method has been known to be a very effective model for customer segmentation. In this study, using a normalized value of the RFM variables, SOM cluster analysis was performed. SOM is regarded as one of the most distinguished artificial neural network models in the unsupervised learning tool space. It is a popular tool for clustering and visualization of high dimensional data in such a way that similar items are grouped spatially close to one another. In particular, it has been successfully applied in various technical fields for finding patterns. In our research, the procedure tries to find sales patterns by analyzing product sales records with Recency, Frequency and Monetary values. And to suggest a business strategy, we conduct the decision tree based on SOM results. To validate the proposed procedure in this study, we adopted the M-mart data collected between 2014.01.01~2014.12.31. Each product get the value of R, F, M, and they are clustered by 9 using SOM. And we also performed three tests using the weekday data, weekend data, whole data in order to analyze the sales pattern change. In order to propose the strategy of each cluster, we examine the criteria of product clustering. The clusters through the SOM can be explained by the characteristics of these clusters of decision trees. As a result, we can suggest the inventory management strategy of each 9 clusters through the suggested procedures of the study. The highest of all three value(R, F, M) cluster's products need to have high level of the inventory as well as to be disposed in a place where it can be increasing customer's path. In contrast, the lowest of all three value(R, F, M) cluster's products need to have low level of inventory as well as to be disposed in a place where visibility is low. The highest R value cluster's products is usually new releases products, and need to be placed on the front of the store. And, manager should decrease inventory levels gradually in the highest F value cluster's products purchased in the past. Because, we assume that cluster has lower R value and the M value than the average value of good. And it can be deduced that product are sold poorly in recent days and total sales also will be lower than the frequency. The procedure presented in this study is expected to contribute to raising the profitability of the retail store. The paper is organized as follows. The second chapter briefly reviews the literature related to this study. The third chapter suggests procedures for research proposals, and the fourth chapter applied suggested procedure using the actual product sales data. Finally, the fifth chapter described the conclusion of the study and further research.

Construction of Event Networks from Large News Data Using Text Mining Techniques (텍스트 마이닝 기법을 적용한 뉴스 데이터에서의 사건 네트워크 구축)

  • Lee, Minchul;Kim, Hea-Jin
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.183-203
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    • 2018
  • News articles are the most suitable medium for examining the events occurring at home and abroad. Especially, as the development of information and communication technology has brought various kinds of online news media, the news about the events occurring in society has increased greatly. So automatically summarizing key events from massive amounts of news data will help users to look at many of the events at a glance. In addition, if we build and provide an event network based on the relevance of events, it will be able to greatly help the reader in understanding the current events. In this study, we propose a method for extracting event networks from large news text data. To this end, we first collected Korean political and social articles from March 2016 to March 2017, and integrated the synonyms by leaving only meaningful words through preprocessing using NPMI and Word2Vec. Latent Dirichlet allocation (LDA) topic modeling was used to calculate the subject distribution by date and to find the peak of the subject distribution and to detect the event. A total of 32 topics were extracted from the topic modeling, and the point of occurrence of the event was deduced by looking at the point at which each subject distribution surged. As a result, a total of 85 events were detected, but the final 16 events were filtered and presented using the Gaussian smoothing technique. We also calculated the relevance score between events detected to construct the event network. Using the cosine coefficient between the co-occurred events, we calculated the relevance between the events and connected the events to construct the event network. Finally, we set up the event network by setting each event to each vertex and the relevance score between events to the vertices connecting the vertices. The event network constructed in our methods helped us to sort out major events in the political and social fields in Korea that occurred in the last one year in chronological order and at the same time identify which events are related to certain events. Our approach differs from existing event detection methods in that LDA topic modeling makes it possible to easily analyze large amounts of data and to identify the relevance of events that were difficult to detect in existing event detection. We applied various text mining techniques and Word2vec technique in the text preprocessing to improve the accuracy of the extraction of proper nouns and synthetic nouns, which have been difficult in analyzing existing Korean texts, can be found. In this study, the detection and network configuration techniques of the event have the following advantages in practical application. First, LDA topic modeling, which is unsupervised learning, can easily analyze subject and topic words and distribution from huge amount of data. Also, by using the date information of the collected news articles, it is possible to express the distribution by topic in a time series. Second, we can find out the connection of events in the form of present and summarized form by calculating relevance score and constructing event network by using simultaneous occurrence of topics that are difficult to grasp in existing event detection. It can be seen from the fact that the inter-event relevance-based event network proposed in this study was actually constructed in order of occurrence time. It is also possible to identify what happened as a starting point for a series of events through the event network. The limitation of this study is that the characteristics of LDA topic modeling have different results according to the initial parameters and the number of subjects, and the subject and event name of the analysis result should be given by the subjective judgment of the researcher. Also, since each topic is assumed to be exclusive and independent, it does not take into account the relevance between themes. Subsequent studies need to calculate the relevance between events that are not covered in this study or those that belong to the same subject.

A Study on Market Size Estimation Method by Product Group Using Word2Vec Algorithm (Word2Vec을 활용한 제품군별 시장규모 추정 방법에 관한 연구)

  • Jung, Ye Lim;Kim, Ji Hui;Yoo, Hyoung Sun
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.1-21
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    • 2020
  • With the rapid development of artificial intelligence technology, various techniques have been developed to extract meaningful information from unstructured text data which constitutes a large portion of big data. Over the past decades, text mining technologies have been utilized in various industries for practical applications. In the field of business intelligence, it has been employed to discover new market and/or technology opportunities and support rational decision making of business participants. The market information such as market size, market growth rate, and market share is essential for setting companies' business strategies. There has been a continuous demand in various fields for specific product level-market information. However, the information has been generally provided at industry level or broad categories based on classification standards, making it difficult to obtain specific and proper information. In this regard, we propose a new methodology that can estimate the market sizes of product groups at more detailed levels than that of previously offered. We applied Word2Vec algorithm, a neural network based semantic word embedding model, to enable automatic market size estimation from individual companies' product information in a bottom-up manner. The overall process is as follows: First, the data related to product information is collected, refined, and restructured into suitable form for applying Word2Vec model. Next, the preprocessed data is embedded into vector space by Word2Vec and then the product groups are derived by extracting similar products names based on cosine similarity calculation. Finally, the sales data on the extracted products is summated to estimate the market size of the product groups. As an experimental data, text data of product names from Statistics Korea's microdata (345,103 cases) were mapped in multidimensional vector space by Word2Vec training. We performed parameters optimization for training and then applied vector dimension of 300 and window size of 15 as optimized parameters for further experiments. We employed index words of Korean Standard Industry Classification (KSIC) as a product name dataset to more efficiently cluster product groups. The product names which are similar to KSIC indexes were extracted based on cosine similarity. The market size of extracted products as one product category was calculated from individual companies' sales data. The market sizes of 11,654 specific product lines were automatically estimated by the proposed model. For the performance verification, the results were compared with actual market size of some items. The Pearson's correlation coefficient was 0.513. Our approach has several advantages differing from the previous studies. First, text mining and machine learning techniques were applied for the first time on market size estimation, overcoming the limitations of traditional sampling based- or multiple assumption required-methods. In addition, the level of market category can be easily and efficiently adjusted according to the purpose of information use by changing cosine similarity threshold. Furthermore, it has a high potential of practical applications since it can resolve unmet needs for detailed market size information in public and private sectors. Specifically, it can be utilized in technology evaluation and technology commercialization support program conducted by governmental institutions, as well as business strategies consulting and market analysis report publishing by private firms. The limitation of our study is that the presented model needs to be improved in terms of accuracy and reliability. The semantic-based word embedding module can be advanced by giving a proper order in the preprocessed dataset or by combining another algorithm such as Jaccard similarity with Word2Vec. Also, the methods of product group clustering can be changed to other types of unsupervised machine learning algorithm. Our group is currently working on subsequent studies and we expect that it can further improve the performance of the conceptually proposed basic model in this study.

A Study on Knowledge Entity Extraction Method for Individual Stocks Based on Neural Tensor Network (뉴럴 텐서 네트워크 기반 주식 개별종목 지식개체명 추출 방법에 관한 연구)

  • Yang, Yunseok;Lee, Hyun Jun;Oh, Kyong Joo
    • Journal of Intelligence and Information Systems
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    • v.25 no.2
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    • pp.25-38
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    • 2019
  • Selecting high-quality information that meets the interests and needs of users among the overflowing contents is becoming more important as the generation continues. In the flood of information, efforts to reflect the intention of the user in the search result better are being tried, rather than recognizing the information request as a simple string. Also, large IT companies such as Google and Microsoft focus on developing knowledge-based technologies including search engines which provide users with satisfaction and convenience. Especially, the finance is one of the fields expected to have the usefulness and potential of text data analysis because it's constantly generating new information, and the earlier the information is, the more valuable it is. Automatic knowledge extraction can be effective in areas where information flow is vast, such as financial sector, and new information continues to emerge. However, there are several practical difficulties faced by automatic knowledge extraction. First, there are difficulties in making corpus from different fields with same algorithm, and it is difficult to extract good quality triple. Second, it becomes more difficult to produce labeled text data by people if the extent and scope of knowledge increases and patterns are constantly updated. Third, performance evaluation is difficult due to the characteristics of unsupervised learning. Finally, problem definition for automatic knowledge extraction is not easy because of ambiguous conceptual characteristics of knowledge. So, in order to overcome limits described above and improve the semantic performance of stock-related information searching, this study attempts to extract the knowledge entity by using neural tensor network and evaluate the performance of them. Different from other references, the purpose of this study is to extract knowledge entity which is related to individual stock items. Various but relatively simple data processing methods are applied in the presented model to solve the problems of previous researches and to enhance the effectiveness of the model. From these processes, this study has the following three significances. First, A practical and simple automatic knowledge extraction method that can be applied. Second, the possibility of performance evaluation is presented through simple problem definition. Finally, the expressiveness of the knowledge increased by generating input data on a sentence basis without complex morphological analysis. The results of the empirical analysis and objective performance evaluation method are also presented. The empirical study to confirm the usefulness of the presented model, experts' reports about individual 30 stocks which are top 30 items based on frequency of publication from May 30, 2017 to May 21, 2018 are used. the total number of reports are 5,600, and 3,074 reports, which accounts about 55% of the total, is designated as a training set, and other 45% of reports are designated as a testing set. Before constructing the model, all reports of a training set are classified by stocks, and their entities are extracted using named entity recognition tool which is the KKMA. for each stocks, top 100 entities based on appearance frequency are selected, and become vectorized using one-hot encoding. After that, by using neural tensor network, the same number of score functions as stocks are trained. Thus, if a new entity from a testing set appears, we can try to calculate the score by putting it into every single score function, and the stock of the function with the highest score is predicted as the related item with the entity. To evaluate presented models, we confirm prediction power and determining whether the score functions are well constructed by calculating hit ratio for all reports of testing set. As a result of the empirical study, the presented model shows 69.3% hit accuracy for testing set which consists of 2,526 reports. this hit ratio is meaningfully high despite of some constraints for conducting research. Looking at the prediction performance of the model for each stocks, only 3 stocks, which are LG ELECTRONICS, KiaMtr, and Mando, show extremely low performance than average. this result maybe due to the interference effect with other similar items and generation of new knowledge. In this paper, we propose a methodology to find out key entities or their combinations which are necessary to search related information in accordance with the user's investment intention. Graph data is generated by using only the named entity recognition tool and applied to the neural tensor network without learning corpus or word vectors for the field. From the empirical test, we confirm the effectiveness of the presented model as described above. However, there also exist some limits and things to complement. Representatively, the phenomenon that the model performance is especially bad for only some stocks shows the need for further researches. Finally, through the empirical study, we confirmed that the learning method presented in this study can be used for the purpose of matching the new text information semantically with the related stocks.