• Journal of the Korean Society of Radiology
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• v.18 no.3
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• pp.267-273
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• 2024

Using a cloud-based vertex AI platform that can develop an artificial intelligence learning model without coding, this study easily developed an artificial intelligence learning model by the non-professional general public and confirmed its clinical applicability. Nine dental diseases and 2,999 root disease X-ray images released on the Kaggle site were used for the learning data, and learning, verification, and test data images were randomly classified. Image classification and multi-label learning were performed through hyper-parameter tuning work using a learning pipeline in vertex AI's basic learning model workflow. As a result of performing AutoML(Automated Machine Learning), AUC(Area Under Curve) was found to be 0.967, precision was 95.6%, and reproduction rate was 95.2%. It was confirmed that the learned artificial intelligence model was sufficient for clinical diagnosis.

• Industrial Engineering and Management Systems
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• v.12 no.3
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• pp.198-206
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• 2013

The team orienteering problem (TOP) or the multiple tour maximum collection problem can be considered as a generic model that can be applied to a number of challenging applications in logistics, tourism, and other fields. This problem is generally defined as the problem of determining P paths, in which the traveling time of each path is limited by $T_{max}$ that maximizes the total collected score. In the TOP, a set of N vertices i is given, each with a score $S_i$. The starting point (vertex 1) and the end point (vertex N) of all paths are fixed. The time $t_{ij}$ needed to travel from vertex i to j is known for all vertices. Some exact and heuristics approaches had been proposed in the past for solving the TOP. This paper proposes a new solution methodology for solving the TOP using the particle swarm optimization, especially by proposing a solution representation and its decoding method. The performance of the proposed algorithm is then evaluated using several benchmark datasets for the TOP. The computational results show that the proposed algorithm using specific settings is capable of finding good solution for the corresponding TOP instance.

• Journal of Intelligence and Information Systems
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• v.25 no.1
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• pp.63-83
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• 2019

Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.