• Journal of the Korea Institute of Information and Communication Engineering
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• v.23 no.3
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• pp.237-246
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• 2019

In order to improve the accuracy of the rating prediction of the recommendation model, not only user-item rating data are used but also consider auxiliary information of item such as comments, tags, or descriptions. The traditional approaches use a word-level model of the bag-of-words for the auxiliary information. This model, however, cannot utilize the auxiliary information effectively, which leads to shallow understanding of auxiliary information. Convolution neural network (CNN) can capture and extract feature vector from auxiliary information effectively. Thus, this paper proposes character-level deep-Convolution Neural Network based matrix factorization (Char-DCNN-MF) that integrates deep CNN into matrix factorization for a novel recommendation model. Char-DCNN-MF can deeper understand auxiliary information and further enhance recommendation performance. Experiments are performed on three different real data sets, and the results show that Char-DCNN-MF performs significantly better than other comparative models.

• The Journal of the Acoustical Society of Korea
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• v.11 no.3
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• pp.5-13
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• 1992

Taking devantage of the property that Korean digit is a mono-syllable word, we proposed a spoken Korean-digit recognition scheme using the multi-layer perceptron. The spoken Korean-digit is divided into three segments (initial sound, medial vowel, and final consonant) based on the voice starting / ending points and a peak point in the middle of vowel sound. The feature vectors such as cepstrum, reflection coefficients, ${\Delta}$cepstrum and ${\Delta}$energy are extracted from each segment. It has been shown that cepstrum, as an input vector to the neural network, gives higher recognition rate than reflection coefficients. Regression coefficients of cepstrum did not affect as much as we expected on the recognition rate. That is because, it is believed, we extracted features from the selected stationary segments of the input speech signal. With 150 ceptral coefficients obtained from each spoken digit, we achieved correct recognition rate of 97.8%.

• Journal of Broadcast Engineering
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• v.24 no.1
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• pp.77-86
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• 2019

This paper proposes using machine-learning technology to analyze and classify historical collected documents based on them. Data is collected based on keywords associated with a specific domain and the non-conceptuals such as special characters are removed. Then, tag each word of the document collected using a Korean-language morpheme analyzer with its nouns, verbs, and sentences. Embedded documents using Doc2Vec model that converts documents into vectors. Measure the similarity between documents through the embedded model and learn the document classifier using the machine running algorithm. The highest performance support vector machine measured 0.83 of F1-score as a result of comparing the classification model learned.

• 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.

• Asia pacific journal of information systems
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• v.24 no.2
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• pp.233-253
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• 2014

Can the stock market really be predicted? Stock market prediction has attracted much attention from many fields including business, economics, statistics, and mathematics. Early research on stock market prediction was based on random walk theory (RWT) and the efficient market hypothesis (EMH). According to the EMH, stock market are largely driven by new information rather than present and past prices. Since it is unpredictable, stock market will follow a random walk. Even though these theories, Schumaker [2010] asserted that people keep trying to predict the stock market by using artificial intelligence, statistical estimates, and mathematical models. Mathematical approaches include Percolation Methods, Log-Periodic Oscillations and Wavelet Transforms to model future prices. Examples of artificial intelligence approaches that deals with optimization and machine learning are Genetic Algorithms, Support Vector Machines (SVM) and Neural Networks. Statistical approaches typically predicts the future by using past stock market data. Recently, financial engineers have started to predict the stock prices movement pattern by using the SNS data. SNS is the place where peoples opinions and ideas are freely flow and affect others' beliefs on certain things. Through word-of-mouth in SNS, people share product usage experiences, subjective feelings, and commonly accompanying sentiment or mood with others. An increasing number of empirical analyses of sentiment and mood are based on textual collections of public user generated data on the web. The Opinion mining is one domain of the data mining fields extracting public opinions exposed in SNS by utilizing data mining. There have been many studies on the issues of opinion mining from Web sources such as product reviews, forum posts and blogs. In relation to this literatures, we are trying to understand the effects of SNS exposures of firms on stock prices in Korea. Similarly to Bollen et al. [2011], we empirically analyze the impact of SNS exposures on stock return rates. We use Social Metrics by Daum Soft, an SNS big data analysis company in Korea. Social Metrics provides trends and public opinions in Twitter and blogs by using natural language process and analysis tools. It collects the sentences circulated in the Twitter in real time, and breaks down these sentences into the word units and then extracts keywords. In this study, we classify firms' exposures in SNS into two groups: positive and negative. To test the correlation and causation relationship between SNS exposures and stock price returns, we first collect 252 firms' stock prices and KRX100 index in the Korea Stock Exchange (KRX) from May 25, 2012 to September 1, 2012. We also gather the public attitudes (positive, negative) about these firms from Social Metrics over the same period of time. We conduct regression analysis between stock prices and the number of SNS exposures. Having checked the correlation between the two variables, we perform Granger causality test to see the causation direction between the two variables. The research result is that the number of total SNS exposures is positively related with stock market returns. The number of positive mentions of has also positive relationship with stock market returns. Contrarily, the number of negative mentions has negative relationship with stock market returns, but this relationship is statistically not significant. This means that the impact of positive mentions is statistically bigger than the impact of negative mentions. We also investigate whether the impacts are moderated by industry type and firm's size. We find that the SNS exposures impacts are bigger for IT firms than for non-IT firms, and bigger for small sized firms than for large sized firms. The results of Granger causality test shows change of stock price return is caused by SNS exposures, while the causation of the other way round is not significant. Therefore the correlation relationship between SNS exposures and stock prices has uni-direction causality. The more a firm is exposed in SNS, the more is the stock price likely to increase, while stock price changes may not cause more SNS mentions.

• The Journal of Society for e-Business Studies
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• v.21 no.1
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• pp.147-163
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• 2016

Gender information of a smart device user is essential to provide personalized services, and multi-modal data obtained from the device is useful for predicting the gender of the user. However, the method for utilizing each of the multi-modal data for gender prediction differs according to the characteristics of the data. Therefore, in this study, an ensemble method for predicting the gender of a smart device user by using three classifiers that have text, application, and acceleration data as inputs, respectively, is proposed. To alleviate privacy issues that occur when text data generated in a smart device are sent outside, a classification method which scans smart device text data only on the device and classifies the gender of the user by matching text data with predefined sets of word. An application based classifier assigns gender labels to executed applications and predicts gender of the user by comparing the label ratio. Acceleration data is used with Support Vector Machine to classify user gender. The proposed method was evaluated by using the actual smart device log data collected from an Android application. The experimental results showed that the proposed method outperformed the compared methods.

• Atmosphere
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• v.15 no.4
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• pp.191-202
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• 2005

This study was conducted to estimate how vertically high and horizontally long a sea breeze occurred around Gangneung of the Korean peninsula would be reached to an inland. Geographically, gangneung is located on the center of the east coast shaping an arc, and a coastal line around gangneung has a form extending northwestward and southeastward, respectively. Therefore, an inflow of the northerly has similar effects of the sea breeze since a deep valley of Daegwallyeong, which is one of main ridges of the Taebaek mountains, not only reaches northeastward up to this region but also plays the part of the steering gear changing a wind direction from northerly to easterly, this is, the wind from sea. First of all, the study had defined the sea breeze as a wind blown from NNE to ESE, clockwise. And then, we analyzed characteristics of the sea breeze occurred around gangneung in view of the maximum wind speed and the wind direction for October 1st, 2003 through September 30th, 2004, the upper air database for May through June of 2004, and the wind vector database of AWS (Automatic Weather System). All meteorological information is collected at the weather station of gangneung and by the AWS which is being scattered around this region. Finally, the study figures out that how horizontally long a sea breeze would be reached depends on a level of the easterly inflow. At the first step of the inflow of the sea breeze, the wind from NNW blows into this region by keeping up the speed $3m{\cdot}s^{-1}$, and effects of the northerly are dominated with time and the wind at the inland blows out southwestward cause of the surface friction at the next step. On the other hand, there is no change of wind direction in the inflow at Daegwallyeong because a surface friction of there is smaller than around gangneung, relatively. In other word, the easterly blows toward Daegwallyeong. However, the wind speed is not higher than that of the coast around gangneung.

• Journal of Platform Technology
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• v.9 no.3
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• pp.52-62
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• 2021

Quality control is critical at manufacturing sites and is key to predicting the risk of quality defect before manufacturing. However, the reliability of manual quality control methods is affected by human and physical limitations because manufacturing processes vary across industries. These limitations become particularly obvious in domain areas with numerous manufacturing processes, such as the manufacture of major nuclear equipment. This study proposed a novel method for predicting the risk of quality defects by using natural language processing and machine learning. In this study, production data collected over 6 years at a factory that manufactures main equipment that is installed in nuclear power plants were used. In the preprocessing stage of text data, a mapping method was applied to the word dictionary so that domain knowledge could be appropriately reflected, and a hybrid algorithm, which combined n-gram, Term Frequency-Inverse Document Frequency, and Singular Value Decomposition, was constructed for sentence vectorization. Next, in the experiment to classify the risky processes resulting in poor quality, k-fold cross-validation was applied to categorize cases from Unigram to cumulative Trigram. Furthermore, for achieving objective experimental results, Naive Bayes and Support Vector Machine were used as classification algorithms and the maximum accuracy and F1-score of 0.7685 and 0.8641, respectively, were achieved. Thus, the proposed method is effective. The performance of the proposed method were compared and with votes of field engineers, and the results revealed that the proposed method outperformed field engineers. Thus, the method can be implemented for quality control at manufacturing sites.

• The Journal of the Acoustical Society of Korea
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• v.19 no.3
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• pp.51-56
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• 2000

Is this paper, we studied on the automatic speech control system in real-time windows environment using voice recognition. The applied reference pattern is the variable DMS model which is proposed to fasten execution speed and the one-stage DP algorithm using this model is used for recognition algorithm. The recognition vocabulary set is composed of control command words which are frequently used in windows environment. In this paper, an automatic speech period detection algorithm which is for on-line voice processing in windows environment is implemented. The variable DMS model which applies variable number of section in consideration of duration of the input signal is proposed. Sometimes, unnecessary recognition target word are generated. therefore model is reconstructed in on-line to handle this efficiently. The Perceptual Linear Predictive analysis method which generate feature vector from extracted feature of voice is applied. According to the experiment result, but recognition speech is fastened in the proposed model because of small loud of calculation. The multi-speaker-independent recognition rate and the multi-speaker-dependent recognition rate is 99.08% and 99.39% respectively. In the noisy environment the recognition rate is 96.25%.

• Journal of KIISE:Software and Applications
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• v.32 no.7
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• pp.581-591
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• 2005

Collaborative filtering systems have problems involving sparsity and the provision of recommendations by making correlations between only two users' preferences. These systems recommend items based only on the preferences without taking in to account the contents of the items. As a result, the accuracy of recommendations depends on the data from user-rated items. When users rate items, it can be expected that not all users ran do so earnestly. This brings down the accuracy of recommendations. This paper proposes a collaborative recommendation method for extracting typical group preferences using user-item matrix optimization and user profiles in collaborative tittering systems. The method excludes unproven users by using entropy based on data from user-rated items and groups users into clusters after generating user profiles, and then extracts typical group preferences. The proposed method generates collaborative user profiles by using association word mining to reflect contents as well as preferences of items and groups users into clusters based on the profiles by using the vector space model and the K-means algorithm. To compensate for the shortcoming of providing recommendations using correlations between only two user preferences, the proposed method extracts typical preferences of groups using the entropy theory The typical preferences are extracted by combining user entropies with item preferences. The recommender system using typical group preferences solves the problem caused by recommendations based on preferences rated incorrectly by users and reduces time for retrieving the most similar users in groups.