• Title/Summary/Keyword: XGboost

Search Result 238, Processing Time 0.027 seconds

Machine Learning Based Stock Price Fluctuation Prediction Models of KOSDAQ-listed Companies Using Online News, Macroeconomic Indicators, Financial Market Indicators, Technical Indicators, and Social Interest Indicators (온라인 뉴스와 거시경제 지표, 금융 지표, 기술적 지표, 관심도 지표를 이용한 코스닥 상장 기업의 기계학습 기반 주가 변동 예측)

  • Kim, Hwa Ryun;Hong, Seung Hye;Hong, Helen
    • Journal of Korea Multimedia Society
    • /
    • v.24 no.3
    • /
    • pp.448-459
    • /
    • 2021
  • In this paper, we propose a method of predicting the next-day stock price fluctuations of 10 KOSDAQ-listed companies in 5G, autonomous driving, and electricity sectors by training SVM, XGBoost, and LightGBM models from macroeconomic·financial market indicators, technical indicators, social interest indicators, and daily positive indices extracted from online news. In the three experiments to find out the usefulness of social interest indicators and daily positive indices, the average accuracy improved when each indicator and index was added to the models. In addition, when feature selection was performed to analyze the superiority of the extracted features, the average importance ranking of the social interest indicator and daily positive index was 5.45 and 1.08, respectively, it showed higher importance than the macroeconomic financial market indicators and technical indicators. With the results of these experiments, we confirmed the effectiveness of the social interest indicators as alternative data and the daily positive index for predicting stock price fluctuation.

Development of ensemble machine learning models for evaluating seismic demands of steel moment frames

  • Nguyen, Hoang D.;Kim, JunHee;Shin, Myoungsu
    • Steel and Composite Structures
    • /
    • v.44 no.1
    • /
    • pp.49-63
    • /
    • 2022
  • This study aims to develop ensemble machine learning (ML) models for estimating the peak floor acceleration and maximum top drift of steel moment frames. For this purpose, random forest, adaptive boosting, gradient boosting regression tree (GBRT), and extreme gradient boosting (XGBoost) models were considered. A total of 621 steel moment frames were analyzed under 240 ground motions using OpenSees software to generate the dataset for ML models. From the results, the GBRT and XGBoost models exhibited the highest performance for predicting peak floor acceleration and maximum top drift, respectively. The significance of each input variable on the prediction was examined using the best-performing models and Shapley additive explanations approach (SHAP). It turned out that the peak ground acceleration had the most significant impact on the peak floor acceleration prediction. Meanwhile, the spectral accelerations at 1 and 2 s had the most considerable influence on the maximum top drift prediction. Finally, a graphical user interface module was created that places a pioneering step for the application of ML to estimate the seismic demands of building structures in practical design.

A Study on the Real-Time Risk Analysis of Heavy-Snow according to the Characteristics of Traffic and Area (교통과 지역의 특성에 따른 대설의 실시간 피해 위험도 분석 연구)

  • KwangRim, Ha;YongCheol, Jung;JinYoung, Yoo;JunHee, Lee
    • Journal of Korea Society of Industrial Information Systems
    • /
    • v.27 no.6
    • /
    • pp.77-93
    • /
    • 2022
  • In this study, we present an algorithm that analyzes the risk by reflecting regional characteristics for factors affected by direct and indirect damage from heavy-snow. Factors affected by heavy-snow damage by 29 regions are selected as influencing variables, and the concept of sensitivity is derived through the relationship with the amount of damage. A snow damage risk prediction model was developed using a machine learning (XGBoost) algorithm by setting weather conditions (snow cover, humidity, temperature) and sensitivity as independent variables, and setting the risk derived according to changes in the independent variables as dependent variables.

Machine Learning-based Prediction of Relative Regional Air Volume Change from Healthy Human Lung CTs

  • Eunchan Kim;YongHyun Lee;Jiwoong Choi;Byungjoon Yoo;Kum Ju Chae;Chang Hyun Lee
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.17 no.2
    • /
    • pp.576-590
    • /
    • 2023
  • Machine learning is widely used in various academic fields, and recently it has been actively applied in the medical research. In the medical field, machine learning is used in a variety of ways, such as speeding up diagnosis, discovering new biomarkers, or discovering latent traits of a disease. In the respiratory field, a relative regional air volume change (RRAVC) map based on quantitative inspiratory and expiratory computed tomography (CT) imaging can be used as a useful functional imaging biomarker for characterizing regional ventilation. In this study, we seek to predict RRAVC using various regular machine learning models such as extreme gradient boosting (XGBoost), light gradient boosting machine (LightGBM), and multi-layer perceptron (MLP). We experimentally show that MLP performs best, followed by XGBoost. We also propose several relative coordinate systems to minimize intersubjective variability. We confirm a significant experimental performance improvement when we apply a subject's relative proportion coordinates over conventional absolute coordinates.

Truck Weight Estimation using Operational Statistics at 3rd Party Logistics Environment (운영 데이터를 활용한 제3자 물류 환경에서의 배송 트럭 무게 예측)

  • Yu-jin Lee;Kyung Min Choi;Song-eun Kim;Kyungsu Park;Seung Hwan Jung
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.45 no.4
    • /
    • pp.127-133
    • /
    • 2022
  • Many manufacturers applying third party logistics (3PLs) have some challenges to increase their logistics efficiency. This study introduces an effort to estimate the weight of the delivery trucks provided by 3PL providers, which allows the manufacturer to package and load products in trailers in advance to reduce delivery time. The accuracy of the weigh estimation is more important due to the total weight regulation. This study uses not only the data from the company but also many general prediction variables such as weather, oil prices and population of destinations. In addition, operational statistics variables are developed to indicate the availabilities of the trucks in a specific weight category for each 3PL provider. The prediction model using XGBoost regressor and permutation feature importance method provides highly acceptable performance with MAPE of 2.785% and shows the effectiveness of the developed operational statistics variables.

Compositional Feature Selection and Its Effects on Bandgap Prediction by Machine Learning (기계학습을 이용한 밴드갭 예측과 소재의 조성기반 특성인자의 효과)

  • Chunghee Nam
    • Korean Journal of Materials Research
    • /
    • v.33 no.4
    • /
    • pp.164-174
    • /
    • 2023
  • The bandgap characteristics of semiconductor materials are an important factor when utilizing semiconductor materials for various applications. In this study, based on data provided by AFLOW (Automatic-FLOW for Materials Discovery), the bandgap of a semiconductor material was predicted using only the material's compositional features. The compositional features were generated using the python module of 'Pymatgen' and 'Matminer'. Pearson's correlation coefficients (PCC) between the compositional features were calculated and those with a correlation coefficient value larger than 0.95 were removed in order to avoid overfitting. The bandgap prediction performance was compared using the metrics of R2 score and root-mean-squared error. By predicting the bandgap with randomforest and xgboost as representatives of the ensemble algorithm, it was found that xgboost gave better results after cross-validation and hyper-parameter tuning. To investigate the effect of compositional feature selection on the bandgap prediction of the machine learning model, the prediction performance was studied according to the number of features based on feature importance methods. It was found that there were no significant changes in prediction performance beyond the appropriate feature. Furthermore, artificial neural networks were employed to compare the prediction performance by adjusting the number of features guided by the PCC values, resulting in the best R2 score of 0.811. By comparing and analyzing the bandgap distribution and prediction performance according to the material group containing specific elements (F, N, Yb, Eu, Zn, B, Si, Ge, Fe Al), various information for material design was obtained.

Shear resistance of corrugated web steel beams with circular web openings: Test and machine learning-based prediction

  • Yan-Wen Li;Guo-Qiang Li;Lei Xiao;Michael C.H. Yam;Jing-Zhou Zhang
    • Steel and Composite Structures
    • /
    • v.47 no.1
    • /
    • pp.103-117
    • /
    • 2023
  • This paper presents an investigation on the shear resistance of corrugated web steel beams (CWBs) with a circular web opening. A total of five specimens with different diameters of web openings were designed and tested with vertical load applied on the top flange at mid-span. The ultimate strengths, failure modes, and load versus middle displacement curves were obtained from the tests. Following the tests, numerical models of the CWBs were developed and validated against the test results. The influence of the web plate thickness, steel grade, opening diameter, and location on the shear strength of the CWBs was extensively investigated. An XGBoost machine learning model for shear resistance prediction was trained based on 256 CWB samples. The XGBoost model with optimal hyperparameters showed excellent accuracy and exceeded the accuracy of the available design equations. The effects of geometric parameters and material properties on the shear resistance were evaluated using the SHAP method.

Understanding Customer Purchasing Behavior in E-Commerce using Explainable Artificial Intelligence Techniques (XAI 기법을 이용한 전자상거래의 고객 구매 행동 이해)

  • Lee, Jaejun;Jeong, Ii Tae;Lim, Do Hyun;Kwahk, Kee-Young;Ahn, Hyunchul
    • Proceedings of the Korean Society of Computer Information Conference
    • /
    • 2021.07a
    • /
    • pp.387-390
    • /
    • 2021
  • 최근 전자 상거래 시장이 급격한 성장을 이루면서 고객들의 급변하는 니즈를 파악하는 것이 기업들의 수익에 직결되는 요소로 인식되고 있다. 이에 기업들은 고객들의 니즈를 신속하고 정확하게 파악하기 위해, 기축적된 고객 관련 각종 데이터를 활용하려는 시도를 강화하고 있다. 기존 시도들은 주로 구매 행동 예측에 중점을 두었으나 고객 행동의 전후 과정을 해석하는데 있어 어려움이 존재했다. 본 연구에서는 고객이 구매한 상품을 확정 또는 환불하는 행동을 취할 때 해당 행동이 발생하는데 있어 어떤 요소들이 작용하였는지를 파악하고, 어떤 고객이 환불할 지를 예측하는 예측 모형을 새롭게 제시한다. 예측 모형 구현에는 트리 기반 앙상블 방법을 사용해 예측력을 높인 XGBoost 기법을 적용하였으며, 고객 의도에 영향을 미치는 요소들을 파악하기 위하여 대표적인 설명가능한 인공지능(XAI) 기법 중 하나인 SHAP 기법을 적용하였다. 이를 통해 특정 고객 행동에 대한 각 요인들의 전반적인 영향 뿐만 아니라, 각 개별 고객에 대해서도 어떤 요소가 환불결정에 영향을 미쳤는지 파악할 수 있었다. 이를 통해 기업은 고객 개개인의 의사 결정에 영향을 미치는 요소를 파악하여 개인화 마케팅에 사용할 수 있을 것으로 기대된다.

  • PDF

Objectivity in Korean News Reporting : Machine Learning-Based Verification of News Headline Accuracy (기계학습 기반 국내 뉴스 헤드라인의 정확성 검증 연구)

  • Baik, Jisoo;Lee, Seung Eon;Han, Jiyoung;Cha, Meeyoung
    • Annual Conference on Human and Language Technology
    • /
    • 2021.10a
    • /
    • pp.281-286
    • /
    • 2021
  • 뉴스 헤드라인에 제3자의 발언을 직접 인용해 전언하는 이른바 '따옴표 저널리즘'이 언론 보도의 객관주의 원칙을 해치는지는 언론학 및 뉴스 구독자에게 중요한 문제이다. 이 연구는 온라인 포털사이트를 통해 실시간 유통되는 한국어 기사의 정확성을 판별하기 위한 기계학습(Machine Learning) 모델을 제안한다. 이 연구에서 제안하는 모델은 Edit Distance와 FastText 기법을 활용해 기사 제목과 본문 내 인용구의 유사성을 측정하고, XGBoost 모델을 활용해 최종 분류한다. 아울러 이 모델을 통해 229만 건의 뉴스 헤드라인에 대해 직접 인용구가 포함된 기사가 취재원의 발언을 주관적인 윤색없이 독자들에게 전하고 있는지를 판별했다. 이뿐만 아니라 딥러닝 기반의 KoELECTRA 모델을 활용해 기사의 제목 내 인용구에 대한 감성 분석을 진행했다. 분석 결과, 윤색이 가미되지 않은 직접 인용형 기사의 비율이 지난 20년 동안 10% 이상 증가했으며, 기사 제목의 인용구에 나타나는 감정은 부정 감성이 긍정 감성의 2.8배 정도로 우세했다. 이러한 시도는 앞으로 계산사회과학 방법론과 빅데이터에 기반한 언론 보도의 평가 및 개선에 도움을 주리라 기대한다.

  • PDF

Study on Weather Data Interpolation of a Buoy Based on Machine Learning Techniques (기계 학습을 이용한 항로표지 기상 자료의 보간에 관한 연구)

  • Seong-Hun Jeong;Jun-Ik Ma;Seong-Hyun Jo;Gi-Ryun Lim;Jun-Woo Lee;Jun-Hee Han
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
    • /
    • 2022.06a
    • /
    • pp.72-74
    • /
    • 2022
  • Several types of data are collected from buoy due to the development of hardware technology.. However, the collected data are difficult to use due to errors including missing values and outliers depending on mechanical faults and meteorological environment. Therefore, in this study, linear interpolation is performed by adding the missing time data to enable machine learning to the insufficient meteorological data. After the linear interpolation, XGBoost and KNN-regressor, are used to forecast error data and suggested model is evaluated by using real-world data of a buoy.

  • PDF