• Annual Conference on Human and Language Technology
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• 2007.10a
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• pp.91-98
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• 2007

한국어에서 절들의 의존관계를 밝히는 작업은 구문 분석 작업에서 가장 어려운 작업들 중에 하나로 인식되고 있다. 절의 의존관계를 파악하는 일은 표면적으로 나타나는 정보만을 가지고 처리할 수 없고, 의미 정보 같은 추가적인 정보가 필요할 것으로 판단하고 처리해왔다. 본 논문에서는 추가적인 정보를 사용하지 않고, 문장에서 얻을 수 있는 표면적인 정보만을 사용하여 절들 간의 의존관계를 파악하는 방법을 제안한다. 문장에서 얻을 수 있는 표면적인 정보는 문장의 구문 정보(tree structure information)와 어휘 및 거리 정보를 가지고 있는 정적인 정보(static information)로 나누어 볼 수 있다. 본 논문에서는 절들 간의 의존 관계 파악을 위하여 구문 정보 및 어휘정보 등을 하나 이상의 커널의 결합해서 사용하는 복합 커널(composite kernel)을 제안하고, 이 커널에 맞는 다양한 인스턴스 공간의 설정을 제안한다. 실험 데이터는 구문 트리로 표현된 STEP 2000코퍼스를 사용하였다. 실험은 최적화된 인스턴스 공간을 절들 간의 의존관계 파악 및 문장 수준에서 성능을 검정하였다. 관계 인스턴스 공간은 절들 간의 연결을 기준으로 Path-enclosed Tree와 Flattened Path-enclosed Tree로, 하부절(관형절)의 표현 유무로 Complete Tree, Contex-sensitive Tree, Simple Tree로 나누어 각각의 조합으로 실험하여 결정하였다. 그리고 결정된 인스턴스 공간에서 복합커널을 사용한 방법이 좋은 성능을 발휘함을 보였다.

• Journal of Intelligence and Information Systems
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• v.23 no.4
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• pp.127-146
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• 2017

Services using artificial intelligence have begun to emerge in daily life. Artificial intelligence is applied to products in consumer electronics and communications such as artificial intelligence refrigerators and speakers. In the financial sector, using Kensho's artificial intelligence technology, the process of the stock trading system in Goldman Sachs was improved. For example, two stock traders could handle the work of 600 stock traders and the analytical work for 15 people for 4weeks could be processed in 5 minutes. Especially, big data analysis through machine learning among artificial intelligence fields is actively applied throughout the financial industry. The stock market analysis and investment modeling through machine learning theory are also actively studied. The limits of linearity problem existing in financial time series studies are overcome by using machine learning theory such as artificial intelligence prediction model. The study of quantitative financial data based on the past stock market-related numerical data is widely performed using artificial intelligence to forecast future movements of stock price or indices. Various other studies have been conducted to predict the future direction of the market or the stock price of companies by learning based on a large amount of text data such as various news and comments related to the stock market. Investing on commodity asset, one of alternative assets, is usually used for enhancing the stability and safety of traditional stock and bond asset portfolio. There are relatively few researches on the investment model about commodity asset than mainstream assets like equity and bond. Recently machine learning techniques are widely applied on financial world, especially on stock and bond investment model and it makes better trading model on this field and makes the change on the whole financial area. In this study we made investment model using Support Vector Machine among the machine learning models. There are some researches on commodity asset focusing on the price prediction of the specific commodity but it is hard to find the researches about investment model of commodity as asset allocation using machine learning model. We propose a method of forecasting four major commodity indices, portfolio made of commodity futures, and individual commodity futures, using SVM model. The four major commodity indices are Goldman Sachs Commodity Index(GSCI), Dow Jones UBS Commodity Index(DJUI), Thomson Reuters/Core Commodity CRB Index(TRCI), and Rogers International Commodity Index(RI). We selected each two individual futures among three sectors as energy, agriculture, and metals that are actively traded on CME market and have enough liquidity. They are Crude Oil, Natural Gas, Corn, Wheat, Gold and Silver Futures. We made the equally weighted portfolio with six commodity futures for comparing with other commodity indices. We set the 19 macroeconomic indicators including stock market indices, exports & imports trade data, labor market data, and composite leading indicators as the input data of the model because commodity asset is very closely related with the macroeconomic activities. They are 14 US economic indicators, two Chinese economic indicators and two Korean economic indicators. Data period is from January 1990 to May 2017. We set the former 195 monthly data as training data and the latter 125 monthly data as test data. In this study, we verified that the performance of the equally weighted commodity futures portfolio rebalanced by the SVM model is better than that of other commodity indices. The prediction accuracy of the model for the commodity indices does not exceed 50% regardless of the SVM kernel function. On the other hand, the prediction accuracy of equally weighted commodity futures portfolio is 53%. The prediction accuracy of the individual commodity futures model is better than that of commodity indices model especially in agriculture and metal sectors. The individual commodity futures portfolio excluding the energy sector has outperformed the three sectors covered by individual commodity futures portfolio. In order to verify the validity of the model, it is judged that the analysis results should be similar despite variations in data period. So we also examined the odd numbered year data as training data and the even numbered year data as test data and we confirmed that the analysis results are similar. As a result, when we allocate commodity assets to traditional portfolio composed of stock, bond, and cash, we can get more effective investment performance not by investing commodity indices but by investing commodity futures. Especially we can get better performance by rebalanced commodity futures portfolio designed by SVM model.