• Information Systems Review
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• v.22 no.4
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• pp.21-39
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• 2020

Recently, deep learning has shown high performance in various applications such as pattern analysis and image classification. Especially known as a difficult task in the field of machine learning research, stock market forecasting is an area where the effectiveness of deep learning techniques is being verified by many researchers. This study proposed a deep learning Convolutional Neural Network (CNN) model to predict the direction of stock prices. We then used the feature selection method to improve the performance of the model. We compared the performance of machine learning classifiers against CNN. The classifiers used in this study are as follows: Logistic Regression, Decision Tree, Neural Network, Support Vector Machine, Adaboost, Bagging, and Random Forest. The results of this study confirmed that the CNN showed higher performancecompared with other classifiers in the case of feature selection. The results show that the CNN model effectively predicted the stock price direction by analyzing the embedded values of the financial data

• Journal of Intelligence and Information Systems
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• v.24 no.3
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• pp.21-44
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• 2018

In recent years, the rapid development of internet technology and the popularization of smart devices have resulted in massive amounts of text data. Those text data were produced and distributed through various media platforms such as World Wide Web, Internet news feeds, microblog, and social media. However, this enormous amount of easily obtained information is lack of organization. Therefore, this problem has raised the interest of many researchers in order to manage this huge amount of information. Further, this problem also required professionals that are capable of classifying relevant information and hence text classification is introduced. Text classification is a challenging task in modern data analysis, which it needs to assign a text document into one or more predefined categories or classes. In text classification field, there are different kinds of techniques available such as K-Nearest Neighbor, Naïve Bayes Algorithm, Support Vector Machine, Decision Tree, and Artificial Neural Network. However, while dealing with huge amount of text data, model performance and accuracy becomes a challenge. According to the type of words used in the corpus and type of features created for classification, the performance of a text classification model can be varied. Most of the attempts are been made based on proposing a new algorithm or modifying an existing algorithm. This kind of research can be said already reached their certain limitations for further improvements. In this study, aside from proposing a new algorithm or modifying the algorithm, we focus on searching a way to modify the use of data. It is widely known that classifier performance is influenced by the quality of training data upon which this classifier is built. The real world datasets in most of the time contain noise, or in other words noisy data, these can actually affect the decision made by the classifiers built from these data. In this study, we consider that the data from different domains, which is heterogeneous data might have the characteristics of noise which can be utilized in the classification process. In order to build the classifier, machine learning algorithm is performed based on the assumption that the characteristics of training data and target data are the same or very similar to each other. However, in the case of unstructured data such as text, the features are determined according to the vocabularies included in the document. If the viewpoints of the learning data and target data are different, the features may be appearing different between these two data. In this study, we attempt to improve the classification accuracy by strengthening the robustness of the document classifier through artificially injecting the noise into the process of constructing the document classifier. With data coming from various kind of sources, these data are likely formatted differently. These cause difficulties for traditional machine learning algorithms because they are not developed to recognize different type of data representation at one time and to put them together in same generalization. Therefore, in order to utilize heterogeneous data in the learning process of document classifier, we apply semi-supervised learning in our study. However, unlabeled data might have the possibility to degrade the performance of the document classifier. Therefore, we further proposed a method called Rule Selection-Based Ensemble Semi-Supervised Learning Algorithm (RSESLA) to select only the documents that contributing to the accuracy improvement of the classifier. RSESLA creates multiple views by manipulating the features using different types of classification models and different types of heterogeneous data. The most confident classification rules will be selected and applied for the final decision making. In this paper, three different types of real-world data sources were used, which are news, twitter and blogs.

• Journal of KIISE
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• v.43 no.10
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• pp.1085-1093
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• 2016

Community-based Question Answering system is a system which provides answers for each question from the documents uploaded on web communities. In order to enhance the capacity of question analysis, former methods have developed specific rules suitable for a target region or have applied machine learning to partial processes. However, these methods incur an excessive cost for expanding fields or lead to cases in which system is overfitted for a specific field. This paper proposes a multiple machine learning method which automates the overall process by adapting appropriate machine learning in each procedure for efficient processing of community-based Question Answering system. This system can be divided into question analysis part and answer selection part. The question analysis part consists of the question focus extractor, which analyzes the focused phrases in questions and uses conditional random fields, and the question type classifier, which classifies topics of questions and uses support vector machine. In the answer selection part, the we trains weights that are used by the similarity estimation models through an artificial neural network. Also these are a number of cases in which the results of morphological analysis are not reliable for the data uploaded on web communities. Therefore, we suggest a method that minimizes the impact of morphological analysis by using character features in the stage of question analysis. The proposed system outperforms the former system by showing a Mean Average Precision criteria of 0.765 and R-Precision criteria of 0.872.

• Journal of Intelligence and Information Systems
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• v.28 no.3
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• pp.119-137
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• 2022

Recent recommendation system studies apply various deep learning models to represent user and item interactions better. One of the noteworthy studies is ONCF(Outer product-based Neural Collaborative Filtering) which builds a two-dimensional interaction map via outer product and employs CNN (Convolutional Neural Networks) to learn high-order correlations from the map. However, ONCF has limitations in recommendation performance due to the problems with CNN and the absence of side information. ONCF using CNN has an inductive bias problem that causes poor performances for data with a distribution that does not appear in the training data. This paper proposes to employ a Vision Transformer (ViT) instead of the vanilla CNN used in ONCF. The reason is that ViT showed better results than state-of-the-art CNN in many image classification cases. In addition, we propose a new architecture to reflect side information that ONCF did not consider. Unlike previous studies that reflect side information in a neural network using simple input combination methods, this study uses an independent auxiliary classifier to reflect side information more effectively in the recommender system. ONCF used a single latent vector for user and item, but in this study, a channel is constructed using multiple vectors to enable the model to learn more diverse expressions and to obtain an ensemble effect. The experiments showed our deep learning model improved performance in recommendation compared to ONCF.

• Journal of Intelligence and Information Systems
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• v.25 no.1
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• pp.127-137
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• 2019

Recidivism prediction has been a subject of constant research by experts since the early 1970s. But it has become more important as committed crimes by recidivist steadily increase. Especially, in the 1990s, after the US and Canada adopted the 'Recidivism Risk Assessment Report' as a decisive criterion during trial and parole screening, research on recidivism prediction became more active. And in the same period, empirical studies on 'Recidivism Factors' were started even at Korea. Even though most recidivism prediction studies have so far focused on factors of recidivism or the accuracy of recidivism prediction, it is important to minimize the prediction misclassification cost, because recidivism prediction has an asymmetric error cost structure. In general, the cost of misrecognizing people who do not cause recidivism to cause recidivism is lower than the cost of incorrectly classifying people who would cause recidivism. Because the former increases only the additional monitoring costs, while the latter increases the amount of social, and economic costs. Therefore, in this paper, we propose an XGBoost(eXtream Gradient Boosting; XGB) based recidivism prediction model considering asymmetric error cost. In the first step of the model, XGB, being recognized as high performance ensemble method in the field of data mining, was applied. And the results of XGB were compared with various prediction models such as LOGIT(logistic regression analysis), DT(decision trees), ANN(artificial neural networks), and SVM(support vector machines). In the next step, the threshold is optimized to minimize the total misclassification cost, which is the weighted average of FNE(False Negative Error) and FPE(False Positive Error). To verify the usefulness of the model, the model was applied to a real recidivism prediction dataset. As a result, it was confirmed that the XGB model not only showed better prediction accuracy than other prediction models but also reduced the cost of misclassification most effectively.

• Journal of Wetlands Research
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• v.25 no.4
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• pp.306-314
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• 2023

Stream sediments are an important component of water quality management because they are receptors of various pollutants such as heavy metals and organic matters emitted from upland sources and can be secondary pollution sources, adversely affecting water environment. To effectively manage the stream sediments, identification of primary sources of sediment contamination and source-associated control strategies will be required. We evaluated the performance of machine learning models in identifying primary sources of sediment contamination based on the physico-chemical properties of stream sediments. A total of 356 stream sediment data sets of 18 quality parameters including 10 heavy metal species(Cd, Cu, Pb, Ni, As, Zn, Cr, Hg, Li, and Al), 3 soil parameters(clay, silt, and sand fractions), and 5 water quality parameters(water content, loss on ignition, total organic carbon, total nitrogen, and total phosphorous) were collected near abandoned metal mines and industrial complexes across the four major river basins in Korea. Two machine learning algorithms, linear discriminant analysis (LDA) and support vector machine (SVM) classifiers were used to classify the sediments into four cases of different combinations of the sampling period and locations (i.e., mine in dry season, mine in wet season, industrial complex in dry season, and　industrial complex in wet season). Both models showed good performance in the classification, with SVM outperformed LDA; the accuracy values of LDA and SVM were 79.5% and 88.1%, respectively. An SVM ensemble model was used for multi-label classification of the multiple contamination sources inlcuding landuses in the upland areas within 1 km radius from the sampling sites. The results showed that the multi-label classifier was comparable performance with sinlgle-label SVM in classifying mines and industrial complexes, but was less accurate in classifying dominant land uses (50~60%). The poor performance of the multi-label SVM is likely due to the overfitting caused by small data sets compared to the complexity of the model. A larger data set might increase the performance of the machine learning models in identifying contamination sources.

• Journal of Intelligence and Information Systems
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• v.25 no.3
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• pp.1-17
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• 2019

Because stock price forecasting is an important issue both academically and practically, research in stock price prediction has been actively conducted. The stock price forecasting research is classified into using structured data and using unstructured data. With structured data such as historical stock price and financial statements, past studies usually used technical analysis approach and fundamental analysis. In the big data era, the amount of information has rapidly increased, and the artificial intelligence methodology that can find meaning by quantifying string information, which is an unstructured data that takes up a large amount of information, has developed rapidly. With these developments, many attempts with unstructured data are being made to predict stock prices through online news by applying text mining to stock price forecasts. The stock price prediction methodology adopted in many papers is to forecast stock prices with the news of the target companies to be forecasted. However, according to previous research, not only news of a target company affects its stock price, but news of companies that are related to the company can also affect the stock price. However, finding a highly relevant company is not easy because of the market-wide impact and random signs. Thus, existing studies have found highly relevant companies based primarily on pre-determined international industry classification standards. However, according to recent research, global industry classification standard has different homogeneity within the sectors, and it leads to a limitation that forecasting stock prices by taking them all together without considering only relevant companies can adversely affect predictive performance. To overcome the limitation, we first used random matrix theory with text mining for stock prediction. Wherever the dimension of data is large, the classical limit theorems are no longer suitable, because the statistical efficiency will be reduced. Therefore, a simple correlation analysis in the financial market does not mean the true correlation. To solve the issue, we adopt random matrix theory, which is mainly used in econophysics, to remove market-wide effects and random signals and find a true correlation between companies. With the true correlation, we perform cluster analysis to find relevant companies. Also, based on the clustering analysis, we used multiple kernel learning algorithm, which is an ensemble of support vector machine to incorporate the effects of the target firm and its relevant firms simultaneously. Each kernel was assigned to predict stock prices with features of financial news of the target firm and its relevant firms. The results of this study are as follows. The results of this paper are as follows. (1) Following the existing research flow, we confirmed that it is an effective way to forecast stock prices using news from relevant companies. (2) When looking for a relevant company, looking for it in the wrong way can lower AI prediction performance. (3) The proposed approach with random matrix theory shows better performance than previous studies if cluster analysis is performed based on the true correlation by removing market-wide effects and random signals. The contribution of this study is as follows. First, this study shows that random matrix theory, which is used mainly in economic physics, can be combined with artificial intelligence to produce good methodologies. This suggests that it is important not only to develop AI algorithms but also to adopt physics theory. This extends the existing research that presented the methodology by integrating artificial intelligence with complex system theory through transfer entropy. Second, this study stressed that finding the right companies in the stock market is an important issue. This suggests that it is not only important to study artificial intelligence algorithms, but how to theoretically adjust the input values. Third, we confirmed that firms classified as Global Industrial Classification Standard (GICS) might have low relevance and suggested it is necessary to theoretically define the relevance rather than simply finding it in the GICS.