• 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.

• Proceedings of the Optical Society of Korea Conference
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• 2003.07a
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• pp.60-61
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• 2003

A new approach to reduce the computation time of genetic algorithm (GA) for making binary phase holograms is described. Synthesized holograms having diffraction efficiency of 75.8% and uniformity of 5.8% are proven in computer simulation and experimentally demonstrated. Recently, computer-generated holograms (CGHs) having high diffraction efficiency and flexibility of design have been widely developed in many applications such as optical information processing, optical computing, optical interconnection, etc. Among proposed optimization methods, GA has become popular due to its capability of reaching nearly global. However, there exits a drawback to consider when we use the genetic algorithm. It is the large amount of computation time to construct desired holograms. One of the major reasons that the GA' s operation may be time intensive results from the expense of computing the cost function that must Fourier transform the parameters encoded on the hologram into the fitness value. In trying to remedy this drawback, Artificial Neural Network (ANN) has been put forward, allowing CGHs to be created easily and quickly (1), but the quality of reconstructed images is not high enough to use in applications of high preciseness. For that, we are in attempt to find a new approach of combiningthe good properties and performance of both the GA and ANN to make CGHs of high diffraction efficiency in a short time. The optimization of CGH using the genetic algorithm is merely a process of iteration, including selection, crossover, and mutation operators [2]. It is worth noting that the evaluation of the cost function with the aim of selecting better holograms plays an important role in the implementation of the GA. However, this evaluation process wastes much time for Fourier transforming the encoded parameters on the hologram into the value to be solved. Depending on the speed of computer, this process can even last up to ten minutes. It will be more effective if instead of merely generating random holograms in the initial process, a set of approximately desired holograms is employed. By doing so, the initial population will contain less trial holograms equivalent to the reduction of the computation time of GA's. Accordingly, a hybrid algorithm that utilizes a trained neural network to initiate the GA's procedure is proposed. Consequently, the initial population contains less random holograms and is compensated by approximately desired holograms. Figure 1 is the flowchart of the hybrid algorithm in comparison with the classical GA. The procedure of synthesizing a hologram on computer is divided into two steps. First the simulation of holograms based on ANN method [1] to acquire approximately desired holograms is carried. With a teaching data set of 9 characters obtained from the classical GA, the number of layer is 3, the number of hidden node is 100, learning rate is 0.3, and momentum is 0.5, the artificial neural network trained enables us to attain the approximately desired holograms, which are fairly good agreement with what we suggested in the theory. The second step, effect of several parameters on the operation of the hybrid algorithm is investigated. In principle, the operation of the hybrid algorithm and GA are the same except the modification of the initial step. Hence, the verified results in Ref [2] of the parameters such as the probability of crossover and mutation, the tournament size, and the crossover block size are remained unchanged, beside of the reduced population size. The reconstructed image of 76.4% diffraction efficiency and 5.4% uniformity is achieved when the population size is 30, the iteration number is 2000, the probability of crossover is 0.75, and the probability of mutation is 0.001. A comparison between the hybrid algorithm and GA in term of diffraction efficiency and computation time is also evaluated as shown in Fig. 2. With a 66.7% reduction in computation time and a 2% increase in diffraction efficiency compared to the GA method, the hybrid algorithm demonstrates its efficient performance. In the optical experiment, the phase holograms were displayed on a programmable phase modulator (model XGA). Figures 3 are pictures of diffracted patterns of the letter "0" from the holograms generated using the hybrid algorithm. Diffraction efficiency of 75.8% and uniformity of 5.8% are measured. We see that the simulation and experiment results are fairly good agreement with each other. In this paper, Genetic Algorithm and Neural Network have been successfully combined in designing CGHs. This method gives a significant reduction in computation time compared to the GA method while still allowing holograms of high diffraction efficiency and uniformity to be achieved. This work was supported by No.mOl-2001-000-00324-0 (2002)) from the Korea Science & Engineering Foundation.

• Asian Pacific Journal of Cancer Prevention
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• v.15 no.21
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• pp.9367-9373
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• 2014

In diagnosis of lung cancer, rapid distinction between small cell lung cancer (SCLC) and non-small cell lung cancer (NSCLC) tumors is very important. Serum markers, including lactate dehydrogenase (LDH), C-reactive protein (CRP), carcino-embryonic antigen (CEA), neurone specific enolase (NSE) and Cyfra21-1, are reported to reflect lung cancer characteristics. In this study classification of lung tumors was made based on biomarkers (measured in 120 NSCLC and 60 SCLC patients) by setting up optimal biomarker joint models with a powerful computerized tool - gene expression programming (GEP). GEP is a learning algorithm that combines the advantages of genetic programming (GP) and genetic algorithms (GA). It specifically focuses on relationships between variables in sets of data and then builds models to explain these relationships, and has been successfully used in formula finding and function mining. As a basis for defining a GEP environment for SCLC and NSCLC prediction, three explicit predictive models were constructed. CEA and NSE are requentlyused lung cancer markers in clinical trials, CRP, LDH and Cyfra21-1 have significant meaning in lung cancer, basis on CEA and NSE we set up three GEP models-GEP 1(CEA, NSE, Cyfra21-1), GEP2 (CEA, NSE, LDH), GEP3 (CEA, NSE, CRP). The best classification result of GEP gained when CEA, NSE and Cyfra21-1 were combined: 128 of 135 subjects in the training set and 40 of 45 subjects in the test set were classified correctly, the accuracy rate is 94.8% in training set; on collection of samples for testing, the accuracy rate is 88.9%. With GEP2, the accuracy was significantly decreased by 1.5% and 6.6% in training set and test set, in GEP3 was 0.82% and 4.45% respectively. Serum Cyfra21-1 is a useful and sensitive serum biomarker in discriminating between NSCLC and SCLC. GEP modeling is a promising and excellent tool in diagnosis of lung cancer.

• Journal of the Korean Institute of Intelligent Systems
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• v.15 no.2
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• pp.236-244
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• 2005

In this study, we introduce a new topology of Fuzzy Polynomial Neural Networks(FPNN) that is based on fuzzy relation and evolutionally optimized Multi-Layer Perceptron, discuss a comprehensive design methodology and carry out a series of numeric experiments. The construction of the evolutionally optimized FPNN(EFPNN) exploits fundamental technologies of Computational Intelligence. The architecture of the resulting EFPNN results from a synergistic usage of the genetic optimization-driven hybrid system generated by combining rule-based Fuzzy Neural Networks(FNN) with polynomial neural networks(PNN). FNN contributes to the formation of the premise part of the overall rule-based structure of the EFPNN. The consequence part of the EFPNN is designed using PNN. As the consequence part of the EFPNN, the development of the genetically optimized PNN(gPNN) dwells on two general optimization mechanism: the structural optimization is realized via GAs whereas in case of the parametric optimization we proceed with a standard least square method-based learning. To evaluate the performance of the EFPNN, the models are experimented with the use of several representative numerical examples. A comparative analysis shows that the proposed EFPNN are models with higher accuracy as well as more superb predictive capability than other intelligent models presented previously.

• Journal of the Institute of Electronics Engineers of Korea TE
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• v.42 no.3
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• pp.31-38
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• 2005

This paper proposes an implementation method of intelligent characters that can properly adapt to action patterns of opponent characters in fighting games by using genetic algorithm. For this intelligent characters, past actions patterns of opponent characters should be included in the learning process. To verify the effectiveness of the proposed method, two types of experiments are performed and their results are compared. In first experiment(exp-1), intelligent characters consider current action and its step of an opponent character. In second experiment (exp-2), on the other hands, they take past actions of an opponent characters into account additionally. As a performance index, the ratio of score obtained by an intelligent character to that of an opponent character is adopted. Experimental results shows that even if the performance index of exp-1 is better than that of exp-2 at the beginning of stages, but the performance index of exp-2 outperforms that of exp-1 as stages go on. Moreover, optimum solutions are always found in all experimental cases in exp-2. Futhermore, intelligent characters in exp-2 could learn moving actions (forward and backward) and waiting actions for getting more scores through self evolution.

• Journal of the Institute of Electronics and Information Engineers
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• v.50 no.11
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• pp.206-216
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• 2013

The emotion plays a critical role in human's daily life including learning, action, decision and communication. In this paper, emotion discrimination classifier is designed to reduce system complexity through reduced selection of dominant features from biosignals. The photoplethysmography(PPG), skin temperature, skin conductance, fontal and parietal electroencephalography(EEG) signals were measured during 4 types of movie watching associated with the induction of neutral, sad, fear joy emotions. The genetic algorithm with support vector machine(SVM) based fitness function was designed to determine dominant features among 24 parameters extracted from measured biosignals. It shows maximum classification accuracy of 96.4%, which is 17% higher than that of SVM alone. The minimum error features selected are the mean and NN50 of heart rate variability from PPG signal, the mean of PPG induced pulse transit time, the mean of skin resistance, and ${\delta}$ and ${\beta}$ frequency band powers of parietal EEG. The combination of parietal EEG, PPG, and skin resistance is recommendable in high accuracy instrumentation, while the combinational use of PPG and skin conductance(79% accuracy) is affordable in simplified instrumentation.

• The KIPS Transactions:PartB
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• v.15B no.4
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• pp.331-340
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• 2008

Feature Selection is one of methods to improve the classification accuracy of data in the field of machine learning. Many feature selection algorithms have been proposed and discussed for years. However, the problem of finding the optimal feature subset from full data still remains to be a difficult problem. Bio-inspired algorithms are well-known evolutionary algorithms based on the principles of behavior of organisms, and very useful methods to find the optimal solution in optimization problems. Bio-inspired algorithms are also used in the field of feature selection problems. So in this paper we proposed new improved bio-inspired algorithms for feature selection. We used well-known bio-inspired algorithms, Genetic Algorithm (GA) and Particle Swarm Optimization (PSO), to find the optimal subset of features that shows the best performance in classification accuracy. In addition, we modified the bio-inspired algorithms considering the prior importance (prior relevance) of each feature. We chose the mRMR method, which can measure the goodness of single feature, to set the prior importance of each feature. We modified the evolution operators of GA and PSO by using the prior importance of each feature. We verified the performance of the proposed methods by experiment with datasets. Feature selection methods using GA and PSO produced better performances in terms of the classification accuracy. The modified method with the prior importance demonstrated improved performances in terms of the evolution speed and the classification accuracy.

• Journal of Educational Research in Mathematics
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• v.17 no.4
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• pp.453-475
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• 2007

School algebra starts with introducing algebraic expressions which have been one of the cognitive obstacles to the students in the transfer from arithmetic to algebra. In the recent studies on the teaching school algebra, algebraic thinking is getting much more attention together with algebraic expressions. In this paper, we examined the processes of the transfer from arithmetic to algebra and ways for teaching early algebra through algebraic thinking factors. Issues about algebraic thinking have continued since 1980's. But the theoretic foundations for algebraic thinking have not been founded in the previous studies. In this paper, we analyzed the algebraic thinking in school algebra from historico-genetic, epistemological, and symbolic-linguistic points of view, and identified algebraic thinking factors, i.e. the principle of permanence of formal laws, the concept of variable, quantitative reasoning, algebraic interpretation - constructing algebraic expressions, trans formational reasoning - changing algebraic expressions, operational senses - operating algebraic expressions, substitution, etc. We also identified these algebraic thinking factors through analyzing mathematics textbooks of elementary and middle school, and showed the middle school students' low achievement relating to these factors through the algebraic thinking ability test. Based upon these analyses, we argued that the readiness for algebra learning should be made through the processes including algebraic thinking factors in the elementary school and that the transfer from arithmetic to algebra should be accomplished naturally through the pre-algebra course. And we searched for alternative ways to improve algebra curriculums, emphasizing algebraic thinking factors. In summary, we identified the problems of school algebra relating to the transfer from arithmetic to algebra with the problem of teaching algebraic thinking and analyzed the algebraic thinking factors of school algebra, and searched for alternative ways for improving the transfer from arithmetic to algebra and the teaching of early algebra.

• Journal of Korea Water Resources Association
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• v.53 no.6
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• pp.395-408
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• 2020

This paper aims to develop and apply three different machine learning approaches (i.e., artificial neural networks (ANN), adaptive neuro-fuzzy inference systems (ANFIS), and wavelet-based neural networks (WNN)) combined with an evolutionary optimization algorithm and the k-fold cross validation for multi-step (days) streamflow forecasting at the catchment located in Algeria, North Africa. The ANN and ANFIS models yielded similar performances, based on four different statistical indices (i.e., root mean squared error (RMSE), Nash-Sutcliffe efficiency (NSE), correlation coefficient (R), and peak flow criteria (PFC)) for training and testing phases. The values of RMSE and PFC for the WNN model (e.g., RMSE = 8.590 ㎥/sec, PFC = 0.252 for (t+1) day, testing phase) were lower than those of ANN (e.g., RMSE = 19.120 ㎥/sec, PFC = 0.446 for (t+1) day, testing phase) and ANFIS (e.g., RMSE = 18.520 ㎥/sec, PFC = 0.444 for (t+1) day, testing phase) models, while the values of NSE and R for WNN model were higher than those of ANNs and ANFIS models. Therefore, the new approach can be a robust tool for multi-step (days) streamflow forecasting in the Seybous River, Algeria.

• Journal of the Korean Institute of Intelligent Systems
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• v.17 no.6
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• pp.792-798
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• 2007

In this paper, we propose a hierarchical fuzzy-rough classification method based on statistical information for maximizing the performance of pattern classification and reducing the number of rules without learning approaches such as neural network, genetic algorithm. In the proposed method, statistical information is used for extracting the partition intervals of antecedent fuzzy sets at each layer on hierarchical fuzzy-rough classification systems and rough sets are used for minimizing the number of fuzzy if-then rules which are associated with the partition intervals extracted by statistical information. To show the effectiveness of the proposed method, we compared the classification results(e.g. the classification accuracy and the number of rules) of the proposed with those of the conventional methods on the Fisher's IRIS data. From the experimental results, we can confirm the fact that the proposed method considers only statistical information of the given data is similar to the classification performance of the conventional methods.