• Journal of Korea Multimedia Society
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• v.23 no.11
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• pp.1349-1360
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• 2020

In recent years, Convolutional Neural Networks (CNNs) have been successfully implemented in different tasks of computer vision. Since CNN models are the representatives of supervised learning algorithms, they demand large amount of data in order to train the classifiers. Thus, obtaining data with correct labels is imperative to attain the state-of-the-art performance of the CNN models. However, labelling datasets is quite tedious and expensive process, therefore real-life datasets often exhibit incorrect labels. Although the issue of poorly labelled datasets has been studied before, we have noticed that the methods are very complex and hard to reproduce. Therefore, in this research work, we propose Deep CleanNet - a considerably simple system that achieves competitive results when compared to the existing methods. We use K-means clustering algorithm for selecting data with correct labels and train the new dataset using a deep CNN model. The technique achieves competitive results in both training and validation stages. We conducted experiments using MNIST database of handwritten digits with 50% corrupted labels and achieved up to 10 and 20% increase in training and validation sets accuracy scores, respectively.

• Proceedings of the KIEE Conference
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• 1995.07b
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• pp.591-593
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• 1995

Artificial neural network based pattern recognition method is one of the most probable candidate for on-line power system transient stability analysis. Especially, Kohonen layer is an adequate neural network for the purpose. Each node of Kehonen layer competes on the basis of which of them has its clustering center closest to an input vector. This paper discusses Kohonen's LVQ(Learning Victor Quantization) and points out a defection of the algorithm when applied to the transient stability analysis. Only the clustering centers located near the decision boundary of the stability region is needed for the stability criterion and the centers far from the decision boundary are redundant. This paper presents a new algorithm ratted boundary searching algorithm II which assigns only the points that are near the boundary in an input space to nodes or Kohonen layer as their clustering centers. This algorithm is demonstrated with satisfaction using 4-generator 6-bus sample power system.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.7
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• pp.3194-3216
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• 2018

Slow Feature Discriminant Analysis (SFDA) is a supervised feature extraction method inspired by biological mechanism. In this paper, a novel method called Two Dimensional Slow Feature Discriminant Analysis via $L_{2,1}$ norm minimization ($2DSFDA-L_{2,1}$) is proposed. $2DSFDA-L_{2,1}$ integrates $L_{2,1}$ norm regularization and 2D statically uncorrelated constraint to extract discriminant feature. First, $L_{2,1}$ norm regularization can promote the projection matrix row-sparsity, which makes the feature selection and subspace learning simultaneously. Second, uncorrelated features of minimum redundancy are effective for classification. We define 2D statistically uncorrelated model that each row (or column) are independent. Third, we provide a feasible solution by transforming the proposed $L_{2,1}$ nonlinear model into a linear regression type. Additionally, $2DSFDA-L_{2,1}$ is extended to a bilateral projection version called $BSFDA-L_{2,1}$. The advantage of $BSFDA-L_{2,1}$ is that an image can be represented with much less coefficients. Experimental results on three face databases demonstrate that the proposed $2DSFDA-L_{2,1}/BSFDA-L_{2,1}$ can obtain competitive performance.

• Asia pacific journal of information systems
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• v.30 no.4
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• pp.879-918
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• 2020

One of the challenges faced by Talent Acquisition teams today pertains to the acquisition of human resources by matching job descriptions and skillsets desired. It is more so in the case of competitive sectors like the Indian IT sector. There can be various channels for Talent Acquisition and accordingly, the cost and benefits might vary. However, the consequences of a mismatch have an impact on the quality of deliverables, high recruitment expenses and loss of revenue for the organization. With increased and diverse sources of data that are available to organizations today, there is ample opportunity to apply analytics for informed decision making in this field. This paper reveals useful insights that help streamline the Talent Acquisition process in the Indian IT Industry. The paper adopts a data-centric approach to examine the critical determinants for efficient and effective Talent Acquisition process in IT organizations. Selected supervised machine learning algorithms are applied for the analysis of the dataset. The study is likely to help organizations in reassessing their talent acquisition strategy with respect to key parameters like expected cost to company (CTC), candidate sourcing channels and optimal joining period.

• Journal of Intelligence and Information Systems
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• v.27 no.1
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• pp.65-82
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• 2021

Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.