• Information Systems Review
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• v.25 no.4
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• pp.27-45
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• 2023

The importance of information security has grown alongside the development of information and communication technology. However, companies struggle to select suitable countermeasures within their limited budgets. Sönmez and Kılıç (2021) proposed a model using AHP and mixed integer programming to determine the optimal investment combination for mitigating information security breaches. However, their model had limitations: 1) a lack of objective measurement for countermeasure efficacy against security threats, 2) unrealistic scenarios where risk reduction surpassed pre-investment levels, and 3) cost duplication when using a single countermeasure for multiple threats. This paper enhances the model by objectively quantifying countermeasure efficacy using the beta probability distribution. It also resolves unrealistic scenarios and the issue of duplicating investments for a single countermeasure. An empirical analysis was conducted on domestic SMEs to determine investment budgets and risk levels. The improved model outperformed Sönmez and Kılıç's (2021) optimization model. By employing the proposed effectiveness measurement approach, difficulty to evaluate countermeasures can be quantified. Utilizing the improved optimization model allows for deriving an optimal investment portfolio for each countermeasure within a fixed budget, considering information security costs, quantities, and effectiveness. This aids in securing the information security budget and effectively addressing information security threats.

• Information Systems Review
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• v.16 no.3
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• pp.161-177
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• 2014

Corporate credit rating assessment consists of complicated processes in which various factors describing a company are taken into consideration. Such assessment is known to be very expensive since domain experts should be employed to assess the ratings. As a result, the data-driven corporate credit rating prediction using statistical and artificial intelligence (AI) techniques has received considerable attention from researchers and practitioners. In particular, statistical methods such as multiple discriminant analysis (MDA) and multinomial logistic regression analysis (MLOGIT), and AI methods including case-based reasoning (CBR), artificial neural network (ANN), and multiclass support vector machine (MSVM) have been applied to corporate credit rating.2) Among them, MSVM has recently become popular because of its robustness and high prediction accuracy. In this study, we propose a novel optimized MSVM model, and appy it to corporate credit rating prediction in order to enhance the accuracy. Our model, named 'GAMSVM (Genetic Algorithm-optimized Multiclass Support Vector Machine),' is designed to simultaneously optimize the kernel parameters and the feature subset selection. Prior studies like Lorena and de Carvalho (2008), and Chatterjee (2013) show that proper kernel parameters may improve the performance of MSVMs. Also, the results from the studies such as Shieh and Yang (2008) and Chatterjee (2013) imply that appropriate feature selection may lead to higher prediction accuracy. Based on these prior studies, we propose to apply GAMSVM to corporate credit rating prediction. As a tool for optimizing the kernel parameters and the feature subset selection, we suggest genetic algorithm (GA). GA is known as an efficient and effective search method that attempts to simulate the biological evolution phenomenon. By applying genetic operations such as selection, crossover, and mutation, it is designed to gradually improve the search results. Especially, mutation operator prevents GA from falling into the local optima, thus we can find the globally optimal or near-optimal solution using it. GA has popularly been applied to search optimal parameters or feature subset selections of AI techniques including MSVM. With these reasons, we also adopt GA as an optimization tool. To empirically validate the usefulness of GAMSVM, we applied it to a real-world case of credit rating in Korea. Our application is in bond rating, which is the most frequently studied area of credit rating for specific debt issues or other financial obligations. The experimental dataset was collected from a large credit rating company in South Korea. It contained 39 financial ratios of 1,295 companies in the manufacturing industry, and their credit ratings. Using various statistical methods including the one-way ANOVA and the stepwise MDA, we selected 14 financial ratios as the candidate independent variables. The dependent variable, i.e. credit rating, was labeled as four classes: 1(A1); 2(A2); 3(A3); 4(B and C). 80 percent of total data for each class was used for training, and remaining 20 percent was used for validation. And, to overcome small sample size, we applied five-fold cross validation to our dataset. In order to examine the competitiveness of the proposed model, we also experimented several comparative models including MDA, MLOGIT, CBR, ANN and MSVM. In case of MSVM, we adopted One-Against-One (OAO) and DAGSVM (Directed Acyclic Graph SVM) approaches because they are known to be the most accurate approaches among various MSVM approaches. GAMSVM was implemented using LIBSVM-an open-source software, and Evolver 5.5-a commercial software enables GA. Other comparative models were experimented using various statistical and AI packages such as SPSS for Windows, Neuroshell, and Microsoft Excel VBA (Visual Basic for Applications). Experimental results showed that the proposed model-GAMSVM-outperformed all the competitive models. In addition, the model was found to use less independent variables, but to show higher accuracy. In our experiments, five variables such as X7 (total debt), X9 (sales per employee), X13 (years after founded), X15 (accumulated earning to total asset), and X39 (the index related to the cash flows from operating activity) were found to be the most important factors in predicting the corporate credit ratings. However, the values of the finally selected kernel parameters were found to be almost same among the data subsets. To examine whether the predictive performance of GAMSVM was significantly greater than those of other models, we used the McNemar test. As a result, we found that GAMSVM was better than MDA, MLOGIT, CBR, and ANN at the 1% significance level, and better than OAO and DAGSVM at the 5% significance level.

• Journal of the Korean GEO-environmental Society
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• v.18 no.2
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• pp.47-51
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• 2017

In this study, the optimization algorithm by inverse analysis that is the core of the adaptive management technique was adopted to update the soil engineering properties based on the ground response during the construction. Adaptive management technique is the framework wherein construction and design procedures are adjusted based on observations and measurements made as construction proceeds. To evaluate the performance of the adaptive management technique, the numerical simulation for the triaxial tests and the synthetic deep excavation were conducted with the Hardening Soil model. To effectively conduct the analysis, the effective parameters among the parameters employed in the model were selected based on the composite scaled sensitivity analysis. The results from the undrained triaxial tests performed with soft Chicago clays were used for the parameter calibration. The simulation for the synthetic deep excavation were conducted assuming that the soil engineering parameters obtained from the triaxial simulation represent the actual field condition. These values were used as the reference values. The observation for the synthetic deep excavation simulations was the horizontal displacement of the support wall that has the highest composite scaled sensitivity among the other possible observations. It was found that the horizontal displacement of the support wall with the various initial soil properties were converged to the reference displacement by using the adaptive management technique.

• Bulletin of the Society of Naval Architects of Korea
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• v.27 no.2
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• pp.63-77
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• 1990

The combined deckstructure-car system of a car carrier is especially sensitive to hull girder vibrations due to mechanical excitations and wave loads. For the free and forced vibration analysis of the system, the analytical methods based on the receptance method and two schemes for efficient applications of the methods are presented. The methods are especially relevant to dynamical reanalysis of the system subject to design modification or to dynamic optimization. The deck-car system is modelled as a combined system consisting of a stiffened plate representing deck, primary structure, and attached subsystems such as pillars, additional stiffeners and damped spring-mass systems representing cars/trucks. For response calculations of the system subjected to displacement excitations along the boundaries, the support displacement transfer ratio conceptually similar to the receptance is introduced. For the verification of accuracy and calculation efficiency of the proposed methods, numerical and experimental investigations are carried out.

• Journal of the Korean Institute of Intelligent Systems
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• v.23 no.4
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• pp.354-359
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• 2013

In this paper, we suggested the method for implementation of unsupervised nonlinear classification using Binary Harmony Search (BHS) algorithm, which is known as a optimization algorithm. Various algorithms have been suggested for classification of feature vectors from the process of machine learning for pattern recognition or EEG signal analysis processing. Supervised learning based support vector machine or fuzzy c-mean (FCM) based on unsupervised learning have been used for classification in the field. However, conventional methods were hard to apply nonlinear dataset classification or required prior information for supervised learning. We solved this problems with proposed classification method using heuristic approach which took the minimal Euclidean distance between vectors, then we assumed them as same class and the others were another class. For the comparison, we used FCM, self-organizing map (SOM) based on artificial neural network (ANN). KEEL machine learning datset was used for simulation. We concluded that proposed method was superior than other algorithms.

• Journal of the Korean Chemical Society
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• v.53 no.6
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• pp.653-662
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• 2009

Developing effective tools for predicting absorption, distribution, metabolism, excretion properties and toxicity (ADME/T) of new chemical entities in the early stage of drug design is one of the most important tasks in drug discovery and development today. As one of these attempts, support vector machines (SVM) has recently been exploited for the prediction of ADME/T related properties. However, two problems in SVM modeling, i.e. feature selection and parameters setting, are still far from solved. The two problems have been shown to be crucial to the efficiency and accuracy of SVM classification. In particular, the feature selection and optimal SVM parameters setting influence each other, which indicates that they should be dealt with simultaneously. In this account, we present an integrated practical solution, in which genetic-based algorithm (GA) is used for feature selection and grid search (GS) method for parameters optimization. hERG ion-channel inhibitor classification models of ADME/T related properties has been built for assessing and testing the proposed GA-GS-SVM. We generated 6 different models that are 3 different single models and 3 different ensemble models using training set - 1891 compounds and validated with external test set - 175 compounds. We compared single model with ensemble model to solve data imbalance problems. It was able to improve accuracy of prediction to use ensemble model.

• Journal of the Korea Society of Computer and Information
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• v.15 no.8
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• pp.13-21
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• 2010

One of the most distinguished features of the DHP association rules mining algorithm is that it counts the support of hash key combinations composed of k items at phase k-1, and uses the counted support for pruning candidate large itemsets to improve performance. At this time, it is desirable for each hash key combination to have a separate count variable, where it is impossible to allocate the variables owing to memory shortage. So, the algorithm uses a direct hashing mechanism in which several hash key combinations conflict and are counted in a same hash bucket. But the direct hashing mechanism is not efficient because the distribution of hash key combinations is unvalanced by the characteristics sourced from the mining process. This paper proposes a mapped perfect hashing function which maps the region of hash key combinations into a continuous integer space for phase 3 and maximizes the efficiency of direct hashing mechanism. The results of a performance test experimented on 42 test data sets shows that the average performance improvement of the proposed hashing mechanism is 7.3% compared to the existing method, and the highest performance improvement is 16.9%. Also, it shows that the proposed method is more efficient in case the length of transactions or large itemsets are long or the number of total items is large.

• Applied Chemistry for Engineering
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• v.32 no.3
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• pp.326-331
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• 2021

In this study, the preparation conditions for a TiO₂-based vanadium-based catalyst for oxidizing hydrogen sulfide at room temperature were optimized. Four types of commercial TiO₂ were used as a catalyst support and the performance evaluation of hydrogen sulfide oxidation at room temperature of V/TiO₂ by varying vanadium contents prepared using the impregnation method was performed. Among the types of TiO₂ tested, it was confirmed that the catalyst with the vanadium content of 5% and based on TiO₂(A) has the best hydrogen sulfide conversion rate of 58%. By comparing the physical and chemical properties of the catalyst, the specific surface area of the support and the species of dominant vanadium are the major factor in catalyst performance. In order to confirm the regeneration characteristics of the catalyst with reduced activity, heat treatment was performed at 400 ℃ for 2 h, and the amount of hydrogen sulfide oxidation decreased by 10% due to the partial deposition of sulfur in the regenerated catalyst, but it was confirmed that the initial performance was similar.

• Journal of Navigation and Port Research
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• v.46 no.3
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• pp.280-288
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• 2022

This study examined the diagnostics of abnormalities and faults of equipment, whose rotational speed changes even during regular operation. The purpose of this study was to suggest a procedure that can properly apply machine learning to the time series data, comprising non-stationary characteristics as the rotational speed changes. Anomaly and fault diagnosis was performed using machine learning: k-Nearest Neighbor (k-NN), Support Vector Machine (SVM), and Random Forest. To compare the diagnostic accuracy, an autoencoder was used for anomaly detection and a convolution based Conv1D was additionally used for fault diagnosis. Feature vectors comprising statistical and frequency attributes were extracted, and normalization & dimensional reduction were applied to the extracted feature vectors. Changes in the diagnostic accuracy of machine learning according to feature selection, normalization, and dimensional reduction are explained. The hyperparameter optimization process and the layered structure are also described for each algorithm. Finally, results show that machine learning can accurately diagnose the failure of a variable-rotation machine under the appropriate feature treatment, although the convolution algorithms have been widely applied to the considered problem.

• Information Systems Review
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• v.24 no.4
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• pp.23-40
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• 2022

Although Support Vector Machine(SVM) has been used in various fields such as bankruptcy prediction model, the hyperplane learned by SVM in class imbalance problem can be severely skewed toward minority class and has a negative impact on performance because the area of majority class is expanded while the area of minority class is invaded. This study proposed optimized uneven margin SVM(OPT-UMSVM) combining threshold moving or post scaling method with UMSVM to cope with the limitation of the traditional even margin SVM(EMSVM) in class imbalance problem. OPT-UMSVM readjusted the skewed hyperplane to the majority class and had better generation ability than EMSVM improving the sensitivity of minority class and calculating the optimized performance. To validate OPT-UMSVM, 10-fold cross validations were performed on five sub-datasets with different imbalance ratio values. Empirical results showed two main findings. First, UMSVM had a weak effect on improving the performance of EMSVM in balanced datasets, but it greatly outperformed EMSVM in severely imbalanced datasets. Second, compared to EMSVM and conventional UMSVM, OPT-UMSVM had better performance in both balanced and imbalanced datasets and showed a significant difference performance especially in severely imbalanced datasets.