• Journal of Intelligence and Information Systems
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• v.22 no.1
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• pp.187-204
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• 2016

Document classification based on emotional polarity has become a welcomed emerging task owing to the great explosion of data on the Web. In the big data age, there are too many information sources to refer to when making decisions. For example, when considering travel to a city, a person may search reviews from a search engine such as Google or social networking services (SNSs) such as blogs, Twitter, and Facebook. The emotional polarity of positive and negative reviews helps a user decide on whether or not to make a trip. Sentiment analysis of customer reviews has become an important research topic as datamining technology is widely accepted for text mining of the Web. Sentiment analysis has been used to classify documents through machine learning techniques, such as the decision tree, neural networks, and support vector machines (SVMs). is used to determine the attitude, position, and sensibility of people who write articles about various topics that are published on the Web. Regardless of the polarity of customer reviews, emotional reviews are very helpful materials for analyzing the opinions of customers through their reviews. Sentiment analysis helps with understanding what customers really want instantly through the help of automated text mining techniques. Sensitivity analysis utilizes text mining techniques on text on the Web to extract subjective information in the text for text analysis. Sensitivity analysis is utilized to determine the attitudes or positions of the person who wrote the article and presented their opinion about a particular topic. In this study, we developed a model that selects a hot topic from user posts at China's online stock forum by using the k-means algorithm and self-organizing map (SOM). In addition, we developed a detecting model to predict a hot topic by using machine learning techniques such as logit, the decision tree, and SVM. We employed sensitivity analysis to develop our model for the selection and detection of hot topics from China's online stock forum. The sensitivity analysis calculates a sentimental value from a document based on contrast and classification according to the polarity sentimental dictionary (positive or negative). The online stock forum was an attractive site because of its information about stock investment. Users post numerous texts about stock movement by analyzing the market according to government policy announcements, market reports, reports from research institutes on the economy, and even rumors. We divided the online forum's topics into 21 categories to utilize sentiment analysis. One hundred forty-four topics were selected among 21 categories at online forums about stock. The posts were crawled to build a positive and negative text database. We ultimately obtained 21,141 posts on 88 topics by preprocessing the text from March 2013 to February 2015. The interest index was defined to select the hot topics, and the k-means algorithm and SOM presented equivalent results with this data. We developed a decision tree model to detect hot topics with three algorithms: CHAID, CART, and C4.5. The results of CHAID were subpar compared to the others. We also employed SVM to detect the hot topics from negative data. The SVM models were trained with the radial basis function (RBF) kernel function by a grid search to detect the hot topics. The detection of hot topics by using sentiment analysis provides the latest trends and hot topics in the stock forum for investors so that they no longer need to search the vast amounts of information on the Web. Our proposed model is also helpful to rapidly determine customers' signals or attitudes towards government policy and firms' products and services.

• Korean Journal of Cognitive Science
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• v.33 no.1
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• pp.51-75
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• 2022

Transcranial direct current stimulation (tDCS) is a non-invasive brain stimulation that is able to alter neuronal activity in particular brain regions. Many studies have researched how tDCS modulates neuronal activity and reorganizes neural networks. However it is difficult to conclude the effect of brain stimulation because the studies are heterogeneous with respect to the stimulation parameter as well as individual difference. It is not fully in agreement with the effects of brain stimulation. In particular few studies have researched the reason of variability of brain stimulation in response to time so far. The study investigated individual variability of brain stimulation based on circadian rhythm and chronotype. Participants were divided into two groups which are morning type and evening type. The experiment was conducted by Zoom meeting which is video meeting programs. Participants were sent experiment tool which are Muse(EEG device), tdcs device, cell phone and cell phone holder after manuals for experimental equipment were explained. Participants were required to make a phone in frount of a camera so that experimenter can monitor online EEG data. Two participants who was difficult to use experimental devices experimented in a laboratory setting where experimenter set up devices. For all participants the accuracy of 98% was achieved by SVM using leave one out cross validation in classification in the the effects of morning stimulation and the evening stimulation. For morning type, the accuracy of 92% and 96% was achieved in classification in the morning stimulation and the evening stimulation. For evening type, it was 94% accuracy in classification for the effect of brain stimulation in the morning and the evening. Feature importance was different both in classification in the morning stimulation and the evening stimulation for morning type and evening type. Results indicated that the effect of brain stimulation can be explained with brain state and trait. Our study results noted that the tDCS protocol for target state is manipulated by individual differences as well as target state.

• Journal of Korea Water Resources Association
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• v.57 no.3
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• pp.181-193
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• 2024

The increasing atmospheric imbalance caused by climate change leads to an elevation in precipitation, resulting in a heightened frequency of flooding. Consequently, there is a growing need for technology to detect and monitor these occurrences, especially as the frequency of flooding events rises. To minimize flood damage, continuous monitoring is essential, and flood areas can be detected by the Synthetic Aperture Radar (SAR) imagery, which is not affected by climate conditions. The observed data undergoes a preprocessing step, utilizing a median filter to reduce noise. Classification techniques were employed to classify water bodies and non-water bodies, with the aim of evaluating the effectiveness of each method in flood detection. In this study, the Otsu method and Support Vector Machine (SVM) technique were utilized for the classification of water bodies and non-water bodies. The overall performance of the models was assessed using a Confusion Matrix. The suitability of flood detection was evaluated by comparing the Otsu method, an optimal threshold-based classifier, with SVM, a machine learning technique that minimizes misclassifications through training. The Otsu method demonstrated suitability in delineating boundaries between water and non-water bodies but exhibited a higher rate of misclassifications due to the influence of mixed substances. Conversely, the use of SVM resulted in a lower false positive rate and proved less sensitive to mixed substances. Consequently, SVM exhibited higher accuracy under conditions excluding flooding. While the Otsu method showed slightly higher accuracy in flood conditions compared to SVM, the difference in accuracy was less than 5% (Otsu: 0.93, SVM: 0.90). However, in pre-flooding and post-flooding conditions, the accuracy difference was more than 15%, indicating that SVM is more suitable for water body and flood detection (Otsu: 0.77, SVM: 0.92). Based on the findings of this study, it is anticipated that more accurate detection of water bodies and floods could contribute to minimizing flood-related damages and losses.

• Journal of Intelligence and Information Systems
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• v.27 no.4
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• pp.73-95
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• 2021

This study uses Node2vec graph embedding method and Light GBM link prediction to explore undeveloped export candidate countries in Korea's food and beverage industry. Node2vec is the method that improves the limit of the structural equivalence representation of the network, which is known to be relatively weak compared to the existing link prediction method based on the number of common neighbors of the network. Therefore, the method is known to show excellent performance in both community detection and structural equivalence of the network. The vector value obtained by embedding the network in this way operates under the condition of a constant length from an arbitrarily designated starting point node. Therefore, it has the advantage that it is easy to apply the sequence of nodes as an input value to the model for downstream tasks such as Logistic Regression, Support Vector Machine, and Random Forest. Based on these features of the Node2vec graph embedding method, this study applied the above method to the international trade information of the Korean food and beverage industry. Through this, we intend to contribute to creating the effect of extensive margin diversification in Korea in the global value chain relationship of the industry. The optimal predictive model derived from the results of this study recorded a precision of 0.95 and a recall of 0.79, and an F1 score of 0.86, showing excellent performance. This performance was shown to be superior to that of the binary classifier based on Logistic Regression set as the baseline model. In the baseline model, a precision of 0.95 and a recall of 0.73 were recorded, and an F1 score of 0.83 was recorded. In addition, the light GBM-based optimal prediction model derived from this study showed superior performance than the link prediction model of previous studies, which is set as a benchmarking model in this study. The predictive model of the previous study recorded only a recall rate of 0.75, but the proposed model of this study showed better performance which recall rate is 0.79. The difference in the performance of the prediction results between benchmarking model and this study model is due to the model learning strategy. In this study, groups were classified by the trade value scale, and prediction models were trained differently for these groups. Specific methods are (1) a method of randomly masking and learning a model for all trades without setting specific conditions for trade value, (2) arbitrarily masking a part of the trades with an average trade value or higher and using the model method, and (3) a method of arbitrarily masking some of the trades with the top 25% or higher trade value and learning the model. As a result of the experiment, it was confirmed that the performance of the model trained by randomly masking some of the trades with the above-average trade value in this method was the best and appeared stably. It was found that most of the results of potential export candidates for Korea derived through the above model appeared appropriate through additional investigation. Combining the above, this study could suggest the practical utility of the link prediction method applying Node2vec and Light GBM. In addition, useful implications could be derived for weight update strategies that can perform better link prediction while training the model. On the other hand, this study also has policy utility because it is applied to trade transactions that have not been performed much in the research related to link prediction based on graph embedding. The results of this study support a rapid response to changes in the global value chain such as the recent US-China trade conflict or Japan's export regulations, and I think that it has sufficient usefulness as a tool for policy decision-making.

• Journal of Intelligence and Information Systems
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• v.23 no.1
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• pp.47-67
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• 2017

Steel plate faults is one of important factors to affect the quality and price of the steel plates. So far many steelmakers generally have used visual inspection method that could be based on an inspector's intuition or experience. Specifically, the inspector checks the steel plate faults by looking the surface of the steel plates. However, the accuracy of this method is critically low that it can cause errors above 30% in judgment. Therefore, accurate steel plate faults diagnosis system has been continuously required in the industry. In order to meet the needs, this study proposed a new steel plate faults diagnosis system using Simultaneous MTS (S-MTS), which is an advanced Mahalanobis Taguchi System (MTS) algorithm, to classify various surface defects of the steel plates. MTS has generally been used to solve binary classification problems in various fields, but MTS was not used for multiclass classification due to its low accuracy. The reason is that only one mahalanobis space is established in the MTS. In contrast, S-MTS is suitable for multi-class classification. That is, S-MTS establishes individual mahalanobis space for each class. 'Simultaneous' implies comparing mahalanobis distances at the same time. The proposed steel plate faults diagnosis system was developed in four main stages. In the first stage, after various reference groups and related variables are defined, data of the steel plate faults is collected and used to establish the individual mahalanobis space per the reference groups and construct the full measurement scale. In the second stage, the mahalanobis distances of test groups is calculated based on the established mahalanobis spaces of the reference groups. Then, appropriateness of the spaces is verified by examining the separability of the mahalanobis diatances. In the third stage, orthogonal arrays and Signal-to-Noise (SN) ratio of dynamic type are applied for variable optimization. Also, Overall SN ratio gain is derived from the SN ratio and SN ratio gain. If the derived overall SN ratio gain is negative, it means that the variable should be removed. However, the variable with the positive gain may be considered as worth keeping. Finally, in the fourth stage, the measurement scale that is composed of selected useful variables is reconstructed. Next, an experimental test should be implemented to verify the ability of multi-class classification and thus the accuracy of the classification is acquired. If the accuracy is acceptable, this diagnosis system can be used for future applications. Also, this study compared the accuracy of the proposed steel plate faults diagnosis system with that of other popular classification algorithms including Decision Tree, Multi Perception Neural Network (MLPNN), Logistic Regression (LR), Support Vector Machine (SVM), Tree Bagger Random Forest, Grid Search (GS), Genetic Algorithm (GA) and Particle Swarm Optimization (PSO). The steel plates faults dataset used in the study is taken from the University of California at Irvine (UCI) machine learning repository. As a result, the proposed steel plate faults diagnosis system based on S-MTS shows 90.79% of classification accuracy. The accuracy of the proposed diagnosis system is 6-27% higher than MLPNN, LR, GS, GA and PSO. Based on the fact that the accuracy of commercial systems is only about 75-80%, it means that the proposed system has enough classification performance to be applied in the industry. In addition, the proposed system can reduce the number of measurement sensors that are installed in the fields because of variable optimization process. These results show that the proposed system not only can have a good ability on the steel plate faults diagnosis but also reduce operation and maintenance cost. For our future work, it will be applied in the fields to validate actual effectiveness of the proposed system and plan to improve the accuracy based on the results.

• Journal of Intelligence and Information Systems
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• v.22 no.3
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• pp.129-142
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• 2016

Customer product reviews have become one of the important factors for purchase decision makings. Customers believe that reviews written by others who have already had an experience with the product offer more reliable information than that provided by sellers. However, there are too many products and reviews, the advantage of e-commerce can be overwhelmed by increasing search costs. Reading all of the reviews to find out the pros and cons of a certain product can be exhausting. To help users find the most useful information about products without much difficulty, e-commerce companies try to provide various ways for customers to write and rate product reviews. To assist potential customers, online stores have devised various ways to provide useful customer reviews. Different methods have been developed to classify and recommend useful reviews to customers, primarily using feedback provided by customers about the helpfulness of reviews. Most shopping websites provide customer reviews and offer the following information: the average preference of a product, the number of customers who have participated in preference voting, and preference distribution. Most information on the helpfulness of product reviews is collected through a voting system. Amazon.com asks customers whether a review on a certain product is helpful, and it places the most helpful favorable and the most helpful critical review at the top of the list of product reviews. Some companies also predict the usefulness of a review based on certain attributes including length, author(s), and the words used, publishing only reviews that are likely to be useful. Text mining approaches have been used for classifying useful reviews in advance. To apply a text mining approach based on all reviews for a product, we need to build a term-document matrix. We have to extract all words from reviews and build a matrix with the number of occurrences of a term in a review. Since there are many reviews, the size of term-document matrix is so large. It caused difficulties to apply text mining algorithms with the large term-document matrix. Thus, researchers need to delete some terms in terms of sparsity since sparse words have little effects on classifications or predictions. The purpose of this study is to suggest a better way of building term-document matrix by deleting useless terms for review classification. In this study, we propose neutrality index to select words to be deleted. Many words still appear in both classifications - useful and not useful - and these words have little or negative effects on classification performances. Thus, we defined these words as neutral terms and deleted neutral terms which are appeared in both classifications similarly. After deleting sparse words, we selected words to be deleted in terms of neutrality. We tested our approach with Amazon.com's review data from five different product categories: Cellphones & Accessories, Movies & TV program, Automotive, CDs & Vinyl, Clothing, Shoes & Jewelry. We used reviews which got greater than four votes by users and 60% of the ratio of useful votes among total votes is the threshold to classify useful and not-useful reviews. We randomly selected 1,500 useful reviews and 1,500 not-useful reviews for each product category. And then we applied Information Gain and Support Vector Machine algorithms to classify the reviews and compared the classification performances in terms of precision, recall, and F-measure. Though the performances vary according to product categories and data sets, deleting terms with sparsity and neutrality showed the best performances in terms of F-measure for the two classification algorithms. However, deleting terms with sparsity only showed the best performances in terms of Recall for Information Gain and using all terms showed the best performances in terms of precision for SVM. Thus, it needs to be careful for selecting term deleting methods and classification algorithms based on data sets.

• Journal of Intelligence and Information Systems
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• v.22 no.3
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• pp.71-89
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• 2016

Sentiment analysis is used for identifying emotions or sentiments embedded in the user generated data such as customer reviews from blogs, social network services, and so on. Various research fields such as computer science and business management can take advantage of this feature to analyze customer-generated opinions. In previous studies, the star rating of a review is regarded as the same as sentiment embedded in the text. However, it does not always correspond to the sentiment polarity. Due to this supposition, previous studies have some limitations in their accuracy. To solve this issue, the present study uses a supervised sentiment classification model to measure a more accurate sentiment polarity. This study aims to propose an advanced sentiment classifier and to discover the correlation between movie reviews and box-office success. The advanced sentiment classifier is based on two supervised machine learning techniques, the Support Vector Machines (SVM) and Feedforward Neural Network (FNN). The sentiment scores of the movie reviews are measured by the sentiment classifier and are analyzed by statistical correlations between movie reviews and box-office success. Movie reviews are collected along with a star-rate. The dataset used in this study consists of 1,258,538 reviews from 175 films gathered from Naver Movie website (movie.naver.com). The results show that the proposed sentiment classifier outperforms Naive Bayes (NB) classifier as its accuracy is about 6% higher than NB. Furthermore, the results indicate that there are positive correlations between the star-rate and the number of audiences, which can be regarded as the box-office success of a movie. The study also shows that there is the mild, positive correlation between the sentiment scores estimated by the classifier and the number of audiences. To verify the applicability of the sentiment scores, an independent sample t-test was conducted. For this, the movies were divided into two groups using the average of sentiment scores. The two groups are significantly different in terms of the star-rated scores.

• Asia pacific journal of information systems
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• v.24 no.2
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• pp.233-253
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• 2014

Can the stock market really be predicted? Stock market prediction has attracted much attention from many fields including business, economics, statistics, and mathematics. Early research on stock market prediction was based on random walk theory (RWT) and the efficient market hypothesis (EMH). According to the EMH, stock market are largely driven by new information rather than present and past prices. Since it is unpredictable, stock market will follow a random walk. Even though these theories, Schumaker [2010] asserted that people keep trying to predict the stock market by using artificial intelligence, statistical estimates, and mathematical models. Mathematical approaches include Percolation Methods, Log-Periodic Oscillations and Wavelet Transforms to model future prices. Examples of artificial intelligence approaches that deals with optimization and machine learning are Genetic Algorithms, Support Vector Machines (SVM) and Neural Networks. Statistical approaches typically predicts the future by using past stock market data. Recently, financial engineers have started to predict the stock prices movement pattern by using the SNS data. SNS is the place where peoples opinions and ideas are freely flow and affect others' beliefs on certain things. Through word-of-mouth in SNS, people share product usage experiences, subjective feelings, and commonly accompanying sentiment or mood with others. An increasing number of empirical analyses of sentiment and mood are based on textual collections of public user generated data on the web. The Opinion mining is one domain of the data mining fields extracting public opinions exposed in SNS by utilizing data mining. There have been many studies on the issues of opinion mining from Web sources such as product reviews, forum posts and blogs. In relation to this literatures, we are trying to understand the effects of SNS exposures of firms on stock prices in Korea. Similarly to Bollen et al. [2011], we empirically analyze the impact of SNS exposures on stock return rates. We use Social Metrics by Daum Soft, an SNS big data analysis company in Korea. Social Metrics provides trends and public opinions in Twitter and blogs by using natural language process and analysis tools. It collects the sentences circulated in the Twitter in real time, and breaks down these sentences into the word units and then extracts keywords. In this study, we classify firms' exposures in SNS into two groups: positive and negative. To test the correlation and causation relationship between SNS exposures and stock price returns, we first collect 252 firms' stock prices and KRX100 index in the Korea Stock Exchange (KRX) from May 25, 2012 to September 1, 2012. We also gather the public attitudes (positive, negative) about these firms from Social Metrics over the same period of time. We conduct regression analysis between stock prices and the number of SNS exposures. Having checked the correlation between the two variables, we perform Granger causality test to see the causation direction between the two variables. The research result is that the number of total SNS exposures is positively related with stock market returns. The number of positive mentions of has also positive relationship with stock market returns. Contrarily, the number of negative mentions has negative relationship with stock market returns, but this relationship is statistically not significant. This means that the impact of positive mentions is statistically bigger than the impact of negative mentions. We also investigate whether the impacts are moderated by industry type and firm's size. We find that the SNS exposures impacts are bigger for IT firms than for non-IT firms, and bigger for small sized firms than for large sized firms. The results of Granger causality test shows change of stock price return is caused by SNS exposures, while the causation of the other way round is not significant. Therefore the correlation relationship between SNS exposures and stock prices has uni-direction causality. The more a firm is exposed in SNS, the more is the stock price likely to increase, while stock price changes may not cause more SNS mentions.

• Journal of Intelligence and Information Systems
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• v.17 no.4
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• pp.95-108
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• 2011

TThis is a study of the personalization method that intelligently adapts the level of clustering considering purchasing index of a customer. In the e-biz era, many companies gather customers' demographic and transactional information such as age, gender, purchasing date and product category. They use this information to predict customer's preferences or purchasing patterns so that they can provide more customized services to their customers. The previous Customer-Segmentation method provides customized services for each customer group. This method clusters a whole customer set into different groups based on their similarity and builds predictive models for the resulting groups. Thus, it can manage the number of predictive models and also provide more data for the customers who do not have enough data to build a good predictive model by using the data of other similar customers. However, this method often fails to provide highly personalized services to each customer, which is especially important to VIP customers. Furthermore, it clusters the customers who already have a considerable amount of data as well as the customers who only have small amount of data, which causes to increase computational cost unnecessarily without significant performance improvement. The other conventional method called 1-to-1 method provides more customized services than the Customer-Segmentation method for each individual customer since the predictive model are built using only the data for the individual customer. This method not only provides highly personalized services but also builds a relatively simple and less costly model that satisfies with each customer. However, the 1-to-1 method has a limitation that it does not produce a good predictive model when a customer has only a few numbers of data. In other words, if a customer has insufficient number of transactional data then the performance rate of this method deteriorate. In order to overcome the limitations of these two conventional methods, we suggested the new method called Intelligent Customer Segmentation method that provides adaptive personalized services according to the customer's purchasing index. The suggested method clusters customers according to their purchasing index, so that the prediction for the less purchasing customers are based on the data in more intensively clustered groups, and for the VIP customers, who already have a considerable amount of data, clustered to a much lesser extent or not clustered at all. The main idea of this method is that applying clustering technique when the number of transactional data of the target customer is less than the predefined criterion data size. In order to find this criterion number, we suggest the algorithm called sliding window correlation analysis in this study. The algorithm purposes to find the transactional data size that the performance of the 1-to-1 method is radically decreased due to the data sparity. After finding this criterion data size, we apply the conventional 1-to-1 method for the customers who have more data than the criterion and apply clustering technique who have less than this amount until they can use at least the predefined criterion amount of data for model building processes. We apply the two conventional methods and the newly suggested method to Neilsen's beverage purchasing data to predict the purchasing amounts of the customers and the purchasing categories. We use two data mining techniques (Support Vector Machine and Linear Regression) and two types of performance measures (MAE and RMSE) in order to predict two dependent variables as aforementioned. The results show that the suggested Intelligent Customer Segmentation method can outperform the conventional 1-to-1 method in many cases and produces the same level of performances compare with the Customer-Segmentation method spending much less computational cost.

• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.