• Journal of the Korean Institute of Intelligent Systems
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• v.17 no.7
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• pp.881-886
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• 2007

Fuzzy inference has the advantage which can process the ambiguous knowledge. However the associated attributes of fuzzy rules are difficult to determine useful and important rules because the redundant attribute of rules is more than enough. In this paper, we propose a method to minimize the number of rules and preserve the accuracy of inference results by using fuzzy relative cardinality after removing unnecessary attributes from rough set. From the experimental results, we can see the fact that the proposed method provides better results (e.g the number of rules) than those of general rough set with the redundant attributes.

• Journal of the Korean Institute of Intelligent Systems
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• v.11 no.3
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• pp.258-263
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• 2001

This paper complements the shortcomings of the original edge following algorithm. We propose a new edge following method which exploits the uncertainty residing in fingerprint analysis. Based on fuzzy set theory, the proposed algorithm computes the current local quality of a fingerplinL image by considering two Jocal properties: a relative cardinality of fuzzy set and a local variance. According to the calculated local quality infonnation, we dynamically adopt the appropriate different methods.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2007.11a
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• pp.261-264
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• 2007

퍼지 추론은 애매한 지식을 효과적으로 처리할 수 있는 장점이 있다. 그러나 규칙의 연관속성은 규칙을 과다하게 생성하기 때문에 유용하고 중요한 규칙을 결정하는데 여러 가지 문제점이었다. 본 논문에서는 퍼지 규칙에서 규칙간의 상관성을 고려하여 불필요한 속성을 제거하고, 퍼지규칙의 상대농도를 이용하여 추론결과의 정확성을 유지하면서 규칙의 수를 최소화 하는 방법을 제안한다. 제안한 방법의 타당성을 검증하기 위하여 기존의 규칙 감축 방법에 따른 출론 결과와 비교 검증하였다.

• Korean Management Science Review
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• v.29 no.1
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• pp.57-71
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• 2012

In this paper, we deal with a sector investment strategy by implementing the black-litterman model that incorporates expert evaluation and sector rotation momentum. Expert evaluation analyzes the relative performance of the industry sector compared with the market, while sector rotation momentum reflects the price impact of significant sector anomaly. In addition, we consider the portfolio impact of sector cardinality and weight constraints within the context of mean-variance portfolio optimization. Finally, we demonstrate the empirical viability of the proposed sector investment strategy with KOSPI 200 data.

• Communications of the Korean Mathematical Society
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• v.9 no.4
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• pp.881-889
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• 1994

Let ($X, \Beta, \mu$) be a measure space with the $\sigma$-algebra $\Beta$ and the probability measure $\mu$. Throughouth this article set equalities and inclusions are understood as being so modulo measure zero sets. A transformation T defined on a probability space X is said to be measure preserving if $\mu(T^{-1}E) = \mu(E)$ for $E \in B$. It is said to be ergodic if $\mu(E) = 0$ or i whenever $T^{-1}E = E$ for $E \in B$. Consider the sequence ${x, Tx, T^2x,...}$ for $x \in X$. One may ask the following questions: What is the relative frequency of the points $T^nx$ which visit the set E\ulcorner Birkhoff Ergodic Theorem states that for an ergodic transformation T the time average $lim_{n \to \infty}(1/N)\sum^{N-1}_{n=0}{f(T^nx)}$ equals for almost every x the space average $(1/\mu(X)) \int_X f(x)d\mu(x)$. In the special case when f is the characteristic function $\chi E$ of a set E and T is ergodic we have the following formula for the frequency of visits of T-iterates to E : $$ lim_{N \to \infty} \frac{$\mid${n : T^n x \in E, 0 \leq n $\mid$}{N} = \mu(E) $$ for almost all $x \in X$ where $$\mid$\cdot$\mid$$ denotes cardinality of a set. For the details, see [8], [10].