Yong-Hyuk Kim

NE
4papers
56citations
Novelty23%
AI Score16

4 Papers

IRSep 1, 2019
Interdependency between the Stock Market and Financial News

EunJeong Hwang, Yong-Hyuk Kim

Stock prices are driven by various factors. In particular, many individual investors who have relatively little financial knowledge rely heavily on the information from news stories when making investment decisions in the stock market. However, these stories may not reflect future stock prices because of the subjectivity in the news; stock prices may instead affect the news contents. This study aims to discover whether it is news or stock prices that have a greater impact on the other. To achieve this, we analyze the relationship between news sentiment and stock prices based on time series analysis using five different classification models. Our experimental results show that stock prices have a bigger impact on the news contents than news does on stock prices.

NEApr 19, 2019
Epistasis-based Basis Estimation Method for Simplifying the Problem Space of an Evolutionary Search in Binary Representation

Junghwan Lee, Yong-Hyuk Kim

An evolutionary search space can be smoothly transformed via a suitable change of basis; however, it can be difficult to determine an appropriate basis. In this paper, a method is proposed to select an optimum basis can be used to simplify an evolutionary search space in a binary encoding scheme. The basis search method is based on a genetic algorithm and the fitness evaluation is based on the epistasis, which is an indicator of the complexity of a genetic algorithm. Two tests were conducted to validate the proposed method when applied to two different evolutionary search problems. The first searched for an appropriate basis to apply, while the second searched for a solution to the test problem. The results obtained after the identified basis had been applied were compared to those with the original basis, and it was found that the proposed method provided superior results.

NEMay 4, 2018
Recent Progress on Graph Partitioning Problems Using Evolutionary Computation

Hye-Jin Kim, Yong-Hyuk Kim

The graph partitioning problem (GPP) is a representative combinatorial optimization problem which is NP-hard. Currently, various approaches to solve GPP have been introduced. Among these, the GPP solution using evolutionary computation (EC) is an effective approach. There has not been any survey on the research applying EC to GPP since 2011. In this survey, we introduce various attempts to apply EC to GPP made in the recent seven years.

NEJul 11, 2014
Charge Scheduling of an Energy Storage System under Time-of-use Pricing and a Demand Charge

Yourim Yoon, Yong-Hyuk Kim

A real-coded genetic algorithm is used to schedule the charging of an energy storage system (ESS), operated in tandem with renewable power by an electricity consumer who is subject to time-of-use pricing and a demand charge. Simulations based on load and generation profiles of typical residential customers show that an ESS scheduled by our algorithm can reduce electricity costs by approximately 17%, compared to a system without an ESS, and by 8% compared to a scheduling algorithm based on net power.