• The Journal of Society for e-Business Studies
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• v.27 no.1
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• pp.63-79
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• 2022

Recently, various studies have been conducted on stock price prediction using machine learning and deep learning techniques. Among these studies, the latest studies have attempted to predict stock prices using limit order books, which contain buy and sell order information of stocks. However, most of the studies using limit order books consider only the trend of limit order books over the most recent period of a specified length, and few studies consider both the medium and short term trends of limit order books. Therefore, in this paper, we propose a deep learning-based prediction model that predicts stock price more accurately by considering both the medium and short term trends of limit order books. Moreover, the proposed model considers news headlines during the same period to reflect the qualitative status of the company in the stock price prediction. The proposed model extracts the features of changes in limit order books with CNNs and the features of news headlines using Word2vec, and combines these information to predict whether a particular company's stock will rise or fall the next day. We conducted experiments to predict the daily stock price fluctuations of five stocks (Amazon, Apple, Facebook, Google, Tesla) with the proposed model using the real NASDAQ limit order book data and news headline data, and the proposed model improved the accuracy by up to 17.66%p and the average by 14.47%p on average. In addition, we conducted a simulated investment with the proposed model and earned a minimum of $492.46 and a maximum of $2,840.93 depending on the stock for 21 business days.

• Journal of Navigation and Port Research
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• v.46 no.3
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• pp.289-296
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• 2022

The purpose of this study was to investigate the inter-correlation between crude oil prices and Dry Bulk Freight rates. Eco-friendly shipping fuels has being actively developed to reduce carbon emission. However, carbon neutrality will take longer than anticipated in terms of the present development process. Because of OVID-19 and the Russian invasion of Ukraine, crude oil price fluctuation has been exacerbated. So we must examine the impact on Dry Bulk Freight rates the oil prices have had, because oil prices play a major role in shipping fuels. By using the VAR (Vector Autoregressive) model with monthly data of crude oil prices (Brent, Dubai and WTI) and Dry Bulk Freight rates (BDI, BCI and (BP I) 2008.10~2022.02, the empirical analysis documents that the oil prices have an impact on Dry bulk Freight rates. From the analysis of the forecast error variance decomposition, WTI has the largest explanatory relationship with the BDI and Dubai ranks seoond, Brent ranks third. In conclusion, WTI and Dubai have the largest impact on the BDI, while there are some differences according to the ship-type.

• Korean Journal of Construction Engineering and Management
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• v.22 no.3
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• pp.52-60
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• 2021

Due to the significant size of overseas construction projects, the cost overrun has enormous impacts on the financial status of construction companies. The managers' appropriate perception and identification of key risk factors in the construction phase notably affect the performance of projects. However, the actual impacts of risk factors and local manager' s perception of them could be deviated. For this reason, we aim to compare the performance of actual cases and general opinions of responsible practitioners in terms of risk factors relevant to cost overruns in order to present a practical strategy for risk management. Firstly, factors classified from literature review were used to simulate 290 cost overruns data sets from 20 cases by introducing Monte-Carlo Simulation and were ranked by standardized coefficients through multiple regression analysis. Secondly, a survey was conducted against 42 local managers to rank their perception of impact on cost overrun with identical factors by using Stepwise Weight Assessment Ratio Analysis (SWARA). Comparison results show that conflicts such as 'conflict with subcontractors' and 'conflict with the local community' have caused excessive cost overrun. However, managers' perception of these as less significant than the actual influences and consider other risks such as 'material price fluctuation' and 'construction quality errors', as relatively serious. Therefore, education for local managers on conflict risks needs to be presented.

• Journal of the Korea Society of Computer and Information
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• v.28 no.1
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• pp.17-26
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• 2023

In this paper, we propose a several smoothing techniques are compared and applied to increase the application of the LSTM-based learning model and its effectiveness. The applied smoothing technique is Savitky-Golay, exponential smoothing, and weighted moving average. Through this study, the LSTM algorithm with the Savitky-Golay filter applied in the preprocessing process showed significant best results in prediction performance than the result value shown when applying the LSTM model to Bitcoin data. To confirm the predictive performance results, the learning loss rate and verification loss rate according to the Savitzky-Golay LSTM model were compared with the case of LSTM used to remove complex factors from Bitcoin price prediction, and experimented with an average value of 20 times to increase its reliability. As a result, values of (3.0556, 0.00005) and (1.4659, 0.00002) could be obtained. As a result, since crypto-currencies such as Bitcoin have more volatility than stocks, noise was removed by applying the Savitzky-Golay in the data preprocessing process, and the data after preprocessing were obtained the most-significant to increase the Bitcoin prediction rate through LSTM neural network learning.

• Environmental and Resource Economics Review
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• v.31 no.2
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• pp.233-260
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• 2022

In this paper, we analyzed how oil price fluctuations affect stock price by industry using the non-parametric quantile causality test method. We used weekly data of WTI spot price, KOSPI index, and 22 industrial stock indices from January 1998 to April 2021. The empirical results show that the effect of changes in oil prices on the KOSPI index was not significant, which can be attributed to mixed responses of diverse stock prices in several industries included in the KOSPI index. Looking at the stock price response to oil price by industry, the 9 of 18 industries, including Cloth, Paper, and Medicine show a causality with oil prices, while 9 industries, including Food, Chemical, and Non-metal do not show a causal relationship. Four industries including Medicine and Communication (0.45~0.85), Cloth (0.15~0.45), and Construction (0.5~0.6) show causality with oil prices more than three quantiles consecutively. However, the quantiles in which causality appeared were different for each industry. From the result, we find that the effects of oil price on the stock prices differ significantly by industry, and even in one industry, and the response to oil price changes is different depending on the market situation. This suggests that the government's macroeconomic policies, such as industrial and employment policies, should be performed in consideration of the differences in the effects of oil price fluctuations by industry and market conditions. It also shows that investors have to rebalance their portfolio by industry when oil prices fluctuate.

• Journal of Practical Agriculture & Fisheries Research
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• v.25 no.2
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• pp.5-11
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• 2023

Rehmannia glutinosa is a perennial herb belonging to the family Scrophulariaceae and is used in traditional oriental medicine. This study was carried out current status of breeding of R. glutinosa, its problems, and the matters to be improved were made. Based on the research data published so far, this study summarized the characteristics of breeds cultivated in Korea and compared and analyzed the status of cultivation area, production, import, and price changes for 15 years from 2008 to 2021. The cultivated area of R. glutinosa is gradually decreasing, and the amount of import is increasing and decreasing repeatedly. Amount of import has declined significantly. There was a lot of disinfection and disposal in the middle of import, and dried Jihwang and Sukjihwang were imported without distinction. R. glutinosa must be cultivated and supplied as a variety desired by the industry, cultivation techniques need to be taught to producers. In order to clearly identify the amount of import, import code of dried Jihwang and Sukjihwang must be classify. In addition, it is necessary to develop and supply harvesting agricultural machines for mechanization. For the stable income of producers, supply control through contract cultivation will ensure stable farm income.

• Resources Recycling
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• v.32 no.3
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• pp.9-17
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• 2023

Efforts are currently underway to develop a method for efficiently recovering lithium from the cathode material of waste lithium iron phosphate batteries (LFP). The successful application of lithium battery recycling can address the regional ubiquity and price volatility of lithium resources, while also mitigating the environmental impact associated with both waste battery material and lithium production processes. The isomorphic substitution leaching process was used to recover lithium from spent lithium iron phosphate batteries. Lithium was leached by the isomorphic substitution of Fe²⁺ in LFP using a relatively inexpensive ferric chloride etching solution as a leaching agent. In the study, the leaching rate of lithium was compared using the ferric chloride etching solution at various multiples of the LFP molar ratio: 0.7, 1.0, 1.3, and 1.6 times. The highest lithium leaching rate was shown at about 98% when using 1.3 times the LFP molar ratio. Subsequently, to eliminate Fe, the leachate was treated with NaOH. The Fe-free solution was then used to synthesize lithium carbonate, and the harvested powder was characterized and validated. The surface shape and crystal phase were analyzed using SEM and XRD analysis, and impurities and purity were confirmed using ICP analysis.

• Journal of the Korean Society of International Agriculture
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• v.23 no.5
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• pp.497-502
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• 2011

Broccoli is considered as one of the functional foods to offer a hearty supply of the nutrient-rich vegetable in the world. Broccoli contains high level of phytochemicals, and that is selected as one of the top 10 vegetables for human health promotion. Especially, glucosinolates and flavonoids are well known as anti free oxygen radicals in vegetables and fruits. In Korea, broccoli consumption has increased to well known on the health-beneficial vegetables since 2000. However, broccoli has many problems of postharvest management since the quality of harvested heads quickly declines. Major problems are the floret yellowing, wilting, off-odor, and decay. The multiple postharvest applications improve broccoli quality and cold treatment including pre-cooling extends on the shelf-life with circumstance of optimum storage which is 0℃ temperature and a range of 95-100% relative humidity. Controlled atmosphere or modified atmosphere packaging can be used as supplemental treatments to extend postharvest life. 1-2% O₂ + 5-10% CO₂ is currently recommended for broccoli. Postharvest management is important for broccoli because price fluctuations depend on harvest time and quality. In this study, we tried to review physiological change of broccoli after the harvest, storage method, and various techniques to optimize quality during distribution.

• Journal of the Korean Association of Geographic Information Studies
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• v.23 no.3
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• pp.192-207
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• 2020

Profitability of upland crops is better than paddy crops and proportion of upland is increasing. However, there is a lack of infrastructures for upland irrigation. The object of this study were to develop water supply scenarios using individual and collective agricultural wells to evaluate economic feasibility to consider geographical analysis of upland farms and water supply facilities. Cheongyang, Dangjin, Yesan, and Goesan were selected as study areas where four different crops of red pepper, chinese cabbage, apple, and bean, respectively, were mainly produced in Chungcheong province. As a result, B/C ratio was estimated as 1.49, 1.36, 1.90, and 0.71 in using individual wells scenario, and 1.45, 1.20, 1.91, and 0.65 in using collective wells scenario for red pepper, chinese cabbage, apple, and bean. It turned out that change of price effected on economic feasibility a lot for crops with low production income. As a result of evaluating economic feasibility by number of plots for developing collective well, there was no effect of economy of scale for red pepper and chinese cabbage. In case of collectivizating more than 20 upland plots, effect of economy of scale appeared for apple and bean. In conclusion, development of water using high value crops including red pepper and apple, and effect of collective well requires additory analysis of .spatial distribution of farms.

• Korean Chemical Engineering Research
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• v.52 no.6
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• pp.826-833
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• 2014

Driven by both environmental and economic reasons, the development of small to medium scale GTL(gas-to-liquid) process for offshore applications and for utilizing other stranded or associated gas has recently been studied increasingly. Microchannel GTL reactors have been prefrered over the conventional GTL reactors for such applications, due to its compactness, and additional advantages of small heat and mass transfer distance desired for high heat transfer performance and reactor conversion. In this work, multi-microchannel reactor was simulated by using commercial CFD code, ANSYS FLUENT, to study the geometric effect of the microchannels on the heat transfer phenomena. A heat generation curve was first calculated by modeling a Fischer-Tropsch reaction in a single-microchannel reactor model using Matlab-ASPEN integration platform. The calculated heat generation curve was implemented to the CFD model. Four design variables based on the microchannel geometry namely coolant channel width, coolant channel height, coolant channel to process channel distance, and coolant channel to coolant channel distance, were selected for calculating three dependent variables namely, heat flux, maximum temperature of coolant channel, and maximum temperature of process channel. The simulation results were visualized to understand the effects of the design variables on the dependent variables. Heat flux and maximum temperature of cooling channel and process channel were found to be increasing when coolant channel width and height were decreased. Coolant channel to process channel distance was found to have no effect on the heat transfer phenomena. Finally, total heat flux was found to be increasing and maximum coolant channel temperature to be decreasing when coolant channel to coolant channel distance was decreased. Using the qualitative trend revealed from the present study, an appropriate process channel and coolant channel geometry along with the distance between the adjacent channels can be recommended for a microchannel reactor that meet a desired reactor performance on heat transfer phenomena and hence reactor conversion of a Fischer-Tropsch microchannel reactor.