• Title/Summary/Keyword: 그래프기법

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Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

Curvature stroke modeling for the recognition of on-line cursive korean characters (온라인 흘림체 한글 인식을 위한 곡률획 모델링 기법)

  • 전병환;김무영;김창수;박강령;김재희
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.11
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    • pp.140-149
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    • 1996
  • Cursive characters are written on an economical principle to reduce the motion of a pen in the limit of distinction between characters. That is, the pen is not lifted up to move for writing a next stroke, the pen is not moved at all, or connected two strokes chance their shapes to a similar and simple shape which is easy to be written. For these reasons, strokes and korean alphabets are not only easy to be changed, but also difficult to be splitted. In this paper, we propose a curvature stroke modeling method for splitting and matching by using a structural primitive. A curvature stroke is defined as a substroke which does not change its curvanture. Input strokes handwritten in a cursive style are splitted into a sequence of curvature strokes by segmenting the points which change the direction of rotation, which occur a sudden change of direction, and which occur an excessive rotation Each reference of korean alphabets is handwritten in a printed style and is saved as a sequence of curvature strikes which is generated by splitting process. And merging process is used to generate various sequences of curvature strikes for matching. Here, it is also considered that imaginary strokes can be written or omitted. By using a curvature stroke as a unit of recognition, redundant splitting points in input characters are effectively reduced and exact matching is possible by generating a reference curvature stroke, which consists of the parts of adjacent two korean alphasbets, even when the connecting points between korean alphabets are not splitted. The results showed 83.6% as recognition rate of the first candidate and 0.99sec./character (CPU clock:66MHz) as processing time.

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Application of SP Monitoring in the Pohang Geothermal Field (포항 지열 개발지역에서의 SP 장기 관측)

  • Lim Seong Keun;Lee Tae Jong;Song Yoonho;Song Sung-Ho;Yasukawa Kasumi;Cho Byong Wook;Song Young Soo
    • Geophysics and Geophysical Exploration
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    • v.7 no.3
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    • pp.164-173
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    • 2004
  • To delineate geothermal water movement at the Pohang geothermal development site, Self-Potential (SP) survey and monitoring were carried out during pumping tests. Before drilling, background SP data have been gathered to figure out overall potential distribution of the site. The pumping test was performed in two separate periods: 24 hours in December 2003 and 72 hours in March 2004. SP monitoring started several days before the pumping tests with a 128-channel automatic recording system. The background SP survey showed a clear positive anomaly at the northern part of the boreholes, which may be interpreted as an up-flow Bone of the deep geothermal water due to electrokinetic potential generated by hydrothermal circulation. The first and second SP monitoring during the pumping tests performed to figure out the fluid flow in the geothermal reservoir but it was not easy to see clear variations of SP due to pumping and pumping stop. Since the area is covered by some 360 m-thick tertiary sediments with very low electrical resistivity (less than 10 ohm-m), the electrokinetic potential due to deep groundwater flow resulted in being seriously attenuated on the surface. However, when we compared the variation of SP with that of groundwater level and temperature of pumping water, we could identify some areas responsible to the pumping. Dominant SP changes are observed in the south-west part of the boreholes during both the preliminary and long-term pumping periods, where 3-D magnetotelluric survey showed low-resistivity anomaly at the depth of $600m\~1,000m$. Overall analysis suggests that there exist hydraulic connection through the southwestern part to the pumping well.

Wind Corridor Analysis and Climate Evaluation with Biotop Map and Airborne LiDAR Data (비오톱 지도와 항공라이다 자료를 이용한 바람통로 분석 및 기후평가)

  • Kim, Yeon-Mee;An, Seung-Man;Moon, Soo-Young;Kim, Hyeon-Soo;Jang, Dae-Hee
    • Journal of the Korean Institute of Landscape Architecture
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    • v.40 no.6
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    • pp.148-160
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    • 2012
  • The main purpose of this paper is to deliver a climate analysis and evaluation method based on GIS by using airborne LiDAR data and Biotop type map and to provide spatial information of climate analysis and evaluation based on Biotop type Map. At first stage, the area, slope, slope length, surface, wind corridor function and width, and obstacle factors were analyzed to obtain cold/fresh air production and wind corridor evaluation. In addition, climate evaluation was derived from those two results in the second stage. Airborne LiDAR data are useful in wind corridor analysis during the study. Correlation analysis results show that ColdAir_GRD grade was highly correlated with Surface_GRD (-0.967461139) and WindCorridor_ GRD was highly correlated with Function_GRD (-0.883883476) and Obstacle_GRD (-0.834057656). Climate Evaluation GRID was highly correlated with WindCorridor_GRD (0.927554516) than ColdAir_GRD (0.855051646). Visual validations of climate analysis and evaluation results were performed by using aerial ortho-photo image, which shows that the climate evaluation results were well related with in-situ condition. At the end, we applied climate analysis and evaluation by using Biotop map and airborne LiDAR data in Gwangmyung-Shiheung City, candidate for the Bogeumjari Housing District. The results show that the aerial percentile of the 1st Grade is 18.5%, 2nd Grade is 18.2%, 3rd Grade is 30.7%, 4th Grade is 25.2%, and 5th Grade is 7.4%. This study process provided both the spatial analysis and evaluation of climate information and statistics on behalf of each Biotop type.

Analysis of Sustainable Development Goals(SDGs) and 'Housing' Contents in Middle School Technology·Home Economics Textbooks (중학교 기술·가정 교과서의 '주생활' 단원 내용과 관련된 지속가능발전목표(SDGs) 분석)

  • Choi, Seong-Youn;Lee, Young-Sun;Kim, Eun-Jong;Kim, Seung-Hee;Lee, Ji-Sun;Cho, Jae-Soon
    • Journal of Korean Home Economics Education Association
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    • v.31 no.1
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    • pp.115-136
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    • 2019
  • The purpose of this study is to analyze the contents of 'housing' unit in middle school Technology-Home Economics textbooks according to the 2015 revision curriculum based on the targets of SDGs. All contents of the ten textbooks of five publishers, such as texts, photographs/figures/tables, activity tasks, and supplementary materials were analyzed in terms of SDGs targets. The number of 'housing' contents among 4 small housing units of Technology-Home Economics book 1 & 2 varied from 64 to 97 by publishers. Beside SDGs4.7, which contains inclusive and general ESDGs, 24 targets of 10 SDGs were found to be related to the contents of 'housing' and were grouped into 15 target categories. The number of SDGs target categories related to housing contents of each small unit and total of all units differed by publishers. Each of 4 small 'housing' units from all the five publishers was related to 6~10 target categories. The contents of five book 1's were related to smaller number of target categories than those of five book 2's. They corresponded to 9 and 12 target categories, consecutively. Only SDGs' target11.1 (appropriate and safe housing and basic services) was related to all the four small units of 'housing' contents among all the five publishers. covering 43.8% of the housing contents. In conclusion, the contents of the 'housing' unit were related to broad range of SDGs targets. Further study could relate goals of teaching-learning plan to various global targets of SDGs according to the contents of 'housing' in order to accomplish ESDGs.

The Validation Study of the Questionnaire for Sasang Constitution Classification (the 2nd edition revised in 1995) - In the field of profile analysis (사상체질분류검사지(四象體質分類檢査紙)(QSCC)II에 대(對)한 타당화(妥當化) 연구(硏究) -각(各) 체질집단(體質集團)의 군집별(群集別) Profile 분석(分析)을 중심(中心)으로-)

  • Lee, Jung-Chan;Go, Byeong-Hui;Song, Il-Byeong
    • Journal of Sasang Constitutional Medicine
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    • v.8 no.1
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    • pp.247-294
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    • 1996
  • By means of the statistical data which has been collected with newly revised QSCC made use of the outpatient group examined at Kyung-Hee Medical Center and an open ordinary person group, the author proceeded statistical analysis for the validation study of the revised questionnaire itself. First, check the accurate discrimination rate by performing discriminant analysis on the statistical data of the patient group. And next, sought T-score by applying the norms gained in process of standadization of the open ordinary person group to the Sasang scale score of the outpatient group and investigated the distinctive feature between the subpopulations which was devided in the process of multivarite cluster analysis. The result was summarized as follows ; 1. The validity of the questionnaire was established through the fact that the accurate discrimination rate the ratio between predicted group and actual group was figured out 70.08%. 2. At the profile analysis the response to the relevant scale showed notable upward tendency in each constitutional group and therefore it seems to be pertinent in the field of constitutional discrimination. 3. In the observation of the power of expression through the profile analysis of each constitutional group the Soyang group demonstrated the most remarkable outcome, the Soeum group was the most inferior and the Taieum group revealed a sort of dual property. 4. What is called the group of seceder out of three subpopulation of each constitutional group distinguished definitely from the contrasted groups at the point of the distinctive profile feature and the content is like following description. (1) The seceder group of Soyang-in showed considerably passive disposition differently from general character of ordinary Soyang group and an appearance attracting the attention is that they demonstrated comparatively higher response at Soeum scale (2) The seceder group of Taieum-in gained low scores in general that informed the passive disposition of the group and the other way of the general property of Taieum group which showed accompanied ascension in Taiyang-Taieum scales they demonstrated sharply declined score at Taiyang scale (3) The seceder group of Soeum-in demonstrated distinctive property similar to the profile feature of Soyang group and it notifies that the passive property of Soeum group was diluted for the most part. According to the above result, the validity of newly revised questionnaire has been proven successfully and the property of seceder groups could be noticed to some degree through the profile analysis on the course of this study. The result of this study is expected to use as a research materials to produce next edition of the questionnaire and it is regarded that further inquisition about the difference between the seceder group and the contrasted group is required for the promotion of the questionnaire as it refered several times in the contents of the main discourse.

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