• Title/Summary/Keyword: 그래프 알고리즘

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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.

Effect of the Dose Reduction Applied Low Dose for PET/CT According to CT Attenuation Correction Method (PET/CT 저선량 적용 시 CT 감쇠보정법에 따른 피폭선량 저감효과)

  • Jung, Seung Woo;Kim, Hong Kyun;Kwon, Jae Beom;Park, Sung Wook;Kim, Myeong Jun;Sin, Yeong Man;Kim, Yeong Heon
    • The Korean Journal of Nuclear Medicine Technology
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    • v.18 no.1
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    • pp.127-133
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    • 2014
  • Purpose: Low dose of PET/CT is important because of Patient's X-ray exposure. The aim of this study was to evaluate the effectiveness of low-dose PET/ CT image through the CTAC and QAC of patient study and phantom study. Materials and Methods: We used the discovery 710 PET/CT (GE). We used the NEMA IEC body phantom for evaluating the PET data corrected by ultra-low dose CT attenuation correction method and NU2-94 phantom for uniformity. After injection of 70.78 MBq and 22.2 MBq of 18 F-FDG were done to each of phantom, PET/CT scans were obtained. PET data were reconstructed by using of CTAC of which dose was for the diagnosis CT and Q. AC of which was only for attenuation correction. Quantitative analysis was performed by use of horizontal profile and vertical profile. Reference data which were corrected by CTAC were compared to PET data which was corrected by the ultra-low dose. The relative error was assessed. Patients with over weighted and normal weight also underwent a PET/CT scans according to low dose protocol and standard dose protocol. Relative error and signal to noise ratio of SUV were analyzed. Results: In the results of phantom test, phantom PET data were corrected by CTAC and Q.AC and they were compared each other. The relative error of Q.AC profile was been calculated, and it was shown in graph. In patient studies, PET data for overweight patient and normal weight patient were reconstructed by CTAC and Q.AC under routine dose and ultra-low dose. When routine dose was used, the relative error was small. When high dose was used, the result of overweight patient was effectively corrected by Q.AC. Conclusion: In phantom study, CTAC method with 80 kVp and 10 mA was resulted in bead hardening artifact. PET data corrected by ultra- low dose CTAC was not quantified, but those by the same dose were quantified properly. In patients' cases, PET data of over weighted patient could be quantified by Q.AC method. Its relative difference was not significant. Q.AC method was proper attenuation correction method when ultra-low dose was used. As a result, it is expected that Q.AC is a good method in order to reduce patient's exposure dose.

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Design of a Bit-Serial Divider in GF(2$^{m}$ ) for Elliptic Curve Cryptosystem (타원곡선 암호시스템을 위한 GF(2$^{m}$ )상의 비트-시리얼 나눗셈기 설계)

  • 김창훈;홍춘표;김남식;권순학
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.12C
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    • pp.1288-1298
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    • 2002
  • To implement elliptic curve cryptosystem in GF(2$\^$m/) at high speed, a fast divider is required. Although bit-parallel architecture is well suited for high speed division operations, elliptic curve cryptosystem requires large m(at least 163) to support a sufficient security. In other words, since the bit-parallel architecture has an area complexity of 0(m$\^$m/), it is not suited for this application. In this paper, we propose a new serial-in serial-out systolic array for computing division operations in GF(2$\^$m/) using the standard basis representation. Based on a modified version of tile binary extended greatest common divisor algorithm, we obtain a new data dependence graph and design an efficient bit-serial systolic divider. The proposed divider has 0(m) time complexity and 0(m) area complexity. If input data come in continuously, the proposed divider can produce division results at a rate of one per m clock cycles, after an initial delay of 5m-2 cycles. Analysis shows that the proposed divider provides a significant reduction in both chip area and computational delay time compared to previously proposed systolic dividers with the same I/O format. Since the proposed divider can perform division operations at high speed with the reduced chip area, it is well suited for division circuit of elliptic curve cryptosystem. Furthermore, since the proposed architecture does not restrict the choice of irreducible polynomial, and has a unidirectional data flow and regularity, it provides a high flexibility and scalability with respect to the field size m.

Negative apparent resistivity in dipole-dipole electrical surveys (쌍극자-쌍극자 전기비저항 탐사에서 나타나는 음의 겉보기 비저항)

  • Jung, Hyun-Key;Min, Dong-Joo;Lee, Hyo-Sun;Oh, Seok-Hoon;Chung, Ho-Joon
    • Geophysics and Geophysical Exploration
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    • v.12 no.1
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    • pp.33-40
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    • 2009
  • In field surveys using the dipole-dipole electrical resistivity method, we often encounter negative apparent resistivity. The term 'negative apparent resistivity' refers to apparent resistivity values with the opposite sign to surrounding data in a pseudosection. Because these negative apparent resistivity values have been regarded as measurement errors, we have discarded the negative apparent resistivity data. Some people have even used negative apparent resistivity data in an inversion process, by taking absolute values of the data. Our field experiments lead us to believe that the main cause for negative apparent resistivity is neither measurement errors nor the influence of self potentials. Furthermore, we also believe that it is not caused by the effects of induced polarization. One possible cause for negative apparent resistivity is the subsurface geological structure. In this study, we provide some numerical examples showing that negative apparent resistivity can arise from geological structures. In numerical examples, we simulate field data using a 3D numerical modelling algorithm, and then extract 2D sections. Our numerical experiments demonstrate that the negative apparent resistivity can be caused by geological structures modelled by U-shaped and crescent-shaped conductive models. Negative apparent resistivity usually occurs when potentials increase with distance from the current electrodes. By plotting the voltage-electrode position curves, we could confirm that when the voltage curves intersect each other, negative apparent resistivity appears. These numerical examples suggest that when we observe negative apparent resistivity in field surveys, we should consider the possibility that the negative apparent resistivity has been caused by geological structure.

Estimation of Linkage Disequilibrium and Effective Population Size using Whole Genome Single Nucleotide Polymorphisms in Hanwoo (한우에서 전장의 유전체 정보를 활용한 연관불평형 및 유효집단크기 추정에 관한 연구)

  • Cho, Chung-Il;Lee, Joon-Ho;Lee, Deuk-Hwan
    • Journal of Life Science
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    • v.22 no.3
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    • pp.366-372
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    • 2012
  • This study was conducted to estimate the extent of linkage disequilibrium (LD) and effective population size using whole genomic single nucleotide polymorphisms (SNP) genotyped by DNA chip in Hanwoo. Using the blood samples of 35 young bulls born from 2005 to 2008 and their progenies (N=253) in a Hanwoo nucleus population collected from Hanwoo Improvement Center, 51,582 SNPs were genotyped using Bovine SNP50 chips. A total of 40,851 SNPs were used in this study after elimination of SNPs with a missing genotyping rate of over 10 percent and monomorphic SNPs (10,730 SNPs). The total autosomal genome length, measured as the sum of the longest syntenic pairs of SNPs by chromosome, was 2,541.6 Mb (Mega base pairs). The average distances of all adjacent pairs by each BTA ranged from 0.55 to 0.74 cM. Decay of LD showed an exponential trend with physical distance. The means of LD ($r^2$) among syntenic SNP pairs were 0.136 at a range of 0-0.1 Mb in physical distance and 0.06 at a range of 0.1-0.2 Mb. When these results were used for Luo's formula, about 2,000 phenotypic records were found to be required to achieve power > 0.9 to detect 5% QTL in the population of Hanwoo. As a result of estimating effective population size by generation in Hanwoo, the estimated effective population size for the current status was 84 heads and the estimate of effective population size for 50 generations of ancestors was 1,150 heads. The average decreasing rates of effective population size by generation were 9.0% at about five generations and 17.3% at the current generation. The main cause of the rapid decrease in effective population size was considered to be the intensive use of a few prominent sires since the application of artificial insemination technology in Korea. To increase and/or sustain the effective population size, the selection of various proven bulls and mating systems that consider genetic diversity are needed.

Clustering Method based on Genre Interest for Cold-Start Problem in Movie Recommendation (영화 추천 시스템의 초기 사용자 문제를 위한 장르 선호 기반의 클러스터링 기법)

  • You, Tithrottanak;Rosli, Ahmad Nurzid;Ha, Inay;Jo, Geun-Sik
    • Journal of Intelligence and Information Systems
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    • v.19 no.1
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    • pp.57-77
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    • 2013
  • Social media has become one of the most popular media in web and mobile application. In 2011, social networks and blogs are still the top destination of online users, according to a study from Nielsen Company. In their studies, nearly 4 in 5active users visit social network and blog. Social Networks and Blogs sites rule Americans' Internet time, accounting to 23 percent of time spent online. Facebook is the main social network that the U.S internet users spend time more than the other social network services such as Yahoo, Google, AOL Media Network, Twitter, Linked In and so on. In recent trend, most of the companies promote their products in the Facebook by creating the "Facebook Page" that refers to specific product. The "Like" option allows user to subscribed and received updates their interested on from the page. The film makers which produce a lot of films around the world also take part to market and promote their films by exploiting the advantages of using the "Facebook Page". In addition, a great number of streaming service providers allows users to subscribe their service to watch and enjoy movies and TV program. They can instantly watch movies and TV program over the internet to PCs, Macs and TVs. Netflix alone as the world's leading subscription service have more than 30 million streaming members in the United States, Latin America, the United Kingdom and the Nordics. As the matter of facts, a million of movies and TV program with different of genres are offered to the subscriber. In contrast, users need spend a lot time to find the right movies which are related to their interest genre. Recent years there are many researchers who have been propose a method to improve prediction the rating or preference that would give the most related items such as books, music or movies to the garget user or the group of users that have the same interest in the particular items. One of the most popular methods to build recommendation system is traditional Collaborative Filtering (CF). The method compute the similarity of the target user and other users, which then are cluster in the same interest on items according which items that users have been rated. The method then predicts other items from the same group of users to recommend to a group of users. Moreover, There are many items that need to study for suggesting to users such as books, music, movies, news, videos and so on. However, in this paper we only focus on movie as item to recommend to users. In addition, there are many challenges for CF task. Firstly, the "sparsity problem"; it occurs when user information preference is not enough. The recommendation accuracies result is lower compared to the neighbor who composed with a large amount of ratings. The second problem is "cold-start problem"; it occurs whenever new users or items are added into the system, which each has norating or a few rating. For instance, no personalized predictions can be made for a new user without any ratings on the record. In this research we propose a clustering method according to the users' genre interest extracted from social network service (SNS) and user's movies rating information system to solve the "cold-start problem." Our proposed method will clusters the target user together with the other users by combining the user genre interest and the rating information. It is important to realize a huge amount of interesting and useful user's information from Facebook Graph, we can extract information from the "Facebook Page" which "Like" by them. Moreover, we use the Internet Movie Database(IMDb) as the main dataset. The IMDbis online databases that consist of a large amount of information related to movies, TV programs and including actors. This dataset not only used to provide movie information in our Movie Rating Systems, but also as resources to provide movie genre information which extracted from the "Facebook Page". Formerly, the user must login with their Facebook account to login to the Movie Rating System, at the same time our system will collect the genre interest from the "Facebook Page". We conduct many experiments with other methods to see how our method performs and we also compare to the other methods. First, we compared our proposed method in the case of the normal recommendation to see how our system improves the recommendation result. Then we experiment method in case of cold-start problem. Our experiment show that our method is outperform than the other methods. In these two cases of our experimentation, we see that our proposed method produces better result in case both cases.

Analysis of promising countries for export using parametric and non-parametric methods based on ERGM: Focusing on the case of information communication and home appliance industries (ERGM 기반의 모수적 및 비모수적 방법을 활용한 수출 유망국가 분석: 정보통신 및 가전 산업 사례를 중심으로)

  • Jun, Seung-pyo;Seo, Jinny;Yoo, Jae-Young
    • Journal of Intelligence and Information Systems
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    • v.28 no.1
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    • pp.175-196
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    • 2022
  • Information and communication and home appliance industries, which were one of South Korea's main industries, are gradually losing their export share as their export competitiveness is weakening. This study objectively analyzed export competitiveness and suggested export-promising countries in order to help South Korea's information communication and home appliance industries improve exports. In this study, network properties, centrality, and structural hole analysis were performed during network analysis to evaluate export competitiveness. In order to select promising export countries, we proposed a new variable that can take into account the characteristics of an already established International Trade Network (ITN), that is, the Global Value Chain (GVC), in addition to the existing economic factors. The conditional log-odds for individual links derived from the Exponential Random Graph Model (ERGM) in the analysis of the cross-border trade network were assumed as a proxy variable that can indicate the export potential. In consideration of the possibility of ERGM linkage, a parametric approach and a non-parametric approach were used to recommend export-promising countries, respectively. In the parametric method, a regression analysis model was developed to predict the export value of the information and communication and home appliance industries in South Korea by additionally considering the link-specific characteristics of the network derived from the ERGM to the existing economic factors. Also, in the non-parametric approach, an abnormality detection algorithm based on the clustering method was used, and a promising export country was proposed as a method of finding outliers that deviate from two peers. According to the research results, the structural characteristic of the export network of the industry was a network with high transferability. Also, according to the centrality analysis result, South Korea's influence on exports was weak compared to its size, and the structural hole analysis result showed that export efficiency was weak. According to the model for recommending promising exporting countries proposed by this study, in parametric analysis, Iran, Ireland, North Macedonia, Angola, and Pakistan were promising exporting countries, and in nonparametric analysis, Qatar, Luxembourg, Ireland, North Macedonia and Pakistan were analyzed as promising exporting countries. There were differences in some countries in the two models. The results of this study revealed that the export competitiveness of South Korea's information and communication and home appliance industries in GVC was not high compared to the size of exports, and thus showed that exports could be further reduced. In addition, this study is meaningful in that it proposed a method to find promising export countries by considering GVC networks with other countries as a way to increase export competitiveness. This study showed that, from a policy point of view, the international trade network of the information communication and home appliance industries has an important mutual relationship, and although transferability is high, it may not be easily expanded to a three-party relationship. In addition, it was confirmed that South Korea's export competitiveness or status was lower than the export size ranking. This paper suggested that in order to improve the low out-degree centrality, it is necessary to increase exports to Italy or Poland, which had significantly higher in-degrees. In addition, we argued that in order to improve the centrality of out-closeness, it is necessary to increase exports to countries with particularly high in-closeness. In particular, it was analyzed that Morocco, UAE, Argentina, Russia, and Canada should pay attention as export countries. This study also provided practical implications for companies expecting to expand exports. The results of this study argue that companies expecting export expansion need to pay attention to countries with a relatively high potential for export expansion compared to the existing export volume by country. In particular, for companies that export daily necessities, countries that should pay attention to the population are presented, and for companies that export high-end or durable products, countries with high GDP, or purchasing power, relatively low exports are presented. Since the process and results of this study can be easily extended and applied to other industries, it is also expected to develop services that utilize the results of this study in the public sector.