• Title/Summary/Keyword: 기술함수

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Rough Set Analysis for Stock Market Timing (러프집합분석을 이용한 매매시점 결정)

  • Huh, Jin-Nyung;Kim, Kyoung-Jae;Han, In-Goo
    • Journal of Intelligence and Information Systems
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    • v.16 no.3
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    • pp.77-97
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    • 2010
  • Market timing is an investment strategy which is used for obtaining excessive return from financial market. In general, detection of market timing means determining when to buy and sell to get excess return from trading. In many market timing systems, trading rules have been used as an engine to generate signals for trade. On the other hand, some researchers proposed the rough set analysis as a proper tool for market timing because it does not generate a signal for trade when the pattern of the market is uncertain by using the control function. The data for the rough set analysis should be discretized of numeric value because the rough set only accepts categorical data for analysis. Discretization searches for proper "cuts" for numeric data that determine intervals. All values that lie within each interval are transformed into same value. In general, there are four methods for data discretization in rough set analysis including equal frequency scaling, expert's knowledge-based discretization, minimum entropy scaling, and na$\ddot{i}$ve and Boolean reasoning-based discretization. Equal frequency scaling fixes a number of intervals and examines the histogram of each variable, then determines cuts so that approximately the same number of samples fall into each of the intervals. Expert's knowledge-based discretization determines cuts according to knowledge of domain experts through literature review or interview with experts. Minimum entropy scaling implements the algorithm based on recursively partitioning the value set of each variable so that a local measure of entropy is optimized. Na$\ddot{i}$ve and Booleanreasoning-based discretization searches categorical values by using Na$\ddot{i}$ve scaling the data, then finds the optimized dicretization thresholds through Boolean reasoning. Although the rough set analysis is promising for market timing, there is little research on the impact of the various data discretization methods on performance from trading using the rough set analysis. In this study, we compare stock market timing models using rough set analysis with various data discretization methods. The research data used in this study are the KOSPI 200 from May 1996 to October 1998. KOSPI 200 is the underlying index of the KOSPI 200 futures which is the first derivative instrument in the Korean stock market. The KOSPI 200 is a market value weighted index which consists of 200 stocks selected by criteria on liquidity and their status in corresponding industry including manufacturing, construction, communication, electricity and gas, distribution and services, and financing. The total number of samples is 660 trading days. In addition, this study uses popular technical indicators as independent variables. The experimental results show that the most profitable method for the training sample is the na$\ddot{i}$ve and Boolean reasoning but the expert's knowledge-based discretization is the most profitable method for the validation sample. In addition, the expert's knowledge-based discretization produced robust performance for both of training and validation sample. We also compared rough set analysis and decision tree. This study experimented C4.5 for the comparison purpose. The results show that rough set analysis with expert's knowledge-based discretization produced more profitable rules than C4.5.

Assessment Study on Educational Programs for the Gifted Students in Mathematics (영재학급에서의 수학영재프로그램 평가에 관한 연구)

  • Kim, Jung-Hyun;Whang, Woo-Hyung
    • Communications of Mathematical Education
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    • v.24 no.1
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    • pp.235-257
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    • 2010
  • Contemporary belief is that the creative talented can create new knowledge and lead national development, so lots of countries in the world have interest in Gifted Education. As we well know, U.S.A., England, Russia, Germany, Australia, Israel, and Singapore enforce related laws in Gifted Education to offer Gifted Classes, and our government has also created an Improvement Act in January, 2000 and Enforcement Ordinance for Gifted Improvement Act was also announced in April, 2002. Through this initiation Gifted Education can be possible. Enforcement Ordinance was revised in October, 2008. The main purpose of this revision was to expand the opportunity of Gifted Education to students with special education needs. One of these programs is, the opportunity of Gifted Education to be offered to lots of the Gifted by establishing Special Classes at each school. Also, it is important that the quality of Gifted Education should be combined with the expansion of opportunity for the Gifted. Social opinion is that it will be reckless only to expand the opportunity for the Gifted Education, therefore, assessment on the Teaching and Learning Program for the Gifted is indispensible. In this study, 3 middle schools were selected for the Teaching and Learning Programs in mathematics. Each 1st Grade was reviewed and analyzed through comparative tables between Regular and Gifted Education Programs. Also reviewed was the content of what should be taught, and programs were evaluated on assessment standards which were revised and modified from the present teaching and learning programs in mathematics. Below, research issues were set up to assess the formation of content areas and appropriateness for Teaching and Learning Programs for the Gifted in mathematics. A. Is the formation of special class content areas complying with the 7th national curriculum? 1. Which content areas of regular curriculum is applied in this program? 2. Among Enrichment and Selection in Curriculum for the Gifted, which one is applied in this programs? 3. Are the content areas organized and performed properly? B. Are the Programs for the Gifted appropriate? 1. Are the Educational goals of the Programs aligned with that of Gifted Education in mathematics? 2. Does the content of each program reflect characteristics of mathematical Gifted students and express their mathematical talents? 3. Are Teaching and Learning models and methods diverse enough to express their talents? 4. Can the assessment on each program reflect the Learning goals and content, and enhance Gifted students' thinking ability? The conclusions are as follows: First, the best contents to be taught to the mathematical Gifted were found to be the Numeration, Arithmetic, Geometry, Measurement, Probability, Statistics, Letter and Expression. Also, Enrichment area and Selection area within the curriculum for the Gifted were offered in many ways so that their Giftedness could be fully enhanced. Second, the educational goals of Teaching and Learning Programs for the mathematical Gifted students were in accordance with the directions of mathematical education and philosophy. Also, it reflected that their research ability was successful in reaching the educational goals of improving creativity, thinking ability, problem-solving ability, all of which are required in the set curriculum. In order to accomplish the goals, visualization, symbolization, phasing and exploring strategies were used effectively. Many different of lecturing types, cooperative learning, discovery learning were applied to accomplish the Teaching and Learning model goals. For Teaching and Learning activities, various strategies and models were used to express the students' talents. These activities included experiments, exploration, application, estimation, guess, discussion (conjecture and refutation) reconsideration and so on. There were no mention to the students about evaluation and paper exams. While the program activities were being performed, educational goals and assessment methods were reflected, that is, products, performance assessment, and portfolio were mainly used rather than just paper assessment.

Construction and Application of Intelligent Decision Support System through Defense Ontology - Application example of Air Force Logistics Situation Management System (국방 온톨로지를 통한 지능형 의사결정지원시스템 구축 및 활용 - 공군 군수상황관리체계 적용 사례)

  • Jo, Wongi;Kim, Hak-Jin
    • Journal of Intelligence and Information Systems
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    • v.25 no.2
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    • pp.77-97
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    • 2019
  • The large amount of data that emerges from the initial connection environment of the Fourth Industrial Revolution is a major factor that distinguishes the Fourth Industrial Revolution from the existing production environment. This environment has two-sided features that allow it to produce data while using it. And the data produced so produces another value. Due to the massive scale of data, future information systems need to process more data in terms of quantities than existing information systems. In addition, in terms of quality, only a large amount of data, Ability is required. In a small-scale information system, it is possible for a person to accurately understand the system and obtain the necessary information, but in a variety of complex systems where it is difficult to understand the system accurately, it becomes increasingly difficult to acquire the desired information. In other words, more accurate processing of large amounts of data has become a basic condition for future information systems. This problem related to the efficient performance of the information system can be solved by building a semantic web which enables various information processing by expressing the collected data as an ontology that can be understood by not only people but also computers. For example, as in most other organizations, IT has been introduced in the military, and most of the work has been done through information systems. Currently, most of the work is done through information systems. As existing systems contain increasingly large amounts of data, efforts are needed to make the system easier to use through its data utilization. An ontology-based system has a large data semantic network through connection with other systems, and has a wide range of databases that can be utilized, and has the advantage of searching more precisely and quickly through relationships between predefined concepts. In this paper, we propose a defense ontology as a method for effective data management and decision support. In order to judge the applicability and effectiveness of the actual system, we reconstructed the existing air force munitions situation management system as an ontology based system. It is a system constructed to strengthen management and control of logistics situation of commanders and practitioners by providing real - time information on maintenance and distribution situation as it becomes difficult to use complicated logistics information system with large amount of data. Although it is a method to take pre-specified necessary information from the existing logistics system and display it as a web page, it is also difficult to confirm this system except for a few specified items in advance, and it is also time-consuming to extend the additional function if necessary And it is a system composed of category type without search function. Therefore, it has a disadvantage that it can be easily utilized only when the system is well known as in the existing system. The ontology-based logistics situation management system is designed to provide the intuitive visualization of the complex information of the existing logistics information system through the ontology. In order to construct the logistics situation management system through the ontology, And the useful functions such as performance - based logistics support contract management and component dictionary are further identified and included in the ontology. In order to confirm whether the constructed ontology can be used for decision support, it is necessary to implement a meaningful analysis function such as calculation of the utilization rate of the aircraft, inquiry about performance-based military contract. Especially, in contrast to building ontology database in ontology study in the past, in this study, time series data which change value according to time such as the state of aircraft by date are constructed by ontology, and through the constructed ontology, It is confirmed that it is possible to calculate the utilization rate based on various criteria as well as the computable utilization rate. In addition, the data related to performance-based logistics contracts introduced as a new maintenance method of aircraft and other munitions can be inquired into various contents, and it is easy to calculate performance indexes used in performance-based logistics contract through reasoning and functions. Of course, we propose a new performance index that complements the limitations of the currently applied performance indicators, and calculate it through the ontology, confirming the possibility of using the constructed ontology. Finally, it is possible to calculate the failure rate or reliability of each component, including MTBF data of the selected fault-tolerant item based on the actual part consumption performance. The reliability of the mission and the reliability of the system are calculated. In order to confirm the usability of the constructed ontology-based logistics situation management system, the proposed system through the Technology Acceptance Model (TAM), which is a representative model for measuring the acceptability of the technology, is more useful and convenient than the existing system.

Depth Control and Sweeping Depth Stability of the Midwater Trawl (중층트롤의 깊이바꿈과 소해심도의 안정성)

  • 장지원
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.9 no.1
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    • pp.1-18
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    • 1973
  • For regulating the depth of midwater trawl nets towed at the optimum constant speed, the changes in the shape of warps caused by adding a weight on an arbitrary point of the warp of catenary shape is studied. The shape of a warp may be approximated by a catenary. The resultant inferences under this assumption were experimented. Accordingly feasibilities for the application of the result of this study to the midwater trawl nets were also discussed. A series of experiments for basic midwater trawl gear models in water tank and a couple of experiments of a commercial scale gears at sea which involve the properly designed depth control devices having a variable attitude horizontal wing were carried out. The results are summarized as follows: 1. According to the dimension analysis the depth y of a midwater trawl net is introduced by $$y=kLf(\frac{W_r}{R_r},\;\frac{W_o}{R_o},\;\frac{W_n}{R_n})$$) where k is a constant, L the warp length, f the function, and $W_r,\;W_o$ and $W_n$ the apparent weights of warp, otter board and the net, respectively, 2. When a boat is towing a body of apparent weight $W_n$ and its drag $D_n$ by means of a warp whose length L and apparent weight $W_r$ per unit length, the depth y of the body is given by the following equation, provided that the shape of a warp is a catenary and drag of the warp is neglected in comparison with the drag of the body: $$y=\frac{1}{W_r}\{\sqrt{{D_n^2}+{(W_n+W_rL)^2}}-\sqrt{{D_n^2+W_n}^2\}$$ 3. The changes ${\Delta}y$ of the depth of the midwater trawl net caused by changing the warp length or adding a weight ${\Delta}W_n$_n to the net, are given by the following equations: $${\Delta}y{\approx}\frac{W_n+W_{r}L}{\sqrt{D_n^2+(W_n+W_{r}L)^2}}{\Delta}L$$ $${\Delta}y{\approx}\frac{1}{W_r}\{\frac{W_n+W_rL}{\sqrt{D_n^2+(W_n+W_{r}L)^2}}-{\frac{W_n}{\sqrt{D_n^2+W_n^2}}\}{\Delta}W_n$$ 4. A change ${\Delta}y$ of the depth of the midwater trawl net by adding a weight $W_s$ to an arbitrary point of the warp takes an equation of the form $${\Delta}y=\frac{1}{W_r}\{(T_{ur}'-T_{ur})-T_u'-T_u)\}$$ Where $$T_{ur}^l=\sqrt{T_u^2+(W_s+W_{r}L)^2+2T_u(W_s+W_{r}L)sin{\theta}_u$$ $$T_{ur}=\sqrt{T_u^2+(W_{r}L)^2+2T_uW_{r}L\;sin{\theta}_u$$ $$T_{u}^l=\sqrt{T_u^2+W_s^2+2T_uW_{s}\;sin{\theta}_u$$ and $T_u$ represents the tension at the point on the warp, ${\theta}_u$ the angle between the direction of $T_u$ and horizontal axis, $T_u^2$ the tension at that point when a weights $W_s$ adds to the point where $T_u$ is acted on. 5. If otter boards were constructed lighter and adequate weights were added at their bottom to stabilize them, even they were the same shapes as those of bottom trawls, they were definitely applicable to the midwater trawl gears as the result of the experiments. 6. As the results of water tank tests the relationship between net height of H cm velocity of v m/sec, and that between hydrodynamic resistance of R kg and the velocity of a model net as shown in figure 6 are respectively given by $$H=8+\frac{10}{0.4+v}$$ $$R=3+9v^2$$ 7. It was found that the cross-wing type depth control devices were more stable in operation than that of the H-wing type as the results of the experiments at sea. 8. The hydrodynamic resistance of the net gear in midwater trawling is so large, and regarded as nearly the drag, that sweeping depth of the gear was very stable in spite of types of the depth control devices. 9. An area of the horizontal wing of the H-wing type depth control device was $1.2{\times}2.4m^2$. A midwater trawl net of 2 ton hydrodynamic resistance was connected to the devices and towed with the velocity of 2.3 kts. Under these conditions the depth change of about 20m of the trawl net was obtained by controlling an angle or attack of $30^{\circ}$.

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