• Title/Summary/Keyword: 모멘텀 이론

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Sensitivity of abacus and Chasdaq in the Chinese stock market through analysis of Weibo sentiment related to Corona-19 (코로나-19관련 웨이보 정서 분석을 통한 중국 주식시장의 주판 및 차스닥의 민감도 예측 기법)

  • Li, Jiaqi;Oh, Hayoung
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.25 no.1
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    • pp.1-7
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    • 2021
  • Investor mood from social media is gaining increasing attention for leading a price movement in stock market. Based on the behavioral finance theory, this study argues that sentiment extracted from social media using big data technique can predict a real-time (short-run) price momentum in Chinese stock market. Collecting Sina Weibo posts that related to COVID-19 using keyword method, a daily influential weighted sentiment factors is extracted from the sizable raw data of over 2 millions of posts. We examine one supervised and 4 unsupervised sentiment analysis model, and use the best performed word-frequency and BiLSTM mdoel. The test result shows a similar movement between stock price change and sentiment factor. It indicates that public mood extracted from social media can in some extent represent the investors' sentiment and make a difference in stock market fluctuation when people are concentrating on a special events that can cause effect on the stock market.

Development of an Artificial Neural Expert System for Rational Determination of Lateral Earth Pressure Coefficient (합리적인 측압계수 결정을 위한 인공신경 전문가 시스템의 개발)

  • 문상호;문현구
    • Journal of the Korean Geotechnical Society
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    • v.15 no.1
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    • pp.99-112
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    • 1999
  • By using 92 values of lateral earth pressure coefficient(K) measured in Korea, the tendency of K with varying depth is analyzed and compared with the range of K defined by Hoek and Brown. The horizontal stress is generally larger than the vertical stress in Korea : About 84 % of K values are above 1. In this study, the theory of elasto-plasticity is applied to analyze the variation of K values, and the results are compared with those of numerical analysis. This reveals that the erosion, sedimentation and weathering of earth crust are important factors in the determination of K values. Surface erosion, large lateral pressure and good rock mass increase the K values, but sedimentation decreases the K values. This study enable us to analyze the effects of geological processes on the K values, especially at shallow depth where underground excavation takes place. A neural network expert system using multi-layer back-propagation algorithm is developed to predict the K values. The neural network model has a correlation coefficient above 0.996 when it is compared with measured data. The comparison with 9 measured data which are not included in the back-propagation learning has shown an average inference error of 20% and the correlation coefficient above 0.95. The expert system developed in this study can be used for reliable determination of K values.

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Dynamic Response Analysis for Upper Structure of 5MW Offshore Wind Turbine System based on Multi-Body Dynamics Simulation (다물체 동역학 시뮬레이션 기반 5MW급 해상풍력발전시스템의 상부구조물에 대한 동적 응답 해석)

  • Lee, Kangsu;Im, Jongsoon;Lee, Jangyong;Song, Chang Yong
    • Journal of the Korean Society for Marine Environment & Energy
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    • v.16 no.4
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    • pp.239-247
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    • 2013
  • Recently renewable energy such as offshore wind energy takes a higher interest due to the depletion of fossil fuel and the environmental pollution. This paper deals with multi-body dynamics (MBD) analysis technique for offshore wind turbine system considering aerodynamic loads and Thevenin equation used for determination of electric generator torque. Dynamic responses of 5MW offshore wind turbine system are evaluated via the MBD analysis, and the system is the horizontal axis wind turbine (HAWT) which generates electricity from the three blades horizontally installed at upwind direction. The aerodynamic loads acting on the blades are computed by AeroDyn code, which is capable of accommodating a generalized dynamic wake using blade element momentum (BEM) theory. In order that the characteristics of dynamic loads and torques on the main joint parts of offshore wind turbine system are simulated similarly such an actual system, flexible body modeling including the actual structural properties are applied for both blade and tower in the multi-body dynamics model.

Rainfall Forecasting Using Satellite Information and Integrated Flood Runoff and Inundation Analysis (I): Theory and Development of Model (위성정보에 의한 강우예측과 홍수유출 및 범람 연계 해석 (I): 이론 및 모형의 개발)

  • Choi, Hyuk Joon;Han, Kun Yeun;Kim, Gwangseob
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.6B
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    • pp.597-603
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    • 2006
  • The purpose of this study is to improve the short term rainfall forecast skill using neural network model that can deal with the non-linear behavior between satellite data and ground observation, and minimize the flood damage. To overcome the geographical limitation of Korean peninsula and get the long forecast lead time of 3 to 6 hour, the developed rainfall forecast model took satellite imageries and wide range AWS data. The architecture of neural network model is a multi-layer neural network which consists of one input layer, one hidden layer, and one output layer. Neural network is trained using a momentum back propagation algorithm. Flood was estimated using rainfall forecasts. We developed a dynamic flood inundation model which is associated with 1-dimensional flood routing model. Therefore the model can forecast flood aspect in a protected lowland by levee failure of river. In the case of multiple levee breaks at main stream and tributaries, the developed flood inundation model can estimate flood level in a river and inundation level and area in a protected lowland simultaneously.