• Title/Summary/Keyword: 불균형 자료

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Classification Algorithm-based Prediction Performance of Order Imbalance Information on Short-Term Stock Price (분류 알고리즘 기반 주문 불균형 정보의 단기 주가 예측 성과)

  • Kim, S.W.
    • Journal of Intelligence and Information Systems
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    • v.28 no.4
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    • pp.157-177
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    • 2022
  • Investors are trading stocks by keeping a close watch on the order information submitted by domestic and foreign investors in real time through Limit Order Book information, so-called price current provided by securities firms. Will order information released in the Limit Order Book be useful in stock price prediction? This study analyzes whether it is significant as a predictor of future stock price up or down when order imbalances appear as investors' buying and selling orders are concentrated to one side during intra-day trading time. Using classification algorithms, this study improved the prediction accuracy of the order imbalance information on the short-term price up and down trend, that is the closing price up and down of the day. Day trading strategies are proposed using the predicted price trends of the classification algorithms and the trading performances are analyzed through empirical analysis. The 5-minute KOSPI200 Index Futures data were analyzed for 4,564 days from January 19, 2004 to June 30, 2022. The results of the empirical analysis are as follows. First, order imbalance information has a significant impact on the current stock prices. Second, the order imbalance information observed in the early morning has a significant forecasting power on the price trends from the early morning to the market closing time. Third, the Support Vector Machines algorithm showed the highest prediction accuracy on the day's closing price trends using the order imbalance information at 54.1%. Fourth, the order imbalance information measured at an early time of day had higher prediction accuracy than the order imbalance information measured at a later time of day. Fifth, the trading performances of the day trading strategies using the prediction results of the classification algorithms on the price up and down trends were higher than that of the benchmark trading strategy. Sixth, except for the K-Nearest Neighbor algorithm, all investment performances using the classification algorithms showed average higher total profits than that of the benchmark strategy. Seventh, the trading performances using the predictive results of the Logical Regression, Random Forest, Support Vector Machines, and XGBoost algorithms showed higher results than the benchmark strategy in the Sharpe Ratio, which evaluates both profitability and risk. This study has an academic difference from existing studies in that it documented the economic value of the total buy & sell order volume information among the Limit Order Book information. The empirical results of this study are also valuable to the market participants from a trading perspective. In future studies, it is necessary to improve the performance of the trading strategy using more accurate price prediction results by expanding to deep learning models which are actively being studied for predicting stock prices recently.

Examining the Collection of Public Libraries in Terms of Subject and Currency (공공도서관 소장자료 현황 분석 - 장서의 주제별 분포 및 노후화 현황 -)

  • Kim, Sun-Ae;Suh, Hye-Ran
    • Journal of the Korean BIBLIA Society for library and Information Science
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    • v.20 no.1
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    • pp.151-164
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    • 2009
  • This study attempted to analyse the collections of public libraries in terms of their subject distribution and currency. It was expected that the analysis would give public librarians some suggestions as to their collection development policy making. This study team selected 423 Korean public libraries across the country and scrutinized the collections by their classes of Korean Decimal Classification(KDC) and publishing years. The study results indicated that there was some subject disproportion in public library collections. Literature and social sciences were accounting for 54.8% of whole collections. Currency of collections of public libraries could be said relatively excellent. It was found that 64.9% of whole collections had been published after 2000.

Development of a Gangwon Province Forest Fire Prediction Model using Machine Learning and Sampling (머신러닝과 샘플링을 이용한 강원도 지역 산불발생예측모형 개발)

  • Chae, Kyoung-jae;Lee, Yu-Ri;cho, yong-ju;Park, Ji-Hyun
    • The Journal of Bigdata
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    • v.3 no.2
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    • pp.71-78
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    • 2018
  • The study is based on machine learning techniques to increase the accuracy of the forest fire predictive model. It used 14 years of data from 2003 to 2016 in Gang-won-do where forest fire were the most frequent. To reduce weather data errors, Gang-won-do was divided into nine areas and weather data from each region was used. However, dividing the forest fire forecast model into nine zones would make a large difference between the date of occurrence and the date of not occurring. Imbalance issues can degrade model performance. To address this, several sampling methods were applied. To increase the accuracy of the model, five indices in the Canadian Frost Fire Weather Index (FWI) were used as derived variable. The modeling method used statistical methods for logistic regression and machine learning methods for random forest and xgboost. The selection criteria for each zone's final model were set in consideration of accuracy, sensitivity and specificity, and the prediction of the nine zones resulted in 80 of the 104 fires that occurred, and 7426 of the 9758 non-fires. Overall accuracy was 76.1%.

Determinants of Sex-Selective Induced Abortion Among Married Women : A Comparative Study between Taegu & Bay Area in California, USA (선별적 인공유산의 결정인자에 관한 비교연구 : 대구지역과 미국 캘리포니아 베이지역)

  • 김한곤
    • Korea journal of population studies
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    • v.20 no.1
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    • pp.65-96
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    • 1997
  • The main purpose of this study is to explore the determinants of sex ratio imbalance at birth in Taegu which has experienced the extremely imbalanced sex ratio at birth since mid-1980s. This paper attempts to compare the determinants of sex ratio imbalance at birth, such as sex discrimination against women, son preference, prenatal sex identification followes by sex-selective induced abortions, among married women aged 25 to 44 in Taegu with those in Bay area, California in USA. The research is based on the survey data which were conducted in Taegu, Repulic of Korea and Bay area, California in USA. The findings of this analysis suggest that married women in Taegu are more likely to feel sex discrimination against women than married women in Bay area. Furthermore, the percentage of married women's effort for son bearing before pregnancy is much higher than that of married women in Bay area. We also have found that the percentage of sex-selective induced abortion in Taegu is six times higher than that of married women in Bay area. According to the logistic regression analysis, the determinants of sex-selective induced abortion among married women in Taegu are discrimination against women, son preference, prenatal sex identification. On the other hand, age is the only variable which has an important impact on sex-selective induced abortion among married women in Bay area. From the findings of this study, we can conclude that son preference based on Cofucianism is the most important impact on sex ratio imbalance at birth in Taegu where son preference is much stronger than other regions in Korea. The phenomenon of extremely imbalanced sex ratio at birth in Taegu is the result of combination of these factors, such as strong son preference, seeking to have at least one son within small family size, and prenatal sex identification followed by sex-selective induced abortion.

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Analysis of variance and hypothesis testing with unbalanced data (불균형 이원분류자료 분석과 가설검정)

  • 장석환
    • The Korean Journal of Applied Statistics
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    • v.3 no.2
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    • pp.39-53
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    • 1990
  • For the present study two sets of artificially unbalanced data of being $n_{ij}>0$ and ${n_{1j}}{/geq}0$ were used. The Hypotheses that are commonly used in ANOVA were examined by computing the sums of squares associated with the hypotheses under various postulated models, using Searle's R($\mid$)-notation.

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노출평가를 위한 TLV 근거 - PHOSPHORUS(YELLOW)

  • Kim, Chi-Nyeon
    • 월간산업보건
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    • s.380
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    • pp.8-15
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    • 2019
  • 황색인(Yellow phosphorus)에 대한 직업적 노출기준 TLV-TWA는 0.1 mg/㎥(0.02ppm)으로 권고하였다. 이 수준은 보고된 간경변증을 포함하여 호흡기 자극, 급성 중독인 전해질 불균형, 심근 붕괴 및 신장 피질 괴사의 가능성을 최소화하기 위한 것이다. 그러나 제한된 자료로 인중독성괴저(phossy jaw)와 같은 만성적 영향에 대한 보호 한계 수준을 설정하기에는 불확실하다. 입자 상태의 인(phosphorus)에 대한 노출은 예상되지만 증기압 수준을 감안할 때 증기에 대한 직업적 노출의 유해성을 내포하고 있다. 황색인은 가장 독성이 강한 무기 물질 중에 하나이다. 또한, 결정체 고체(crystalline solid)는 30℃ 이상의 온도에서 공기 중에 자발적으로 발화될 수 있으며, 독성이 높은 흄도 방출될 수 있다.

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국제항해상선 해기사 수급 전망

  • 김태균;임상섭
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2021.11a
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    • pp.228-228
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    • 2021
  • 해운산업은 기간산업으로 우리나라의 경제에 미치는 영향이 상당함에도 불구하고 국제항해상선을 운용하는데 필수요소인 해기사 수급의 어려움을 겪고 있으며 많은 사회·경제적인 부담이 되고 있는 실정이다. 따라서 본 연구는 국제항해상선 해기사를 내외국인으로 구분하고 통계모형을 활용하여 해기사 수요와 공급을 예측하고자 한다. 이를 통하여 식별된 수급간 불균형의 문제에 대한 해결방안을 모색하는데 기초자료로 활용하고자 한다.

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Spatial Distribution of Knowledge-Information Occupations (지식정보직업군의 공간적 분포 분석)

  • Jo Dong-Gi
    • Korea journal of population studies
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    • v.26 no.2
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    • pp.175-195
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    • 2003
  • This paper investigates spatial distribution of the knowledge-information occupations by utilizing Geographical Information System(GIS). The knowledge-information occupations, comprised mainly of professionals, engineers and managers, have played a key role in the knowledge-based information society. The uneven development of bureaucratization and informatization among regions have resulted in unequal spatial distribution of the knowledge-information occupations. Analysis of 1995 and 2000 Census shows that these occupations tend to concentrate in some major metropolitan areas, while the other areas show rather traditional occupational structure. This spatial unequality has been also found in the occupational distribution within Seoul. This tendency of spatial concentration in the occupational distribution inherited from the industrial society and is not going to diminish in the knowledge-information society. More aggressive policies to make the most of decentralizing impacts of information and communication technologies should be implemented to counter-balance this tendency.

A Spatial Autoregressive Analysis on the Indian Regional Disparity (인도경제의 지역불균형 성장과 공간적 요소의 효과에 관한 실증 분석)

  • Lee, Soon-Cheul
    • International Area Studies Review
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    • v.16 no.1
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    • pp.275-301
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    • 2012
  • This study analyzes the regional disparity in India between 24 states over the period 1980 to 2009. The traditional regressive and spatial autoregressive models are used that includes measures of spatial effects. The results provide no evidence that convergence is valid in India. However, the results indicate that spatial interaction is an important element of state growth in India. The result of spatial analysis excluded two outliner states reveals more strong relationship between the weighted spatial income level and the state growth rates. Moreover, the results find that the coefficients of spatial lag of initial per capital and error terms are significantly negative. The coefficient of variation measures that the distribution of state income level has diverged over time. Therefore, this study concludes that the growth of regional state income does not have a tendency to converge rater than diverge. The results is rational because as the Indian economy is growing rapidly, some states grow faster than the others while initial poor states become the poorest ones, which increases regional disparity in India.

A Study on the Characteristics of the Spatial Distribution and the Disparities in the Provision of Public Libraries in Busan (부산지역 공공도서관 분포의 특성과 공급 불균형 양상 분석)

  • Koo, Bon Jin;Chang, Durk Hyun
    • Journal of Korean Library and Information Science Society
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    • v.52 no.2
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    • pp.189-208
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    • 2021
  • Public library usage is closely related to the accessibility to library facilities. Therefore, public library planning and development authorities should consider the policies for improving the library accessibility of community, for releasing disparities of the spatial accessibility and for increasing location efficiency of public libraries. In this regard, this study strives to analyze the spatial distribution of public libraries in Busan and to derive the regions that lack public libraries by identifying main characteristics using geographical information systems (GIS): identify the blind spot for public library service, analyze the hot and cold spot for the supply of libraries, and identify the vulnerable areas of library based on population density. The result of the study will contribute to understand the spatial distribution of public libraries in Busan and to prioritize sites where public library should be constructed in order to improve the accessibility to public library services.