• 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.

• The Korean Journal of Archival Studies
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• no.26
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• pp.103-149
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• 2010

Documentation strategy has been experimented in various subject areas and local regions since late 1980's when it was proposed as archival appraisal and selection methods by archival communities in the United States. Though it was criticized to be too ideal, it needs to shed new light on the potentialities of the strategy for documenting local regions in digital environment. The purpose of this study is to analyse the implementation issues of documentation strategy and to suggest the directions for documenting local regions of Korea through the application of the strategy. The documentation strategy which was developed more than twenty years ago in mostly western countries gives us some implications for documenting local regions even in current digital environments. They are as follows; Firstly, documentation strategy can enhance the value of archivists as well as archives in local regions because archivist should be active shaper of history rather than passive receiver of archives according to the strategy. It can also be a solution for overcoming poor conditions of local archives management in Korea. Secondly, the strategy can encourage cooperation between collecting institutions including museums, libraries, archives, cultural centers, history institutions, etc. in each local region. In the networked environment the cooperation can be achieved more effectively than in traditional environment where the heavy workload of cooperative institutions is needed. Thirdly, the strategy can facilitate solidarity of various groups in local region. According to the analysis of the strategy projects, it is essential to collect their knowledge, passion, and enthusiasm of related groups to effectively implement the strategy. It can also provide a methodology for minor groups of society to document their memories. This study suggests the directions of documenting local regions in consideration of current archival infrastructure of Korean as follows; Firstly, very selective and intensive documentation should be pursued rather than comprehensive one for documenting local regions. Though it is a very political problem to decide what subject has priority for documentation, interests of local community members as well as professional groups should be considered in the decision-making process seriously. Secondly, it is effective to plan integrated representation of local history in the distributed custody of local archives. It would be desirable to implement archival gateway for integrated search and representation of local archives regardless of the location of archives. Thirdly, it is necessary to try digital documentation using Web 2.0 technologies. Documentation strategy as the methodology of selecting and acquiring archives can not avoid subjectivity and prejudices of appraiser completely. To mitigate the problems, open documentation system should be prepared for reflecting different interests of different groups. Fourth, it is desirable to apply a conspectus model used in cooperative collection management of libraries to document local regions digitally. Conspectus can show existing documentation strength and future documentation intensity for each participating institution. Using this, documentation level of each subject area can be set up cooperatively and effectively in the local regions.

• The Journal of Korean Society for Radiation Therapy
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• v.34
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• pp.73-82
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• 2022

Purpose: The purpose of this study is to evaluate the effectiveness of reducing the absorbed dose to the ovaries and the quality of the CBCT image when using the Halcyon^TM Fast kV CBCT of cervical cancer patients of child-bearing age who performed ovarian transposition Materials and Methods : Contouring of the cervix and ovaries required for measurement was performed on the computed tomography images of the human phantom (Alderson Rando Phantom, USA), and three Optically Stimulated Luminescence Dosimeter(OSLD) were attached to the selected organ cross-section, respectively. In order to measure the absorbed dose to the cervix and ovaries in the Truebeam^TM pelvis mode (Hereinafter referred to as TP), The Halcyon^TM Pelvis mode (Hereinafter referred to as HP) and The Halcyon^TM Pelvis Fast mode (Hereinafter referred to as HPF), An image was taken with a scan range of 17.5 cm and also taken an image that reduced the Scan range to 12.5cm. A total of 10 cumulative doses were summed, It was replaced with a value of 23 Fx, the number of cervical cancer treatments, and compared In additon, uniformity, low contrast visibility, spatial resolution, and geometric distortion were compared and analyzed using Catphan 504 phantom to compare CBCT image quality between equipment. Each factor was repeatedly measured three times, and the average value was obtained by analysing with the Doselab (Mobius Medical Systems, LP. Versions: 6.8) program. Results: As a result of measuring absorbed dose by CBCT with OSLD, TP and HP did not obtain significant results under the same conditions. The mode showing the greatest reduction value was HPF versus TP. In HPF, the absorbed dose was reduced by 39.8% in the cervix and 19.8% in the ovary compared to the TP in the scan range of 17.5 cm. the scan range was reduced to 12.5 cm, absorbed dose was reduced by 34.2% in the cervix and 50.5% in the ovary. In addition, result of evaluating the quality of the image used in the above experiment, it complied with the equipment manufacturer's standards with Geometric Distortion within 1mm (SBRT standard), Uniformity HU, LCV within 2.0%, Spatial Resolution more than 3 lp/mm. Conclusion: According to the results of this experiment, Halcyon^TM can select more various conditions than Truebeam^TM in treatment of fertility woman who have undergone ovarian Transposition , because it is important to reduce the radiation dose by CBCT during radiation therapy. So finally we recommend Halcyon^TM Fast kV CBCT which maintains image quality even at low mAs. However, it is consider that the additional exposure to low doses can be reduced by controlling the imaging range for patients who have undergone ovarian transposition in other treatment machines.