• Title/Summary/Keyword: 시계열 추이 분석

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A Study on Stock Trading Method based on Volatility Breakout Strategy using a Deep Neural Network (심층 신경망을 이용한 변동성 돌파 전략 기반 주식 매매 방법에 관한 연구)

  • Yi, Eunu;Lee, Won-Boo
    • The Journal of the Korea Contents Association
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    • v.22 no.3
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    • pp.81-93
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    • 2022
  • The stock investing is one of the most popular investment techniques. However, since it is not easy to obtain a return through actual investment, various strategies have been devised and tried in the past to obtain an effective and stable return. Among them, the volatility breakout strategy identifies a strong uptrend that exceeds a certain level on a daily basis as a breakout signal, follows the uptrend, and quickly earns daily returns. It is one of the popular investment strategies that are widely used to realize profits. However, it is difficult to predict stock prices by understanding the price trend pattern of stocks. In this paper, we propose a method of buying and selling stocks by predicting the return in trading based on the volatility breakout strategy using a bi-directional long short-term memory deep neural network that can realize a return in a short period of time. As a result of the experiment assuming actual trading on the test data with the learned model, it can be seen that the results outperform both the return and stability compared to the existing closing price prediction model using the long-short-term memory deep neural network model.

A Review on the Contemporary Changes of Capital Structures for the Firms belonging to the Korean Chaebols (한국 재벌기업들의 자본구조변화 추이에 관한 재무적 관점에서의 고찰)

  • Kim, Hanjoon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.1
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    • pp.86-98
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    • 2014
  • This study examined a long-standing issue with its perverse results in the Korean capital markets, such as any variant financial profiles over time, affecting capital structure for the firms belonging to the chaebols. It may be of interest to identify these components from the perspectives of international investors and domestic policy makers to implement their contingent strategies on the target leverage, since the U.S. financial turmoils in the late 2000s. Regarding the evidence from the three hypothesis tests on the firms in the chaebols, this research found that the control variabels measuring profitability, business risk, and non-debt tax shields, showed their statistically significant relationships with the different types of a debt ratio. While FCFF(free cash flow to the firm) showed its significant influence to discriminate between the firms in the chaebols and their counterparts, not belonging to the chaebols, BDRELY as the ratio of liabilities to total assets, comprising the enhanced 'Dupont' system, only showed its statistically significant effect on leverage in the context of the parametric and nonparametric tests. In line with the results obtained from the present research, one may expect that a firm in the Korean chaebol, may control or restructure its present level of capital structure to revert to its target optimal capital structure towards maximizing the shareholders' wealth.

Trend of Medical Care Utilization and Medical Expenditure of the Elderly Cohort (노인 코호트의 의료이용 및 입원진료비 변화 추이 -공.교 의료보험 대상자를 대상으로-)

  • Lee, Kyeong-Soo;Kang, Pock-Soo
    • Journal of Preventive Medicine and Public Health
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    • v.30 no.2 s.57
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    • pp.437-461
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    • 1997
  • Because of a significant improvement in the economic situation and development of scientific techniques in Korea during the last 30 years, the life expectancy of the Korean people has lengthened considerably and as a result, the number of the elderly has markedly increased. Such an increase of the number of aged population brought about many social, economic, and medical problems which were never seriously considered before. This study was conducted to assess the trend of medical care utilization and medical expenditure of the elderly. The data of each patient in the study were taken from computer database maintained for administrative purpose by the Korea Medical Insurance Corporation. The study population was 132,670 who were 60 years old or more and registered in Korean Medical Insurance Corporation from 1989 to 1993. The study subjects were predominantly female(56.3%) and 10,000-20,000 Won premium group(50.6%). The following are summaries of findings : The total increase of the number of inpatient cases was 40.5% from 1989 through 1993. The average annual increase was 3.7% in inpatient medical expenditures per case, 4.4% in inpatient medical expenditures per day and 0.08% in length of stay per case from 1989 through 1993. Cataract was the most prevalent disease of 10 leading frequent diseases in all ages from 1989 through 1993. The case mix in 1993 compared to 1989 revealed that cataract and ischemic cerebral disease were increased whereas essential hypertension and pulmonary tuberculosis were decreased . The average annual increase of medical expenditures was 3.8% in general hospitals, 6.3% in hospitals and 2.4% in clinics. From 1989 through 1993, medical expenditures used by high-cost patients accounted for about 14% to 20% of all expenditures for inpatient care, while they represented less than 2.5% of the elderly population. Time series analysis revealed that total medical expenditures and doctor's fee for inpatient will be progressively increased whereas drug expenditures for inpatient will be decreased. And there will be no change in length of stay. Based on the above results, the factors increasing medical cost and utilization should be identified and the method of cost containment for the elderly health care should be developed systematically.

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Analysis of Abnormal High Temperature Phenomena in Cixi-si of China using Landsat Satellite Images (Landsat 위성영상을 이용한 중국 츠시시의 이상 고온 현상 분석)

  • Park, Joon-Kyu;Lee, Jong-Sin
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.8
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    • pp.34-40
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    • 2017
  • In recent years, global warming has caused abnormal weather phenomena. Unusually cold climates have occurred all around the world, including cold waves in the Northeastern United States, Beijing, China, Southern India, and Pakistan, as well as floods in Chile, Kazakhstan, and Vietnam. China has been experiencing a nationwide heat wave annually since the year 2013, especially in the southern region. In this study, we used Landsat 8 OLI TIRS sensor images from four periods to analyze the characteristics of abnormal high temperature phenomena in Cixi-si, China. Land cover classification was performed using 10 bands of satellite imagery, and the surface temperature was extracted using the 10th thermal band. The results of the land cover classification of the fourth period show the changes of the time series quantitatively. The results of the surface temperature calculation provided both the average overall temperature and the average temperature of individual items. The temperature was found to be highest for buildings, followed by grassland, forest, agricultural land, water systems, and tidal flats in the same period.

Association of Lifestyle with Blood Pressure (생활양식과 혈압의 관련성)

  • Joo, Ree;Chung, Jong-Hak
    • Journal of Preventive Medicine and Public Health
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    • v.30 no.3 s.58
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    • pp.497-507
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    • 1997
  • This study was conducted to evaluate the association of various lifestyle with blood pressure. The data were obtained from the individuals who got routine health examination in Department of Occupational Medicine, Yeungnam University Hospital from June to September, 1996. Among these people, we selected 130 cases of hypertensives (97 males, 33 females) and 150 normotensives(70 males, 80 females) and study was conducted. The authors collected the information of the risk factors related to hypertension such as age, family history of hypertension, fasting blood sugar, serum total cholesterol, alcohol consumption(g/week), smoking history, relative amount of salt intake (low, moderate, high), the frequency' of weekly meat consumption, BMI, daily coffee consumption(cups/day) and the frequency of regular exercise(frequency/week) through questionnaire and laboratory test. By simple analysis, BMI was significantly associated with hypertension in male(p<0.05), and the frequency of weekly meat consumption was significantly associated with hypertension in female(p<0.05). Using logistic regression model, elevated odds ratio was noted for fasting blood sugar, serum total cholesterol, family history of hypertension, alcohol consumption, salt intake and BMI, and reduced odds ratio was noted for coffee consumption and exercise in male but fasting blood sugar(odds ratio=1.022, 95% CI=1.000-1.044), family history in both of parents(odds ratio=3.301, 95% CI=1.864-4.738), salt intake(odds ratio=1.690, 95% CI=1.082-2.298) and BMI(odds ratio=1.204, 95% CI=1.065-1.343) were statistically significant(p<0.05). In female, elevated odds ratio was noted in serum total choles terol, family history of hypertension, BMI and meat consumption. Of all these variables, the family history of hypertension in either of parents(odds ratio=4.981, 95% CI=3.650-6.312), family history in both of parents(odds ratio=16.864, 95% CI=14.577-19.151), BMI(odds ratio=1.167, 95% CI=1.016-1.318) and meat consumption(odds ratio=2.045, 95% CI=1.133-2.963) showed statistically significant association with hypertension in female(p<0.05).

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A Study on Collection and Usage of Panel Data on On-board Job Taking and Separation of Korean Seafarers (한국선원의 승선과 이직에 대한 패널자료 구축과 활용방안)

  • Park, Yong-An
    • Journal of Korea Port Economic Association
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    • v.32 no.4
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    • pp.149-163
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    • 2016
  • Seafarers are an essential resource in maritime industries, which provide navigation skills, vessel maneuvering skills and fishing skills in the fishery industry. They also work as a driving force in pilotage, port operation, vessel traffic service, and marine safety. Other areas in maritime services, which rely on seafarer include safety management of ships, supervisory activities, and maritime accident assessment. In these ways, Korean seafarers have contributed to the growth of Korean economy. However, there have been issues of high separation rate, shortage of supply, multi-nationality, multiplicity of culture caused by employment of foreign seafarers, and aging. The present paper finds that maritime officers and fishery officers demonstrate differences in the statistics of on-board job taking and separation: the separation rate of fishery officers is higher than that of maritime officers. The existing data and statistics by the Korea Seafarer's Welfare & Employment Center could be improved by changing its structure from time series to panel data. The Korea Seafarer's Welfare & Employment Center is the ideal institution for collecting the panel data, as it has already accumulated and published relevant statistics regarding seafarer. The basic design method of the panel data is to adopt and improve it by including the information on ratings of maritime and fishery industries, ranks in a ship, personal information, family life, and career goal. Panel data are useful in short- and long-term forecasts of supply of Korean seafarers; demand evaluation of education, training, and reeducation of the seafarers; demographical dynamic analysis on Korean seafarers; inducement policy of long-term on board job taking in harmony with man-power demands in marine industries such as pilotage service; implementation of job attractiveness policy on Korean seafarers; and employment stabilization of Korean seafarers.

Evaluating the Capping Effects of Dredged Materials on the Contaminated Sediment for Remediation and Restoration of the West Sea-Byeong Dumping Site (서해병 폐기물 배출해역 오염퇴적물의 정화·복원을 위한 준설토 피복 효과 평가)

  • Kang, Dong Won;Lee, Kwang Sup;Kim, Young Ryun;Choi, Ki-young;Kim, Chang-joon
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.28 no.2
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    • pp.212-223
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    • 2022
  • For the remediation and restoration of contaminated sediment at the West Sea-Byeong dumping site, dredged materials was dumped in 2013, 2014, 2016, and 2017. The physicochemical properties and benthic fauna in surface sediments of the capping area (5 stations) and natural recovery area (2 stations) were analyzed annually from 2014 to 2020 to evaluate the capping effect of the dredged materials. The natural recovery area had a finer sediment with a mean particle size of 5.91-7.64 Φ, while the sediment in the capping area consisted of coarse-grained particles with a mean particle size of 1.47-3.01 Φ owing to the capping effect of dredged materials. Considering that the contents of organic matters (COD, TOC, and TN) and heavy metals in the capping area are approximately 50 % lower (p<0.05) than that in the natural recovery area, it is judged that there is a capping effect of dredged materials. As a result of analyzing macrobenthic assemblages, the number of species and ecological indices of the capping area were significantly lower than that of the natural recovery area (p<0.05). The number of species and ecological indices at the capping area were increased for the first four years after the capping in 2013 and 2014 and then tended to decrease thereafter. It is presumed that opportunistic species, which have rapid growth and short lifetime, appeared dominantly during the initial phase of capping, and the additory capping in 2016 and 2017 caused re-disturbance in the habitat environment. In the natural recovery and capping areas, Azti's Marine Biotic Index (AMBI) was evaluated as a fine healthy status because it maintained the level of 2nd grades (Good), whereas Benthic Pollution Index (BPI) remained at the 1st and 2nd grade. Therefore, capping of dredged materials for remediation of contaminated sediment in the dumping site has the effect of reducing the pollution level. However, in terms of the benthic ecosystem, it is recommended that the recovery trend should be monitored long-term. Additionally, it is necessary to introduce an adaptive management strategy when expanding the project to remediate the contaminated sediment at the dumping area in the future.

A Study on Occupational Diseases of Fire Officials (소방공무원의 직무질환에 관한 연구)

  • Cho, Kwang-Rae
    • Korean Security Journal
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    • no.61
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    • pp.109-135
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    • 2019
  • The purpose of this study is to investigate the occupational diseases(the number of medical treatment) of fire officials by using time-series analysis. The results of the study are as follows. First, the average rates of the occupational diseases of fire officials were as follows: ① internal diseases were the highest at 9.24% in December, the lowest at 7.76% in February, ② otolaryngologic diseases were the highest at 9.29% in December, the lowest at 6.74% in August, ③ dermatological diseases were the highest at 10.03% in July, the lowest at 7.35% in January and February, ④ surgical diseases were the highest at 10.38% in November, the lowest at 5.62% in February, ⑤ orthopedic diseases were the highest at 9.69% in March, the lowest at 7.52% in November, ⑥ neurosurgical diseases were the highest at 9.33% in April, the lowest at 6.82% in February, ⑦ neurological diseases were the highest at 9.47% in December, the lowest at 7.06% in October, and ⑧ mental health diseases were the highest at 9.93% in December, the lowest at 6.51% in May. Second, the seasonal decomposition of the disease occurrence of fire officials were described by assigning seasonal factor(S), trend factor(T), circulation factor(C) and irregular factor(R): ① internal diseases were 1.075(S) × 189.355(T·C) × 1.174(R) = 238.975(F), ② otolaryngologic diseases were 1.023(S) × 69.605(T·C) × 1.040(R) = 74.000(F), ③ dermatological diseases were 1.002(S) × 73.088(T·C) × 0.874(R) = 64.000(F), ④ surgical diseases were 1.099(S) × 27.229(T·C) × 0.669(R) = 20.000(F), ⑤ orthopedic diseases were 1.115(S) × 73.182(T·C) × 1.213(R) = 99.000(F), ⑥ neurosurgical diseases were 0.993(S) × 27.836(T·C) × 1.303(R) = 36.000(F), ⑦ neurological diseases were 1.029(S) × 62.417(T·C) × 1.152(R) = 74.000(F), and ⑧ mental health diseases were 1.210(S) × 8.781(T·C) × 1.035(R) = 11.000(F).

Grand Circulation Process of Beach Cusp and its Seasonal Variation at the Mang-Bang Beach from the Perspective of Trapped Mode Edge Waves as the Driving Mechanism of Beach Cusp Formation (맹방해안에서 관측되는 Beach Cusp의 일 년에 걸친 대순환 과정과 계절별 특성 - 여러 생성기작 중 포획모드 Edge Waves를 중심으로)

  • Cho, Yong Jun
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.31 no.5
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    • pp.265-277
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    • 2019
  • Using the measured data of waves and shore-line, we reviewed the grand circulation process and seasonal variation of beach cusp at the Mang-Bang beach from the perspective of trapped mode Edge waves known as the driving mechanism of beach cusp. In order to track the temporal and spatial variation trends of beach cusp, we quantify the beach cusp in terms of its wave length and amplitude detected by threshold crossing method. In doing so, we also utilize the spectral analysis method and its associated spectral mean sand wave number. From repeated period of convergence and ensuing splitting of sand waves detected from the yearly time series of spectral mean sand wave number of beach cusp, it is shown that the grand circulation process of beach cusp at Mang-Bang beach are occurring twice from 2017. 4. 26 to 2018. 4. 20. For the case of beach area, it increased by $14,142m^2$ during this period, and the shore-line advanced by 18 m at the northen and southern parts of the Mang-Bang beach whereas the shore-line advanced by 2.4 m at the central parts of Mang-Bang beach. It is also worthy of note that the beach area rapidly increased by $30,345m^2$ from 2017.11.26. to 2017.12.22. which can be attributed to the nature of coming waves. During this period, mild swells of long period were prevailing, and their angle of attack were next to zero. These characteristics of waves imply that the main transport mode of sediment would be the cross-shore. Considering the facts that self-healing capacity of natural beaches is realized via the cross-shore sediment once temporarily eroded. it can be easily deduced that the sediment carried by the boundary layer streaming toward the shore under mild swells which normally incident toward the Mang-Bang beach makes the beach area rapidly increase from 2017.11.26. to 2017.12.22.

A Proposal of a Keyword Extraction System for Detecting Social Issues (사회문제 해결형 기술수요 발굴을 위한 키워드 추출 시스템 제안)

  • Jeong, Dami;Kim, Jaeseok;Kim, Gi-Nam;Heo, Jong-Uk;On, Byung-Won;Kang, Mijung
    • Journal of Intelligence and Information Systems
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    • v.19 no.3
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    • pp.1-23
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    • 2013
  • To discover significant social issues such as unemployment, economy crisis, social welfare etc. that are urgent issues to be solved in a modern society, in the existing approach, researchers usually collect opinions from professional experts and scholars through either online or offline surveys. However, such a method does not seem to be effective from time to time. As usual, due to the problem of expense, a large number of survey replies are seldom gathered. In some cases, it is also hard to find out professional persons dealing with specific social issues. Thus, the sample set is often small and may have some bias. Furthermore, regarding a social issue, several experts may make totally different conclusions because each expert has his subjective point of view and different background. In this case, it is considerably hard to figure out what current social issues are and which social issues are really important. To surmount the shortcomings of the current approach, in this paper, we develop a prototype system that semi-automatically detects social issue keywords representing social issues and problems from about 1.3 million news articles issued by about 10 major domestic presses in Korea from June 2009 until July 2012. Our proposed system consists of (1) collecting and extracting texts from the collected news articles, (2) identifying only news articles related to social issues, (3) analyzing the lexical items of Korean sentences, (4) finding a set of topics regarding social keywords over time based on probabilistic topic modeling, (5) matching relevant paragraphs to a given topic, and (6) visualizing social keywords for easy understanding. In particular, we propose a novel matching algorithm relying on generative models. The goal of our proposed matching algorithm is to best match paragraphs to each topic. Technically, using a topic model such as Latent Dirichlet Allocation (LDA), we can obtain a set of topics, each of which has relevant terms and their probability values. In our problem, given a set of text documents (e.g., news articles), LDA shows a set of topic clusters, and then each topic cluster is labeled by human annotators, where each topic label stands for a social keyword. For example, suppose there is a topic (e.g., Topic1 = {(unemployment, 0.4), (layoff, 0.3), (business, 0.3)}) and then a human annotator labels "Unemployment Problem" on Topic1. In this example, it is non-trivial to understand what happened to the unemployment problem in our society. In other words, taking a look at only social keywords, we have no idea of the detailed events occurring in our society. To tackle this matter, we develop the matching algorithm that computes the probability value of a paragraph given a topic, relying on (i) topic terms and (ii) their probability values. For instance, given a set of text documents, we segment each text document to paragraphs. In the meantime, using LDA, we can extract a set of topics from the text documents. Based on our matching process, each paragraph is assigned to a topic, indicating that the paragraph best matches the topic. Finally, each topic has several best matched paragraphs. Furthermore, assuming there are a topic (e.g., Unemployment Problem) and the best matched paragraph (e.g., Up to 300 workers lost their jobs in XXX company at Seoul). In this case, we can grasp the detailed information of the social keyword such as "300 workers", "unemployment", "XXX company", and "Seoul". In addition, our system visualizes social keywords over time. Therefore, through our matching process and keyword visualization, most researchers will be able to detect social issues easily and quickly. Through this prototype system, we have detected various social issues appearing in our society and also showed effectiveness of our proposed methods according to our experimental results. Note that you can also use our proof-of-concept system in http://dslab.snu.ac.kr/demo.html.