• Journal of Intelligence and Information Systems
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• v.20 no.2
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• pp.59-71
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• 2014

System trading is becoming more popular among Korean traders recently. System traders use automatic order systems based on the system generated buy and sell signals. These signals are generated from the predetermined entry and exit rules that were coded by system traders. Most researches on system trading have focused on designing profitable entry and exit rules using technical indicators. However, market conditions, strategy characteristics, and money management also have influences on the profitability of the system trading. Unexpected price deviations from the predetermined trading rules can incur large losses to system traders. Therefore, most professional traders use strategy portfolios rather than only one strategy. Building a good strategy portfolio is important because trading performance depends on strategy portfolios. Despite of the importance of designing strategy portfolio, rule of thumb methods have been used to select trading strategies. In this study, we propose a SVM-based strategy portfolio management system. SVM were introduced by Vapnik and is known to be effective for data mining area. It can build good portfolios within a very short period of time. Since SVM minimizes structural risks, it is best suitable for the futures trading market in which prices do not move exactly the same as the past. Our system trading strategies include moving-average cross system, MACD cross system, trend-following system, buy dips and sell rallies system, DMI system, Keltner channel system, Bollinger Bands system, and Fibonacci system. These strategies are well known and frequently being used by many professional traders. We program these strategies for generating automated system signals for entry and exit. We propose SVM-based strategies selection system and portfolio construction and order routing system. Strategies selection system is a portfolio training system. It generates training data and makes SVM model using optimal portfolio. We make $m{\times}n$ data matrix by dividing KOSPI 200 index futures data with a same period. Optimal strategy portfolio is derived from analyzing each strategy performance. SVM model is generated based on this data and optimal strategy portfolio. We use 80% of the data for training and the remaining 20% is used for testing the strategy. For training, we select two strategies which show the highest profit in the next day. Selection method 1 selects two strategies and method 2 selects maximum two strategies which show profit more than 0.1 point. We use one-against-all method which has fast processing time. We analyse the daily data of KOSPI 200 index futures contracts from January 1990 to November 2011. Price change rates for 50 days are used as SVM input data. The training period is from January 1990 to March 2007 and the test period is from March 2007 to November 2011. We suggest three benchmark strategies portfolio. BM1 holds two contracts of KOSPI 200 index futures for testing period. BM2 is constructed as two strategies which show the largest cumulative profit during 30 days before testing starts. BM3 has two strategies which show best profits during testing period. Trading cost include brokerage commission cost and slippage cost. The proposed strategy portfolio management system shows profit more than double of the benchmark portfolios. BM1 shows 103.44 point profit, BM2 shows 488.61 point profit, and BM3 shows 502.41 point profit after deducting trading cost. The best benchmark is the portfolio of the two best profit strategies during the test period. The proposed system 1 shows 706.22 point profit and proposed system 2 shows 768.95 point profit after deducting trading cost. The equity curves for the entire period show stable pattern. With higher profit, this suggests a good trading direction for system traders. We can make more stable and more profitable portfolios if we add money management module to the system.

• Journal of Intelligence and Information Systems
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• v.19 no.4
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• pp.97-121
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• 2013

With the growing importance of knowledge for sustainable competitive advantages and innovation in a volatile environment, many researches on knowledge sharing have been conducted. However, previous researches have mostly relied on the questionnaire survey which has inherent perceptive errors of respondents. The current research has drawn the relationship among primary participant behaviors towards the participation level in knowledge sharing, basically from online user behaviors on Wikipedia, a representative community for online knowledge collaboration. Without users' participation in knowledge sharing, knowledge collaboration for creating knowledge cannot be successful. By the way, the editing patterns of Wikipedia users are diverse, resulting in different revisiting periods for the same number of edits, and thus varying results of shared knowledge. Therefore, we illuminated the participation level of knowledge sharing from two different angles of number of edits and revisiting period. The behavioral dimensions affecting the level of participation in knowledge sharing includes the article talk for public discussion and user talk for private messaging, and community registration, which are observable on Wiki platform. Public discussion is being progressed on article talk pages arranged for exchanging ideas about each article topic. An article talk page is often divided into several sections which mainly address specific type of issues raised during the article development procedure. From the diverse opinions about the relatively trivial things such as what text, link, or images should be added or removed and how they should be restructured to the profound professional insights are shared, negotiated, and improved over the course of discussion. Wikipedia also provides personal user talk pages as a private messaging tool. On these pages, diverse personal messages such as casual greetings, stories about activities on Wikipedia, and ordinary affairs of life are exchanged. If anyone wants to communicate with another person, he or she visits the person's user talk page and leaves a message. Wikipedia articles are assessed according to seven quality grades, of which the featured article level is the highest. The dataset includes participants' behavioral data related with 2,978 articles, which have reached the featured article level, with editing histories of articles, their article talk histories, and user talk histories extracted from user talk pages for each article. The time period for analysis is from the initiation of articles until their promotion to the featured article level. The number of edits represents the total number of participation in the editing of an article, and the revisiting period is the time difference between the first and last edits. At first, the participation levels of each user category classified according to behavioral dimensions have been analyzed and compared. And then, robust regressions have been conducted on the relationships among independent variables reflecting the degree of behavioral characteristics and the dependent variable representing the participation level. Especially, through adopting a motivational theory adequate for online environment in setting up research hypotheses, this work suggests a theoretical framework for the participation level of online knowledge sharing. Consequently, this work reached the following practical behavioral results besides some theoretical implications. First, both public discussion and private messaging positively affect the participation level in knowledge sharing. Second, public discussion exerts greater influence than private messaging on the participation level. Third, a synergy effect of public discussion and private messaging on the number of edits was found, whereas a pretty weak negative interaction effect of them on the revisiting period was observed. Fourth, community registration has a significant impact on the revisiting period, whereas being insignificant on the number of edits. Fifth, when it comes to the relation generated from private messaging, the frequency or depth of relation is shown to be more critical than the scope of relation for the participation level.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.47 no.5
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• pp.50-60
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• 2010

For the last half a century, the personal computer and software industries have been prosperous due to the incessant evolution of computer systems. In the 21st century, the embedded system market has greatly increased as the market shifted to the mobile gadget field. While a lot of multimedia gadgets such as mobile phone, navigation system, PMP, etc. are pouring into the market, most industrial control systems still rely on 8-bit micro-controllers and simple application software techniques. Unfortunately, the technological barrier which requires additional investment and higher quality manpower to overcome, and the business risks which come from the uncertainty of the market growth and the competitiveness of the resulting products have prevented the companies in the industry from taking advantage of such fancy technologies. However, high performance, low-power and low-cost hardware and software platforms will enable their high-technology products to be developed and recognized by potential clients in the future. This paper presents such a platform for industrial embedded systems. The platform was designed based on Telechips TCC8300 multimedia processor which embedded a variety of parallel hardware for the implementation of multimedia functions. And open-source Embedded Linux, TinyX and GTK+ are used for implementation of GUI to minimize technology costs. In order to estimate the expected performance and power consumption, the performance improvement and the power consumption due to each of enabled hardware sub-systems including YUV2RGB frame converter are measured. An analytic model was devised to check the feasibility of a new application and trade off its performance and power consumption. The validity of the model has been confirmed by implementing a real target system. The cost can be further mitigated by using the hardware parts which are being used for mass production products mostly in the cell-phone market.

• Journal of The Korean Association For Science Education
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• v.35 no.1
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• pp.159-167
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• 2015

RI-Biomics is a promising radiation convergence technology that combines radiation with bio science as new growth power technology. Many developed countries are focusing active support and constant exertion to dominate the RI-Biomics market in advance. In order to achieve global leadership in the RI-Biomics field, we need more highly advanced technologies and professional manpower. In fact, we have less manpower compared to technology we currently hold. In this study, we established a basic infrastructure to train professional manpower in the RI-Biomics field by developing/operating optimum training program through expert interviews and survey. The developed program has four organized sections to understand overall procedure of RI-Biomics. To evaluate our training program, we performed test operations with eight students who have a major related to RI-Biomics for three weeks in KARA (Seoul) and KAERI (Jung-eup). In detail, radioisotope usage and safety management were conducted for one week as basic course, RI-Biomics application technology was conducted for two weeks as professional course. To verify performance results of training program, we conducted to journal research, daily reports, and survey on participants. The results show a high level of satisfaction with training programs and continuous intention of involvement in our program. We also need to develop an intensive course to train high-quality human resources and to operate training program continuously. This training program will be used as basic materials for the development of RI-Biomics curriculum for university. Hence, we will expect that our training program contributes in training a professional manpower and develop RI-Biomics technology.

• Korean Journal of Food Science and Technology
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• v.47 no.2
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• pp.233-239
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• 2015

This study determined the optimum extraction conditions based on five response variables (yield, total phenolics, 2,2'-azino-bis(3-ethylbenzothiazoline-6-sulfonic acid) (ABTS) free radical scavanging activity, oxygen radical absorbance capacity (ORAC), and ${\beta}$-1,3-glucan content) in chaga mushroom (Inonotus obliquus) using the response surface methodology, where three independent variables (ethanol concentration, extraction temperature, and extraction time) were optimized using a central composite design. The optimum ethanol concentration, extraction temperature, and extraction time were 50% (w/w), $88.7^{\circ}C$, and 14.5 h; 9.2%, $92.7^{\circ}C$, and 14.5 h; 50.8%, $92.7^{\circ}C$, and 14.5 h; 9.2%, $92.7^{\circ}C$, and 1.5 h; and 90.8%, $92.7^{\circ}C$, and 1.5 h for yield, total phenolics, ABTS, ORAC, and ${\beta}$-1,3-glucan content, respectively. The predicted values of the response variables were compared with those of the extracts under the optimal extraction conditions to verify the models. The optimum extraction condition for the five response variables was predicted to be 81.4% ethanol at $92.7^{\circ}C$ for 14.5 h.

• Journal of the Mineralogical Society of Korea
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• v.22 no.4
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• pp.313-324
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• 2009

We explore the effect of particle shape and size on 3-dimensional (3D) network and pore structure of porous earth materials composed of glass beads and silica gel using NMR micro-imaging in order to gain better insights into relationship between structure and the corresponding hydrologic and seismological properties. The 3D micro-imaging data for the model porous networks show that the specific surface area, porosity, and permeability range from 2.5 to $9.6\;mm^2/mm^3$, from 0.21 to 0.38, and from 11.6 to 892.3 D (Darcy), respectively, which are typical values for unconsolidated sands. The relationships among specific surface area, porosity, and permeability of the porous media are relatively well explained with the Kozeny equation. Cube counting fractal dimension analysis shows that fractal dimension increases from ~2.5－2.6 to 3.0 with increasing specific surface area from 2.5 to $9.6\;mm^2/mm^3$, with the data also suggesting the effect of porosity. Specific surface area, porosity, permeability, and cube counting fractal dimension for the natural mongolian sandstone are $0.33\;mm^2/mm^3$, 0.017, 30.9 mD, and 1.59, respectively. The current results highlight that NMR micro-imaging, together with detailed statistical analyses can be useful to characterize 3D pore structures of various porous earth materials and be potentially effective in accounting for transport properties and seismic wave velocity and attenuation of diverse porous media in earth crust and interiors.

• Journal of the Korean Home Economics Association
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• v.37 no.5
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• pp.61-84
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• 1999

The purpose of this study is to understand the context of cosumers' lives in Korea with a narrative analysis method. The epistemological orientation of eh narrative analysis is Interpretivism, which blends the two polar philosophical perspectives, Empiricism and Rationalism, and includes Narrotology, Hermeneneutics, Semiotics, and Structural Criticism. Narrative analysis takes as its object of investigation the story itself. This study collects eleven narrative plots from four housewives, into which Labov's structural approach is applied. This study shows clearly that the socio-cultural environment in which consumers live has strong influence on their consumption behavior and also reveals that narrativization tells not only about past actions but how individuals understand those actions, that is, meaning.

• 대한공업교육학회지
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• v.41 no.1
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• pp.68-87
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• 2016

This research conducted a survey for total 166 teachers of schools so as to analyze validity and satisfaction for performance objectives of SMB administration subsidy the HRDP and the CEP in Specialized High School. The results of research are as follows. First, teachers recognize that purpose of HRDP is to expand employment of specialized high school and provide human resource of SMB. And, they recognize that HRDP is important to improve school outcomes and makes a positive effect on the improvement of school outcomes. Second, teachers recognize that objectives of HRDP are improvement of student's understanding for SMB, improvement of teacher's understanding for SMB, improvement of SMB's understanding of school, cultivation of student's occupational view, systematization of career guiding program based on employment process, strengthening of industry-academia cooperation education, improvement of the level of student's skill, fulfillment of workplace experience and practice focusing workplace learning, training of customized human resource for SMB, improvement of student's adaptation to the workplace, improvement of employment rate for SMB, expansion of job opportunities for students with SMB, preparation of the base of connection between school and SMB, publicity of school, expansion of opportunities to cooperate between SMB and school, establishment of cooperative system among industrial association and school, introduction and operation of the employment connective model for joint education and employment, strengthening of field professionalism of teachers. However, satisfaction for the achievement of objectives of HRDP except for strengthening of industry-academia cooperation education and improvement of employment rate for SMB is relatively lower than the validity. Third, teachers in charge of human resource training business of middle and small sized company's specialized high school recognize that objectives of CEP are expansion of job opportunities for students with SMB, excavation of good-quality SMB, expansion of opportunities to cooperate between SMB and school, fulfillment of workplace learning, improvement of student's major foundation and in-depth skill, improvement of literacy, math, teamwork and communication abilities for students' job performance, improvement of student's working attitude and student's proper career exploration decision. However, satisfaction for achievement of objectives of CEP is relatively lower than the validity.

• KIPS Transactions on Computer and Communication Systems
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• v.1 no.3
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• pp.143-150
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• 2012

A simulation methodology and corresponding program based on it is to be discussed for analyzing the effects of the networking operation of existing DHC system in connection with CHP system on-site. The practical simulation for arbitrary areas with various building compositions is carried out for the analysis of operational features in both systems, and the various aspects of thermal energy grids with connecting operation are highlighted through the detailed assessment of predicted results. The intrinsic operational features of CHP prime movers, gas engine, gas turbine etc., are effectively implemented by realizing the performance data, i.e. actual operation efficiency in the full and part loads range. For the sake of simplicity, a simple mathematical correlation model is proposed for simulating various aspects of change effectively on the existing DHC system side due to the connecting operation, instead of performing cycle simulations separately. The empirical correlations are developed using the hourly based annual operation data for a branch of the Korean District Heating Corporation (KDHC) and are implicit in relation between main operation parameters such as fuel consumption by use, heat and power production. In the simulation, a variety of system configurations are able to be considered according to any combination of the probable CHP prime-movers, absorption or turbo type cooling chillers of every kind and capacity. From the analysis of the thermal network operation simulations, it is found that the newly proposed methodology of mathematical correlation for modelling of the existing DHC system functions effectively in reflecting the operational variations due to thermal energy grids with connecting operation. The effects of intrinsic features of CHP prime-movers, e.g. the different ratio of heat and power production, various combinations of different types of chillers (i.e. absorption and turbo types) on the overall system operation are discussed in detail with the consideration of operation schemes and corresponding simulation algorithms.

• Archives of design research
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• no.16
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• pp.41-51
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• 1996

A matter of primary concern about all design is concentrated on how to create more valuable things to allow people to live an affluent life. However, it is very difficult to achieve the goal because every design work is changed in accordance with given situatio ns. In this sense, it is significant to study on biodesign because it can be both a basic principle and a fudamantal index to show the way of new design direction. Accordingly, the main purpose of the thesis is to catch every meaning of bio-design and to close analyze its factors in order to generate more fresh ideas and put them into practice. The thesis is composed of five Chapters: Introduction, Background of bio-design, Principle of bio-design, Practice of bio-design, and Conclusion. In Introduction, the purpose and background of the study are presented. I n Chapter 2, source of design orgin, vernacular design, and design for life are researched. In Chapter 3, organic order. the survial of the fittest, and subjective & objective are considered. In Chapter 4, hi-tech & hi-touch, criteria of problem -solving, and harmony with nature are searched. In Conclusion, some suggestive words on the study are mentioned.