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Mean-shortfall portfolio optimization via sorted L-one penalized estimation (슬로프 방식을 이용한 평균-숏폴 포트폴리오 최적화)

  • Haein Cho;Seyoung Park
    • The Korean Journal of Applied Statistics
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    • v.37 no.3
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    • pp.265-282
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    • 2024
  • Research in the area of financial portfolio optimization, with the dual goals of increasing expected returns and reducing financial risk, has actively explored various risk measurement indicators. At the same time, the incorporation of various penalty terms to construct efficient portfolios with limited assets has been investigated. In this study, we present a novel portfolio optimization formula that combines the mean-shortfall portfolio and the SLOPE penalty term. Specifically, we formulate this optimization expression, which differs from linear programming, by introducing new variables and using the alternating direction method of multipliers (ADMM) algorithms. Through simulations, we validate the automatic grouping property of the SLOPE penalty term within the proposed mean-shortfall portfolio. Furthermore, using the model introduced in this paper, we propose and evaluate four different types of portfolio compositions relevant to real-world investment scenarios through empirical data analysis.

Development of Digital Therapeutics Mobile Application for Panic Disorder Care (공황장애 케어를 위한 디지털 치료제 어플리케이션 개발)

  • Juhee Yoon;Dong-Keun Kim
    • The Transactions of the Korea Information Processing Society
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    • v.13 no.7
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    • pp.319-325
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    • 2024
  • This study aims to develop a mobile application for the care of panic disorder, assisting in the prevention of panic attacks and the management of symptoms. Panic disorder is a psychological condition characterized by persistent fear, anxiety, and panic attacks, which requires appropriate treatment and management. The increasing need for digital therapeutics that users can access without time and space constraints is evident. The application developed through this research provides basic knowledge about panic disorder, enables self-diagnosis to monitor one's condition, and offers various therapeutic methods to effectively aid in the care of panic disorder. Additionally, it provides notifications based on real-time user location when they reach places where they have previously experienced panic attacks, and offers personalized support. This digital therapeutic aims to introduce new tools and treatment methods beyond traditional therapies. Furthermore, it is expected to contribute positively by promoting the use of digital therapeutics not only for panic disorder but also across the entire field of mental health, thereby improving users' quality of life.

Species-level Zooplankton Classifier and Visualization using a Convolutional Neural Network (합성곱 신경망을 이용한 종 수준의 동물플랑크톤 분류기 및 시각화)

  • Man-Ki Jeong;Ho Young Soh;Hyi-Thaek Ceong
    • The Journal of the Korea institute of electronic communication sciences
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    • v.19 no.4
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    • pp.721-732
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    • 2024
  • Species identification of zooplankton is the most basic process in understanding the marine ecosystem and studying global warming. In this study, we propose an convolutional neural network model that can classify females and males of three zooplankton at the species level. First, training data including morphological features is constructed based on microscopic images acquired by researchers. In constructing training data, a data argumentation method that preserves morphological feature information of the target species is applied. Next, we propose a convolutional neural network model in which features can be learned from the constructed learning data. The proposed model minimized the information loss of training image in consideration of high resolution and minimized the number of learning parameters by using the global average polling layer instead of the fully connected layer. In addition, in order to present the generality of the proposed model, the performance was presented based on newly acquired data. Finally, through the visualization of the features extracted from the model, the key features of the classification model were presented.

Analysis of Educational System and Workforce Development Needs for Urban Air Mobility in Daegu-Gyeongbuk (대구경북지역 도심항공교통의 교육 체계 및 인력 양성 수요에 대한 분석)

  • Wooram Lee
    • The Journal of the Convergence on Culture Technology
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    • v.10 no.4
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    • pp.701-710
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    • 2024
  • This study conducted a survey of companies in the aviation, drone, and Urban Air Mobility (UAM) sectors to analyze the educational and workforce needs, identifying essential competencies and technical training required. The study also proposed potential areas for collaboration between universities and industry regarding educational methods. Key findings and implications of the survey were derived. The results indicated that the most critical consideration for hiring was job-specific skills in the respective field. The most essential quality for workforce training was identified as enhancing the ability to use various equipment and software related to the major field. In the UAM sector, there was a high demand for personnel and education related to aircraft and components, with the highest demand being for lightweight manufacturing technology for aircraft. This study can serve as foundational data for addressing the educational needs in this field.

An Analysis Study on Collaborative AI for the Jewelry Business (주얼리 비즈니스를 위한 협업형 AI의 분석 연구)

  • Hye-Rim Kang
    • The Journal of the Convergence on Culture Technology
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    • v.10 no.4
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    • pp.305-310
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    • 2024
  • With the emergence of generative AI, a new era of coexistence with humanity has begun. The vast data-driven learning capabilities of AI are being utilized in various industries to achieve a level of productivity distinct from human learning. However, AI also manifests societal phenomena such as technophobia. This study aims to analyze collaborative AI models based on an understanding of AI and identify areas within the jewelry industry where these models can be applied. The utilization of collaborative AI models can lead to the acceleration of idea development, enhancement of design capabilities, increased productivity, and the internalization of multimodal functions. Ultimately, AI should be used as a collaborative tool from a utilitarian perspective, which requires a proactive, human-centric mindset. This research proposes collaborative AI strategies for the jewelry business, hoping to enhance the industry's competitiveness.

Study on Impact of Metaverse's Social Presence on Perceived Value and Intention to Use (메타버스의 사회적 실재감이 지각된 가치와 사용의도에 미치는 영향 연구)

  • Minjung Kim;Mina Lee
    • The Journal of the Convergence on Culture Technology
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    • v.10 no.4
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    • pp.721-728
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    • 2024
  • The purpose of this study is to confirm the direct and indirect influence of the social presence of the Metaverse on intention to use. At this time, in addition to the direct effect of social presence, we attempted to examine the indirect effect on intention to use through perceived value. Perceived value was based on previous research. Perceived Enjoyment and perceived usefulness were used as positive values, and anxiety or worry perceived in the use of the Metaverse was defined as perceived risk and applied together. As a result of conducting a survey targeting college students who are the main users of Metaverse, the social presence of Metaverse had a direct positive effect on intention to use, and the mediating effects of perceived enjoyment and perceived usefulness could be confirmed. However, perceived risk did not have a significant mediating effect. Strategic implications were provided based on the results of this study, which showed that increasing the social presence of the Metaverse can enhance the intention to use it by increasing the value of the platform.

The Effects of Self-esteem on Health Promotion Behavior in Pre-service Early Childhood Teachers (예비유아교사의 자아존중감이 건강증진행위에 미치는 영향)

  • JiYoon Kim
    • The Journal of the Convergence on Culture Technology
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    • v.10 no.4
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    • pp.183-191
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    • 2024
  • The purpose of this study was to investigate the impact of pre-service early childhood teachers' self-esteem on their health promotion behaviors. The participants were 230 pre-service early childhood teachers from Seoul and Gyeonggi-province. The data were analyzed using the SPSS version 22.0 program. The results of the study can be summarized as follows: Firstly, the self-esteem and health promotion behaviors of pre-service early childhood teachers were found to be above average. Secondly, there was a significant correlation between the self-esteem of pre-service early childhood teachers and their health promotion behaviors. Thirdly, the factors influencing the health promotion behaviors of pre-service early childhood teachers included self-esteem, academic grade, and satisfaction with their major, which together accounted for 28% of the variance. This study is significant as it empirically demonstrates that self-esteem is a crucial factor influencing the level of health promotion behaviors among pre-service early childhood teachers.

A Study on NCS-based Team Teaching Operation in Animation Related Department (애니메이션 관련학과 NCS기반 팀 티칭 운영방안에 관한 연구)

  • Jung, Dong-hee;An, Dong-kyu;Choi, Jung-woong
    • Cartoon and Animation Studies
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    • s.47
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    • pp.31-52
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    • 2017
  • NCS education was created to realize a society in which skills and abilities are respected, such as transcending specifications, establishing recruitment systems, and developing and disseminating national incompetence standards. At the university level, special lectures and job training are being strengthened to raise industrial experts. Especially, in the field of animation, new technologies are rapidly emerging and demanding convergent talents with various fields. In order to meet these social demands, there is a limit to the existing one-class teaching method. In order to solve this problem, it is necessary to participate in a variety of specialized teachers. In other words, rather than solving problems of students' job training and job creation, It is aimed to solve jointly, Team teaching was suggested as a method for this. The expected effects that can be obtained through this are as follows. First, the field of animation is becoming more diverse and complex. The ability to use NCS job-related skills pools can be matched with professors from other departments to enable a wider range of professional instruction. Second, it is possible to use partial professorships in other departments by actively utilizing professors in the university. This leads to the strengthening of the capacity of teachers in universities. Third, it is possible to build a broader and more integrated educational system through cooperative teaching of professors in other departments. Finally, the advantages of special lectures and mentor support of college professors' pools are broader than those of field specialists. A variety of guidance for students can be made with responsible professors. In other words, time and space constraints can be avoided because the mentor is easily met and guided by the university.

In vivo assessment of the nutritional value of Allomyrina dichotoma larva protein as future protein resource (미래 식량자원으로써 장수풍뎅이 유충의 영양학적 평가)

  • Choi, Young-Jin;Fan, Meiqi;Kim, Eun-Kyung;Lee, Seul-bi;Hwang, Yeon-hyeon;Jang, Yeong-Ho;Bae, Sung-Mun
    • Korean Journal of Food Science and Technology
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    • v.52 no.6
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    • pp.610-615
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    • 2020
  • Edible insects might be used as a means to solve food insecurity caused by population growth. Many studies have investigated the biological activity of insects; however, few studies have investigated the nutritional value of insects. Therefore, the aim of this study was to investigate the nutritional value of Allomyrina dichotoma larva protein (ADP) as a source of protein replacement. In vivo studies were conducted to determine the food efficiency ratio (FER), protein efficiency ratio (PER), and true digestibility (TD) of ADP. Experiments were conducted in 3 groups of 8 animals per group using twenty-four 4-week-old SD rats. The experimental groups included the general diet group (Con), in which 20% of the total Kcal in the diet was composed of casein protein, and the ADP group (ADP), in which 20% of the total Kcal was composed of ADP protein, and a non-protein diet group (NP) to measure the protein (metabolic fecal nitrogen) excreted by metabolic processes in the body. As a result of this experiment, we found that the FERs were 0.52 and 0.41 in the casein protein intake (Con) and ADP groups, respectively, thus showing a significantly lower level in the ADP group. The PERs of ADP and Con were 2.39 and 2.63, respectively. The TD of Con and ADP were 91% and 80%, respectively.

Water Digital Twin for High-tech Electronics Industrial Wastewater Treatment System (II): e-ASM Calibration, Effluent Prediction, Process selection, and Design (첨단 전자산업 폐수처리시설의 Water Digital Twin(II): e-ASM 모델 보정, 수질 예측, 공정 선택과 설계)

  • Heo, SungKu;Jeong, Chanhyeok;Lee, Nahui;Shim, Yerim;Woo, TaeYong;Kim, JeongIn;Yoo, ChangKyoo
    • Clean Technology
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    • v.28 no.1
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    • pp.79-93
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    • 2022
  • In this study, an electronics industrial wastewater activated sludge model (e-ASM) to be used as a Water Digital Twin was calibrated based on real high-tech electronics industrial wastewater treatment measurements from lab-scale and pilot-scale reactors, and examined for its treatment performance, effluent quality prediction, and optimal process selection. For specialized modeling of a high-tech electronics industrial wastewater treatment system, the kinetic parameters of the e-ASM were identified by a sensitivity analysis and calibrated by the multiple response surface method (MRS). The calibrated e-ASM showed a high compatibility of more than 90% with the experimental data from the lab-scale and pilot-scale processes. Four electronics industrial wastewater treatment processes-MLE, A2/O, 4-stage MLE-MBR, and Bardenpo-MBR-were implemented with the proposed Water Digital Twin to compare their removal efficiencies according to various electronics industrial wastewater characteristics. Bardenpo-MBR stably removed more than 90% of the chemical oxygen demand (COD) and showed the highest nitrogen removal efficiency. Furthermore, a high concentration of 1,800 mg L-1 T MAH influent could be 98% removed when the HRT of the Bardenpho-MBR process was more than 3 days. Hence, it is expected that the e-ASM in this study can be used as a Water Digital Twin platform with high compatibility in a variety of situations, including plant optimization, Water AI, and the selection of best available technology (BAT) for a sustainable high-tech electronics industry.