• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

• The Journal of the Petrological Society of Korea
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• v.11 no.2
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• pp.74-89
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• 2002

Rock units, relating with the Guamsan caldera, are composed of Guamsan Tuff and rhyolitic intrusions. The Guamsan Tuff consists almost entirely of ash-flow tuffs with some volcanic breccias and fallout tuffs. The volcanic breccia comprises block and ash-flow breccias of near-vent facies and caldera-collapse breccia near the ring fracture. The lower ash-flow tuffs are of an expanded pyroclastic flow phase from the pyroclastic flow-forming eruption with an ash-cloud fall phase of the fallout tuffs on the flow units, but the upper ones are of a non-expanded ash-flow phase from the boiling-over eruption. The rhyolitic intrusions are divided into intracaldera intrusions and ring dikes that are subdivided into inner, intermediate and outer dikes. We compile the volcanic processes along a single cycle of cadela development from the eruptive phases in the Guamsan area. The explosive eruptions began with block and ash-flow phases from collapse of glowing lava dome caused by Pelean eruption, progressed through expanded pyroclastic flow phases and ash-cloud fallout phases during high column collapse of pyroclastic flow-forming eruption from a single central vent. This was followed by non-expanded ash-flow phases due to boiling-over eruption from multiple ring fissure vents. The caldera collapse induced the translation into ring-fissure vents from a single central vent in the earlier eruption. After the boiling-over eruption, there followed an effusive phase in which rhyolitic magma was injected and erupted to be progressively emplaced as small plugs/dikes and ring dikes with many lava domes on the surface. Finally rhyodacitic magma was on emplaced as a series of dikes along the junction of both outer and intermediate dikes on the southwestern side of the caldela.

• The Journal of the Petrological Society of Korea
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• v.16 no.2 s.48
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• pp.82-99
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• 2007

The Paleogene dikes intruding into the late Cretaceous granodiorite are pervasively observed in the Irun-myeon, eastern Geoje Island. They are classified into three groups: NW-trending acidic dike swarm and WNW- (A-Group) and $NS{\sim}NNE-trending$ (B-Group) basic dike swarms. Based on their cross-cutting relationships, the earliest is the acidic dike group and fellowed by A- and B-Groups in succession. The acidic dikes seem to have intruded into tension gashes induced by the sinistral strike-slip faulting of the Yangsan fault system during the late $Cretaceous{\sim}early$ Paleogene. In terms of rock-type, orientation, age, and geochemistry, A-Group and B-Group are intimately correlated with the intermediate and basic dike swarms in the Gyeongju-Gampo area, respectively. These results significantly suggest that the corresponding dike swarms are genetically related. Based on the K-Ar and Ar-Ar age data, A- and B- Groups were intruded during $64{\sim}52\;Ma$ and $51{\sim}44\;Ma$, respectively. The result means that the direction of tensional stress in and around the SE Korean peninsula was changed abruptly from NNE-SSW to $EW{\sim}WNW-ESE$ at about 51 Ma. Considering the tectonic environments during the Paleogene, it is interpreted that A-Group was injected along the WNW-trending tensional fractures developed under an regional sinistral simple shear regime which was caused by the north-northwestward oblique subduction of the Pacific plate beneath the Eurasian plate. Meanwhile, the regional stress caused by the collision of India and Eurasia continents at about 55 Ma was likely propagated to the East Asia at about 51 Ma, and then the East Asia including the Korean peninsula was extruded eastwards as a trench-rollback and the dip of downgoing slab of the Pacific plate was abruptly steepened. As a result, the strong suction-force along the plate boundary produced a tensional stress field trending EW or WNW-ESE in and around the Korean peninsula, which resultantly induced B-Group to intrude passively into the study area.

• Archives of design research
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• v.19 no.2 s.64
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• pp.31-42
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• 2006

This study originates from the following critical mind; what will the office of the future be like? and what technology will we rely upon most to communicate with colleagues or to access business information. In the office environment today, new technology has compelled new work paradigm and has greatly affected the capabilities of the individual to work in a more productive and efficient manner. However, even though new computer technology has changed the business world so rapidly, it is very difficult to see the changes that have been taken place. As an aim of the study, creating a mobile tool for office workers that successfully supports their work and communication was explored, and this study explored future work environment with a 5 years technological and social perspective. As a result of this study, the bON brings new visions to the mobile professionals via various interfaces. The bON, a mobile device, is both a system of work and of communication for office workers. The bON, as an integrated tool for working and communicating, forms the basis for a mobile information gateway that is equally capable of functioning as a mobile desk. The basic underlying idea is that all formal meeting places and hallways in the office are equipped with large wall-mounted screens. The bON collaborates with these media in various ways to enhance productivity and efficiency. The main challenge for the bON to enhance both mobility and quality of information is using new technology including bendable and flexible display and soft material display and sensors. To answer for the strong needs for mobility, the whole size of the device is fairly small while the screen is rolled inside the device. For Graphical User Interface, moreover, a new technique called Multi-layering Interface was adopted to stretch user's visual limits and suggests new direction in designing mobile device, equipped with small size display.

• Journal of the Korean earth science society
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• v.36 no.2
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• pp.171-180
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• 2015

Regarding the tropical cyclone (TC) genesis frequency, TCs between 1999 and 2013 were generated more frequently in the northwest waters of the tropical- and subtropical western North Pacific than TCs between 1977 and 1998. TCs over the period from 1977-1998 showed a northward track trend generated mostly from the distant sea in east of the Philippines via the mainland of the Philippines and the South China Sea to the west toward Indochina or from the distant sea in east of the Philippines to the distance sea in east of Japan. TCS over the period from 1999-2013 showed a northward shift pattern to the mid-latitude region mostly in East Asia. Therefore, TCs over the period from 1999-2013 tended to move to much higher latitudes than TCs over the period from 1977-1998, which also resulted in the high possibility of maximum TC intensity occurred in higher latitudes during the former period than the latter period. In the difference of 500 hPa streamline between two periods, the anomalous anticyclonic circulations were strengthened in $30-50^{\circ}N$ whereas the anomalous monsoon trough was placed in north of the South China Sea, which was extended to the east up to $145^{\circ}E$. The mid-latitude in East Asia is affected by the anomalous southeasterlies due to the above anomalous anticyclonic circulations and anomalous monsoon trough. The anomalous southeasterlies play a role in anomalous steering flows that directed TCs to the mid-latitude regions in East Asia, which made the latitudes of the maximum intensities in TCs over the period from 1999 - 2013 further to the north than those in TCs over the period from 1977-1998.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.18 no.7
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• pp.784-795
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• 2007

In this thesis, the Multi element antenna with wideband and enhanced gain characteristic is proposed to operate at both frequency range from 824 MHz to 896 11Hz for the CDMA and frequency range from 908.5 MHz to 914 MHz for the RFID band. The proposed antenna has tile size of $35{\times}15{\times}5mm^3$ in order to put it in the A model of S company and each element of the proposed antenna is folded to obtain the minimum size. To obtain the antenna with wideband and high gain characteristic, the radiator of the antenna is divided into 4 elements. As a result, bandwidth of the proposed antenna become broader and lower center frequency is appeared due to increased and lengthened current path. Moreover, the enhanced gain characteristic is verified because divided element structure that induct uniform current distribution can get increased antenna efficiency. To attain more uniform current distribution, modified structure of the feeding point that can deliver currents directly is designed. The antenna that alters the feeding structure has higher gain value. Each element is folded to increase the current paths considering the current directions to attain the miniaturization of the antenna. To measure the handset antenna, the handset case must be considered. Even though antenna is designed for predicted characteristic, the resonance frequency is shifted and antenna gain is deteriorated at predicted frequency while antenna is set in the handset case. 1.08 GHz of the resonant frequency is determined after frequency shift from 150 MHz to 200 MHz is confirmed and the maximum gain is measured as 3.1 dBi while antenna is not set in the handset. In case handset case is considered, the experimental results show that the impedance bandwidth for VSWR<2 is from 0.824 GHz to 0.936 GHz(110 MHz). This result appears that the proposed antenna can cover both CDMA and RFID band at once. The measured gain is from -3.4 dBi to -0.5 dBi and it has omni-directional pattern practically.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.24 no.1
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• pp.16-25
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• 2012

To calculate the total mass flux that change in dry and flood season in the Yeomha Channel of Gyeonggi Bay, the 13 hour bottom tracking observation was performed from the southern extremity. The value of the total mass flux(Lagrange flux) was calculated as the sum of the Eulerian flux value and stroke drift value and the tidal residual flow was harmonically analyzed through the least-squares method. Moreover, the average during the tidal cycle is essential to calculate the mass flux and the tidal residual flow and there is the need to equate the grid of repeatedly observed data. Nevertheless, due to the great differences in the studied region, the number of vertical grid tends to change according to time and since the horizontal grid differs according to the transport speed of the ship as a characteristic of the bottom tracking observation, differences occur in the horizontal and vertical grid for each hour. Hence, the present study has vertically and horizontally normalized(sigma coordinate) to equate the grid per each hour. When compared to the z-level coordinate system, the Sigma coordinate system was evaluated to have no irrationalities in data analysis with 5% of error. As a result of the analysis, the tidal residual flow displayed the flow pattern of sagging in the both ends in the main waterway direction of dry season. During flood season, it was confirmed that the tidal residual flow was vertical 2-layer flow. As a result of the total mass flux, the ebb properties of 359 cm/s and 261 cm/s were observed during dry and flood season, respectively. The total mass flux was moving the intertidal region between Youngjong-do and Ganghwa-do.

• Journal of the Korean earth science society
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• v.36 no.1
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• pp.68-81
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• 2015

In this study, the correlation between the frequency of summer tropical cyclones (TC) affecting areas around Korea over the last 37 years and the western North Pacific monsoon index (WNPMI) was analyzed. A clear positive correlation existed between the two variables, and this high positive correlation remained unchanged even when excluding El Ni$\tilde{n}$o-Southern Oscillation (ENSO) years. To investigate the causes of the positive correlation between these two variables, ENSO years were excluded, after which the 8 years with the highest WNPMI (positive WNPMI phase) and the 8 years with the lowest WNPMI (negative WNPMI phase) were selected, and the average difference between the two phases was analyzed. In the positive WNPMI phase, TCs usually occurred in the eastern waters of the tropical and subtropical western North Pacific, and tended to pass the East China Sea on their way north toward Korea and Japan. In the negative WNPMI phase, TCs usually occurred in the western waters of the tropical and subtropical western North Pacific, and tended to pass the South China Sea on their way west toward the southeastern Chinese coast and the Indochina peninsula. Therefore, TC intensity was higher in the positive WNPMI phase, during which TCs are able to gain sufficient energy from the sea while moving a long distance to areas nearby Korea. TCs also tended to occur more often in the positive WNPMI phase. In the difference between the two phases regarding 850 and 500 hPa streamline, anomalous cyclones were reinforced in the tropical and subtropical western North Pacific, while anomalous anticyclones were reinforced in mid-latitude East Asian areas. Due to these two anomalous pressure systems, anomalous southeasterlies developed in areas near Korea, with these anomalous southeasterlies playing the role of anomalous steering flows making the TCs head toward areas near Korea. Also, due to the anomalous cyclones developed in the tropical and subtropical western North Pacific, more TCs could occur in the positive WNPMI phase.

• Journal of Life Science
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• v.16 no.6
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• pp.984-988
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• 2006

Lipopolysaccharide(LPS) was posttreated after the 14 day-pretreatment of Ulva lactuca fractions(ULF), and their correlativity to enzymatic activity alteration was investigated in the liver of rats. ULF was intraperitoneally administered into rats at dose of $1m{\ell}/kg$ of 100 mg/kg concentration for 14 days. On the day 15, $1m{\ell}/kg$ of LPS was injected. The corelativity was examined by measuring the changed values of superoxide dismutase(SOD) in mitochondrial fraction and catalase(CAT), glutathione peroxidase(GPx) in liver homogenate. The results showed that LPS treatment decreased the high values of SOD, CAT, GPx to the low values, but ULF pretreatment increased the low values of SOD, CAT, GPx to the high values. It was suggested that ULF, LPS and antioxidative enzymes like SOD, CAT, GPx had the corelativity of the high-low-high pattern and that the ULF pretreatment played the proper preventive role in the protection against the LPS treatment-induced enzymatic inactivity in the water fraction.

• The Journal of the Petrological Society of Korea
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• v.24 no.1
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• pp.25-54
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• 2015

Syenite is not a common rock, unlike granitic rocks formed the major component of the continental crust. The aim of this study is to decipher the occurrences and detailed descriptive characteristics of the syenite distributed in Sancheong area, and to investigate the petrogenesis of the syenitic magma based on geochemical study. The dominant minerals in syenite are alkali feldspar (usually orthoclase and rarely microcline), plagioclase, amphibole, biotite, and quartz. Syenites are found in a wide variety of colors. The anhedral hornblende and biotite filling the boundary of feldspar and quartz indicate that the hydrous minerals were crystallized lately, and that water was insufficient at the beginning of crystallization in magma. According to the analysis of mineral composition, amphibole in syenite is mostly ferro-edenite, and the pressure is calculated as 3.3~4.9 kb with 11.9~17.3 km of emplacement depth. Biotite and pyroxene are plotted in the region of annite and hedenbergite, respectively. Based on petrochemical studies of major elements, syenite belongs to alkaline series, metaluminous, and I-type. On the other hand, the variation patterns of trace and rare earth elements of syenite differ from the patterns of diorite and granite. In the geochemical characteristics, syenite is different from gabbro-diorite spatially adjacent to syenite, as well as granite. These results suggest that each rock has been generated from the different sources of magma. Additionally, based on the experimental data, the syenitic magma can be formed (1) by the partial melting at a high pressure and dry system, (2) when the initial crystallization minerals to be residue with migration of the residual melts separated from the ascending cotectic magma (3) when fluorine compositions to be plentiful in the protolith and/or at depth of the magma. Based on the petrographic characteristics of the syenite, Sancheong syenitic magma may have been formed by partial melting in a dry system.