• Title/Summary/Keyword: 일일변동

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Deep Learning-based Stock Price Prediction Using Limit Order Books and News Headlines (호가창과 뉴스 헤드라인을 이용한 딥러닝 기반 주가 변동 예측 기법)

  • Ryoo, Euirim;Lee, Ki Yong;Chung, Yon Dohn
    • The Journal of Society for e-Business Studies
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    • v.27 no.1
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    • pp.63-79
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    • 2022
  • Recently, various studies have been conducted on stock price prediction using machine learning and deep learning techniques. Among these studies, the latest studies have attempted to predict stock prices using limit order books, which contain buy and sell order information of stocks. However, most of the studies using limit order books consider only the trend of limit order books over the most recent period of a specified length, and few studies consider both the medium and short term trends of limit order books. Therefore, in this paper, we propose a deep learning-based prediction model that predicts stock price more accurately by considering both the medium and short term trends of limit order books. Moreover, the proposed model considers news headlines during the same period to reflect the qualitative status of the company in the stock price prediction. The proposed model extracts the features of changes in limit order books with CNNs and the features of news headlines using Word2vec, and combines these information to predict whether a particular company's stock will rise or fall the next day. We conducted experiments to predict the daily stock price fluctuations of five stocks (Amazon, Apple, Facebook, Google, Tesla) with the proposed model using the real NASDAQ limit order book data and news headline data, and the proposed model improved the accuracy by up to 17.66%p and the average by 14.47%p on average. In addition, we conducted a simulated investment with the proposed model and earned a minimum of $492.46 and a maximum of $2,840.93 depending on the stock for 21 business days.

A Study on the Variation of Daily Urban Water Demand Based on the Weather Condition (기후조건에 의한 상수도 일일 급수량의 변화에 관한 연구)

  • Lee, Gyeong-Hun;Mun, Byeong-Seok;Eom, Dong-Jo
    • Water for future
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    • v.28 no.6
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    • pp.147-158
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    • 1995
  • The purpose of this study is to establish a method of estimating the daily urban water demand using statistical model. This method will be used for the development of the efficient management and operation of the water supply facilities. The data used were the daily urban water use, the population, the year lapse and the weather conditions such as temperature, precipitation, relative humidity, etc. Kwangju city was selected for the case study area. The raw data used in this study were rearranged either by month or by season for the purpose of analysis, and the statistical analysis was applied to the data to obtain the regression model. As a result, the multiple linear regression model was developed to estimate the daily urban water use based on the seather condition. The regression constant and the model coefficients were determined for each month of a year. The accuracy of the model was within 3% of average error and within 10% of maximum error. The developed model was found to be useful to the practical operation and management of the water supply facilities.

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Effects of Ambient Particulate Matter($PM_{10}$) on Peak Expiratory Flow and Respiratory Symptoms in Subjects with Bronchial Asthma During Yellow Sand Period (황사기간 중 천식 환자에서 대기 중 미세먼지($PM_{10}$)가 최대호기 유속과 호흡기 증상에 미치는 영향)

  • Park, Jeong Woong;Lim, Young Hee;Kyung, Ssun Young;An, Chang Hyeok;Lee, Sang Pyo;Jeong, Seong Hwan;Ju, Young-Su
    • Tuberculosis and Respiratory Diseases
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    • v.55 no.6
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    • pp.570-578
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    • 2003
  • Background : Ambient particles during Asian dust events are usually sized less than $10{\mu}m$, known to be associated with the adverse effects on the general populations. But, there has been no considerable evidence linking these particles to the adverse effects on airways. The objectives of this study was to investigate the possible adverse effects of Asian dust events on respiratory function and symptoms in subjects with bronchial asthma. Patients and Methods : From march to June 2002, Asthmatic patients who were diagnosed with bronchial challenge test or bronchodilator response were enrolled. We divided them into three groups; mild, moderate, and severe, according to the severity. Subjects with other organ insufficiency such as heart, kidney, liver, and malignancy were excluded. All patients completed twice daily diaries and recorded peak flow rate, respiratory symptom, and daily activity. Daily and hourly mean pollutant levels of particulate matter < $10{\mu}m$ in diameter($PM_{10}$), nitrogen dioxide($NO_2$), sulphur dioxide($SO_2$), ozone($O_3$) and carbon monoxide(CO) were measured at the 10 different monitoring sites. Results : Dust events occured 14 times during the study period. Daily averages of 4 air pollutant were measured with an increased level of $PM_{10}$, decreased level of $NO_2$ and $SO_2$, and no change in CO during dust days compared to those during control days. An increase in $PM_{10}$ concentration was associated with an increase of subjects with PEF variability of >20% (p<0.05), night time symptom(p<0.05), and a decrease in mean PEF (p<0.05), which were calculated by the longitudinal data analysis. Otherwise, there was no association between $PM_{10}$ level and bronchodialtor inhaler, and daytime respiratory symptoms. Conclusion : This study shows evidence that ambient air pollution, especially $PM_{10}$, during Asian dust events, could be one of the many aggravating factors at least in patients with airway diseases. This data can be used as a primary source to set up a new policy on air environmental control and to evaluate the safety of air pollution index. We also expect that this research will help identify precise components of dust, which are more linked to the adverse effects.

Effects of CDP-Choline, Aminoguanidine and Difluoromethylornithine on the ECS-induced Impairment of Active Conditioned Response Retention (백서의 조건회피반응-유지에 대한 경련성 전기충격의 저해작용에 미치는 CDP-Choline, Aminoguanidine, 및 Difluoromethylornithine의 영향에 관한 연구 : 뇌내 Acetylcholine과 Polyamine 함량-변동에 연관하여)

  • Kim, Hyung-Gun;Kim, Chang-Hyun;Choi, Sang-Hyun;Ihm, Suk-Young;Lee, Min-Soo;Chun, Boe-Gwun
    • The Korean Journal of Pharmacology
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    • v.28 no.2
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    • pp.115-128
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    • 1992
  • The training of male wistar rats for active conditioned response (ACR) was performed by one daily training session of 30 consecutive trials for 10 successive days using a two-way shuttle box, and the rats that showed 10 or more ACRs on the last day were treated for further 10 days with electroconvulsive shock (ECS : 50 mA, 0.5 msec; 100 Hz; 1.5 sec) and the following compounds. On the 20th day, all the rats were tested for the ACR rention. The ECS regimens were one ECS per day for 10 days with one day interval $(5{\times}ECS)$, one ECS at 3 hrs (ECS-3h), and one ECS at 24 hrs (ECS-24h), respectively, before the ACR retention test. And CDP-choline (cc: 250 mg/kg), spermine (SM: 10 mg/kg), ${\alpha}-difluoromethylornithine$ (DO: 250 mg/kg), or aminoguanidine (AG: 100 mg/kg) was administered by one daily i.p. injection for 10 days. The ACR number $(13.7{\pm}1.0)$ obtained on the last training day was increased by 37.23% on the 20th day in the control rats. And the ACR increase was significantly suppressed by 5-ECS, ECS-3h, CC, or SM but was little affected by ECS-24h, DO, or AG. However, the 5-ECS induced impairment of ACR retention was significantly suppressed by AG, SM, and CC in the order of potency but was little affected by DFMO. And the ECS-3h induced impairment was moderately worsened by SM or AG. The acetylcholine (ACh) of the rat hypothalamus (HT), hippocampus (HC), and entorhinal cortex (EC) was markedly increased by CC and moderately increased by SM, but little affected by ECS-3h, ECS-24h, DO, or AG. But $5{\times}ECS$ slightly increased the ACh content. The brain putrescine (Pt) content was significantly increased by AG and little affected by CC, SM, or DO. But the $5{\times}ECS$ markedy decreased the brain Pt content, and the decrease was significantly suppressed by CC, SM, or AG. CC induced the marked increases of the spermidine (Sd) and spermine (Sm) contents of all the areas. SM increased the Sd contents of all the areas and the EC-Sm content. DO decreased the brain Sd and Sm contents. And AG increased the HT-Sd content and the Sm contents of all the brain areas. The $5{\times}ECS$ induced decrease of the HC-Sm content was suppressed by CC, SM and AG. These results suggest that the improving effect of aminoguanidine on the $5{\times}ECS$ induced impairment of ACR retention may be ascribed in part to its activity as a diamine oxidase inhibitor.

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Seasonal distribution and primary production of microphytobenthos on an intertidal mud flat of the Janghwa in Ganghwa Island, Korea (강화도 장화리 갯벌에서 저서미세조류의 계절적 분포 및 일차 생산력)

  • Yoo, Man-Ho;Choi, Joong-Ki
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.10 no.1
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    • pp.8-18
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    • 2005
  • We studied seasonal distribution of the microphytobenthos and their primary production with $C^{14}$ method and carried out pigment analysis with HPLC in an estuarine mudflat of the Ganghwa Island, Korea from May 2002 to April 2004. The abundances of microphytobenthos were higher at the middle than upper part and lower part of intertidal flat. Abundances of microphytobenthos ranged from $2.3{\times}10^5\;cells\;cm^{-2}$ to $140.9{\times}10^5\;cells cm^{-2}$. The bloom of microphytobenthos was observed in the early spring and then it decreased from spring to summer and autumn. The pennate diatom was a predominated group among the microphytobenthos in this area. The dominant species were Paralia sulcata, Cylindrotheca closterium and Nitzschia sp.. Nitzschia sp. and Cylindrotheca closterium were predominant in February. The results of pigment analysis suggest the presence of diatoms, euglenophytes, chlorophytes, cyanobacteria, cryptophytes, chrysophytes, prymnesiophytes, dinoflagellates and prasinophytes. The biomass of microphytobenthos ranged from 1.18 to 34.25 mg chl-a $m^{-2}$, with a mean of 7.60 mg chl-a $m^{-2}$. The mean ratio of Fuco/Chl a was 0.7 which indicates that most of biomasses of microphytobenthos were due to diatoms. The ratios of Chl b/Chl a ranged from 0 to 0.82(with a mean of 0.17), implying that euglenophytes and chlorophytes lived together in special period seasonally. Temporal variation of primary production ranged from 4.2 to 113.0 $mgC{\cdot}m^{-2}{\cdot}hr^{-1}$(mean value was 33.9 $mgC{\cdot}m^{-2}{\cdot}hr^{-1}$ and initial slope$({\alpha})$ was measured from 0.002-0.005$(mgC\;mgchl-a^{-1}\;hr^{-1}){\cdot}({\mu}E\;m^{-2}\;s^{-1})^{-1}$. Assimilation number$(P_m)$ was in the range of 0.50-1.32 $mgC{\cdot}mgChl-a{\cdot}hr^{-1}$ and daily primary production ranged from 20.9 to 678.1 $mgC{\cdot}m^{-2}{\cdot}d^{-1}$(mean value was 206.72 $mgC{\cdot}m^{-2}{\cdot}^{-1}$).

Phylogentic Position, Pigment Content and Optimal Growth Condition of the Unicellular Hydrogen-Producing Cyanobacterial Strains from Korean Coasts (한국 연안산 단세포성 수소생산 남세균 종주들의 분류계통, 색소함량 및 최적성장 환경)

  • PARK, JONG-WOO;KIM, JU HEE;CHO, AE-RA;JUNG, YUN-DUK;KIM, PYOUNG JOONG;KIM, HYUNG-SEOP;YIH, WONHO
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.20 no.3
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    • pp.131-140
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    • 2015
  • To set up unicellular cyanobacterial strains with photo-biological $H_2$ production potential, live samples were repeatedly collected from 68 stations in the coastal zone of Korea for the four years since 2005. Among 77 cyanobacterial strains established six (KNU strains, CB-MAL002, 026, 031, 054, 055 and 058) were finally chosen as the excellent strains for $H_2$ production with $H_2$ accumulation over 0.15 mL $H_2\;mL^{-1}$ under general basic $H_2$ production conditions as well as positive $H_2$ production for more than 60 hr. To explore optimum procedures for higher $H_2$ production efficiency of the six cyanobacterial strains, the inter-strain differences in the growth rate under the gradients of water temperature and salinity were investigated. The maximum daily growth rates of the six strains ranged from 1.78 to 2.08, and all of them exhibited $N_2-fixation$ ability. Based on the similarity of the 16S rRNA sequences, all the test strains were quite close to Cyanothece sp. ATCC51142 (99%). The six strains, however, were grouped into separate clades from strain ATCC51142 in the molecular phylogeny diagram. Chlorophyll- a content was 3.4~7.8% of the total dried weight, and the phycoerythrin and phycocyanin contents were half of those in the Atlantic strain, Synechococcus sp. Miami BG03511. The growth of the six strains was significantly suppressed at temperatures above the optimal range, $30{\sim}35^{\circ}C$, to be nearly stopped at $40^{\circ}C$. The growth was not inhibited by high salinities of 30 psu salinity in all the strains while strain CB055 maintained its high growth rate at low salinities down to 15 psu. The euryhaline strains like CB055 might support massive biotechnological cultivation systems using natural basal seawater in temperate latitudes. base seawater. The biological and ecophysiological characteristics of the test strains may contribute to designing the optimal procedures for photo-biological $H_2$ production by unicellular cyanobacteria.

Defining Homogeneous Weather Forecasting Regions in Southern Parts of Korea (남부지방의 일기예보구역 설정에 관한 연구)

  • Kim, Il-Kon;Park, Hyun-Wook
    • Journal of the Korean Geographical Society
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    • v.31 no.3
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    • pp.469-488
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    • 1996
  • The defining of weather forecasting regions is possible. since the representativeness of regional weather can by reasonably clarified in terms of weather entropy and the use of information ratio. In this paper, the weather entropy and information ratio were derived numerially from using the information theory. The typical weather characteristics were clarified and defined in the homogeneous weather forecasting regions of the southern parts of Korea. The data used for this study are the daily precipitation and cloudiness during the recent five years (1990-1994) at 42 stations in southern parts of Korea. It is divided into four classes of fine, clear, cloudy and rainy. The results are summarized as follows: 1. The maximum value of weather entropy in study area is 2.009 vits in Yosu in July, and the minimum one is 1.624 bits in Kohung in October. The mean value of weather entropy is maximal in July, on the other hand, minimal in October during four season. The less the value of entropy is, the stabler the weather is. While the bigger the value of entropy is, the more changeable the weather is. 2. The deviation from mean value of weather entropy in southern parts of Korea, with the positive and the negative parts, shows remarkably the distributional tendency of the east (positive) and the west (negative) in January but of the south (positive) and the north (negative) in July. It also clearly shows the distributional tendency of the east (postive) and the west(negative) in the coastal region in April, and of X-type (southern west and northern east: negative) in Chiri Mt. in October. 3. In southern parts, the average information ratio maximaly appear 0.618 in Taegu area in July, whereas minimally 0.550 in Kwangju in October. Particularly the average information ratio of Pusan area is the greatest in April, but the smallest in October. And in Taegu, Kwangju, and Kunsan, it is the greatest in April, January, and July, but the smallest in Jyly, July, and pril. 4.The narrowest appreance of weather representativeness is in July when the Kwangju is the center of the weather forecasting. But the broadest one is in April when Taegu is the center of weather forecasting. 5. The defining of weather forecasting regions in terms of the difference of information ratio most broadly shows up in July in Pusan including the whole Honam area and the southern parts of Youngnam when the Pusan-Taegu is the basis of the application of information ratio. Meanwhile, it appears most broadly in January in Taegu including the whole southern parts except southern coastal area.

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Association of Serum Copper and Zinc Levels with Liver Cirrhosis and Hepatocellular Carcinoma (간경변 및 간암과 혈청 구리와 아연농도와의 관련성)

  • Hyun, Myung-Soo;Suh, Suk-Kwon;Yoon, Nung-Ki;Lee, Jong-Young;Lee, Seoung-Hoon;Lee, Mu-Sik
    • Journal of Preventive Medicine and Public Health
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    • v.25 no.2 s.38
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    • pp.127-140
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    • 1992
  • This study was done to identify the association between serum copper and zinc levels and the cirrhosis and hepatocellular carcinoma(HCC), and to evaluate its diagnostic value on liver diseases. Sixty-three healthy persons, 60 patients with cirrhosis and 33 patients with hepatocellular carcinoma were rendomly selected and investigated for their general characteristics from October 1990 to August 1991. For analysis of the biochemical markers in liver function test and the serum copper and zinc levels, their fasting venous blood were sampled at 9:00 to 11:00 in the morning and centrifuged to separate the serum within one hour. All the samples were immediately analysed for biochemical markers and stored at $-20^{\circ}C$ in polypropylene tubes further copper and zinc analysis. Mean of serum coppper levels was $91.97{\pm}4.76{\mu}g/dl$ in control, $106.21{\pm}2.73{\mu}g/dl$ in cirrhosis and $127.05{\pm}0.77{\mu}g/dl$ in HCC. The value of HCC was statistically significantly higher than that of the control and cirrhosis(p<0.05). Serum zinc levels were $110.82{\pm}7.24{\mu}g/dl$ in control, $68.10{\pm}5.43{\mu}g/dl$ in cirrhosis and $63.78{\pm}2.20{\mu}g/dl$ in HCC. The values of cirrhosis and HCC were statistically significantly lower than that of control(p<0.05). The Cu/Zn ratio was statiatically significantly different among three groups(p<0.05). Test total protein, albumin, ALP and total bilirubin of biochemical markers of liver function were statistically significantly different among three groups(p<0.05). Differences between cirrhosis and HCC for ALT and AST, and between the control and HCC for direct bilirubin were not statistically significant. Biochemical markers statistically significantly correlated with serum copper and zinc levels and Cu/Zn ratio(p<0.05), were variable in three groups. In multiple logistic regression, odds ratio of serum copper level and Cu/Zn ratio had no statistical significance on the cirrhosis and the HCC, but that of serum sinc was statistically significant as 0.951 and 0.952(p<0.05). Serum copper and zinc levels and Cu/Zn ratio were not statistically significantly different between the cirrhosis and HCC. H\Albumin, ALP, zinc, total bilirubin and age among all variables were selected as main variables for three-group discriminant analysis. Percentage of 'grouped' cases correctly classified by these five variables was 98.4 for control, 73.4 for cirrhosis, 75.7 for HCC and 84.0 for all subjects. This study suggests that zinc level is considered to play a role as diagnostic marker on the hepatic disorders and be more useful than serum copper level and Cu/Zn ratio in diagnosis of the liver diseases.

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