• Title/Summary/Keyword: 후 변환

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Performance of Investment Strategy using Investor-specific Transaction Information and Machine Learning (투자자별 거래정보와 머신러닝을 활용한 투자전략의 성과)

  • Kim, Kyung Mock;Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.27 no.1
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    • pp.65-82
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    • 2021
  • Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.

Temperature and Solar Radiation Prediction Performance of High-resolution KMAPP Model in Agricultural Areas: Clear Sky Case Studies in Cheorwon and Jeonbuk Province (고해상도 규모상세화모델 KMAPP의 농업지역 기온 및 일사량 예측 성능: 맑은 날 철원 및 전북 사례 연구)

  • Shin, Seoleun;Lee, Seung-Jae;Noh, Ilseok;Kim, Soo-Hyun;So, Yun-Young;Lee, Seoyeon;Min, Byung Hoon;Kim, Kyu Rang
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.22 no.4
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    • pp.312-326
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    • 2020
  • Generation of weather forecasts at 100 m resolution through a statistical downscaling process was implemented by Korea Meteorological Administration Post- Processing (KMAPP) system. The KMAPP data started to be used in various industries such as hydrologic, agricultural, and renewable energy, sports, etc. Cheorwon area and Jeonbuk area have horizontal planes in a relatively wide range in Korea, where there are many complex mountainous areas. Cheorwon, which has a large number of in-situ and remotely sensed phenological data over large-scale rice paddy cultivation areas, is considered as an appropriate area for verifying KMAPP prediction performance in agricultural areas. In this study, the performance of predicting KMAPP temperature changes according to ecological changes in agricultural areas in Cheorwon was compared and verified using KMA and National Center for AgroMeteorology (NCAM) observations. Also, during the heat wave in Jeonbuk Province, solar radiation forecast was verified using Automated Synoptic Observing System (ASOS) data to review the usefulness of KMAPP forecast data as input data for application models such as livestock heat stress models. Although there is a limit to the need for more cases to be collected and selected, the improvement in post-harvest temperature forecasting performance in agricultural areas over ordinary residential areas has led to indirect guesses of the biophysical and phenological effects on forecasting accuracy. In the case of solar radiation prediction, it is expected that KMAPP data will be used in the application model as detailed regional forecast data, as it tends to be consistent with observed values, although errors are inevitable due to human activity in agricultural land and data unit conversion.

BVOCs Estimates Using MEGAN in South Korea: A Case Study of June in 2012 (MEGAN을 이용한 국내 BVOCs 배출량 산정: 2012년 6월 사례 연구)

  • Kim, Kyeongsu;Lee, Seung-Jae
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.24 no.1
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    • pp.48-61
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    • 2022
  • South Korea is quite vegetation rich country which has 63% forests and 16% cropland area. Massive NOx emissions from megacities, therefore, are easily combined with BVOCs emitted from the forest and cropland area, then produce high ozone concentration. BVOCs emissions have been estimated using well-known emission models, such as BEIS (Biogenic Emission Inventory System) or MEGAN (Model of Emission of Gases and Aerosol from Nature) which were developed using non-Korean emission factors. In this study, we ran MEGAN v2.1 model to estimate BVO Cs emissions in Korea. The MO DIS Land Cover and LAI (Leaf Area Index) products over Korea were used to run the MEGAN model for June 2012. Isoprene and Monoterpenes emissions from the model were inter-compared against the enclosure chamber measurements from Taehwa research forest in Korea, during June 11 and 12, 2012. For estimating emission from the enclosed chamber measurement data. The initial results show that isoprene emissions from the MEGAN model were up to 6.4 times higher than those from the enclosure chamber measurement. Monoterpenes from enclosure chamber measurement were up to 5.6 times higher than MEGAN emission. The differences between two datasets, however, were much smaller during the time of high emissions. More inter-comparison results and the possibilities of improving the MEGAN modeling performance using local measurement data over Korea will be presented and discussed.

Observation of Volume Change and Subsidence at a Coal Waste Dump in Jangseong-dong, Taebaek-si, Gangwon-do by Using Digital Elevation Models and PSInSAR Technique (수치표고모델 및 PSInSAR 기법을 이용한 강원도 태백시 장성동 폐석적치장의 적치량과 침하관측)

  • Choi, Euncheol;Moon, Jihyun;Kang, Taemin;Lee, Hoonyol
    • Korean Journal of Remote Sensing
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    • v.38 no.6_1
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    • pp.1371-1383
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    • 2022
  • In this study, the amount of coal waste dump was calculated using six Digital Elevation Models (DEMs) produced between 2006 and 2018 in Jangseong-dong, Taebaek-si, Gangwon-do, and the subsidence was observed by applying the Persistent Scatterer Interferometric SAR (PSInSAR) technique on the Sentinel-1 SAR images. As a result of depositing activities using DEMs, a total of 1,668,980 m3 of coal waste was deposited over a period of about 12 years from 2006 to 2018. The observed subsidence rate from PSInSAR was -32.3 mm/yr and -40.2 mm/yr from the ascending and descending orbits, respectively. As the thickness of the waste pile increased, the rate of subsidence increased, and the more recent the completion of the deposit, the faster the subsidence tended to occur. The subsidence rates from the ascending and descending orbits were converted to vertical and horizontal east-west components, and 22 random reference points were set to compare the subsidence rate, the waste rock thickness, and the time of depositing completion. As a result, the subsidence rate of the reference point tended to increase as the thickness of the waste became thicker, similar to the PSInSAR results in relation to the waste thickness. On the other hand, there was no clear correlation between the completion time of the deposits and the rate Of subsidence at the reference points. This is because the time of completion of the deposits at all but 5 of the 22 reference points was too biased in 2010 and the correlation analysis was meaningless. As in this study, the use of DEM and PSInSAR is expected to be an effective alternative to compensate for the lack of field data in the safety management of coal waste deposits.

Variations of Temperature, Chemical Component and Helium Gas of Geothermal Water by Earthquake Events in Pohang Area (포항 지열수의 지진에 의한 수온, 화학성분 및 헬륨가스의 변화)

  • Lee, Yong Cheon;Jeong, Chan Ho;Lee, Yu Jin;Kim, Young-Seog;Kang, Tae-Seob
    • The Journal of Engineering Geology
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    • v.31 no.4
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    • pp.647-658
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    • 2021
  • In this study, the change of temperature, chemical composition, and helium gas of thermal water in Pohang area was observed from January 2018 to June 2019 in order to interpret the relationship with earthquake events. During observation period earthquakes above M 2.0 within 100 km in a radius from a geothermal well occurred 58 including two earthquake events with a magnitude of 3.0~3.9 and two earthquake events with a magnitude of 4.0~4.9. We introduce a q-factor and earthquake effectiveness (ε) to express the influence of each earthquake as magnitude and distance factors. The geothermal well of 715 m deep was developed in the Bulguksa biotite granite, and the water temperature was observed in the variation from 51.8 to 56.3℃ during monitoring period. At M 4.1 and M 4.6 earthquake events, the increase of geothermal water temperature (𝜟T 2.6~4.5℃) was recorded, and slight change in specific ionic components such as SO4 and Cl, and of chemical types on the Piper diagram were observed. In the 3He/4He vs 4He/20Ne diagram, the original mixing ratio of helium isotope before and after the magnitude 4.1 earthquake was slightly changed from 83.0% to 83.2% of crust-origin 4He, and the from 16.3% to 16.7% of mantle-origin 3He. Hot-cold water mixing ratio before and after earthquakes by using the quartz and chalcedony solubility curves of the silica-enthalpy mixing model was calculated to interpret the temperature change of geothermal water. The model calculation shows the increase of 6.93~7.72% and 1.65~4.94% of hot water ratio at E1 and E2 earthquakes, respectively. Conclusively, the magnitude of earthquake for observable change in the temperature and helium isotope of thermal water is of 4.1 or higher and q-factor value of 30.0 or higher in the study site.

Comparative Analysis of Inquiry Activities for Authorized Textbooks in Elementary School Science under the 2015 Revised Curriculum: Stratum and Fossils (2015 개정 교육과정 초등학교 과학 검정교과서의 탐구활동 비교 분석 - 지층과 화석을 중심으로 -)

  • Kim, Eun-Jeong;Jung, Suk-Jin;Shin, Myeong-Kyeong;Shin, Young-Joon;Lee, Gyu-Ho
    • Journal of Korean Elementary Science Education
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    • v.41 no.2
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    • pp.295-306
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    • 2022
  • This study aims to analyze the aspect of inquiry activity for seven national science textbooks, which were recently authorized and developed for elementary schools. The study reviewed seven of the abovementioned textbooks, which were introduced to the authorized textbook system for 2022 in elementary schools. In-depth analysis was conducted on inquiry activities, which were frequently emphasized since the third curriculum. A chapter entitled "Stratum and Fossils" was selected to analyze the detailed types of inquiry activity using the framework. First, analysis was conducted on six types of inquiry activity. The result indicated that two out of seven inquiry activities different among the national and authorized textbooks. In other words, the two slightly differed from the inquiry activities presented in national textbooks. It was not reasonable that the introduction of the authorized textbook exerted an effect on the increase of autonomy and variety of teaching and learning activities compared with those of national textbooks. Second, science process skills, material, and inquiry process were established as standards for the detailed types of inquiry activity. The study demonstrated a slight difference among textbooks in terms of material and inquiry process, whereas the inquiry activities of the seven authorized textbooks were the same or similar. This finding indicated that students could experience seven types of inquiry activities. Moreover, the study examined inquiry activities related to essential learning contents in detail and found that there were more diverse than types of inquiry activities.

4D Printing Materials for Soft Robots (소프트 로봇용 4D 프린팅 소재)

  • Sunhee Lee
    • Fashion & Textile Research Journal
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    • v.24 no.6
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    • pp.667-685
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    • 2022
  • This paper aims to investigate 4D printing materials for soft robots. 4D printing is a targeted evolution of the 3D printed structure in shape, property, and functionality. It is capable of self-assembly, multi-functionality, and self-repair. In addition, it is time-dependent, printer-independent, and predictable. The shape-shifting behaviors considered in 4D printing include folding, bending, twisting, linear or nonlinear expansion/contraction, surface curling, and generating surface topographical features. The shapes can shift from 1D to 1D, 1D to 2D, 2D to 2D, 1D to 3D, 2D to 3D, and 3D to 3D. In the 4D printing auxetic structure, the kinetiX is a cellular-based material design composed of rigid plates and elastic hinges. In pneumatic auxetics based on the kirigami structure, an inverse optimization method for designing and fabricating morphs three-dimensional shapes out of patterns laid out flat. When 4D printing material is molded into a deformable 3D structure, it can be applied to the exoskeleton material of soft robots such as upper and lower limbs, fingers, hands, toes, and feet. Research on 4D printing materials for soft robots is essential in developing smart clothing for healthcare in the textile and fashion industry.

A study on the field tests and development of quantitative two-dimensional numerical analysis method for evaluation of effects of umbrella arch method (UAM 효과 평가를 위한 현장실험 및 정량적 2차원 수치해석기법 개발에 관한 연구)

  • Kim, Dae-Young;Lee, Hong-Sung;Chun, Byung-Sik;Jung, Jong-Ju
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.11 no.1
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    • pp.57-70
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    • 2009
  • Considerable advance has been made on research on effect of steel pipe Umbrella Arch Method (UAM) and mechanical reinforcement mechanism through numerical analyses and experiments. Due to long analysis time of three-dimensional analysis and its complexity, un-quantitative two-dimensional analysis is dominantly used in the design and application, where equivalent material properties of UAM reinforced area and ground are used, For this reason, development of reasonable, theoretical, quantitative and easy to use design and analysis method is required. In this study, both field UAM tests and laboratory tests were performed in the residual soil to highly weathered rock; field tests to observe the range of reinforcement, and laboratory tests to investigate the change of material properties between prior to and after UAM reinforcement. It has been observed that the increase in material property of neighboring ground is negligible, and that only stiffness of steel pipe and cement column formed inside the steel pipe and the gap between steel pipe and borehole contributes to ground reinforcement. Based on these results and concept of Convergence Confinement Method (CCM), two dimensional axisymmetric analyses have been performed to obtain the longitudinal displacement profile (LDP) corresponding to arching effect of tunnel face, UAM effect and effect of supports. In addition, modified load distribution method in two dimensional plane-strain analysis has been suggested, in which effect of UAM is transformed to internal pressure and modified load distribution ratios are suggested. Comparison between the modified method and conventional method shows that larger displacement occur in the conventional method than that in the modified method although it may be different depending on ground condition, depth and size of tunnel, types of steel pipe and initial stress state. Consequently, it can be concluded that the effect of UAM as a beam in a longitudinal direction is not considered properly in the conventional method.

The Association between Patient Characteristics of Chungnam-do and External Medical Service Use Using Health Insurance Cohort DB 2.0 (건강보험 코호트 자료를 활용한 충청남도 지역 환자의 특성에 따른 관외 의료이용과의 연관성)

  • Yeong Jun Lee;Se Hyeon Myeong;Hyun Woo Moon;Seo Hyun Woo;Sun Jung Kim
    • Health Policy and Management
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    • v.34 no.1
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    • pp.48-58
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    • 2024
  • Background: The purpose of this study was to investigate the association between external medical service use and the characteristics of Chungcheongnam-do patients. We aimed to provide evidence of external medical service use enhance the healthcare delivery system in Chungcheongnam-do. Methods: We used the Health Insurance Cohort DB 2.0 of 2016-2019, and 2,570,439 patients were included in the study. Multivariate logistic regression and multinomial logistic regression were used to identify the association between external medical service use and each patient characteristic. Generalized linear model was used to identify the association between medical costs and external medical service use area. Results: During the study period, 32.2% of inpatients and 12.5% of outpatients had external medical service use in Chungcheongnam-do. In comparison to patients living in Cheonan and Asan, the odds ratio (OR) for external medical services use was higher across all regions. Specifically, hospitalized patients from Gyeryong, Nonsan, and Geumsan (OR, 116.817) and Gongju, Buyeo, and Cheongyang (OR, 72.931) demonstrated extremely high likelihood of external medical service use in the Daejeon area. Furthermore, compared to medical expenses incurred within Chungcheongnam-do, patients with external medical service use in the capitol area (outpatient=17.01%, inpatients=22.11%) and Daejeon area (outpatient=16.63%, inpatients=15.41%) spent more on healthcare services. Conclusion: This study found the evidence of external medical service use among Chungcheongnam-do patients. Further study should be conducted taking into account variables including satisfaction of local medical services, different types of patient diseases, and others. The study's findings may serve as a foundation for policy proposals aimed at ensuring the financial stability of our health insurance system, ensuring the efficient delivery of medical care, and localization of medical care.

Stratigraphic response to tectonic evolution of sedimentary basins in the Yellow Sea and adjacent areas (황해 및 인접 지역 퇴적분지들의 구조적 진화에 따른 층서)

  • Ryo In Chang;Kim Boo Yang;Kwak won Jun;Kim Gi Hyoun;Park Se Jin
    • The Korean Journal of Petroleum Geology
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    • v.8 no.1_2 s.9
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    • pp.1-43
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    • 2000
  • A comparison study for understanding a stratigraphic response to tectonic evolution of sedimentary basins in the Yellow Sea and adjacent areas was carried out by using an integrated stratigraphic technology. As an interim result, we propose a stratigraphic framework that allows temporal and spatial correlation of the sedimentary successions in the basins. This stratigraphic framework will use as a new stratigraphic paradigm for hydrocarbon exploration in the Yellow Sea and adjacent areas. Integrated stratigraphic analysis in conjunction with sequence-keyed biostratigraphy allows us to define nine stratigraphic units in the basins: Cambro-Ordovician, Carboniferous-Triassic, early to middle Jurassic, late Jurassic-early Cretaceous, late Cretaceous, Paleocene-Eocene, Oligocene, early Miocene, and middle Miocene-Pliocene. They are tectono-stratigraphic units that provide time-sliced information on basin-forming tectonics, sedimentation, and basin-modifying tectonics of sedimentary basins in the Yellow Sea and adjacent area. In the Paleozoic, the South Yellow Sea basin was initiated as a marginal sag basin in the northern margin of the South China Block. Siliciclastic and carbonate sediments were deposited in the basin, showing cyclic fashions due to relative sea-level fluctuations. During the Devonian, however, the basin was once uplifted and deformed due to the Caledonian Orogeny, which resulted in an unconformity between the Cambro-Ordovician and the Carboniferous-Triassic units. The second orogenic event, Indosinian Orogeny, occurred in the late Permian-late Triassic, when the North China block began to collide with the South China block. Collision of the North and South China blocks produced the Qinling-Dabie-Sulu-Imjin foldbelts and led to the uplift and deformation of the Paleozoic strata. Subsequent rapid subsidence of the foreland parallel to the foldbelts formed the Bohai and the West Korean Bay basins where infilled with the early to middle Jurassic molasse sediments. Also Piggyback basins locally developed along the thrust. The later intensive Yanshanian (first) Orogeny modified these foreland and Piggyback basins in the late Jurassic. The South Yellow Sea basin, however, was likely to be a continental interior sag basin during the early to middle Jurassic. The early to middle Jurassic unit in the South Yellow Sea basin is characterized by fluvial to lacustrine sandstone and shale with a thick basal quartz conglomerate that contains well-sorted and well-rounded gravels. Meanwhile, the Tan-Lu fault system underwent a sinistrai strike-slip wrench movement in the late Triassic and continued into the Jurassic and Cretaceous until the early Tertiary. In the late Jurassic, development of second- or third-order wrench faults along the Tan-Lu fault system probably initiated a series of small-scale strike-slip extensional basins. Continued sinistral movement of the Tan-Lu fault until the late Eocene caused a megashear in the South Yellow Sea basin, forming a large-scale pull-apart basin. However, the Bohai basin was uplifted and severely modified during this period. h pronounced Yanshanian Orogeny (second and third) was marked by the unconformity between the early Cretaceous and late Eocene in the Bohai basin. In the late Eocene, the Indian Plate began to collide with the Eurasian Plate, forming a megasuture zone. This orogenic event, namely the Himalayan Orogeny, was probably responsible for the change of motion of the Tan-Lu fault system from left-lateral to right-lateral. The right-lateral strike-slip movement of the Tan-Lu fault caused the tectonic inversion of the South Yellow Sea basin and the pull-apart opening of the Bohai basin. Thus, the Oligocene was the main period of sedimentation in the Bohai basin as well as severe tectonic modification of the South Yellow Sea basin. After the Oligocene, the Yellow Sea and Bohai basins have maintained thermal subsidence up to the present with short periods of marine transgressions extending into the land part of the present basins.

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