• Advanced Industrial SCIence
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• v.2 no.3
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• pp.22-28
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• 2023

In this study, we conducted research on the automated trading of U.S. stocks through a volatility strategy using the Fear and Greed index. Volatility in the stock market is a common phenomenon that can lead to fluctuations in stock prices. Investors can capitalize on this volatility by implementing a strategy based on it, involving the buying and selling of stocks based on their expected level of volatility. The goal of this thesis is to investigate the effectiveness of the volatility strategy in generating profits in the stock market.This study employs a quantitative research methodology using secondary data from the stock market. The dataset comprises daily stock prices and daily volatility measures for the S&P 500 index stocks. Over a five-year period spanning from 2016 to 2020, the stocks were listed on the New York Stock Exchange (NYSE). The strategy involves purchasing stocks from the low volatility group and selling stocks from the high volatility group. The results indicate that the volatility strategy yields positive returns, with an average annual return of 9.2%, compared to the benchmark return of 7.5% for the sample period. Furthermore, the findings demonstrate that the strategy outperforms the benchmark return in four out of the five years within the sample period. Particularly noteworthy is the strategy's performance during periods of high market volatility, such as the COVID-19 pandemic in 2020, where it generated a return of 14.6%, as opposed to the benchmark return of 5.5%.

• KIPS Transactions on Software and Data Engineering
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• v.12 no.9
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• pp.407-418
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• 2023

The Multi-Object Goal Visual Navigation(MultiOn) is a visual navigation task in which an agent must visit to multiple object goals in an unknown indoor environment in a given order. Existing models for the MultiOn task suffer from the limitation that they cannot utilize an integrated view of multimodal context because use only a unimodal context map. To overcome this limitation, in this paper, we propose a novel deep neural network-based agent model for MultiOn task. The proposed model, MCFMO, uses a multimodal context map, containing visual appearance features, semantic features of environmental objects, and goal object features. Moreover, the proposed model effectively fuses these three heterogeneous features into a global multimodal context map by using a point-wise convolutional neural network module. Lastly, the proposed model adopts an auxiliary task learning module to predict the observation status, goal direction and the goal distance, which can guide to learn the navigational policy efficiently. Conducting various quantitative and qualitative experiments using the Habitat-Matterport3D simulation environment and scene dataset, we demonstrate the superiority of the proposed model.

• Journal of the Korean Institute of Landscape Architecture
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• v.51 no.3
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• pp.166-178
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• 2023

This study aims to introduce and assess CNN Deep Learning methods to analyze visual landscape images on social media with embedded user perceptions and experiences. This study analyzed visual landscape images by focusing on a healing place. For the study, seven adjectives related to healing were selected through text mining and consideration of previous studies. Subsequently, 50 evaluators were recruited to build a Deep Learning image. Evaluators were asked to collect three images most suitable for 'healing', 'healing landscape', and 'healing place' on portal sites. The collected images were refined and a data augmentation process was applied to build a CNN model. After that, 15,097 images of 'healing' and 'healing landscape' on portal sites were collected and classified to analyze the visual landscape of a healing place. As a result of the study, 'quiet' was the highest in the category except 'other' and 'indoor' with 2,093 (22%), followed by 'open', 'joyful', 'comfortable', 'clean', 'natural', and 'beautiful'. It was found through research that CNN Deep Learning is an analysis method that can derive results from visual landscape image analysis. It also suggested that it is one way to supplement the existing visual landscape analysis method, and suggests in-depth and diverse visual landscape analysis in the future by establishing a landscape image learning dataset.

• Journal of Intelligence and Information Systems
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• v.26 no.4
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• pp.1-25
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• 2020

Sentiment Analysis (SA) is a Natural Language Processing (NLP) task that analyzes the sentiments consumers or the public feel about an arbitrary object from written texts. Furthermore, Aspect-Based Sentiment Analysis (ABSA) is a fine-grained analysis of the sentiments towards each aspect of an object. Since having a more practical value in terms of business, ABSA is drawing attention from both academic and industrial organizations. When there is a review that says "The restaurant is expensive but the food is really fantastic", for example, the general SA evaluates the overall sentiment towards the 'restaurant' as 'positive', while ABSA identifies the restaurant's aspect 'price' as 'negative' and 'food' aspect as 'positive'. Thus, ABSA enables a more specific and effective marketing strategy. In order to perform ABSA, it is necessary to identify what are the aspect terms or aspect categories included in the text, and judge the sentiments towards them. Accordingly, there exist four main areas in ABSA; aspect term extraction, aspect category detection, Aspect Term Sentiment Classification (ATSC), and Aspect Category Sentiment Classification (ACSC). It is usually conducted by extracting aspect terms and then performing ATSC to analyze sentiments for the given aspect terms, or by extracting aspect categories and then performing ACSC to analyze sentiments for the given aspect category. Here, an aspect category is expressed in one or more aspect terms, or indirectly inferred by other words. In the preceding example sentence, 'price' and 'food' are both aspect categories, and the aspect category 'food' is expressed by the aspect term 'food' included in the review. If the review sentence includes 'pasta', 'steak', or 'grilled chicken special', these can all be aspect terms for the aspect category 'food'. As such, an aspect category referred to by one or more specific aspect terms is called an explicit aspect. On the other hand, the aspect category like 'price', which does not have any specific aspect terms but can be indirectly guessed with an emotional word 'expensive,' is called an implicit aspect. So far, the 'aspect category' has been used to avoid confusion about 'aspect term'. From now on, we will consider 'aspect category' and 'aspect' as the same concept and use the word 'aspect' more for convenience. And one thing to note is that ATSC analyzes the sentiment towards given aspect terms, so it deals only with explicit aspects, and ACSC treats not only explicit aspects but also implicit aspects. This study seeks to find answers to the following issues ignored in the previous studies when applying the BERT pre-trained language model to ACSC and derives superior ACSC models. First, is it more effective to reflect the output vector of tokens for aspect categories than to use only the final output vector of [CLS] token as a classification vector? Second, is there any performance difference between QA (Question Answering) and NLI (Natural Language Inference) types in the sentence-pair configuration of input data? Third, is there any performance difference according to the order of sentence including aspect category in the QA or NLI type sentence-pair configuration of input data? To achieve these research objectives, we implemented 12 ACSC models and conducted experiments on 4 English benchmark datasets. As a result, ACSC models that provide performance beyond the existing studies without expanding the training dataset were derived. In addition, it was found that it is more effective to reflect the output vector of the aspect category token than to use only the output vector for the [CLS] token as a classification vector. It was also found that QA type input generally provides better performance than NLI, and the order of the sentence with the aspect category in QA type is irrelevant with performance. There may be some differences depending on the characteristics of the dataset, but when using NLI type sentence-pair input, placing the sentence containing the aspect category second seems to provide better performance. The new methodology for designing the ACSC model used in this study could be similarly applied to other studies such as ATSC.

• Neonatal Medicine
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• v.18 no.2
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• pp.221-227
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• 2011

Purpose: The objectives were to identify the characteristics of neonates with hydrops fetalis, and to identify the risk factors associated with mortality. Methods: A retrospective review of AMC (Asan Medical Center) dataset was performed from January 1990 to June 2009. The characteristics of 71 patients with hydrops fetalis were investigated and they were divided into two groups: the survived group and the expired group. Various perinatal and neonatal factors in two groups were compared to find out risk factors associated with mortality based on univariate analysis, followed by multiple regression analyses (SPSS version 18.0). Results: Of those 71 neonates (average gestational age: 33 weeks, birth weight: 2.6 kg), 38 survived, 33 died, resulting in overall mortality rate of 46.5%. The most common etiology was idiopathic followed by chylothorax, cardiac anomalies, twin-to-twin transfusion, meconium peritonitis, cardiac arrythmias, and congenital infections. Factors that were associated independently with mortality in logistic regression analyses were low 5-minutes Apgar score, hyaline membrane disease and delayed in achieving 50th percentile ideal body weight for appropriate gestational age by 10 days. Conclusion: In this study, 5-minutes Apgar score, hyaline membrane disease and delayed in achieving 50th percentile ideal body weight for appropriate gestational age by 10 days were significant risk factors associated with mortality in hydrops fetalis. Therefore, the risk of death among neonates with hydrops fetalis depends on the illness immediately after birth and severity of hydrops fetalis. Informations from this study may prove useful in prediction of prognosis to neonates with hydrops fetalis.