• 한국융합학회논문지
• /
• 제10권1호
• /
• pp.7-12
• /
• 2019

신경회로망은 적합한 수학적 모델에 대한 가정 없이 데이터로부터 유용한 정보를 추출해서 예측에 필요한 입출력 관계를 정의할 수 있어서 주가 예측에 널리 사용되어 왔다. 본 논문에서는 신경회로망 모델을 사용하여 일별 KOrea composite Stock Price Index (KOSPI) 종가를 예측한다. 예측된 종가를 기반으로 KOSPI에 연동해 변동하는 Exchange Traded Funds (ETFs)의 거래를 위한 알파 매매를 제안한다. 본 논문에 제안된 방법으로 KOSPI 예측 신경회로망 모델들을 구현하고 예측 정확도를 평가한다. 구현된 신경회로망 모델(NN1)의 학습 오차(MAPE)는 0.427, 평가 오차는 0.627이다. 평가용 데이터를 사용해 알파 매매를 시뮬레이션하면 수익률은 7.16 ~ 15.29 %를 보인다. 이는 125 거래일 데이터로 거둔 수익률로 제안된 알파 매매가 효과적임을 보인다.

• 한국융합학회논문지
• /
• 제10권4호
• /
• pp.1-6
• /
• 2019

신경회로망은 과거 데이터로부터 유용한 정보를 추출해서 주가지수의 이동 방향을 예측하는데 사용되어 왔다. 주가 지수의 상승 또는 하락 방향을 예측하는 기존 연구는 지수의 작은 변화에도 상승이나 하락을 예측하므로 이를 기반으로 지수 연동 ETF를 매매 하면 손실이 발생할 가능성이 높다. 본 논문에서는 ETF 매매 손실을 줄이고 매매 당 일정 이상의 수익을 내기 위한 일별 KOrea composite S0tock Price Index (KOSPI)의 이동 방향을 예측하는 신경회로망 모델을 제안한다. 제안된 모델은 이동 방향 예측을 위해 전일 대비 지수 변동률이 상승(변동률${\geq}{\alpha}$), 하락(변동률${\leq}-{\alpha}$)과 중립($-{\alpha}$<변동률<${\alpha}$)을 표시하는 출력을 갖는다. 예측이 상승이면 레버리지 Exchange Traded Fund (ETF)를, 하락이면 인버스 ETF를 매수한다. 본 논문에서 구현된 신경회로망 모델 중 PNN1의 Hit ratio (HR)은 학습에서 0.720, 평가에서 0.616이다. 평가용 데이터로 ETF 매매를 시뮬레이션하면 수익률은 8.39 ~ 16.32 %를 보인다. 또한 제안된 이동 방향 예측 신경회로망 모델이 주가지수 예측 신경회로망 모델 보다 ETF 매매 성공률과 수익률에서 더 우수하다.

• 복식
• /
• 제50권8호
• /
• pp.165-175
• /
• 2000

The Purposes of this study are to analyze fashion trading area's conditions of Busan area to establish fashion marketing strategies for the conditions of location in choosing the new retailers and to propose the most efficient, optimum fashion trading area(FTA) under the management mind of low cost and high efficiency according to the changes of 21C management paradigm. The subjects of investigation for this study were 1083 women visited FTA in Busan. The data were analyzed by using MANOVA, ANOVA, frequency and trend analysis, and the Cronabach $\alpha$ and Turkey HSD were also applied. The results of this study were summarized as follows. 1 The characteristics of consumer spatial behavior according to fashion trading area show significant difference in starling position, movement means, movement time, visit purpose and visit frequency. 2 The buying behavior of fashion items according to fashion trading area shows difference in fashion trading area shows difference in fashion trading area, store and buying behavior.

• Journal of the Korean Physical Society
• /
• 제73권10호
• /
• pp.1431-1436
• /
• 2018

We study the scaling of the price fluctuation in the Korean housing market. From the numerical analysis, we show that the normalized return distribution of the housing price, P(r), has a fat-tail and is well approximated by a power-law, $P(r){\sim}r^{-({\alpha}+1)}$, with ${\alpha}{\simeq}3$ for the whole data set. However, if we divide the data into groups based on the trading patterns, then the value of ${\alpha}$ for positive tail and negative tail can be different depending on the trading patterns. We also find that the autocorrelation function of the housing price decays much slower than that of the stock exchange markets, which shows a unique feature of the housing market distinguished from the other financial systems.

• Archives of Pharmacal Research
• /
• 제20권5호
• /
• pp.486-490
• /
• 1997

A stereospecific HPLC method has been developed for the resolution of the enantiomers of salbutamol in human urine. After solid-phase extraction and derivatization with (S)-(-)-${\alpha}$-methyl-benzyl isocyanate, the diastereomeric derivatives were resolved $(R_s=1.59)$ on $5{\mu}M$ octadecylsilan column using 47% methanol as a mobile phase with fluorescence detection. The detection limit of each enantiomer was 10 ng/ml (S/N=3).

• 약학회지
• /
• 제40권2호
• /
• pp.163-169
• /
• 1996

Glycosidation of 20(S)-protopanaxadiol obtained by the alkaline hydrolysis of total ginsenosides with 2,3,4,6-tetra-O-acetyl-${\alpha$-D-glucopyranosyl bromide in the presence of $CdCO_3$ in benzene-dioxane gave a mixture of acetylated monoglucosides and diglucosides in a total yield of 68%. Under the same condenstion condition, 20-dehydroxyglucosides were formed by dehydration of 12-O-glucosides. The structures of produced glycosides were elucidated as 3-O-${\beta$-D-glucopyranosyl-20(S)-protopanaxadiol, 12-O-${\beta$-D-glucopyranosyl-dammar-20(22), 24-dien-$3{\beta},12{\beta}$-diol, 3,12-di-O-${\beta}$-D-glucopyranosyl-dammar-20(22), 24-dien-$3{\beta},\;12{\beta}$-diol, respectively.

• 한국항해학회지
• /
• 제18권4호
• /
• pp.59-81
• /
• 1994

Korean property and liability insurance companies have underwrited hull insurance without proper undrewriting ability. But after April 1996. in case of Korean insurance market being opened the companies have to make hull insurance rate by themselves. Accordingly, in this study, the writer embodies important factors in making hull insurance rate by an empirical survey. In empirical survey, the writer used a questionnaire, 74 proper data was obtained from 96 officers working in making hull insurance rate in 12 Korean property and liablity insurance companies and 24 the foreign companies at home. Reliability was tested by Cronbach's Alpha and a conceptual validity by Factor Analysis. Hypothesis estabilished in this study was tested by Correlation and Multiple Regression Analysis. Results of testing hypothesis are as follows: Firstly, the traits of insurer and the assured influence significantly(P<0.05) on making hull insurance rate. Secondly, expected loss ratio, ship manager, ship's age, insured amount, level of the cost of repairing and salvage, shipowner, period of insurance, level of overseas rating, profit and expense, trading limits, ship's classification, conditions of insurance, and ship's size influence significantly(P<0.05) on making hull insurance rate.

• 한국미생물·생명공학회지
• /
• 제45권2호
• /
• pp.162-167
• /
• 2017

본 연구에서는 동시당화발효공정으로 바이오에탄올을 생산하기 위하여 바이오캡슐 형성을 시도하였다. 다수의 당화곰팡이 균주들과 발효 효모 균주들이 먼저 탐색되었다. Aspergillus sp. BCNU 6200, Penicillium sp. BCNU 6201 및 P. chrysogenum KACC 44363이 ${\alpha}$-amylase와 glucoamylase와 같은 당화 효소를 우수하게 생산하는 균주이었으며, Saccharomyces cerevisiae IFO-M-07이 조사된 균주 중에서 가장 에탄올 생산능이 높았다. 다음으로 pellet 형성 및 바이오 캡슐 형성을 위한 최적 조건을 평가하였다. 모든 조사된 곰팡이 모두 pellet을 형성하였으며, 바이오캡슐의 최적조건은 $28^{\circ}C$, 120 rpm이었다. 최종적으로 형성된 바이오캡슐을 이용하여 동시당화발효를 수행하여, Aspergillus sp. BCNU 6200의 바이오캡슐(Aspergillus sp. BCNU 6200 + S. cerevisiae IFO-M-07)이 10일간 발효시 $30^{\circ}C$, 120 rpm에서 3.9%의 에탄올을 생산함을 확인하였다. 본 실험 결과는 동시 당화발효 공정으로 바이오에탄올을 생산하는데 있어서 바이오캡슐을 활용함에 관한 유용한 정보를 제공하고 있다.

• The Journal of Asian Finance, Economics and Business
• /
• 제7권9호
• /
• pp.135-145
• /
• 2020

This paper provides the practical application of a linear shrinkage framework on Vietnam stock market. The cumulative data points observed in this analysis are 468 weeks from January 2011 to December 2019. All the companies listed on Ho Chi Minh City Stock Exchange (HOSE), except the companies under two years period from Initial Public Offering (IPO), are considered. The cumulative number of stocks picked is therefore 350 companies. The VNINDEX, which is the Vietnam Stock Index, is used as a reference index for shrinking to a single-index model. The empirical results show that the shrinkage of covariance matrix for portfolio optimization gives the promising results for the investors on Vietnam stock market. The shrinkage method helps the investors to produce the optimal portfolio in the sense of having higher profit with lower levels of risk compared to the portfolio of the traditional SCM method. Moreover, the portfolio turnover of shrinkage method is always kept at low magnitudes, and this makes the shrinkage portfolios save much transaction costs and reduce the liquidity risks in the trading process. In addition, the ability of shrinkage method in making profit is once again confirmed by the Alpha coefficient that achieves a high positive value.

• 한국약용작물학회지
• /
• 제16권1호
• /
• pp.1-8
• /
• 2008

Immune activities of Opuntia ficus indica L. Miller were investigated through aqueous extracts associated with ultrasonification process at $60^{\circ}C$, and showed the highest promotion of human B and T cell growth, up to 52% and 41%, respectively, compared to the control. The secretion of TNF-${\alpha}$ and IL-60 was also enhanced by the addition $(0.5mg/m{\ell})$ of the extracts, up to 48%. NK cell activation was significantly improved up to 1.3 times higher than the case of adding other extracts. It was also found that extracts from O. ficus indica could yield higher nitric oxide production from macrophage than Lipopolysaccaharides (LPS). It can be concluded that, in general, the extracts treated with ultrasonification has higher Immune acitivities than others, possibly by higher yielding immune-modulatory than conventional extraction process. The optimum condition for the extraction of O. ficus-indicais water extraction associated with ultrasonification.