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Optimization of Support Vector Machines for Financial Forecasting (재무예측을 위한 Support Vector Machine의 최적화)

  • Kim, Kyoung-Jae;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.17 no.4
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    • pp.241-254
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    • 2011
  • Financial time-series forecasting is one of the most important issues because it is essential for the risk management of financial institutions. Therefore, researchers have tried to forecast financial time-series using various data mining techniques such as regression, artificial neural networks, decision trees, k-nearest neighbor etc. Recently, support vector machines (SVMs) are popularly applied to this research area because they have advantages that they don't require huge training data and have low possibility of overfitting. However, a user must determine several design factors by heuristics in order to use SVM. For example, the selection of appropriate kernel function and its parameters and proper feature subset selection are major design factors of SVM. Other than these factors, the proper selection of instance subset may also improve the forecasting performance of SVM by eliminating irrelevant and distorting training instances. Nonetheless, there have been few studies that have applied instance selection to SVM, especially in the domain of stock market prediction. Instance selection tries to choose proper instance subsets from original training data. It may be considered as a method of knowledge refinement and it maintains the instance-base. This study proposes the novel instance selection algorithm for SVMs. The proposed technique in this study uses genetic algorithm (GA) to optimize instance selection process with parameter optimization simultaneously. We call the model as ISVM (SVM with Instance selection) in this study. Experiments on stock market data are implemented using ISVM. In this study, the GA searches for optimal or near-optimal values of kernel parameters and relevant instances for SVMs. This study needs two sets of parameters in chromosomes in GA setting : The codes for kernel parameters and for instance selection. For the controlling parameters of the GA search, the population size is set at 50 organisms and the value of the crossover rate is set at 0.7 while the mutation rate is 0.1. As the stopping condition, 50 generations are permitted. The application data used in this study consists of technical indicators and the direction of change in the daily Korea stock price index (KOSPI). The total number of samples is 2218 trading days. We separate the whole data into three subsets as training, test, hold-out data set. The number of data in each subset is 1056, 581, 581 respectively. This study compares ISVM to several comparative models including logistic regression (logit), backpropagation neural networks (ANN), nearest neighbor (1-NN), conventional SVM (SVM) and SVM with the optimized parameters (PSVM). In especial, PSVM uses optimized kernel parameters by the genetic algorithm. The experimental results show that ISVM outperforms 1-NN by 15.32%, ANN by 6.89%, Logit and SVM by 5.34%, and PSVM by 4.82% for the holdout data. For ISVM, only 556 data from 1056 original training data are used to produce the result. In addition, the two-sample test for proportions is used to examine whether ISVM significantly outperforms other comparative models. The results indicate that ISVM outperforms ANN and 1-NN at the 1% statistical significance level. In addition, ISVM performs better than Logit, SVM and PSVM at the 5% statistical significance level.

Studies on the Direct Sowing Culture of Rice in Reclaimed Paddy Field (간척답 벼 직파재배에 관한 연구)

  • Lee, Seok-Su;Shim, Jae-Sung
    • The Journal of Natural Sciences
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    • v.5 no.2
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    • pp.49-62
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    • 1992
  • This study was carried out to investigate the emergence, growth and yield components in rice inassoccation with Several cultivation methods direct sowing flooded paddy field(DSF), direct sowing by airplane(DSA), direct sowing in dry paddy field(DSD), 8days seedling planting(8DS), and 35days seedlingplanting(35DS). Also this study was attempeted to know the effects of calcium peroxide on germinationand early growth of rice under different soil conditions, seeding depth, application of organic matter,indirect sowing flooded paddy field.1. Rate of emergence was 73% in DSF, 70% in DSA, 62% in DSD, respectively, under the different cultivation method of rice in reclaimed paddy field.2. Degree of lodging in relation to cultivation was 5 at both DSF and DSA, 3 at DSD, 2 at both 8DS and 35DS respectively.3. Maximum tiller number was 568 per m2 at DSF and 527 at DSA. Heating was delayed for 4 days at DSF, 8 days at DSD and 2 days at 8DS as comparison with that at 35DS.4. Yield was higher 1% to 3% at DSF than that at DSA and DSD while decreased by 12% as compared with that of seedling planting.5. Total dry weight of seedling was decreased by 57% at 8DS, 60% at DSF 63% at DSD, respectively, under 0.3% of salinity. Ratio of decreasing in dry weight was higher with high salinity.6. The amount of O2 released was recorded highest to 2 to 3days after irrigatition, thereafter remaining constant to 10 days after irrigatition.7. The optimum coating amount of calcium peroxide for germination was a half of rice seed weight with 1 cm sowing depth and one-fold with 2-cm sowing depth when rice straw was not applied. With rice straw applied, on the other hand, the amount of peroxide was one-fold with 1-cm sowing depth. It was found that, under the condition of applied 600kg/10a, of 2-cm soil depth with rice straw calcium peroxide coating had no effect on emergence of rice seedling.8. In reclaimed paddy field, lodging degree was 7 with direct sowing by machine and 9 with direct sowing by hand.9. Yield was increased by 5% by applying rice straw with direct sowing by machine.

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Assessment of the Breast-Firmming Effects of a Cosmetic Preparation with Moir$\acute{e}$ Tophography in Combination with 2D and 3D Digital Image Analyses (2D 및 3D 디지털 이미지 분석과 함께 Moir$\acute{e}$ Tophography 분석을 이용한 화장품의 가슴 탄력개선 효과 평가)

  • Seo, Young Kyoung;Yoo, Mi Ae;Ryu, Ja Hyun;Kim, So Jeong;Cho, Seong A;Nam, Gae Won;Cho, Jun-Cheol;Boo, Yong Chool;Koh, Jae-Sook
    • Journal of the Society of Cosmetic Scientists of Korea
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    • v.38 no.4
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    • pp.289-296
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    • 2012
  • Cosmetic products which might augment the breast have attracted an attention and objective methods for the evaluation of such products are in high demand. This study was conducted to establish a method for assessing the breast-firmming effects of cosmetics. This study included a total of 30 healthy Korean females aged 20-50 years. A cosmetic product was applied by massaging it onto the breast twice a day for 8 weeks. Measurement of breast girth with a tape ruler, 2D and 3D digital image analyses, and Moir$\acute{e}$ topographic analysis were performed before and following the treatment. The application of a cosmetic onto the breast significantly increased breast girth at 2, 4 and 8 weeks without a significant change in underbreast girth, implicating the breast might be augmented. The 2D image analysis indicated that the arc length of the breast which represents the surface distance from the nipple to the periphery of the under-breast was significantly increased at 2, 4 and 8 weeks. The height of the breast which represents the perpendicular distance from the nipple to the periphery of the under-breast was also increased significantly at 4 and 8 weeks. The 3D image analysis of body surface also demonstrated a significant increase of breast volume at 2, 4 and 8 weeks. Moir$\acute{e}$ topographic analysis indicated that breast sagging was significantly reduced at 2, 4 and 8 weeks. The results of this study suggest that Moir$\acute{e}$ topography in combination with 2D and 3D digital image analyses may be useful for evaluating the breast-augmenting effects of cosmetics.

Anti-oxidative Activities of Castanea crenata Leaf Extract/Fractions and Application on Cosmetics (밤나무 잎 추출물의 항노화 활성 및 화장품에의 응용( I ))

  • Kim, Jin-Young;Park, Soo-Nam
    • Journal of the Society of Cosmetic Scientists of Korea
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    • v.34 no.4
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    • pp.259-268
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    • 2008
  • In this study, the antioxidative effects, inhibitory effects on tyrosinase and elastase and components of Castanea crenata leaf were investigated. The free radical (1,1-diphenyl-2-picrylhydrazyl radical, DPPH) scavenging activity ($FSC_{50}$) of extract / fractions of Castanea crenata left was in the order: 50% ethanol extract ($13.6{\mu}g/mL$) < ethyl acetate fraction (6.2) < aglycone fraction (2.1). Reactive oxygen species (ROS) scavenging activities ($OSC_{50}$ of extract / fractions from Castanea crenata leaf extract / fractions on ROS generated in $Fe^{3+}$-EDTA/$H_2O_2$ system were investigated using the luminol-dependent chemiluminescence assay. The order of ROS scavenging activity was in the order: aglycone fraction (0.8) < 50% ethanol extract (0.5) < ethyl acetate fraction (0.3). The scavenging activity ($IC_{50}$ for ${O_2}^{{\cdot}\;-}$ (superoxide anion radical) generated by NBT method was in the order: ethyl acetate fraction (145.5) < aglycone fraction (65.5). The protective effects on the rose-bengal sensitized photohemolysis of human erythrocytes were investigated. The ethyl acetate fraction exhibited the most prominent cellular protective effect (${\tau}_{50}$, $191.9{\pm}12.2\;min$ at $10{\mu}g/mL$). The inhibitory effect of aglycone fraction ($9.1{\mu}g/mL$) on elastase was higher than oleanolic and ($13.7{\mu}g/mL$). And the inhibitory effect of aglycone fraction ($21.6{\mu}g/mL$) on tyrosinase was higher than arbutin ($226.2{\mu}g/mL$). But 50% ethanol extract rarely exhibited the inhibitory activity on tryosinase and elastase. Flavonoids were contained in Castanea crenata left (96.3 mg / 100 g dried Castanea crenata leaf). And flavonoids contained in ethyl acetate fraction were kaempferol, quercetin, quercitrin, and so on. Quercitrin is the most abundant component. These results indicate that extract / fractions of Castanea crenata can function as antioxidants in biological systems, particularly skin exposed to UV radiation by scavenging free radical and ROS, Castanea crenata leaf extract/ fractions could be used as new cosmeceutical for whitening and anti-wrinkle products.

Difference of Classification, Growth and Herbicidal Tolerance in Collected Weedy Rice(Oryza sativa) (수집(蒐集) 잡초성(雜草性)벼(Oryza sativa)의 분류(分類), 생장(生長) 및 제초제(除草劑) 내성차이(耐性差異))

  • Kuk, Y.I.;Guh, J.O.;Chon, S.U.
    • Korean Journal of Weed Science
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    • v.17 no.1
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    • pp.31-43
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    • 1997
  • This study was carried out to investigate classfication of weedy rice (Oryza sativa) based on isozymes esterase and peroxidase, growth and developmental difference of weedy rices and rices grown under dry and water condition, and weedy rice control and tolerant difference of weedy rices in various herbicides using weedy rices collected from thirteen strains of Chonnam, one Chonbuk, two Kyeongki and two rice cultivars. 1. The collected weedy rices were classified into three groups based on isozyme esterase and peroxidase using polyacrylamide gel electrophoresis(PAGE) method. The classified groups were not same each other. 2. Plant height was taller in collected weedy rices than rice cultivars at 18 days after seeding under dry and water conditions, but number of leaves, shoot fresh weight, root fresh weight and root length were not significantly different between collected weedy rices and rice cultivars. In addition, growths of collected weedy rices were greater in dry- than water-condition. 3. After thiobencarb(S-4-chlorobenzyl diethythiocarbamate), molinate(S-ethyl hexahydro-1H-azepine-1-carbothioate) and oxadiazon(5-tert-butyl-3(2,4-dichloro-5-isopropoxyphenyl)-1,3,4-oxadiazol-2-one) were applied at 6 days before seeding, the weedy rices controlled 100% by thiobencarb at 2.1kg ai/ha and 024kg ai/ha oxadiazon treatment but controlled 26% to 67% by molinate at 6.5kg ai/ha. Rice due to the herbicides was injured severely(25% to 100%) in flood condition at time of rice seeding after oxadiazon at 0.48kg ai/ha and 2.1kg ai/ha thiobencarb application, except for molinate which injured rice slightly(4% to 13%) in drain condition. The collected weedy rices to all experimented herbicides showed slight intraspecific variations. The intraspecific variations of weedy rices decreased in the order of thiobencarb>molinate>oxadiazon.

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Improving Curing Rate and Physical Properties of Korean Dendropanax Lacquer with Thermal and Photo Initiator by Dual Curing (이중경화법을 이용한 열개시제 및 광개시제가 배합된 황칠도료의 경화속도 촉진 및 물성향상 연구)

  • Hwang, Hyeon-Deuk;Moon, Je-Ik;Park, Cho-Hee;Kim, Hyun-Joong;Hwang, Baik
    • Journal of the Korean Wood Science and Technology
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    • v.38 no.4
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    • pp.333-340
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    • 2010
  • The Korean Dendropanax lacquer, made from a natural resinous sap from Dendropanax orbifera Lev., was used as a golden and transparent varnish for the traditional artifacts (armor uits, helmets, arrowheads, etc.) to make them be brilliant golden color. The cured film of the acquer has excellent protective properties such as weatherability, water resistance, and nticorrosive. But, one of disadvantages is that takes a long time and much energy to fulfill curing the lacquer. The chemical constituents of the lacquer contained conjugated diene compounds s the photopolymerizable monomers. These monomers easily polymerized in sunlight to form olden-colored, hard-coating films in a short time. Photooxidation may be one of the most mportant reactions in the chemistry of the lacquer. Although the Korean Dendropanax Lacquer hould be dried to a thoroughly dry stage to achieve optimal film properties, curing with elevated emperatures may be required for the protracted curing time at atmospheric temperature. So we ntended to accelerate the curing rate of the lacquer by dual curing of thermal and radiation uring. The effect of thermal initiator on the thermal curing reaction was evaluated by monitoring he changes in double bond peak with FT-IR. Then the curing rate of the lacquer blended with hermal initiator and photoinitiator together was measured during dual curing using a RPT with V spot curing machine. Thermal initiator not only accelerated the curing rate but also improved he physical property. And the curing rate of the Korean Dendropanax lacquer was improved by ual curing method of thermal and UV curing. According to these results, the application area of he Korean Dendropanax lacquer could be expanded to surface coatings for electronic devices uch as mobile phones or electronics.

Clinical Analysis of 500 Cases of Coronary Artery Bypass Grafting (관상동맥 우회술 500례의 임상적 고찰)

  • Shin, Yoon-Cheol;Kim, Ki-Bong;Ahn, Hyuk;Chae, Hurn;Rho, Joon-Ryang;Suh, Kyung-Phill
    • Journal of Chest Surgery
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    • v.32 no.6
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    • pp.525-531
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    • 1999
  • Background: We analyzed five hundred patients who underwent either isolated or concomitant coronary artery bypass grafting(CABG) between November 1981 and June 1997. Material and Method: There were 330 males and 170 females with a mean age of 57.4$\pm$8.9 years. To evaluate the preoperative status, we performed electrocardiograghy, echocardiography, MIBI scan, Duplex sonogram, common blood test including CK and LDH and coronary angiography. Result: Preoperative clinical diagnoses were unstable angina in 282 (56.4%), stable angina in 141 (28.2%), postinfarction angina in 58 (11.6%), acute myocardial infarction in 8 (1.6%), variant angina in 7 (1.4%) and failed percutaneous transluminal coronary angioplasty in 4 (0.8%) patients. Preoperative angiographic diagnoses were three-vessel disease in 263 (52.6%), two-vessel disease in 93 (18.6%), one-vessel disease in 71 (14.2%), left main disease in 68 (13.6%), and others in 5 (1.0%) patients. Patients had various risk factors for coronary disease, and the frequency of the risk factors such as hypertension, diabetes and smoking showed increasing tendency year by year. We used saphenous vein grafts in 1143, internal thoracic artery grafts in 442, radial artery graft in 17, and gastroepiploic artery graft in 1 anastomosis. The mean number of grafts was 3.2$\pm$1.2 per patient. Concomitant operations were prosthetic valve replacement or valvuloplasty in 31, coronary endarterectomy and angioplasty in 27, left main coronary angioplasty in 13, carotid endarterectomy in 5, and neurologic problems, bleeding, and perioperative myocardial infarction. The mean follow-up period was 25$\pm$23 months and there were 5 cases of reoperation. Conclusion: We hope that the surgical results would improve with the accumulation of experience, application of new myocardial protection technique, and timely intervention of mechanical assisted devices.

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Experimental Fetal Cardiopulmonary Bypass in the Fetal Lamb Model (태아양 모델을 이용한 실험적 태아 심폐우회술)

  • 이정렬;임홍국;김원곤;김종성;최정연;김용진
    • Journal of Chest Surgery
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    • v.32 no.6
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    • pp.495-503
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    • 1999
  • Background: We tested the technical feasibility of fetal cardiac bypass and collected baseline data on the fetal hemodynamics and placental functions related to the cardiopulmonary bypass in the fetal lamb model. Material and Method: Eleven fetuses at 120 to 150 days of gestation were subjected to bypass via trans-sternal approach with a 12 G pulmonary arterial cannula and 14 to 18 F venous cannula for 30 minutes. All ewes received general anesthesia with ketamine. In all the fetuses, no anesthetic agents were used except muscle relaxant. Eight served as a group in which placenta was excluded from the extracorporeal circulation by clamping the umbilical cord during the bypass(the oxygenator group) and in the remaining three, the placenta worked as the only source of oxygen supply(the placenta group). Observations were made every 10 minute during a 30-minute bypass and 30-minute post bypass period. No prostaglandin inhibitors were used both in ewes and in fetuses. Result: Weights of the fetuses ranged from 1.9 to 5.2 kg. In the oxygenator group, means of arterial pressure, PaO2, atrial pressure, heart rate, and bypass flow rate ranged 69.8 to 82.6 mmHg, 201.7 to 220.9 mmHg, 4.1 to 4.3 mmHg, 169 to 182/min, and 140.3 to 164.0 ml/kg/min, respectively during bypass, but rapid deterioration of the fetal cardiac functions and the placental gas exchange was observed after the cessation of bypass. In the placenta group, means of arterial pressure decreased from 44.7 to 14.4 mmHg and means of PaCO2 increased from 61.9 to 129.6 mmHg during bypass. Flow rate was suboptimal(74.3 to 97.0 ml/kg/min) during bypass. All hearts fibrillated immediately after the discontinuation of bypass. Conclusion: In this study, the technical feasibility of fetal cardiopulmonary bypass was confirmed in the fetal lamb model. However, further studies with modifications of the bypass including an addition of prostaglandin inhibitor, an application of the total spinal anesthesia on the fetus, a creation of more concise bypass circuit, and a use of active pump are mandatory to improve the outcome.

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Clinical Study of Vascular Injuries (혈관 손상의 임상적 고찰)

  • Chung, Sung-Woon;Kim, Young-Kyu
    • Journal of Chest Surgery
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    • v.40 no.7 s.276
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    • pp.480-484
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    • 2007
  • Background: Major vascular injuries can jeopardize a patient's life or imperil limb survival. We performed this study to establish an optimal management plan for vascular injuries. Material and Method: We retrospectively reviewed 26 cases of vascular injury that were treated at Pusan National University Hospital from May, 1999 to September, 2004. The age and sex distribution, the locations and causes of vascular injury, the diagnostic tools, the degree of injuries, clinical manifestations, the treatment modality and complications were reviewed. Result: The mean age was 39.5 years (range: $12{\sim}86$) and the male to female ratio was 22 : 4. The injuries were in 6 descending thoracic aortas, 4 femoral arteries, 4 popliteal veins and so on. The causes of injury were iatrogenic in 8 cases, traffic accident in 7, stab injury in 6 and industrial accident in 5. The most commonly used diagnostic tools were CT and angiography. The degrees of arterial injury were pseudoaneurysm in 10 cases, partial severance in 5, complete severance in 3 and thrombosis in 3. The degrees of venous injury were partial severance in 6 cases, complete severance in 2 and arteriovenous fistula in 2. The clinical manifestations were absence of pulse in 8 cases, coldness in 7, chest pain in 6, swelling in 5, bleeding in 5 and so on. The most frequently used type of revascularization was graft interposition in 11 cases. Two arteriovenous fistulae were repaired by endovascular procedure. There was one case of mortality due to multi-organ failure after hemorrhagic shock, There were three major amputations, and two of them were due to delayed diagnosis and treatment. Conclusion: A system for the early diagnosis and treatment is essential for improving limb salvage and patient mortality. As a consequence of the widespread application of endovascular procedures, the incidence of iatrogenic injuries has recently increased. Educating physicians is important for the prevention of iatrogenic injury. Easy communication and cooperation for earlier involvement of a vascular surgeon is also an important factor.

Application of Principle in Metal-Ligand Complexation to Remove Heavy Metals : Effects of Metal Concentration, pH and Temperature (금속(金屬)-Ligand 착염형성(錯鹽形成)에 의한 중금속(重金屬) 제거방법(除去方法)에 관(關)한 연구(硏究) : 중금속(重金屬) 농도(濃度), pH 및 온도(溫度)의 효과(效果))

  • Yang, Jae-E;Shin, Yong-Keon;Kim, Jeong-Je
    • Korean Journal of Soil Science and Fertilizer
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    • v.26 no.1
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    • pp.37-42
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    • 1993
  • Influences of metal concentration, pH and temperature on metal-ligand precipitate formation were investigated, as a part of projects for removing heavy metals from aqueous solution employing the principles in metal-ligand complexation. Aqueous solutions of HA or FA were reacted with those of heavy metals with 1:1 ratio. Efficiency of humic (HA) or fulvic acid (FA) on removing metals was evaluated by separating the precipitates from soltuions with the filtering method. When HA was a counter ligand, there existed three ranges of metal concentrations affecting precipitation : precipitate fromation was not available, was reached to the maximum, and afterwards was decreased again. The concentration ratios of metal to HA for initiating complexation were dependent upon kinds of metal and concentrations of ligand. Amount of Pb to form maximum precipitates per unit mg of HA was 1.3 times higher than that of Cu. When FA was a counter ligand, concentrations of metal-FA precipitates were increased proportionally with the treated metal concentrations. Efficiency of FA fro removing Pb was nearly 100%, but it was ranged from 12 to 19% for Cu, depending on FA concentration. pH exerted a considerable effect on complexation between Pb and FA, showing precipitates were increased six times at most per unit increase of pH. Ranges of pH increasing significantly the mounts of precipitates were coincied with pH jump ranges of the titration curve of organic ligands. As increasing temperature from 15 to $55^{\circ}C$, increases of FA-Cu precipitates were doubled, but those of FA-Pb were accounted for only 6%, However, HA-metal complexation was not affected by temperature.

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