• Journal of Environmental Impact Assessment
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• v.30 no.3
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• pp.141-154
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• 2021

In this study, the effect of the restoration of Yaksa stream and the construction of an apartment complex by the urban renewal project in the Yaksa district of Chuncheon on air quality in the surrounding area was evaluated using computational fluid dynamics (CFD) model simulations. In orderto compare the impact of the project, wind and pollutant concentration fields were simulated using topographic data in 2011 and 2017, which stand for the periods before and after the urban renewal project, respectively. In the numerical experiments, the scenarios were set to analyze the effect of the construction of the apartment complex and the effect of stream restoration. Wind direction and wind speed data obtained from the Chuncheon Automated Synoptic Observing System (ASOS) were used as the inflow boundary conditions, and the simulation results were weighted according to the frequencies of the eight-directional inflow wind directions. The changes in wind speed and NO_X concentration distribution according to the changes in building and terrain between scenarios were compared. As a result, the concentration of NO_X emitted from the surrounding roads increased by the construction of the apartment complex, and the magnitude of the increase was reduced as the result of including the effect of stream restoration. The concentration of NO_X decreased around the restored stream, while the concentration increased significantly around the constructed apartment complex. The increase in the concentration of NO_X around the apartment complex was more pronounced in the place located in the rear of the wind direction to the apartment complex, and the effect remains up to the height of the building. In conclusion, it was confirmed that the relative arrangement of apartment complex construction and stream restoration in relation to the main wind direction of the target area was one of the major factors in determining the surrounding air quality.

• Korean Journal of Remote Sensing
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• v.32 no.6
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• pp.603-616
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• 2016

In this study, the effects of differential heating by land-use types on flow and air temperature at an Seoul Automated Synoptic Observing Systems (ASOS) located at Songwol-dong, Jongno-gu, Seoul was analyzed. For this, a computation fluid dynamics (CFD) model was coupled to the local data assimilation and prediction system (LDAPS) for reflecting the local meteorological characteristics at the boundaries of the CFD model domain. Time variation of temperatures on solid surfaces was calculated using observation data at El-Oued, Algeria of which latitude is similar to that of the target area. Considering land-use type and shadow, surface temperatures were prescribed in the LDAPS-CFD coupled model. The LDAPS overestimated wind speeds and underestimated air temperature compared to the observations. However, a coupled LDAPS-CFD model relatively well reproduced the observed wind speeds and air temperature, considering complicated flows and surface temperatures in the urban area. In the morning when the easterly was dominant around the target area, both the LDAPS and coupled LDAPS-CFD model underestimated the observed temperatures at the Seoul ASOS. This is because the Kyunghee Palace located at the upwind region was composed of green area and its surface temperature was relatively low. However, in the afternoon when the southeasterly was dominant, the LDAPS still underestimated, on the while, the coupled LDAPS-CFD model well reproduced the observed temperatures at the Seoul ASOS by considering the building-surface heating.

• Journal of Intelligence and Information Systems
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• v.20 no.2
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• pp.59-71
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• 2014

System trading is becoming more popular among Korean traders recently. System traders use automatic order systems based on the system generated buy and sell signals. These signals are generated from the predetermined entry and exit rules that were coded by system traders. Most researches on system trading have focused on designing profitable entry and exit rules using technical indicators. However, market conditions, strategy characteristics, and money management also have influences on the profitability of the system trading. Unexpected price deviations from the predetermined trading rules can incur large losses to system traders. Therefore, most professional traders use strategy portfolios rather than only one strategy. Building a good strategy portfolio is important because trading performance depends on strategy portfolios. Despite of the importance of designing strategy portfolio, rule of thumb methods have been used to select trading strategies. In this study, we propose a SVM-based strategy portfolio management system. SVM were introduced by Vapnik and is known to be effective for data mining area. It can build good portfolios within a very short period of time. Since SVM minimizes structural risks, it is best suitable for the futures trading market in which prices do not move exactly the same as the past. Our system trading strategies include moving-average cross system, MACD cross system, trend-following system, buy dips and sell rallies system, DMI system, Keltner channel system, Bollinger Bands system, and Fibonacci system. These strategies are well known and frequently being used by many professional traders. We program these strategies for generating automated system signals for entry and exit. We propose SVM-based strategies selection system and portfolio construction and order routing system. Strategies selection system is a portfolio training system. It generates training data and makes SVM model using optimal portfolio. We make $m{\times}n$ data matrix by dividing KOSPI 200 index futures data with a same period. Optimal strategy portfolio is derived from analyzing each strategy performance. SVM model is generated based on this data and optimal strategy portfolio. We use 80% of the data for training and the remaining 20% is used for testing the strategy. For training, we select two strategies which show the highest profit in the next day. Selection method 1 selects two strategies and method 2 selects maximum two strategies which show profit more than 0.1 point. We use one-against-all method which has fast processing time. We analyse the daily data of KOSPI 200 index futures contracts from January 1990 to November 2011. Price change rates for 50 days are used as SVM input data. The training period is from January 1990 to March 2007 and the test period is from March 2007 to November 2011. We suggest three benchmark strategies portfolio. BM1 holds two contracts of KOSPI 200 index futures for testing period. BM2 is constructed as two strategies which show the largest cumulative profit during 30 days before testing starts. BM3 has two strategies which show best profits during testing period. Trading cost include brokerage commission cost and slippage cost. The proposed strategy portfolio management system shows profit more than double of the benchmark portfolios. BM1 shows 103.44 point profit, BM2 shows 488.61 point profit, and BM3 shows 502.41 point profit after deducting trading cost. The best benchmark is the portfolio of the two best profit strategies during the test period. The proposed system 1 shows 706.22 point profit and proposed system 2 shows 768.95 point profit after deducting trading cost. The equity curves for the entire period show stable pattern. With higher profit, this suggests a good trading direction for system traders. We can make more stable and more profitable portfolios if we add money management module to the system.