• 제목/요약/키워드: Benchmark index

검색결과 106건 처리시간 0.023초

절대 유사 임계값 기반 사례기반추론과 유전자 알고리즘을 활용한 시스템 트레이딩 (System Trading using Case-based Reasoning based on Absolute Similarity Threshold and Genetic Algorithm)

  • 한현웅;안현철
    • 한국정보시스템학회지:정보시스템연구
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    • 제26권3호
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    • pp.63-90
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    • 2017
  • Purpose This study proposes a novel system trading model using case-based reasoning (CBR) based on absolute similarity threshold. The proposed model is designed to optimize the absolute similarity threshold, feature selection, and instance selection of CBR by using genetic algorithm (GA). With these mechanisms, it enables us to yield higher returns from stock market trading. Design/Methodology/Approach The proposed CBR model uses the absolute similarity threshold varying from 0 to 1, which serves as a criterion for selecting appropriate neighbors in the nearest neighbor (NN) algorithm. Since it determines the nearest neighbors on an absolute basis, it fails to select the appropriate neighbors from time to time. In system trading, it is interpreted as the signal of 'hold'. That is, the system trading model proposed in this study makes trading decisions such as 'buy' or 'sell' only if the model produces a clear signal for stock market prediction. Also, in order to improve the prediction accuracy and the rate of return, the proposed model adopts optimal feature selection and instance selection, which are known to be very effective in enhancing the performance of CBR. To validate the usefulness of the proposed model, we applied it to the index trading of KOSPI200 from 2009 to 2016. Findings Experimental results showed that the proposed model with optimal feature or instance selection could yield higher returns compared to the benchmark as well as the various comparison models (including logistic regression, multiple discriminant analysis, artificial neural network, support vector machine, and traditional CBR). In particular, the proposed model with optimal instance selection showed the best rate of return among all the models. This implies that the application of CBR with the absolute similarity threshold as well as the optimal instance selection may be effective in system trading from the perspective of returns.

Optimal Location of FACTS Devices Using Adaptive Particle Swarm Optimization Hybrid with Simulated Annealing

  • Ajami, Ali;Aghajani, Gh.;Pourmahmood, M.
    • Journal of Electrical Engineering and Technology
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    • 제5권2호
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    • pp.179-190
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    • 2010
  • This paper describes a new stochastic heuristic algorithm in engineering problem optimization especially in power system applications. An improved particle swarm optimization (PSO) called adaptive particle swarm optimization (APSO), mixed with simulated annealing (SA), is introduced and referred to as APSO-SA. This algorithm uses a novel PSO algorithm (APSO) to increase the convergence rate and incorporate the ability of SA to avoid being trapped in a local optimum. The APSO-SA algorithm efficiency is verified using some benchmark functions. This paper presents the application of APSO-SA to find the optimal location, type and size of flexible AC transmission system devices. Two types of FACTS devices, the thyristor controlled series capacitor (TCSC) and the static VAR compensator (SVC), are considered. The main objectives of the presented method are increasing the voltage stability index and over load factor, decreasing the cost of investment and total real power losses in the power system. In this regard, two cases are considered: single-type devices (same type of FACTS devices) and multi-type devices (combination of TCSC, SVC). Using the proposed method, the locations, type and sizes of FACTS devices are obtained to reach the optimal objective function. The APSO-SA is used to solve the above non.linear programming optimization problem for better accuracy and fast convergence and its results are compared with results of conventional PSO. The presented method expands the search space, improves performance and accelerates to the speed convergence, in comparison with the conventional PSO algorithm. The optimization results are compared with the standard PSO method. This comparison confirms the efficiency and validity of the proposed method. The proposed approach is examined and tested on IEEE 14 bus systems by MATLAB software. Numerical results demonstrate that the APSO-SA is fast and has a much lower computational cost.

Verification and validation of STREAM/RAST-K for PWR analysis

  • Choe, Jiwon;Choi, Sooyoung;Zhang, Peng;Park, Jinsu;Kim, Wonkyeong;Shin, Ho Cheol;Lee, Hwan Soo;Jung, Ji-Eun;Lee, Deokjung
    • Nuclear Engineering and Technology
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    • 제51권2호
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    • pp.356-368
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    • 2019
  • This paper presents the verification and validation (V&V) of the STREAM/RAST-K 2.0 code system for a pressurized water reactor (PWR) analysis. A lattice physics code STREAM and a nodal diffusion code RAST-K 2.0 have been developed by a computational reactor physics and experiment laboratory (CORE) of Ulsan National Institute of Science and Technology (UNIST) for an accurate two-step PWR analysis. The calculation modules of each code were already verified against various benchmark problems, whereas this paper focuses on the V&V of linked code system. Three PWR type reactor cores, OPR-1000, three-loop Westinghouse reactor core, and APR-1400, are selected as V&V target plants. This code system, for verification, is compared against the conventional code systems used for the calculations in nuclear design reports (NDRs) and validated against measured plant data. Compared parameters are as follows: critical boron concentration (CBC), axial shape index (ASI), assembly-wise power distribution, burnup distribution and peaking factors. STREAM/RAST-K 2.0 shows the RMS error of critical boron concentration within 20 ppm, and the RMS error of assembly power within 1.34% for all the cycles of all reactors.

구조적인 유사성에 기반한 다중 뷰 비디오의 효율적인 키프레임 추출 (Structural similarity based efficient keyframes extraction from multi-view videos)

  • 후세인 탄베르;칸 살만;무함마드 칸;이미영;백성욱
    • 한국차세대컴퓨팅학회논문지
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    • 제14권6호
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    • pp.7-14
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    • 2018
  • 다중 뷰 비디오로부터 두드러진 정보 추출은 인터뷰, 인트라 뷰간 상관관계와 계산 비용 때문에 매우 어려운 영역입니다. 매우 높은 계산 복잡성을 지닌 멀티 뷰 비디오에서 키프레임을 추출하기 위해 개발된 몇 가지 기술이 있습니다. 이 논문에서, 우리는 내부에 존재하는 엔트로피와 복잡한 정보를 사용하여 멀티 뷰 비디오의 키프레임 추출 접근 방식을 제시합니다. 첫 번째 단계에서는 프레임 사이의 SSIM값을 기반으로 각 보기에서 전체 비디오의 대표 샷을 추출합니다. 두 번째 단계에서는 서로 다른 보기의 모든 샷 프레임에 대한 엔트로피와 복잡성 점수가 계산됩니다. 마지막으로 엔트로피와 복잡성 점수가 가장 높은 프레임은 키 프레임으로 간주됩니다. 제안된 시스템은 사용 가능한 Office벤치마크 데이터 세에서 주관적으로 평가되며, 정확성과 시간 복잡성의 측면에서 결과는 편리합니다.

코로나19 이후 ESG 투자 전략 평가: ESG 인덱스 성과를 중심으로 (ESG Investment Strategy Evaluation after Covid-19: Focusing on the ESG Indices Outcome)

  • 박준신;안재준;오경주
    • 지식경영연구
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    • 제22권4호
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    • pp.87-101
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    • 2021
  • ESG 투자가 금융시장의 대세이자 상식으로 부상하고 있다. ESG 투자는 기업의 재무실적 이외에 환경, 사회, 거버넌스 등 비재무적 요소를 투자의사결정에 반영하여 장기적 관점에서 사회의 지속가능성과 투자수익을 동시에 추구하는 투자방식이다. 본 연구는 일반적으로 알고 있던 ESG 투자의 특징이 코로나19를 계기로 어떻게 변화하고 있는지를 환경, 사회, 거버넌스 관점에서 살펴보았다. 이후 코로나19가 유가증권시장에 부정적 요인으로 작용하였는지 여부를 VAR 모델을 활용하여 규명하였다. 동시에 미국과 한국의 ESG 인덱스와 벤치마크를 수익성과 변동성 관점에서 분석하여 ESG 투자가 팬데믹 국면에서도 유효한 전략임을 확인하였다. 본 연구 결과는 팬데믹 이후에도 ESG 투자의 중요성이 변함없을 것이라는 점을 시사한다. 동시에 경영자들이 수동적 ESG 경영을 지양하고 지식경영을 토대로 한 전략적 ESG 경영에 나서야함을 시사한다.

Watch One, Do One? A Systematic Review and Educational Analysis of YouTube Microsurgery Videos, and a Proposal for a Quality Assurance Checklist

  • Fernandez-Diaz, Oscar F.;Navia, Alfonso;Berner, Juan Enrique;Ahmad, Fateh;Guerra, Claudio;Ragbir, Maniram
    • Archives of Plastic Surgery
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    • 제49권5호
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    • pp.668-675
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    • 2022
  • Background Educational resources on the internet are extensively used to obtainmedical information. YouTube is the most accessed video platform containing information to enhance the learning experience of medical professionals. This study systematically analyzed the educational value of microsurgery-related videos on this platform. Methods A systematic review was conducted on YouTube from April 18 to May 18, 2020, using the following terms: "microsurgery," "microsurgical," "microsurgical anastomosis," "free flap," and "free tissue transfer." The search was limited to the first 100 videos, and two independent reviewers screened for eligible entries and analyzed their educational value using validated scales, including a modified version of the DISCERN score (M-DISCERN), Journal of the American Medical Association (JAMAS) benchmark criteria, and the Global Quality Score (GQS). Evaluation of video popularity was also assessed with the video power index (VPI). Results Of 356 retrieved videos, 75 (21%) were considered eligible. The educational quality of videos was highly variable, and the mean global scores for the M-DISCERN, JAMAS, and GQS for our sample were consistent with medium to low quality. Conclusions A limited number of videos on YouTube for microsurgical education have high-educational quality. The majority scored low on the utilized criteria. Peer-reviewed resources seem to be a more reliable resource. Although the potential of YouTube should not be disregarded, videos should be carefully appraised before being usedas an educational resource.

국가 역량을 고려한 효율성 기반 한국형 항공모함 규모 최적화 연구 (A Study on the Scale Optimization of the Korean-type Aircraft Carrier based on Efficiency Considering National Competency)

  • 정병기;김기태;박성제
    • 산업경영시스템학회지
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    • 제45권3호
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    • pp.49-56
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    • 2022
  • ROK Navy intends to secure the Korean-type aircraft carrier in order to effectively prepare for various future security threats. In general, the Korean national competency is considered to be at the level of having an aircraft carrier, but it is unclear what scale aircraft carrier would be appropriate. In this study, the efficiency was evaluated through the relative comparison between national competency(national power, economic power) and the scale of aircraft carriers, and the optimal scale of the Korean-type aircraft carrier that could be acquired was presented. A DEA(Data Envelopment Analysis) model was applied to aircraft carriers(19 aircraft carriers in 11 countries) currently in operation and scheduled to be possessed in the world. As input variables, CINC(Composite Index of National Capability) and GDP(Gross Domestic Product), which are the most widely used as indicators of national and economic power, and as output variables, the full-load displacement, length, and width of aircraft carriers were selected. ARIMA(short-term within 5 years) and simple regression(long-term over 5 years) were used to estimate the future national competency of each country at the time of aircraft carriers acquisition. The relative efficiency score of the Korean-type aircraft carrier currently being evaluated is 1.062, and it was evaluated as small-scale aircraft carrier compared to the national competency. Based on Korean national competency, the optimal scale of the Korean-type aircraft carrier calculated by aggregating benchmark groups, is 58,308.1 tons of full-load displacement, 279.4m in length, and 68.3m in width.

Evaluation of YouTube videos as sources of information about complex regional pain syndrome

  • Altun, Aylin;Askin, Ayhan;Sengul, Ilker;Aghazada, Nazrin;Aydin, Yagmur
    • The Korean Journal of Pain
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    • 제35권3호
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    • pp.319-326
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    • 2022
  • Background: As the internet usage becomes easily accessible, the patients are more frequently searching about diseases and medical/non-medical treatments. Considering that complex regional pain syndrome (CRPS) is a debilitating disease, it is important to check the information that patients are accessing. Therefore, this study aimed to investigate the reliability, sufficiency, and accuracy of the YouTube videos about CRPS. Methods: This study is a descriptive research which is derived by searching videos using the keyword 'complex regional pain syndrome' on YouTube. Relevance-based sequencing was used to sort the videos. Sources and video parameters were documented. To evaluate the accuracy, reliability and content quality of the videos, Global Quality Score, Journal of American Medical Association Benchmark Criteria and Modified DISCERN Questionnaire scales were used. Results: A total of 167 videos were included in this study. The majority of the videos originated from USA (80.2%, n = 134). The median number of views was 639 and the viewing rate was 73.3. Most of the videos had partially sufficient data and the interaction index viewing rate parameters for videos with high content quality were greater than videos with low content quality (P = 0.010, P = 0.014). Conclusions: Our results showed that videos about CRPS on YouTube mostly had partially sufficient data and include intermediate-high quality contents. Moreover, high-content quality videos had higher viewing rates, interaction indexes, number of likes, longer durations, as well as better reliability and accuracy scores. Videos with high quality and reliable content are needed to reduce misinformation about CRPS.

Assessment of Voigt and LRVE models for thermal shock analysis of thin FGM blade: A neutral surface approach

  • Ankit Kumar;Shashank Pandey
    • Structural Engineering and Mechanics
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    • 제85권1호
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    • pp.105-118
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    • 2023
  • The present work is an attempt to develop a simple and accurate finite element formulation for the assessment of thermal shock/thermally induced vibrations in pretwisted and tapered functionally graded material thin (FGM) blades obtained from Voigt and local representative volume elements (LRVE) homogenization models, based on neutral surface approach. The neutral surface of the FGM blade does not coincide with its mid-surface. A finite element model (FEM) is developed using first-order shear deformation theory (FSDT) and the FGM turbine blade is modelled according to the shallow shell theory. The top and the bottom layers of the FGM blade are made of pure ceramic and pure metal, respectively and temperature-dependent material properties are functionally graded in the thickness direction, the position of the neutral surface also depends on the temperature. The material properties are estimated according to two different homogenization models viz., Voigt or LRVE. The top layer of the FGM blade is subjected to high temperature and the bottom surface is either thermally insulated or kept at room temperature. The solution of the nonlinear profile of the temperature in the thickness direction is obtained from the Fourier law of heat conduction in the unsteady state. The results obtained from the present FEM are compared with the benchmark examples. Next, the effect of angle of twist, intensity of thermal shock, variable chord and span and volume fraction index on the transient response due to thermal shock obtained from the two homogenization models viz., Voigt and LRVE scheme is investigated. It is shown that there can be a significant difference in the transient response calculated by the two homogenization models for a particular set of material and geometric parameters.

Cost Normalization Framework for a Benchmarking System: A Case for Downstream and Chemical Construction Projects

  • Yin, Zhe;DeGezelle, Deborah;Pappas, Mike;Caldas, Carlos
    • 국제학술발표논문집
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    • The 9th International Conference on Construction Engineering and Project Management
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    • pp.590-598
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    • 2022
  • Benchmarking is an important tool to assess the performance of capital projects in the construction industry. Incorporating cost-related metrics into a benchmarking system requires an effective cost normalization process to enable meaningful comparisons among projects that were executed at different locations and times. Projects in the downstream and chemicals sector have unique characteristics compared to other types of construction projects, they require a distinctive cost normalization framework to be developed to benchmark their absolute cost performance. The purpose of this study is to develop such a framework to be used for the case of benchmarking the downstream and chemical projects for their performance assessment. The research team started with a review of existing cost normalization methodologies adopted in benchmarking systems and conducted 7 interviews to identify the current cost normalization practices used by industrial professionals. A panel of 12 experts was then convened and it held 6 review sessions to accomplish the framework development. The cost normalization framework for benchmarking downstream and chemical projects was established as a three-step procedure and it adopts a 4-element cost breakdown structure to accommodate projects submitted by both owners and contractors. It also incorporated 5 published cost indexes that are compatible with downstream and chemical projects and they were embedded into 2 options to complete the normalization process. The framework was then pilot-tested on 4 completed projects to validate its functional practicality and the downstream and chemical use case in the benchmarking system.

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