• Title/Summary/Keyword: Bi-Level Model

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A Study on Stock Trading Method based on Volatility Breakout Strategy using a Deep Neural Network (심층 신경망을 이용한 변동성 돌파 전략 기반 주식 매매 방법에 관한 연구)

  • Yi, Eunu;Lee, Won-Boo
    • The Journal of the Korea Contents Association
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    • v.22 no.3
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    • pp.81-93
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    • 2022
  • The stock investing is one of the most popular investment techniques. However, since it is not easy to obtain a return through actual investment, various strategies have been devised and tried in the past to obtain an effective and stable return. Among them, the volatility breakout strategy identifies a strong uptrend that exceeds a certain level on a daily basis as a breakout signal, follows the uptrend, and quickly earns daily returns. It is one of the popular investment strategies that are widely used to realize profits. However, it is difficult to predict stock prices by understanding the price trend pattern of stocks. In this paper, we propose a method of buying and selling stocks by predicting the return in trading based on the volatility breakout strategy using a bi-directional long short-term memory deep neural network that can realize a return in a short period of time. As a result of the experiment assuming actual trading on the test data with the learned model, it can be seen that the results outperform both the return and stability compared to the existing closing price prediction model using the long-short-term memory deep neural network model.

Socio-Demographic Correlates of Participation in Mammography: A Survey among Women Aged between 35-69 in Tehran, Iran

  • Samah, Asnarulkhadi Abu;Ahmadian, Maryam
    • Asian Pacific Journal of Cancer Prevention
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    • v.13 no.6
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    • pp.2717-2720
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    • 2012
  • Background: The rates of breast cancer have increased over the past two decades, and this raises concern about physical, psychological and social well-being of women with breast cancer. Further, few women really want to do breast cancer screening. We here investigated the socio-demographic correlates of mammography participation among 400 asymptomatic Iranian women aged between 35 and 69. Methods: A cross-sectional survey was conducted at the four outpatient clinics of general hospitals in Tehran during the period from July through October, 2009. Bi-variate analyses and multi-variate binary logistic regression were employed to find the socio-demographic predictors of mammography utilization among participants. Results: The rate of mammography participation was 21.5% and relatively high because of access to general hospital services. More women who had undergone mammography were graduates from university or college, had full-time or part-time employment, were insured whether public or private, reported a positive family history of breast cancer, and were in the middle income level (all P<0.01).The largest number of participating women was in the age range of 41 to 50 years. The results of multivariate logistic regression further showed that education (95%CI: 0.131-0.622), monthly income (95%CI: 0.038-0.945), and family history of breast cancer (95%CI: 1.97-9.28) were significantly associated (all P<0.05) with mammography participation. Conclusions: The most important issue for a successful screening program is participation. Using a random sample, this study found that the potential predictor variables of mammography participation included a higher education level, a middle income level, and a positive family history of breast cancer for Iranian women, after adjusting for all other demographic variables in the model.

An Improved LOS Analysis Method for Pedestrian Walkways Using Pedestrian Space (보행 점유공간을 이용한 보행자도로 서비스수준 분석방법론 개선 연구)

  • JUN, Sung Uk;SON, Yonug Tae
    • Journal of Korean Society of Transportation
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    • v.34 no.2
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    • pp.168-179
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    • 2016
  • This study describes an improved model for estimating pedestrian LOS (Level of Service) by utilizing the space occupied by pedestrians. The method introduced the concept of conflict along the bi-directional pedestrian flow which enables calculating conflict area and average travel time in walking. Especially, the method incorporates the idea of generalized density concept which can consider effective walking area and pedestrian flow rates that might vary during the analysis period. After establishing methodology, adjustments of pedestrian LOS criteria in term of walking space occupied by pedestrians were performed. As a result, walking-occupied space at capacity level is 0.68 and corresponding pedestrian flow rate was calculated as 80 persons/min/m, while different pedestrian-occupied spaces were ordered to classify LOS at the points where the gradient changes. Furthermore, the statistical verification of service levels has shown that there is significant difference among all LOS categories at 5% significance level.

The Effect of Gaps in Concrete Bearing Surface of Direct Fixation Track on Vehicle and Track Interaction (직결궤도 체결구 하부에 발생한 단차가 차량/궤도 상호작용에 미치는 영향)

  • Yang, Sin-Chu;Kim, Eun
    • Proceedings of the KSR Conference
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    • 2010.06a
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    • pp.50-57
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    • 2010
  • Various installation faults may lie in fasteners in the construction of a direct-fixation track by the top-down method. At an extreme, they may cause excessive interaction between the train and track, compromise the running safety of the train, and cause damage to the track components. Therefore, the faults need to be kept within the allowable level through an investigation of their effects on the interactions between the train and track. In this study, the vertical dynamic stiffness of fasteners in installation faults was measured based on the dynamic stiffness test by means of an experimental apparatus that was devised to feasibly reproduce gap faults. This study proposes an effective analytical model for a train-track interaction system in which most elements, except the nonlinear wheel-rail contact and some components that behave bi-linearly, exhibit linear behavior. To investigate the effect of the behavior of fasteners in gap faults in a direct-fixation track on the vehicle and track, vehicle-track interaction analyses were carried out, targeting key review parameters such as the wheel load reduction factor, vertical rail displacement, rail bending stress, and mean stress of the elastomer. From the results, it was noted that the gap faults in the concrete bearing surface of a direct-fixation track need to be limited for the sake of the long-term durability of the elastomer than for the running safety of the train or the structural safety of the track.

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Comparative assessment of seismic rehabilitation techniques on a full scale 3-story RC moment frame structure

  • Di Ludovico, M.;Balsamo, A.;Prota, A.;Manfredi, G.
    • Structural Engineering and Mechanics
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    • v.28 no.6
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    • pp.727-747
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    • 2008
  • In the framework of the SPEAR (Seismic PErformance Assessment and Rehabilitation) research Project, an under-designed three storey RC frame structure, designed to sustain only gravity loads, was subjected, in three different configurations 'as-built', Fiber Reinforced Polymer (FRP) retrofitted and rehabilitated by reinforced concrete (RC) jacketing, to a series of bi-directional pseudodynamic (PsD) tests under different values of peak ground acceleration (PGA) (from a minimum of 0.20g to a maximum of 0.30g). The seismic deficiencies exhibited by the 'as-built' structure after the test at PGA level of 0.20g were confirmed by a post - test assessment of the structural seismic capacity performed by a nonlinear static pushover analysis implemented on the structure lumped plasticity model. To improve the seismic performance of the 'as-built' structure', two rehabilitation interventions by using either FRP laminates or RC jacketing were designed. Assumptions for the analytical modeling, design criteria and calculation procedures along with local and global intervention measures and their installation details are herein presented and discussed. Nonlinear static pushover analyses for the assessment of the theoretical seismic capacity of the structure in each retrofitted configuration were performed and compared with the experimental outcomes.

An optimization framework for curvilinearly stiffened composite pressure vessels and pipes

  • Singh, Karanpreet;Zhao, Wei;Kapania, Rakesh K.
    • Advances in Computational Design
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    • v.6 no.1
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    • pp.15-30
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    • 2021
  • With improvement in innovative manufacturing technologies, it became possible to fabricate any complex shaped structural design for practical applications. This allows for the fabrication of curvilinearly stiffened pressure vessels and pipes. Compared to straight stiffeners, curvilinear stiffeners have shown to have better structural performance and weight savings under certain loading conditions. In this paper, an optimization framework for designing curvilinearly stiffened composite pressure vessels and pipes is presented. NURBS are utilized to define curvilinear stiffeners over the surface of the pipe. An integrated tool using Python, Rhinoceros 3D, MSC.PATRAN and MSC.NASTRAN is implemented for performing the optimization. Rhinoceros 3D is used for creating the geometry, which later is exported to MSC.PATRAN for finite element model generation. Finally, MSC.NASTRAN is used for structural analysis. A Bi-Level Programming (BLP) optimization technique, consisting of Particle Swarm Optimization (PSO) and Gradient-Based Optimization (GBO), is used to find optimal locations of stiffeners, geometric dimensions for stiffener cross-sections and layer thickness for the composite skin. A cylindrical pipe stiffened by orthogonal and curvilinear stiffeners under torsional and bending load cases is studied. It is seen that curvilinear stiffeners can lead to a potential 10.8% weight saving in the structure as compared to the case of using straight stiffeners.

Frequency Domain Pattern Recognition Method for Damage Detection of a Steel Bridge (강교량의 손상감지를 위한 주파수 영역 패턴인식 기법)

  • Lee, Jung Whee;Kim, Sung Kon;Chang, Sung Pil
    • Journal of Korean Society of Steel Construction
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    • v.17 no.1 s.74
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    • pp.1-11
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    • 2005
  • A bi-level damage detection algorithm that utilizes the dynamic responses of the structure as input and neural network (NN) as pattern classifier is presented. Signal anomaly index (SAI) is proposed to express the amount of changes in the shape of frequency response functions (FRF) or strain frequency response function (SFRF). SAI is calculated using the acceleration and dynamic strain responses acquired from intact and damaged states of the structure. In a bi-level damage identification algorithm, the presence of damage is first identified from the magnitude of the SAI value, then the location of the damage is identified using the pattern recognition capability of NN. The proposed algorithm is applied to an experimental model bridge to demonstrate the feasibility of the algorithm. Numerically simulated signals are used for training the NN, and experimentally-acquired signals are used to test the NN. The results of this example application suggest that the SAI-based pattern recognition approach may be applied to the structural health monitoring system for a real bridge.

A Study on the Face Image to Shape Differences and Make up (얼굴의 형태적 특성과 메이크업에 의한 얼굴 이미지 연구)

  • Song, Mi-Young;Park, Oak-Reon;Lee, Young-Ju
    • Korean Journal of Human Ecology
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    • v.14 no.1
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    • pp.143-153
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    • 2005
  • The purpose of this research is to study face images according to the difference of facial shape and make-up. A variety of face images can be formulated by computer graphic simulation, combining numerously different facial shapes and make-up styles. In order to check out the diverse images by make-up styles, we applied five forms of eye brows, two types of eye shadows, and three lip shapes to the round-shaped face of a model. The question sheet, used with a operational stimulant in the experiment, contained 28 articles, composed of a pair of bi-ended adjective in 7 point scale. Data were analyzed using Varimax perpendicular rotation method, Duncan's Multiple Range Test, and Three-way ANOVA. After comparing various results of make-up application to various face types, we could find that facial shape, eye-brows, eye-shadow, and lip shapes influence interactively on total facial images. As a result of make-up image perception analyses, a factor structure was divided into mildness, modernness, elegance, and sociableness. Speaking of make-up image in terms of those factors, round form make-up style showed the highest level of mildness. Upward and straight style of make-up had the highest of modernness. Elegance level went highest when eye shadow style was round form and lip style was straight. Lastly, an incurve lip make-up style showed the highest of sociableness.

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A Systematic Study on the Intervention Study of Intellectual Disability Students in Elementary Schools : Focusing on the Design of Single-Subject Research in Korea (초등학교 지적장애 학생의 수업 참여도 중재 연구에 관한 체계적 고찰 : 국내 단일대상연구 설계 중심으로)

  • Hwang, In-Bi;Choi, Yoo-Im
    • The Journal of Korean Academy of Sensory Integration
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    • v.19 no.3
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    • pp.44-60
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    • 2021
  • Objective : The purpose of this study was to identify the characteristics of domestic single-subject research related to the participation of students with intellectual disabilities in classes. Methods : We investigated a total of five papers to determine the features and qualitative levels of the papers being analyzed. Results : A total of 12 subjects were studied, and experiments were conducted at all stages. All research used a multiple baseline design. The independent variables were the positive behavior support approach (2), the strength-oriented activities approach, the self-decision teaching and learning model approach, and the self-monitoring approach. As a dependent variables, there were four pieces set up exclusively for class participation behavior, and one that was set up mixed with class interruptions behaviors. The qualitative level of the studies to be analyzed was 100% of the high level. Conclusion : Through this study, single-subject studies that applied interventions related to participation in class for intellectual disabilities in elementary schools have confirmed that effective interventions were applied and that the quality levels were reliable.

The Dynamics of Monetarists Versus Keynesians Perspectives and Their Role in Economic Growth of Pakistan

  • MANSOOR, Abdul;HUSSAIN, Syed Tahir;RAIS, Syed Imran;BASHIR, Malik Fahim;TARIQ, Yasir Bin;KAUSAR, Maria
    • The Journal of Asian Finance, Economics and Business
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    • v.9 no.2
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    • pp.61-69
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    • 2022
  • The study intends to investigate a short-run and a long-run causality among money, income, and prices in the Keynesian and Monetarists framework. This study emphasizes the importance of unrecorded money, which exists alongside legal monetary assets and plays a dual function in determining economic prosperity. The underground economy, which is a hidden component of aggregate economic activity, is determined using Tanzi's monetary approach (Tanzi, 1980). This research uses a time series of annual data from 1990 to 2019 for this purpose. The data is extracted from the World Bank database for the monetary and development indicators. The study keeping in view the trending nature in data follows a unit root testing followed by the Autoregressive Distributive Lag Model (ARDL) to assess the long and short-run dynamics of causality among the variables. In both the pricing and income equations, the study finds a significant level link among the variables; however, there is no evidence of the presence of a level association in the money equation. The short-run causal relationship provides evidence of bi-directional causation between the supply of money and national income. The outcome of this study advise that though the view point of both the Monetarist and Keynesian school holds in both short and long run, however, in Pakistan only the Monetarists' role of money supply and income holds in Pakistan. This evidence would be of precise interest to the policy-makers.