• 제목/요약/키워드: Composite Indicators

검색결과 74건 처리시간 0.026초

퍼지 모델에 기초한 시계열 주가 예측 (Time Series Stock Prices Prediction Based On Fuzzy Model)

  • 황희수;오진성
    • 한국지능시스템학회논문지
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    • 제19권5호
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    • pp.689-694
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    • 2009
  • 본 논문은 일별 및 주별로 시계열 주가를 예측할 수 있는 퍼지 모델을 구성하는 방법을 제안한다. 전통적인 시계열 분석으로 주가를 예측하는 것은 어렵지만 퍼지 모델은 비선형적인 주가 데이터의 특성을 잘 기술할 수 있는 장점을 갖고 있다. 주가 예측 모델에 사용될 입력 정보를 결정하는 데는 상당한 수고가 필요한데, 본 논문에서는 전통적인 캔들 스틱 차트의 정보를 입력변수로 고려한다. 주가 예측 퍼지 모델은 사다리꼴 멤버쉽함수를 갖는 전건부와 비선형식인 후건부로 된 퍼지 규칙으로 구성된다. 차분 진화를 통해 퍼지 모델은 최적화된다. 일별 및 주별로 코스피 지수의 시가, 고가, 저가 및 종가를 예측하는 모델을 만들고 그 성능을 평가한다.

Optimization of Streptococcus macedonicus MBF10-2 Lysate Production in Plant-based Medium by Using Response Surface Methodology

  • Andyanti, Dini;Dani, Fatin M.;Mangunwardoyo, Wibowo;Sahlan, Muhamad;Malik, Amarila
    • 한국미생물·생명공학회지
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    • 제47권2호
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    • pp.220-233
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    • 2019
  • Bacterial lysates have become a common ingredient for natural health care. Lactic acid bacteria (LAB) could serve as potential candidates for lysate production: the lactic acids produced by LAB have been utilized for their moisturizing, antimicrobial, and rejuvenating effects, while other substances provide topical benefits and health effects for the skin. Our study aimed to obtain lysate from a LAB S. macedonicus MBF 10-2 through an optimized fermentation using the Response Surface Methodology. Strain MBF10-2 was cultivated in a 2L fermenter tank in de Man Rogosa and Sharpe (MRS) medium and in plant-based peptone modified MRS, i.e. Soy-peptone and Vegitone. The duration and the medium composition (dextrose and soy peptone or proteose peptone) were adjusted to obtain an optimum production of cell lysate. Central Composite Design was employed for Design Expert 7.0.0 by adjusting 3 factors: dextrose (1%, 1.5%, 2%, 2.5%, 3%), soy or proteose peptone (0.5%, 0.75%, 1%, 1.25% and 1.5%), and duration of fermentation (8, 10, 12 14, and 16 h for MRS-Soy peptone and 15, 17, 19, 21, and 23 h for MRS Vegitone). Bacteriocin-Like Inhibitor Substance activity of lysate and pH were used as indicators. The optimum condition for lysate production using MRS Soy Peptone and Vegitone are as follows: dextrose concentration 2.5%, plant-based peptone 1.25%, while optimum fermentation duration were 11.18 h (MRS Soy Peptone) and 17 h (MRS Vegitone) with a starter concentration of 10% at $OD_{600nm}$ $0.2{\pm}0.05$. However, the standard MRS medium produced better quality lysate compared to MRS plant-based peptones.

LSTM 모델을 이용한 조각투자 상품의 가격 예측: 뮤직카우를 중심으로 (Price Prediction of Fractional Investment Products Using LSTM Algorithm: Focusing on Musicow)

  • 정현조;이재환;서지혜
    • 지능정보연구
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    • 제28권4호
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    • pp.81-94
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    • 2022
  • 최근 고액의 실물자산이나 채권을 분할하여 여러 투자자가 공동으로 투자하는 이른바 조각투자가 인기를 얻고 있다. 2016년 설립된 뮤직카우는 음원 유통에 따른 저작권료 참여 청구권을 조각투자할 수 있는 서비스를 세계 최초로 시작하였다. 본 연구에서는 딥러닝 알고리즘 중 하나인 LSTM 모델을 사용하여 뮤직카우에서 거래되는 저작권료 참여 청구권의 가격을 예측하는 연구를 진행하였다. 청구권의 이전 가격과 거래량, 저작권료와 같은 청구권과 관련된 변수 외에도, 음악저작권료 참여 청구권 시장 상황을 나타내는 종합 지표와 경제 상황을 반영하는 환율, 국고채 금리, 한국종합주가지수도 변수로 사용하였다. 연구 결과 상대적으로 거래량이 낮은 조각투자의 사례에서도 LSTM 모델이 거래가격을 잘 예측하는 것을 확인할 수 있었다.

ESG 영역별 평가등급이 중국 상장기업 가치에 미치는 영향 (The Effect of ESG Ratings on the Value of Chinese Listed Companies)

  • 동맹;백강
    • 아태비즈니스연구
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    • 제13권1호
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    • pp.153-166
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    • 2022
  • Purpose - ESG(Environmental, Social and Governance) rating is an indicator to predict the sustainable development and long-term value creation of enterprises, which is becoming more and more important. This study divided the ESG rating into each sector(E, S and G) to identify which ESG elements are effective in enhancing enterprise value according to the characteristics of the enterprise, which is different from previous studies. Design/methodology/approach - In this study, Bloomberg ESG Disclosure Score was used to empirically analyze the relationship between ESG ratings and corporate value by taking the listed companies of China's Shanghai Composite Index from 2017 to 2020 as the object. Findings - First, the relationship between ESG ratings and enterprise value shows a statistically significant positive correlation, which supports the results of previous studies. Second, the analysis results from the classification of ownership structure of enterprises (state-owned enterprises and non-state-owned enterprises) show that compared with state-owned enterprises, the ESG ratings of non-state-owned enterprises is more closely related to enterprise value. Third, the analysis of various industries (manufacturing and non-manufacturing) shows that compared with manufacturing, ESG scores of non-manufacturing has a more positive effect on enterprise value. Lastly, the analysis by industry type (heavy-contaminated companies, non-contaminated companies) confirmed that ESG scores of non-contaminated companies has a positive effect on corporate value than heavy-contaminated companies. Research implications or Originality - This study classified ESG evaluation grades(E, S and G) for listed companies in China and analyzed in detail how they affect corporate value according to corporate characteristics, drawing implications for what ESG indicators should be focused on to increase corporate value.

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.

An optimized ANFIS model for predicting pile pullout resistance

  • Yuwei Zhao;Mesut Gor;Daria K. Voronkova;Hamed Gholizadeh Touchaei;Hossein Moayedi;Binh Nguyen Le
    • Steel and Composite Structures
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    • 제48권2호
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    • pp.179-190
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    • 2023
  • Many recent attempts have sought accurate prediction of pile pullout resistance (Pul) using classical machine learning models. This study offers an improved methodology for this objective. Adaptive neuro-fuzzy inference system (ANFIS), as a popular predictor, is trained by a capable metaheuristic strategy, namely equilibrium optimizer (EO) to predict the Pul. The used data is collected from laboratory investigations in previous literature. First, two optimal configurations of EO-ANFIS are selected after sensitivity analysis. They are next evaluated and compared with classical ANFIS and two neural-based models using well-accepted accuracy indicators. The results of all five models were in good agreement with laboratory Puls (all correlations > 0.99). However, it was shown that both EO-ANFISs not only outperform neural benchmarks but also enjoy a higher accuracy compared to the classical version. Therefore, utilizing the EO is recommended for optimizing this predictive tool. Furthermore, a comparison between the selected EO-ANFISs, where one employs a larger population, revealed that the model with the population size of 75 is more efficient than 300. In this relation, root mean square error and the optimization time for the EO-ANFIS (75) were 19.6272 and 1715.8 seconds, respectively, while these values were 23.4038 and 9298.7 seconds for EO-ANFIS (300).

농업 부문 데이터 산업 경쟁력 제고 방안 (Exploring Enhancements of Data Industry Competitiveness in the Agricultural Sector)

  • 최하연;임예린;강승용;강승용;유도일
    • 농촌계획
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    • 제29권4호
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    • pp.137-152
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    • 2023
  • Data is indispensable for digital transformation of agriculture with the development of innovative information and communication technology (ICT). In order to devise and prioritize strategies for enhancing data competitiveness in the agricultural sector, we employed an Analytic Hierarchy Process (AHP) analysis. Drawing from existing research on data competitiveness indicators, we developed a three-tier decision-making structure reflecting unique characteristics of the agricultural sector such as farmers'awareness of the data industry or awareness of agriculture among data workers. AHP survey was administered to experts from both agricultural and non-agricultural sectors with a high understanding of data. The overall composite importance, derived from the respondents, was rated in the following order: 'Employment Support', 'Data Standardization', 'R&D Support', 'Start-up Ecosystem Support', 'Relaxation of Regulations', 'Legislation', and 'Data Analytics and Utilization Technology'. In the case of experts in the agricultural sector, 'Employment Support' was ranked as the top priorities, and 'Legislation', 'Undergrad and Grad Education', and 'In-house Training' were also regarded as highly important. On the other hand, experts in the non-agricultural sector perceived 'Data Standardization' and 'Relaxation of Regulations' as the top two priorities, and 'Data Center' and 'Open Public Data' were also highly rated.

금리 스프레드와 산업별 주식 수익률 관계 분석 (Analysis of the relationship between interest rate spreads and stock returns by industry)

  • 김규형;박진수;서지혜
    • 지능정보연구
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    • 제28권3호
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    • pp.105-117
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    • 2022
  • 본 연구는 다항회귀분석을 통해 장기금리와 단기금리의 차이인 금리 스프레드와 주식 수익률 간 영향을 분석한다. 기존 연구들은 미국시장을 중심으로 금리 스프레드를 통한 경기를 예측에 초점을 맞추어 진행되었다. 선행 연구들은 장단기금리의 기간을 조절하고 선행정도를 분석하며 금리 스프레드를 경기예측 선행지표로 검증했다. 국내에서도 2006년 경기종합지수 제 7차 개편 이후 금리스프레드를 경기 선행지수 구성항목에 포함하였으며 현재까지도 활용하고 있다. 그럼에도 불구하고 국내 주식시장에서 금리스프레드와 산업별 주식 수익률에 대한 연구는 부족하다. 때문에 본 연구에서는 국내주식시장을 대상으로 금리스프레드와 산업별 주식 수익률은 분석했다. 회귀분석을 통해 인과관계가 높은 장단기 금리를 선정하고 선행기간 및 산업별 상관관계를 파악했다. 연구 과정에서 단순 선형회귀 분석(Simple Linear Regression)의 한계를 극복하기 위해 다항 회귀분석(Polynomial Linear Regression)을 활용해 설명력을 높였다. 분석 결과 6개월 선행하여 무보증 3년 회사채(AA-) 수익률과 콜금리 수익률의 차이 금리스프레드로 사용했을 때 높은 인과를 확인하였으며 산업별 주식수익률을 분석한 결과 해당 금리 스프레드와 자동차산업의 수익률의 관계가 가장 밀접함을 확인했다. 본 연구를 통해 국내에서 금리 스프레드가 경기예측뿐만 아니라 주식수익률과도 인과관계가 있음을 확인한 것에 의의가 있다. 금리스프레드만 사용하여 주식 가격을 예측하는 것에는 한계가 있을 수 있으나 다양한 요인들과 적절히 활용할 경우 강력한 팩터로 역할을 할 것이라 기대한다.

영가철/바이오 복합처리제를 이용한 질산성 질소 오염 지하수의 현장 지중정화 적용성 평가 (Field Assessment of in Situ Remediation of NO3--contaminated Ground Water Using Zero-valent Iron/Bio Composite Media)

  • 주완호;장윤영
    • 환경영향평가
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    • 제30권1호
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    • pp.35-48
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    • 2021
  • 본 연구에서는 예산군에 위치한 질산성 질소 오염 지하수 부지를 대상으로 오염지하수의 지중정화현장 적용성 평가를 수행하고자, 영가철/바이오 환경정화소재를 이용한 Injected PRB(Permeable Reactive Barrier)와 관측정을 현장 오염지하수부지에 적용하고 주요 정화지표에 대한 변화를 모니터링하였다. 질산성질소, 아질산성질소, 암모니아성질소, 철 이온, TOC, 탁도 등의 항목 등을 조사하고 미생물 분석을 실시하여 지중정화기술의 현장 적용성을 평가하였다. 연구대상 부지는 농경지역으로 북쪽 경계는 하천이 서쪽에서 동쪽으로 흐르며 하천 경계를 형성하고 남쪽은 불투수 경계로 이루어져 있다. 질산성질소는 전반적으로 지하수 흐름과 유사하게 하천으로 흐르는 것으로 분석되었다. 모델링 결과, 약 3년에서 5년정도 경과 후 안정 상태로 도달하는 것으로 판단되었다. 이는 추가적인 오염원 유입이 없는 현재 상태만 고려한 것으로 지속적 오염이 유입된다면 오염범위 및 안정화 기간이 증가할 수 있다. 모니터링 결과, PRB설치 전, 후 철 이온, TOC, 탁도 값이 큰 차이를 보이지 않아 PRB의 음용수 관정 영향은 없는 것으로 판단되어 해당 지중정화기술의 지중 주입 적합성을 확인하였다. 질산성질소는 PRB 설치 42일 차까지 5 mg/L보다 낮은 농도가 유지되었으나 84일 차부터 PRB 내부의 질산성질소 제거 유효 기간이 끝나 원래의 농도를 회복하였다. PRB 설치 후 아질산성 질소와 암모니아성 질소의 검출은 PRB에 의한 질산성 질소의 환원에 의한 감소를 보여주었으며, 미생물 분석 결과 종 다양성이 증가하고 탈질 미생물을 포함하고 있는 Betaproteobacteria Class 군집이 크게 증가한 결과는 질산성 질소가 생물학적 환원작용에 의한 정화 가능성도 보여주었다.

암석 자기 변수들을 이용한 제4기 고환경 복원-Fort Riley 캔사스 (Magnetic Parameters as Indicators of Late-Quaternary Environments on Fort Riley Kansas)

  • 박경
    • 한국제4기학회지
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    • 제11권1호
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    • pp.57-68
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    • 1997
  • Climatic change of the late-Quaternary period has been record-ed in the loess deposits of the central Great plains and the record of such change is extractable using a number of approaches and parameters. The stratigraphy of loess deposits which have been investigated on Fort Riley exhibits the same sequence of loess units and intercalated buried soils as is found elsewhere in the re-gion but adds detail unique to the reservation Upland late-Qua-ternary composite stratigraphy preserved on the reservation con-sists of the basal Sangamon soil of the Last interglacial(c. 120-110ka), Gilman Canyon Formation(c. >40 -20ka), Peoria loess(c. 20 -10ka) Brady soil(c. 11 -10ka) Bignell loess(c. 9-\ulcornerka). and mod-ern surface soil. Application of magnetic analyses has provided proxy data sets that represent a time series of climatically regulated pedogenesis/weathering and botanical composition. magetic data have yielded an impression of the variation in climate from Sangamon time to the late Holocene through a reconstruction of the history of pedogenesis/weathering. Sangamon soil formation dominated the reservation durin the Last interglacial as indicated by magnetic parameters. During Gil-man Canyon time loess influx was usually sufficiently slow as to permit pedogenesis which appears to have been at a maximum twice during that time. Warm season grasses were important dur-ing soil formation but diminished in importance during the peri-ods of more rapid loess fall which were cooler and perhaps wet-ter. Peoria loess fall a function of the deterioration of climate during the last Glacial Maximum thinly blanketed the reservation with thickest accumulations occurring to the north-west(Bala Cemetery site)proximal to the source region. Long-term surface stability did not apparently occur within Peoria time but short-term stability may be indicaed by the presence of thin weathering zones(incipient soils) in the Peoria loess. Re-gional landscape stability prevailed during the environmental shift at the Pleistocene/Holocene transition resulting in forma-tion of the well expressed Brady soil. One or more weak soils developed in the Bignell loess as it ac-cumulated. A notable feature of the Bignell loess is the appear-ance of the Altithermal dry period: the loess experienced little weathering and was dominated by warm season grasses until the latter of the Holocene.

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