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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.

DEVELOPMENT OF SAFETY-BASED LEVEL-OF-SERVICE CRITERIA FOR ISOLATED SIGNALIZED INTERSECTIONS (독립신호 교차로에서의 교통안전을 위한 서비스수준 결정방법의 개발)

  • Dr. Tae-Jun Ha
    • Proceedings of the KOR-KST Conference
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    • 1995.02a
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    • pp.3-32
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    • 1995
  • The Highway Capacity Manual specifies procedures for evaluating intersection performance in terms of delay per vehicle. What is lacking in the current methodology is a comparable quantitative procedure for ass~ssing the safety-based level of service provided to motorists. The objective of the research described herein was to develop a computational procedure for evaluating the safety-based level of service of signalized intersections based on the relative hazard of alternative intersection designs and signal timing plans. Conflict opportunity models were developed for those crossing, diverging, and stopping maneuvers which are associated with left-turn and rear-end accidents. Safety¬based level-of-service criteria were then developed based on the distribution of conflict opportunities computed from the developed models. A case study evaluation of the level of service analysis methodology revealed that the developed safety-based criteria were not as sensitive to changes in prevailing traffic, roadway, and signal timing conditions as the traditional delay-based measure. However, the methodology did permit a quantitative assessment of the trade-off between delay reduction and safety improvement. The Highway Capacity Manual (HCM) specifies procedures for evaluating intersection performance in terms of a wide variety of prevailing conditions such as traffic composition, intersection geometry, traffic volumes, and signal timing (1). At the present time, however, performance is only measured in terms of delay per vehicle. This is a parameter which is widely accepted as a meaningful and useful indicator of the efficiency with which an intersection is serving traffic needs. What is lacking in the current methodology is a comparable quantitative procedure for assessing the safety-based level of service provided to motorists. For example, it is well¬known that the change from permissive to protected left-turn phasing can reduce left-turn accident frequency. However, the HCM only permits a quantitative assessment of the impact of this alternative phasing arrangement on vehicle delay. It is left to the engineer or planner to subjectively judge the level of safety benefits, and to evaluate the trade-off between the efficiency and safety consequences of the alternative phasing plans. Numerous examples of other geometric design and signal timing improvements could also be given. At present, the principal methods available to the practitioner for evaluating the relative safety at signalized intersections are: a) the application of engineering judgement, b) accident analyses, and c) traffic conflicts analysis. Reliance on engineering judgement has obvious limitations, especially when placed in the context of the elaborate HCM procedures for calculating delay. Accident analyses generally require some type of before-after comparison, either for the case study intersection or for a large set of similar intersections. In e.ither situation, there are problems associated with compensating for regression-to-the-mean phenomena (2), as well as obtaining an adequate sample size. Research has also pointed to potential bias caused by the way in which exposure to accidents is measured (3, 4). Because of the problems associated with traditional accident analyses, some have promoted the use of tqe traffic conflicts technique (5). However, this procedure also has shortcomings in that it.requires extensive field data collection and trained observers to identify the different types of conflicts occurring in the field. The objective of the research described herein was to develop a computational procedure for evaluating the safety-based level of service of signalized intersections that would be compatible and consistent with that presently found in the HCM for evaluating efficiency-based level of service as measured by delay per vehicle (6). The intent was not to develop a new set of accident prediction models, but to design a methodology to quantitatively predict the relative hazard of alternative intersection designs and signal timing plans.

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Effect of Various β-1,3-glucan Supplements on the Performance, Blood Parameter, Small Intestinal Microflora and Immune Response in Laying Hens (β-Glucan 제제들이 산란계의 생산성, 혈액 성상과 소장내 미생물 균총 및 면역 체계에 미치는 영향)

  • Park, K.W.;Rhee, A.R.;Lee, I.Y.;Kim, M.K.;Paik, I.K.
    • Korean Journal of Poultry Science
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    • v.35 no.2
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    • pp.183-190
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    • 2008
  • This study was conducted to investigate the effect of feeding diets supplemented with ${\beta}-glucan$ products on the performance, small intestinal microflora and immune response in laying hens. The ${\beta}-glucan$ products used in the experiment were $BetaPolo^{(R)}$ ; soluble ${\beta}-glucan$ of microbial cell wall origin, $HiGlu^{(R)}$ ; microbial cell wall origin, $OGlu^{(R)}$ ; oat origin, $BGlu^{(R)}$ ; barley origin. A total of 720 Hy-Line Brown laying hens of 40wks old were divided into 5 dietary treatments : T1 ; Control( C), T2 ; $BetaPolo^{(R)}$, T3 ; $HiGlu^{(R)}$, T4 ; $OGlu^{(R)}$, T5 ; $BGlu^{(R)}$. Each treatment was replicated 4 times with 36 birds/replicate housed in 2 bird cages, and arranged according to completely randomized block design. Feeding trial lasted 40ds under 16 h lighting regimens. There were significant differences among treatments in hen-house egg production feed intake and feed conversion. HiGlu treatment was significantly higher than OGlu treatments in hen-house egg production. ${\beta}-glucan$ supplemented treatments were lower than the control in feed intake and feed conversion ratio. All ${\beta}-glucan$ supplemented treatments were significantly higher than the control in eggshell strength. Eggshell color and Haugh unit tended to be lower in the supplemented group than the control. IgY concentration was not significantly affected by treatments. At $5^{th}$ week of experiment, however, IgY concentration tended to increase in the supplemented groups. Among the leucocytes parameters, WBC, heterophil, lymphocytes, monocyte and eosinophil concentration were lower in the supplemented groups than those of the control. Among erythrocytes, HCT(hematocrit) and MCV(mean corpuscular volume) were significantly affected by treatment. MCV of supplemented groups were higher than that of the control. Immunoglobulin concentrations in the birds were not significantly different among treatments. However, IgA concentration tended to be low in the supplemented groups than the control. The cfu of small intestinal microflora were not significantly different among treatments, but that of Cl. perfringens tended to be lower than the control. The result of this experiment indicateted that feeding ${\beta}-glucan$ to laying hens improve feed conversion ratio and eggshell strength. Also intestinal microflora and immune responses are modified.

Design of a Bit-Serial Divider in GF(2$^{m}$ ) for Elliptic Curve Cryptosystem (타원곡선 암호시스템을 위한 GF(2$^{m}$ )상의 비트-시리얼 나눗셈기 설계)

  • 김창훈;홍춘표;김남식;권순학
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.12C
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    • pp.1288-1298
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    • 2002
  • To implement elliptic curve cryptosystem in GF(2$\^$m/) at high speed, a fast divider is required. Although bit-parallel architecture is well suited for high speed division operations, elliptic curve cryptosystem requires large m(at least 163) to support a sufficient security. In other words, since the bit-parallel architecture has an area complexity of 0(m$\^$m/), it is not suited for this application. In this paper, we propose a new serial-in serial-out systolic array for computing division operations in GF(2$\^$m/) using the standard basis representation. Based on a modified version of tile binary extended greatest common divisor algorithm, we obtain a new data dependence graph and design an efficient bit-serial systolic divider. The proposed divider has 0(m) time complexity and 0(m) area complexity. If input data come in continuously, the proposed divider can produce division results at a rate of one per m clock cycles, after an initial delay of 5m-2 cycles. Analysis shows that the proposed divider provides a significant reduction in both chip area and computational delay time compared to previously proposed systolic dividers with the same I/O format. Since the proposed divider can perform division operations at high speed with the reduced chip area, it is well suited for division circuit of elliptic curve cryptosystem. Furthermore, since the proposed architecture does not restrict the choice of irreducible polynomial, and has a unidirectional data flow and regularity, it provides a high flexibility and scalability with respect to the field size m.

A Study on the Hydraulic Characteristics of Rashig Super-Ring Random Packing in a Counter-Current Packed Tower (역류식 충전탑에서 Raschig Super-ring Random Packing의 수력학적 특성에 대한 연구)

  • Kang, Sung Jin;Lim, Dong-Ha
    • Clean Technology
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    • v.26 no.2
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    • pp.102-108
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    • 2020
  • In recent years, packed column has been widely used in separation processes, such as absorption, desorption, distillation, and extraction, in the petrochemical, fine chemistry, and environmental industries. Packed column is used as a contacting facility for gas-liquid and liquid-liquid systems filled with random packed materials in the column. Packed column has various advantages such as low pressure drop, economical efficiency, thermally sensitive liquids, easy repairing restoration, and noxious gas treatment. The performance of a packed column is highly dependent on the maintenance of good gas and liquid distribution throughout a packed bed; thus, this is an important consideration in a design of packed column. In this study, hydraulic pressure drop, hold-up as a function of liquid load, and mass transfer in the air, air/water, and air-NH3/water systems were studied to find the geometrical characteristic for raschig super-ring experiment dry pressure drop. Based on the results, design factors and operating conditions to handle noxious gases were obtained. The dry pressure drop of the random packing raschig super-ring was linearly increased as a function of gas capacity factor with various liquid loads in the Air/Water system. This result is lower than that of 35 mm Pall-ring, which is most commonly used in the industrial field. Also, it can be found that the hydraulic pressure drop of raschig super-ring is consistently increased by gas capacity factor with various liquid loads. When gas capacity factor with various liquid loads is increased from 1.855 to 2.323 kg-1/2 m-1/2 S-1, hydraulic pressure drop increases around 17%. Finally, the liquid hold-up related to packing volume, which is a parameter of specific liquid load depending on gas capacity factor, shows consistent increase by around 3.84 kg-1/2 m-1/2 S-1 of the gas capacity factor. However, liquid hold-up significantly increases above it.

Relation of Social Security Network, Community Unity and Local Government Trust (지역사회 사회안전망구축과 지역사회결속 및 지방자치단체 신뢰의 관계)

  • Kim, Yeong-Nam;Kim, Chan-Sun
    • Korean Security Journal
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    • no.42
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    • pp.7-36
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    • 2015
  • This study aims at analyzing difference of social Security network, Community unity and local government trust according to socio-demographical features, exploring the relation of social Security network, Community unity and local government trust according to socio-demographical features, presenting results between each variable as a model and verifying the property of mutual ones. This study sampled general citizens in Gwangju for about 15 days Aug. 15 through Aug. 30, 2014, distributed total 450 copies using cluster random sampling, gathered 438 persons, 412 persons of whom were used for analysis. This study verified the validity and credibility of the questionnaire through an experts' meeting, preliminary test, factor analysis and credibility analysis. The credibility of questionnaire was ${\alpha}=.809{\sim}{\alpha}=.890$. The inout data were analyzed by study purpose using SPSSWIN 18.0, as statistical techniques, factor analysis, credibility analysis, correlation analysis, independent sample t verification, ANOVA, multi-regression analysis, path analysis etc. were used. the findings obtained through the above study methods are as follows. First, building a social Security network has an effect on Community institution. That is, the more activated a, the higher awareness on institution. the more activated street CCTV facilities, anti-crime design, local government Security education, the higher the stability. Second, building a social Security network has an effect on trust of local government. That is, the activated local autonomous anti-crime activity, anti-crime design. local government's Security education, police public oder service, the more increased trust of policy, service management, busines performance. Third, Community unity has an effect on trust of local government. That is, the better Community institution is achieved, the higher trust of policy. Also the stabler Community institution, the higher trust of business performance. Fourth, building a social Security network has a direct or indirect effect on Community unity and local government trust. That is, social Security network has a direct effect on trust of local government, but it has a higher effect through Community unity of parameter. Such results showed that Community unity in Gwangju Region is an important factor, which means it is an important variable mediating building a social Security network and trust of local government. To win trust of local residents, we need to prepare for various cultural events and active communication space and build a social Security network for uniting them.

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The Study on the Effect of Density and Moisture Content on Shear Strength of Soils (흙의 밀도(密度)와 함수비(含水比)가 전단강도(剪斷强度)에 미치는 영향(影響))

  • Cho, Seung-Seup;Kang, Sin-Up;Kang, Yea-Mook;Kim, Seung-Wan;Kim, Soung-Rai
    • Korean Journal of Agricultural Science
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    • v.5 no.1
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    • pp.15-28
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    • 1978
  • It has been known that the shear strength of soil is an important design parameter for the foundation of structures, the retaining walls, the slope failures and so forth. In this study, the shear test was performed by using the direct shear apparatus under various degree of the moisture content and the density of the sample soils. The results of the study were summarized as follows; 1. The shear strength of soil increased with increase in the dry density of soil, and at the same level of density of the sample the shear strength of soil showed large values on a good grading of the sample. 2. The cohesion of the soil varied directly with the dry density of it, however the internal friction angle of soil was not affected by the dry density of tile sample. 3. The shear strength of sample varied inversly with the moisture content of it, and this phenomenon was apparent on a good grad ing of sample. 4. The cohesion of soil showed maximum value when the moisture content of the soil reached optimum level and the internal friction angle decreased with increase in the moisture content of it. These phenomena were very obvious on a good grading sample, SDC-1. 5. The cohesion of the soil decreased with increase in void ratio of the sample, but the internal friction angle of the sample didn't show such tendency.

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Laparoscopy Assisted versus Open Distal Gastrectomy with D2 Lymph Node Dissection for Advanced Gastric Cancer: Design and Rationale of a Phase II Randomized Controlled Multicenter Trial (COACT 1001)

  • Nam, Byung Ho;Kim, Young-Woo;Reim, Daniel;Eom, Bang Wool;Yu, Wan Sik;Park, Young Kyu;Ryu, Keun Won;Lee, Young Joon;Yoon, Hong Man;Lee, Jun Ho;Jeong, Oh;Jeong, Sang Ho;Lee, Sang Eok;Lee, Sang Ho;Yoon, Ki Young;Seo, Kyung Won;Chung, Ho Young;Kwon, Oh Kyoung;Kim, Tae Bong;Lee, Woon Ki;Park, Seong Heum;Sul, Ji-Young;Yang, Dae Hyun;Lee, Jong Seok
    • Journal of Gastric Cancer
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    • v.13 no.3
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    • pp.164-171
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    • 2013
  • Purpose: Laparoscopy-assisted distal gastrectomy for early gastric cancer has gained acceptance and popularity worldwide. However, laparoscopy-assisted distal gastrectomy for advanced gastric cancer is still controversial. Therefore, we propose this prospective randomized controlled multi-center trial in order to evaluate the safety and feasibility of laparoscopy assisted D2-gastrectomy for advanced stage gastric cancer. Materials and Methods: Patients undergoing distal gastrectomy for advanced gastric cancer staged cT2/3/4 cN0/1/2/3a cM0 by endoscopy and computed tomography are eligible for enrollment after giving their informed consent. Patients will be randomized either to laparoscopyassisted distal gastrectomy or open distal gastrectomy. Sample size calculation revealed that 102 patients are to be included per treatment arm. The primary endpoint is the non-compliance rate of D2 dissection; relevant secondary endpoints are three-year disease free survival, surgical and postoperative complications, hospital stay and unanimity rate of D2 dissection evaluated by reviewing the intraoperative video documentation. Discussion: Oncologic safety is the major concern regarding laparoscopy-assisted distal gastrectomy for advanced gastric cancer. Therefore, the non-compliance rate of clearing the N2 area was chosen as the most important parameter for the technical feasibility of the laparoscopic procedure. Furthermore, surgical quality will be carefully reviewed, that is, three independent experts will review the video records and score with a check list. For a long-term result, disease free survival is considered a secondary endpoint for this trial. This study will offer promising evidence of the feasibility and safety of Laparoscopy-assisted distal gastrectomy for advanced gastric cancer. Trial Registration: NCT01088204 (international), NCCCTS-09-448 (Korea).

Limitation of Prediction on Intravenous Immunoglobulin Responsiveness in Kawasaki Disease (가와사끼병에서 정맥용 면역글로불린 치료 반응 예측의 한계)

  • Kim, Seong-Koo;Han, Ji-Yoon;Rhim, Jung Woo;Oh, Jin Hee;Han, Ji-Whan;Lee, Kyung Yil;Kang, Jin-Han;Lee, Joon-Sung
    • Pediatric Infection and Vaccine
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    • v.17 no.2
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    • pp.169-176
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    • 2010
  • Purpose : We aimed to evaluate predictive parameters for non-response to intravenous immunoglobulin (IVIG) in patients with Kawasaki disease (KD) before IVIG use using two controls. Methods : We evaluated 229 consecutive KD patients who were treated with 2 g/kg of IVIG at a single center. Those who had persistent fever >24 hours after IVIG infusion made up the 23 IVIG non-responders; the first control included a total 206 defervesced cases and the second control included 46 cases that were matched for age and pre-treatment fever duration to non-responders. Results : Demographic and clinical characteristics were similar in IVIG non-responders and responders at presentation. As for laboratory findings, the neutrophil differential, CRP, AST, ALT, and LDH were higher, and lymphocyte differential, total protein, albumin, platelet count, and total cholesterol were significantly lower in IVIG non-responders compared to responders by univariate analysis in both study designs. However in multivariate analysis, non-responders showed a significantly higher neutrophil differential (cutoff value, >77%, sensitivity 68.4% and specificity 79.5%) and lower cholesterol (<124 mg/dL, sensitivity 79% and specificity 70.5%). Whereas plasma albumin (<3.6 g/dL, sensitivity 73.7% and specificity 60%) was the sole laboratory parameter of non-responders in the second study design. Conclusion : Severity of inflammation in KD was reflected by higher or lower laboratory values at presentation. Because the multivariate analysis for these indices may be influenced by some confounding factors, including the numbers of patients of different ages and fever duration, other assessment modalities are needed for KD patients with the greatest risk of coronary artery lesions.

A Knowledge-based Approach for the Estimation of Effective Sampling Station Frequencies in Benthic Ecological Assessments (지식기반적 방법을 활용한 저서생태계 평가의 유효 조사정점 개수 산정)

  • Yoo, Jae-Won;Kim, Chang-Soo;Jung, Hoe-In;Lee, Yong-Woo;Lee, Man-Woo;Lee, Chang-Gun;Jin, Sung-Ju;Maeng, Jun-Ho;Hong, Jae-Sang
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.16 no.3
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    • pp.147-154
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    • 2011
  • Decision making in Environmental Impact Assessment (EIA) and Consultation on the Coastal Area Utilization (CCAU) is footing on the survey reports, thus requires concrete and accurate information on the natural habitats. In spite of the importance of reporting the ecological quality and status of habitats, the accumulated knowledge and recent techniques in ecology such as the use of investigated cases and indicators/indices have not been utilized in evaluation processes. Even the EIA report does not contain sufficient information required in a decision making process for conservation and development. In addition, for CCAU, sampling efforts were so limited that only two or a few stations were set in most study cases. This hampers transferring key ecological information to both specialist review and decision making processes. Hence, setting the effective number of sampling stations can be said as a prior step for better assessment. We introduced a few statistical techniques to determine the number of sampling stations in macrobenthos surveys. However, the application of the techniques requires a preliminary study that cannot be performed under the current assessment frame. An analysis of the spatial configuration of sampling stations from 19 previous studies was carried out as an alternative approach, based on the assumption that those configurations reported in scientific journal contribute to successful understanding of the ecological phenomena. The distance between stations and number of sampling stations in a $4{\times}4$ km unit area were calculated, and the medians of each parameter were 2.3 km, and 3, respectively. For each study, approximated survey area (ASA, $km^2$) was obtained by using the number of sampling stations in a unit area (NSSU) and total number of sampling stations (TNSS). To predict either appropriate ASA or NSSU/TNSS, we found and suggested statistically significant functional relationship among ASA, survey purpose and NSSU. This empirical approach will contribute to increasing sampling effort in a field survey and communicating with reasonable data and information in EIA and CCAU.