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MF-DCCA ANALYSIS OF INVESTOR SENTIMENT AND FINANCIAL MARKET BASED ON NLP ALGORITHM

  • RUI ZHANG;CAIRANG JIA;JIAN WANG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.28 no.3
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    • pp.71-87
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    • 2024
  • In this paper, we adopt the MF-DCCA (Multifractal Detrended Cross-Correlation Analysis) method to study the nonlinear correlation between the returns of financial stock markets and investors' sentiment index (SI). The return series of Shanghai Securities Composite Index (SSEC) of China, Shenzhen Securities Component Index (SZI) of China, Nikkei 225 Index (N225) of Japan, and Standard & Poor's 500 Index (S&P500) of the United States are adopted. Firstly, we preliminarily analyze the correlation between SSEC and SI through the Pearson correlation coefficient. In addition, by MF-DCCA, we observe a power-law correlation between investors' sentiment index and SSEC stock market returns, with a significant multifractal correlation. Besides, SI series and SSEC return series have positive persistence. We compare the differences in multifractal cross-correlation between SI and stock return sequences in different markets. We found that the values of SZI-SI in terms of cross-correlation persistence and cross-correlation strength are relatively close to those of SSEC-SI, while the Hxy(2), ∆Hxy, and ∆αxy of N225-SI and S&P500 are much smaller than those of SSEC-SI and SZI-SI. This reason is related to the fact that the investors' sentiment index originated from the Shanghai Composite Index Tieba. The SI is obtained through natural language processing method. Finally, we study the rolling of Hxy(2) and ∆αxy. Results indicate that the macroeconomic environment may cause fluctuations in two sequences of Hxy(2) and ∆αxy.

Optimization of intelligent prosthetic hands using artificial neural networks and nanoscale technologies for enhanced performance

  • Jialing Li;Gongxing Yan;Zefang Wang;Belgacem Bouallegue;Tamim Alkhalifah
    • Advances in nano research
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    • v.17 no.4
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    • pp.369-383
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    • 2024
  • Annular nano-electromechanical systems (NEMS) in intelligent prosthetic hands enhance precision by serving as highly sensitive sensors for detecting pressure, vibrations, and deformations. This improves feedback and control, enabling users to modulate grip strength and tactile interaction with objects more effectively, enhancing prosthetic functionality. This research focuses on the electro-thermal buckling behavior of multi-directional poroelastic annular NEMS used as temperature sensors in airplanes. In the present study, thermal buckling performance of nano-scale annular functionally graded plate structures integrated with piezoelectric layers under electrical and extreme thermal loadings is investigated. In this regard, piezoelectric layers are placed on a disk made of metal matrix composite with graded properties in three radials, thickness and circumferential directions. The grading properties obey the power-law distribution. The whole structure is embedded in thermal environment. To model the mechanical behavior of the structure, a novel four-variable refined quasi-3D sinusoidal shear deformation theory (RQ-3DSSDT) is engaged in obtaining displacement field in the whole structure. The validity of the results is examined by comparing to a similar problem published in literature. The results of the buckling behavior of the structure in different boundary conditions are presented based on the critical temperature rise and critical external voltage. It is demonstrated that increase in the nonlocal and gradient length scale factor have contradicting effects on the critical temperature rise. On the other hand, increase in the applied external voltage cause increase in the critical temperature. Effects of other parameters like geometrical parameters and grading indices are presented and discussed in details.

Shear capacity of additive-manufactured stainless-steel single-lap bolted connections

  • Zhengyi Kong;Ningning Hu;Ya Jin;Kun Xing;Qinglin Tao;George Vasdravellis;Duc Kien Thai;Quang-Viet Vu
    • Steel and Composite Structures
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    • v.53 no.2
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    • pp.227-241
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    • 2024
  • Advancements in additive manufacturing technology, notably for its efficiency, accuracy, automation, and streamlined procedures, are increasingly relevant in civil engineering. This study evaluates the mechanical properties of 316L stainless steel bolted connections fabricated using Powder Bed Fusion (PBF) additive manufacturing. Eleven single-lap bolted connection specimens were tested under monotonic loading to assess the influence of various factors, including plate thickness, manufacturing direction, bolt end and edge distances, and bolt quantity, on the connections' anti-sliding and shear capacities. Material tests conducted prior to the connection tests revealed that PBF-manufactured stainless steel plates possess higher yield and ultimate strength, as well as greater elongation capacity, compared to traditional stainless steel plates. The connection tests indicated that the anti-sliding coefficient values range from 0.348 to 0.698, aligning with current standards for stainless steel bolted connections. Three distinct failure modes were identified: net section failure in the stainless-steel plate, bolt shear failure, and plate shear failure. It was determined that existing standards for anti-sliding capacity may not be entirely applicable to PBF-manufactured connections. Therefore, a modified model for the anti-sliding capacity of these connections is proposed. Additionally, a more accurate formula for calculating their shear capacity, which addresses the oversight of friction forces in current standards, is introduced.

A Regression-Model-based Method for Combining Interestingness Measures of Association Rule Mining (연관상품 추천을 위한 회귀분석모형 기반 연관 규칙 척도 결합기법)

  • Lee, Dongwon
    • Journal of Intelligence and Information Systems
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    • v.23 no.1
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    • pp.127-141
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    • 2017
  • Advances in Internet technologies and the proliferation of mobile devices enabled consumers to approach a wide range of goods and services, while causing an adverse effect that they have hard time reaching their congenial items even if they devote much time to searching for them. Accordingly, businesses are using the recommender systems to provide tools for consumers to find the desired items more easily. Association Rule Mining (ARM) technology is advantageous to recommender systems in that ARM provides intuitive form of a rule with interestingness measures (support, confidence, and lift) describing the relationship between items. Given an item, its relevant items can be distinguished with the help of the measures that show the strength of relationship between items. Based on the strength, the most pertinent items can be chosen among other items and exposed to a given item's web page. However, the diversity of the measures may confuse which items are more recommendable. Given two rules, for example, one rule's support and confidence may not be concurrently superior to the other rule's. Such discrepancy of the measures in distinguishing one rule's superiority from other rules may cause difficulty in selecting proper items for recommendation. In addition, in an online environment where a web page or mobile screen can provide a limited number of recommendations that attract consumer interest, the prudent selection of items to be included in the list of recommendations is very important. The exposure of items of little interest may lead consumers to ignore the recommendations. Then, such consumers will possibly not pay attention to other forms of marketing activities. Therefore, the measures should be aligned with the probability of consumer's acceptance of recommendations. For this reason, this study proposes a model-based approach to combine those measures into one unified measure that can consistently determine the ranking of recommended items. A regression model was designed to describe how well the measures (independent variables; i.e., support, confidence, and lift) explain consumer's acceptance of recommendations (dependent variables, hit rate of recommended items). The model is intuitive to understand and easy to use in that the equation consists of the commonly used measures for ARM and can be used in the estimation of hit rates. The experiment using transaction data from one of the Korea's largest online shopping malls was conducted to show that the proposed model can improve the hit rates of recommendations. From the top of the list to 13th place, recommended items in the higher rakings from the proposed model show the higher hit rates than those from the competitive model's. The result shows that the proposed model's performance is superior to the competitive model's in online recommendation environment. In a web page, consumers are provided around ten recommendations with which the proposed model outperforms. Moreover, a mobile device cannot expose many items simultaneously due to its limited screen size. Therefore, the result shows that the newly devised recommendation technique is suitable for the mobile recommender systems. While this study has been conducted to cover the cross-selling in online shopping malls that handle merchandise, the proposed method can be expected to be applied in various situations under which association rules apply. For example, this model can be applied to medical diagnostic systems that predict candidate diseases from a patient's symptoms. To increase the efficiency of the model, additional variables will need to be considered for the elaboration of the model in future studies. For example, price can be a good candidate for an explanatory variable because it has a major impact on consumer purchase decisions. If the prices of recommended items are much higher than the items in which a consumer is interested, the consumer may hesitate to accept the recommendations.

Seasonal Mineral Nutrient Absorption Characteristics and Development of Optimum Nutrient Solution for Rose Substrate Culture in a Closed Hydroponic System (순환식 수경재배에서 재배시기별 장미의 무기이온 흡수특성과 적정 배양액 조성)

  • Yang, Eun-Young;Park, Keum-Soon;Oh, Jeong-Sim;Lee, Hye-Jin;Lee, Yong-Beom;Lee, Ju-Hyun
    • Journal of Bio-Environment Control
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    • v.18 no.4
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    • pp.354-362
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    • 2009
  • This study was performed to develop a suitable nutrient solution for standard rose substrate culture in a closed hydroponic system. 1/4, 1/2, 2/3 and 1 strength of the nutrient solution made by Japan National Institute of Vegetable and Tea Science (JNIVT) were supplied. The photosynthesis rate, quality and growth of cut flower were higher in the 1/2 and 2/3 strength of nutrient solution during high and low temperature period. Based on the above results, optimum nutrient solutions (UOS) were composed by nutrientwater (n/w) absorption ratio with 1/2S ($NO_{3^-}N$ 6.8, $NH_{4^-}N$ 0.7, $PO_{4^-}P$ 2.0, K 3.8, Ca 3.0, Mg 1.2, $SO_{4^-}S$ $1.2me{\cdot}L^{-1}$) at high temperature season and 2/3($NO_{3^-}N$ 9.7, $NH_{4^-}N$ 0.8, $PO_{4^-}P$ 2.2, K 5.0, Ca 3.9, Mg 1.5, $SO_{4^-}S$ $1.5me{\cdot}L^{-1}$) at low temperature season. The results of suitability examination showed that the EC level in newly composed nutrient solution (UOS) was more stable than other nutrient solutions due to its large amount of calcium and potassium. The growth of cut flower cultivated with UOS was higher than those of other nutrient solutions. Especially, the yield of cut flowers in UOS nutrient solution increased 1.4 times than that of other nutrient solution treatments. Consequently, the new nutrient solution investigated in this experiment was suitable for rose cultivation in a closed hydroponic system.

A Study on the Development Strategy of Smart Learning for Public Education (스마트러닝의 공교육 정착을 위한 성공전략 연구)

  • Kim, Taisiya;Cho, Ji Yeon;Lee, Bong Gyou
    • Journal of Internet Computing and Services
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    • v.16 no.6
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    • pp.123-131
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    • 2015
  • Recently the development of ICT has a big impact on education field, and diffusion of smart devices has brought new education paradigm. Since people has an opportunity to use various contents anytime and communicate in an interactive way, the method of learning has changing. In 2011, Korean government has established the smart education promotion plan to be a first mover in the paradigm shift from e-learning to smart learning. Especially, government aimed to improve the quality of learning materials and method in public schools, and also to decrease the high expenditure on private education. However, the achievement of smart education policy has not emerged yet, and the refinement of smart learning policy and strategy is essential at this moment. Therefore, the purpose of this study is to propose the successful strategies for smart learning in public education. First, this study explores the status of public education and smart learning environment in Korea. Then, it derives the key success factors through SWOT(Strength, Weakness, Opportunity, Threat) analysis, and suggests strategic priorities through AHP(Analytic Hierarchy Priority) method. The interview and survey were conducted with total 20 teachers, who works in public schools. As a results, focusing on weakness-threat(WT) strategy is the most prior goal for public education, to activate the smart learning. As sub-factors, promoting the education programs for teachers($W_2$), which is still a weakness, appeared as the most important factor to be improved. The second sub-factor with high priority was an efficient optimizing the capability of new learning method($S_4$), which is a strength of systematic public education environment. The third sub-factor with high priority was the extension of limited government support($T_4$), which could be a threat to other public schools with no financial support. In other words, the results implicate that government institution factors should be considered with high priority to make invisible achievement in smart learning. This study is significant as an initial approach with strategic perspective for public education. While the limitation of this study is that survey and interview were conducted with only teachers. Accordingly, the future study needs to be analyzed in effectiveness and feasibility, by considering perspectives from field experts and policy makers.

Design Factor Analysis of End-Effector for Oriental Melon Harvesting Robot in Greenhouse Cultivation (시설재배 참외 수확 로봇용 엔드이펙터의 설계 요인 분석)

  • Ha, Yu Shin;Kim, Tae Wook
    • Journal of Bio-Environment Control
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    • v.22 no.3
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    • pp.284-290
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    • 2013
  • This study analyzed the geometric, compressive, cutting and friction properties of oriental melons in order to design a gripper capable of soft handling and a cutter for cutting oriental melon vine among the end effector of oriental melon as a preliminary step for developing the end effector of the robot capable of harvesting oriental melons in protected cultivation. As a result, the average length, diameter at the midpoint, weight, volume and roundness of the oriental melons were 108 mm, 70 mm, 188 g, 333 mL and 3.8 mm. Nonlinear regression analysis was performed on the equation $W=L^a{\times}D_2^b$ with variation of the length (L) and diameter (D2) of the weight (W) of the oriental melons. As a result, it was shown that there was a correlation between a of 2.0279 and b of -0.9998 as a constant value. The average diameter of the oriental melon vine was 3.8 mm, and most vines were distributed within a radius of 5 mm from the center. The average yield value, compressive strength and hardness of the oriental melons were $36.5N/cm^2$, $185.7N/cm^2$ and $636.7N/cm^2$, respectively. The average cutting force and shear strength of the oriental melon vines were $2.87{\times}10^{-2}\;N$ and $5.60N/cm^2$, respectively. The maximum friction coefficient of the oriental melons was rubber of 0.609, followed by aluminium of 0.393, stainless steel of 0.177 and teflon of 0.079. It was considered possible to apply it to the size of the gripper and cutter, turning radius, dynamics of drive motor and selection of materials and their quality in light of the position error and safety factor according to the movement when designing end effector based on the analyzed data.

An Approach to Determine the Good Seedling Quality of Grafted Tomatoes (Solanum Lycopersicum) Grown in Cylindrical Paper Pot Through the Relation Analysis between DQI and Short-Term Relative Growth Rate (DQI와 단기 상대생장률 분석을 이용한 원통형 종이포트 토마토 접목묘의 우량묘 기준 설정)

  • Seo, Tae Cheol;An, Se Woong;Jang, Hyun Woo;Nam, Chun Woo;Chun, Hee;Kim, Young chul;Kang, Tae Kyung;Lee, Sang Hee
    • Journal of Bio-Environment Control
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    • v.27 no.4
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    • pp.302-311
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    • 2018
  • Using cylindrical paper pot nursery method, three kinds of commercial tomatoes 'Dafnis', 'DOTAERANG DIA' and 'Maescala' were grafted onto a commercial rootstock 'B blocking'. From 10 to 40 days after graft-take, growth traits of seedlings were investigated by 0.5, 1.0 and 2.0S treatments of standard nutrient solution(S) for seedling growth, and top to root ratio(TRR), compactness(CP) and Dickson Quality Index(DQI) were calculated. Two weeks after transplanting of the seedlings under three different night temperature targeting to 10, 15, and $25^{\circ}C$, which were not precisely controlled, the relative growth rate (RGR) was investigated. The quantitative growth traits of grafted seedlings increased with increasing fertilizer concentration, and various range of seedling size could be produced. Compactness and DQI were significantly regressed (Adj $R^2=0.9480$). Short-term RGR after transplanting was higher at 1.0S treatment of standard nutrient solution at the seedling age of 30 days and 40 days after graft-take(DAGT). DQI and RGR were significantly regressed linearly at respective fertigation strength. Specially the diminishing slope of RGR was lower at 1.0S fertigation strength with the increase of DQI than others. The results indicate that DQI could be applied as a quality index of grafted tomato seedlings and the relation analysis between DQI and short-term RGR also could be used to determine the good quality seedlings of grafted tomato grown in cylindrical paper pot.

A Feasibility Study on the Deep Soil Mixing Barrier to Control Contaminated Groundwater (오염지하수의 확산방지를 위한 대체 혼합차수재의 적용에 관한 연구)

  • 김윤희;임동희;이재영
    • Journal of Soil and Groundwater Environment
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    • v.6 no.3
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    • pp.53-59
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    • 2001
  • There is a lot of method to manage the insanitary landfill but vertical cutoff walls have been widespreadly used and were installed into the subsurface to act as a barrier to horizontal groundwater flow, The stabilized material such as specialized cement or mixed soil with additives has been generally applied for the materials of the deep soil mixing barrier in korea. The amount of the stabilized material is dependent on the field conditions, because the mixing ratio of the material and the field soil should achieve a requirement in the coefficient of permeability, lower than 1.0$\times$$10^{7}$cm/sec. This study determined the quantity and optimized function ratio of the stabilized material in the formation process of the mixed barrier that was added with stabilized material on the field soil classified into SW-SC under USCS (Unified Soil Classification System). After that the fly ash and lime were selected as an additives an that could improve the function of the stabilized material and then the method to improve the functional progress in the usage of putting into the stabilized material as an appropriate ratio was studied and reviewed. The author used the flexible-wall permeameter for measuring the permeability and unconfined compressive strength tester for compressive strength, and in the view of environmental engineering the absorption test of heavy metals and leaching test regulated by Korean Waste Management Act were performed. As the results, the suitable mixing ratio of the stabilized material in the deep soil mixing barrier was determined as 13 percent. To make workability easy, the ratio of stabilized material and water was proven to be 1 : 1.5. With the results, the range of the portion of the additives(fly ash : lime= 70 : 30) was proven to be 20-40% for improving the function of the stabilized material, lowering of permeability. In heavy metal absorption assessment of the mixing barrier system with the additives, the result of heavy metal absorption was proved to be almost same with the case of the original stabilized material; high removal efficiency of heavy metals. In addition, the leaching concentration of heavy metals from the leaching test for the environmental hazard assessment showed lower than the regulated criteria.

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A Study on the Structural Reinforcement of the Modified Caisson Floating Dock (개조된 케이슨 플로팅 도크의 구조 보강에 대한 연구)

  • Kim, Hong-Jo;Seo, Kwang-Cheol;Park, Joo-Shin
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.27 no.1
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    • pp.172-178
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    • 2021
  • In the ship repair market, interest in maintenance and repair is steadily increasing due to the reinforcement of prevention of environmental pollution caused by ships and the reinforcement of safety standards for ship structures. By reflecting this effect, the number of requests for repairs by foreign shipping companies increases to repair shipbuilders in the Southwest Sea. However, because most of the repair shipbuilders in the southwestern area are small and medium-sized companies, it is difficult to lead to the integrated synergy effect of the repair shipbuilding companies. Moreover, the infrastructure is not integrated; hence, using the infrastructure jointly is a challenge, which acts as an obstacle to the activation of the repair shipbuilding industry. Floating docks are indispensable to operating the repair shipbuilding business; in addition, most of them are operated through renovation/repair after importing aging caisson docks from overseas. However, their service life is more than 30 years; additionally, there is no structure inspection standard. Therefore, it is vulnerable to the safety field. In this study, the finite element analysis program of ANSYS was used to evaluate the structural safety of the modified caisson dock and obtain additional structural reinforcement schemes to solve the derived problems. For the floating docks, there are classification regulations; however, concerning structural strength, the regulations are insufficient, and the applicability is inferior. These insufficient evaluation areas were supplemented through a detailed structural FE-analysis. The reinforcement plan was decided by reinforcing the pontoon deck and reinforcement of the side tank, considering the characteristics of the repair shipyard condition. The final plan was selected to reinforce the side wing tank through the structural analysis of the decision; in addition, the actual structure was fabricated to reflect the reinforcement plan. Our results can be used as reference data for improving the structural strength of similar facilities; we believe that the optimal solution can be found quickly if this method is used during renovation/repair.