• Title/Summary/Keyword: Fault analysis

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Performance of Investment Strategy using Investor-specific Transaction Information and Machine Learning (투자자별 거래정보와 머신러닝을 활용한 투자전략의 성과)

  • Kim, Kyung Mock;Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.27 no.1
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    • pp.65-82
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    • 2021
  • Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.

Analysis on dynamic numerical model of subsea railway tunnel considering various ground and seismic conditions (다양한 지반 및 지진하중 조건을 고려한 해저철도 터널의 동적 수치모델 분석)

  • Changwon Kwak;Jeongjun Park;Mintaek Yoo
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.25 no.6
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    • pp.583-603
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    • 2023
  • Recently, the advancement of mechanical tunnel boring machine (TBM) technology and the characteristics of subsea railway tunnels subjected to hydrostatic pressure have led to the widespread application of shield TBM methods in the design and construction of subsea railway tunnels. Subsea railway tunnels are exposed in a constant pore water pressure and are influenced by the amplification of seismic waves during earthquake. In particular, seismic loads acting on subsea railway tunnels under various ground conditions such as soft ground, soft soil-rock composite ground, and fractured zones can cause significant changes in tunnel displacement and stress, thereby affecting tunnel safety. Additionally, the dynamic response of the ground and tunnel varies based on seismic load parameters such as frequency characteristics, seismic waveform, and peak acceleration, adding complexity to the behavior of the ground-tunnel structure system. In this study, a finite difference method is employed to model the entire ground-tunnel structure system, considering hydrostatic pressure, for the investigation of dynamic behavior of subsea railway tunnel during earthquake. Since the key factors influencing the dynamic behavior during seismic events are ground conditions and seismic waves, six analysis cases are established based on virtual ground conditions: Case-1 with weathered soil, Case-2 with hard rock, Case-3 with a composite ground of soil and hard rock in the tunnel longitudinal direction, Case-4 with the tunnel passing through a narrow fault zone, Case-5 with a composite ground of soft soil and hard rock in the tunnel longitudinal direction, and Case-6 with the tunnel passing through a wide fractured zone. As a result, horizontal displacements due to earthquakes tend to increase with an increase in ground stiffness, however, the displacements tend to be restrained due to the confining effects of the ground and the rigid shield segments. On the contrary, peak compressive stress of segment significantly increases with weaker ground stiffness and the effects of displacement restrain contribute the increase of peak compressive stress of segment.

Sturctural Geometry of the Pyeongchang-Jeongseon Area of the Northwestern Taebaeksan Zone, Okcheon Belt (옥천대 북서부 태백산지역 평창-정선일대 지질구조의 기하학적 형태 해석)

  • Jang, Yirang;Cheong, Hee Jun
    • Economic and Environmental Geology
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    • v.52 no.6
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    • pp.541-554
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    • 2019
  • The Taebaeksan Zone of the Okcheon Belt is a prominent fold-thrust belt, preserving evidence for overlapped polyphase and diachronous orogenic events during crustal evolution of the Korean Peninsula. The Pyeongchang-Jeongseon area of the northwestern Taebaeksan Zone is fault-bounded on the western Jucheon and southern Yeongwol areas, showing lateral variations in stratigraphy and structural geometries. For better understanding these geological characteristics of the northwestern Taebaeksan Zone, we have studied the structural geometry of the Pyeongchang-Jeongseon area. For this, we have firstly carried out the SHRIMP U-Pb age analysis of the age-unknown sedimentary rock to clarify stratigraphy for structural interpretation. The results show the late Carboniferous to middle Permian dates, indicating that it is correlated to the Upper Paleozoic Pyeongan Supergroup. In addition to this, we interpreted the geometric relationships between structural elements from the detailed field investigation of the study area. The major structure of the northwestern Taebaeksan Zone is the regional-scale Jeongseon Great syncline, having NE-trending hinge with second-order folds such as the Jidongri and Imhari anticlines and the Nambyeongsan syncline. Based on the stereographic and down-plunge projections of the structureal elements, the structural geometry of the Jeongseon Great syncline can be interpreted as a synformal culmination, plunging slightly to the south at its southern area, and north at the northern area. The different map patterns of the northern and southern parts of the study area should be resulted in different erosion levels caused by the plunging hinges. Considering the Jeongseon Great syncline is the major structure that constrains the distribution of the Paleozoic strata of the Pyeongchang and Jeongseon areas, the symmetric repetition of the lower Paleozoic Joseon Supergroup in both limbs should be re-examined by structural mapping of the Hangmae and Hoedongri formations in the Pyeongchang and Jeongseon areas.

Applications of Fuzzy Theory on The Location Decision of Logistics Facilities (퍼지이론을 이용한 물류단지 입지 및 규모결정에 관한 연구)

  • 이승재;정창무;이헌주
    • Journal of Korean Society of Transportation
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    • v.18 no.1
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    • pp.75-85
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    • 2000
  • In existing models in optimization, the crisp data improve has been used in the objective or constraints to derive the optimal solution, Besides, the subjective environments are eliminated because the complex and uncertain circumstances were regarded as Probable ambiguity, In other words those optimal solutions in the existing models could be the complete satisfactory solutions to the objective functions in the Process of application for industrial engineering methods to minimize risks of decision-making. As a result of those, decision-makers in location Problems couldn't face appropriately with the variation of demand as well as other variables and couldn't Provide the chance of wide selection because of the insufficient information. So under the circumstance. it has been to develop the model for the location and size decision problems of logistics facility in the use of the fuzzy theory in the intention of making the most reasonable decision in the Point of subjective view under ambiguous circumstances, in the foundation of the existing decision-making problems which must satisfy the constraints to optimize the objective function in strictly given conditions in this study. Introducing the Process used in this study after the establishment of a general mixed integer Programming(MIP) model based upon the result of existing studies to decide the location and size simultaneously, a fuzzy mixed integer Programming(FMIP) model has been developed in the use of fuzzy theory. And the general linear Programming software, LINDO 6.01 has been used to simulate, to evaluate the developed model with the examples and to judge of the appropriateness and adaptability of the model(FMIP) in the real world.

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Geological Structure and Deformation History in the Gwangju area, Gyeonggi-do, Korea (경기도 광주시 일대의 지질구조와 변형사)

  • Lee Hee-Kwon;Kim Man-Kwang
    • The Journal of the Petrological Society of Korea
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    • v.14 no.2 s.40
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    • pp.108-115
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    • 2005
  • Gyeonggi metamorphic complex in the Gwangju area include banded biotite gneiss and quartzofeldspathic gneiss. Detailed structural analysis suggests that structural elements in the study area were formed by at least five phase of deformations. Penetrative compositional foliations(S1) formed in the banded gneiss during the first metamorphism and deformation (D1). After intrusion of plutonic rocks, the second deformation (D2) produced S2 foliations in the banded gneiss and quartzofeldspathic gneiss during the second metamorphism. D3 structures are represented by isoclinal folds (F3) whose axial surfaces are parallel to S3 foliations. The N-S oriented shortening (D4) was accommodated by closed upright F4 fold with about 100m of axial surface separation. F4 fold is refolded by regional F5 folding resulting in different orientation and fold style of F4 fold according to the position of F5 fold. The F4 fold with tight interlimb angle is subparallel to the axial surface (north-south) of F5 fold in the core of the F5 fold. In contrast the F4 fold trends northeast in the western limb and northwest in the eastern limb of F5 fold. The interlimb angle is larger in the limbs than that in the core of F5 fold. The trace of foliations is constrained by mainly F4 and F5 folds. Joint fanning around fold is developed in the limbs of F5 fold and bc joints are dominant in the hinge area of F5 fold. A strike-slip fault had developed in tile central part of the study area after F5 folding. The orientation of joint and foliation is rotated anticlockwise about $15^{\circ}$ by the landslide occurred during the Quaternary.

Counseling Case Study of a Child with Peer Confliction due to Lack of Social Skills and Impulsiveness (사회적 기술 부족과 충동성으로 인해 또래갈등이 심한 분교아동의 상담사례)

  • Lee, In-Sun
    • The Korean Journal of Elementary Counseling
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    • v.5 no.1
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    • pp.227-253
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    • 2006
  • It seems common for students living at a small county and islands to experience psychological conflicts and be unaccustomed in the peer society because they are not familiar with peer interaction and social skills. This is a case study of L (hereinafter called L) who was grown up in the sheltered school at a small county. L was psychologically disturbed because he couldn't get along well in the transferred school. It is the reason why he had lived in the sheltered school at a small county, so he had not enough exposure to interact with peer and social skills. Sometimes he was obstinate irrationally and when he had trouble with friends, he threw something out or went out of school and tricked juniors dangerously. The fact of disperse with families, parent's indifference, and hate of older brother made L to have ill feeling against family. He had low motivation and low self confident in learning because of short attention time and accumulated poor learning progress. In this study, he was evaluated at various area, such as, intelligent, affective, personal and inter-personal, before counselling. To evaluated the effect of the counselling, K-WISC-III, KPRC, sentence filling test, social adaptation ability test, etc, were administered right after the counselling was over and 8 weeks later. For specific information gathering and analysing, observation diary and deepen counselling were accomplished by homeroom teacher, his mother, and his peers. To correct his problematic behaviors, 13 counseling sessions were accomplished for 6 months and those counselling sessions were recorded and analysed definitely. Followings are the result of this case study. First, he was recovered from the anxiety of inter-personal interaction and he started to interact with peers. The result of sac scale score of KPRC profile was lower than before as much as average student after counseling and 8 weeks later. This reveals that the distress against interpersonal relation have settled. Especially, through the result of sentence filing test, he seemed to feel attachment to peers and be positive, active in the relation of peer. For instance, he was active in the open class lesson and interacted well with peers. It could be said that he overcame the psychological distress comparing with previous time. Second, he could apologize to his peer and juniors for his fault. His attitude were well shown in the letter from an old friend at the sheltered school, average KPRC profiling score comparing with previous counseling time, and remarkable decrease of attack scale score of teacher and peer. Third, his view toward family turn out positive. He recognized his situation that he lived apart from family and even worried about his parent's financial difficulty. Through solving the confliction with his older brother, he could acquire the feeling of family reunion. Fourth, his learning motivation and self-confidence were increased. He confirmed his future positively and he might be judged more attentive because his intelligence index was higher than before as much as average student. With the main goal of this study, verification for effectiveness of counseling. understanding and helping problematic students such as L who lives at a small county and island through investigation of their real situation and problems with the method of counseling and socio-cultural analysis is worthwhile. Identification of ideal relationship with peer is related with positive self-conception, harmonic social adaptation and development of child. It is time to investigate easy adaptive in classroom and well-organised program to acquire general social skills for sheltered school students at a small county and islands.

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Petrochemistry and Geologic Structure of Icheon Granitic Gneiss around Samcheog Area, Korea (삼척지역 이천화강편마암의 암석화학과 지질구조)

  • Cheong Won-Seok;Cheong Sang-Won;Na Ki-Chang
    • The Journal of the Petrological Society of Korea
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    • v.15 no.1 s.43
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    • pp.25-38
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    • 2006
  • Metamophic rocks of Samcheog area, northeastern Yeongnam massif, was studied petrochemically. This area includes Precambrian Hosanri Formation (schists and gneisses) and granitoid (Icheon granitic gneiss, leucocratic granite and Hongjesa granite), Cambrian sedimentary rocks, and Cretaceous sedimentary and acidic volcanic rocks. Hosanri formation is composed of quartz+plagioclase+K-feldspar+biotite+muscovite+granet${\pm}$cordierite${\pm}$sillimanite. Mineral assemblage of biotite granitic gneiss, which is massive granodioritic rock with weak foliation, is similar to Hosanri formation. According to mineral assemblages, metamorphic rocks of studied area can be divided into two metamorphic zones (garnet and sillimanite zones). From Icheonri area, major, trace and rare earth element data of biotite granitic gneiss and luecocratic granite suggest that source rock is politic rocks of Hosanri formation and source magma was formed by anatexis and experienced fractionation of plagioclase. Trace element diagram show collisional environment such as syn-collisional, volcanic arc granite. Orientation of faults in study area have three maximum concentrations, $N54^{\circ}\;W/77^{\circ}\;SW,\;N49^{\circ}\;W/81^{\circ}\;NE\;and\;N10^{\circ}\;W/38^{\circ}\;NE$. Structure analysis suggests that faults in study area ware formed by uplift and compression. Faulting age is guessed after Tertiary because some shear joints is developed in dikes to intrusive Cretaceous acidic volcanic rock. Hosanri formation and Icheon granitic gneiss had experienced similar deformation history because they have maximum concentration to foliations, $N89^{\circ}\;E/55^{\circ}\;SE\;and\;N80^{\circ}\;E/45^{\circ}\;SE$, respectively.

Landslide Susceptibility Mapping Using Deep Neural Network and Convolutional Neural Network (Deep Neural Network와 Convolutional Neural Network 모델을 이용한 산사태 취약성 매핑)

  • Gong, Sung-Hyun;Baek, Won-Kyung;Jung, Hyung-Sup
    • Korean Journal of Remote Sensing
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    • v.38 no.6_2
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    • pp.1723-1735
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    • 2022
  • Landslides are one of the most prevalent natural disasters, threating both humans and property. Also landslides can cause damage at the national level, so effective prediction and prevention are essential. Research to produce a landslide susceptibility map with high accuracy is steadily being conducted, and various models have been applied to landslide susceptibility analysis. Pixel-based machine learning models such as frequency ratio models, logistic regression models, ensembles models, and Artificial Neural Networks have been mainly applied. Recent studies have shown that the kernel-based convolutional neural network (CNN) technique is effective and that the spatial characteristics of input data have a significant effect on the accuracy of landslide susceptibility mapping. For this reason, the purpose of this study is to analyze landslide vulnerability using a pixel-based deep neural network model and a patch-based convolutional neural network model. The research area was set up in Gangwon-do, including Inje, Gangneung, and Pyeongchang, where landslides occurred frequently and damaged. Landslide-related factors include slope, curvature, stream power index (SPI), topographic wetness index (TWI), topographic position index (TPI), timber diameter, timber age, lithology, land use, soil depth, soil parent material, lineament density, fault density, normalized difference vegetation index (NDVI) and normalized difference water index (NDWI) were used. Landslide-related factors were built into a spatial database through data preprocessing, and landslide susceptibility map was predicted using deep neural network (DNN) and CNN models. The model and landslide susceptibility map were verified through average precision (AP) and root mean square errors (RMSE), and as a result of the verification, the patch-based CNN model showed 3.4% improved performance compared to the pixel-based DNN model. The results of this study can be used to predict landslides and are expected to serve as a scientific basis for establishing land use policies and landslide management policies.

An Understanding the Opening Style of the West Philippine Basin Through Multibeam High-Resolution Bathymetry (고해상도 다중빔음향측심 지형자료 분석을 통한 서필리핀분지의 진화 연구)

  • Hanjin Choe;Hyeonuk Shin
    • Journal of the Korean earth science society
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    • v.44 no.6
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    • pp.643-654
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    • 2023
  • The West Philippine Basin, an oceanic basin half the size of the Philippine Sea Plate, lies in the western part of the plate and south of the Korean Peninsula on the Eurasian Plate. It subducts beneath the Eurasian Plate and the Philippine Islands bordering the Ryukyu Trench and the Philippine Trench with 25-50% of this basin already consumed. However, the history of the opening of the basin's southern region has been a topic of debate. The non-transform discontinuity formed during the seafloor spreading is similar to the transform fault boundaries normally perpendicular to mid-ocean ridge axes; however, it was created irregularly due to ridge propagations caused by variations of mantle convection attributable to magma supply changes. By analyzing high-resolution multi-beam echo-sounding data, we confirmed that the non-transform discontinuity due to the propagating rift evolved in the entire basin and that the abyssal hill strike direction changed from E-W to NNW-SSE from the fossil spreading center. In the early stage of basin extension, the Amami-Sankaku Basin was rotated 90 degrees clockwise from its current orientation, and it bordered the Palau Basin along the Mindanao Fracture Zone. The Amami-Sankaku Basin separated from the Palau Basin while the spreading of the West Philippine Basin began with a counter-clockwise rotation. This indicates that the non-transform discontinuities formed by a sudden change in magma supply due to the drift of the Philippine Sea Plate and simultaneously with the rapid changes in the spreading direction from ENE-WSW to N-S. The Palau Basin was considered to be the sub-south of the West Philippine Basin, but recent studies have shown that it extends into an independent system. Evidence from sediment layers and crustal thickness hints at the possibility of its existence before the West Philippine Basin opened, although its evolution continues to be debated. We performed a combined analysis using high-resolution multi-beam bathymetry and satellite gravity data to uncover new insights into the evolution of the West Philippine Basin. This information illuminates the complex plate interactions and provides a crucial contribution toward understanding the opening history of the basin and the Philippine Sea Plate.

Construction and Application of Intelligent Decision Support System through Defense Ontology - Application example of Air Force Logistics Situation Management System (국방 온톨로지를 통한 지능형 의사결정지원시스템 구축 및 활용 - 공군 군수상황관리체계 적용 사례)

  • Jo, Wongi;Kim, Hak-Jin
    • Journal of Intelligence and Information Systems
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    • v.25 no.2
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    • pp.77-97
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    • 2019
  • The large amount of data that emerges from the initial connection environment of the Fourth Industrial Revolution is a major factor that distinguishes the Fourth Industrial Revolution from the existing production environment. This environment has two-sided features that allow it to produce data while using it. And the data produced so produces another value. Due to the massive scale of data, future information systems need to process more data in terms of quantities than existing information systems. In addition, in terms of quality, only a large amount of data, Ability is required. In a small-scale information system, it is possible for a person to accurately understand the system and obtain the necessary information, but in a variety of complex systems where it is difficult to understand the system accurately, it becomes increasingly difficult to acquire the desired information. In other words, more accurate processing of large amounts of data has become a basic condition for future information systems. This problem related to the efficient performance of the information system can be solved by building a semantic web which enables various information processing by expressing the collected data as an ontology that can be understood by not only people but also computers. For example, as in most other organizations, IT has been introduced in the military, and most of the work has been done through information systems. Currently, most of the work is done through information systems. As existing systems contain increasingly large amounts of data, efforts are needed to make the system easier to use through its data utilization. An ontology-based system has a large data semantic network through connection with other systems, and has a wide range of databases that can be utilized, and has the advantage of searching more precisely and quickly through relationships between predefined concepts. In this paper, we propose a defense ontology as a method for effective data management and decision support. In order to judge the applicability and effectiveness of the actual system, we reconstructed the existing air force munitions situation management system as an ontology based system. It is a system constructed to strengthen management and control of logistics situation of commanders and practitioners by providing real - time information on maintenance and distribution situation as it becomes difficult to use complicated logistics information system with large amount of data. Although it is a method to take pre-specified necessary information from the existing logistics system and display it as a web page, it is also difficult to confirm this system except for a few specified items in advance, and it is also time-consuming to extend the additional function if necessary And it is a system composed of category type without search function. Therefore, it has a disadvantage that it can be easily utilized only when the system is well known as in the existing system. The ontology-based logistics situation management system is designed to provide the intuitive visualization of the complex information of the existing logistics information system through the ontology. In order to construct the logistics situation management system through the ontology, And the useful functions such as performance - based logistics support contract management and component dictionary are further identified and included in the ontology. In order to confirm whether the constructed ontology can be used for decision support, it is necessary to implement a meaningful analysis function such as calculation of the utilization rate of the aircraft, inquiry about performance-based military contract. Especially, in contrast to building ontology database in ontology study in the past, in this study, time series data which change value according to time such as the state of aircraft by date are constructed by ontology, and through the constructed ontology, It is confirmed that it is possible to calculate the utilization rate based on various criteria as well as the computable utilization rate. In addition, the data related to performance-based logistics contracts introduced as a new maintenance method of aircraft and other munitions can be inquired into various contents, and it is easy to calculate performance indexes used in performance-based logistics contract through reasoning and functions. Of course, we propose a new performance index that complements the limitations of the currently applied performance indicators, and calculate it through the ontology, confirming the possibility of using the constructed ontology. Finally, it is possible to calculate the failure rate or reliability of each component, including MTBF data of the selected fault-tolerant item based on the actual part consumption performance. The reliability of the mission and the reliability of the system are calculated. In order to confirm the usability of the constructed ontology-based logistics situation management system, the proposed system through the Technology Acceptance Model (TAM), which is a representative model for measuring the acceptability of the technology, is more useful and convenient than the existing system.