• Title/Summary/Keyword: Grasp model

Search Result 385, Processing Time 0.024 seconds

A Study on Oil Price Risk Affecting the Korean Stock Market (한국주식시장에 파급되는 국제유가의 위험에 관한 연구)

  • Seo, Ji-Yong
    • The Korean Journal of Financial Management
    • /
    • v.24 no.4
    • /
    • pp.75-106
    • /
    • 2007
  • In this study, it is analyzed whether oil price plays a major role in the pricing return on Koran stock market and examined why the covariance risk between oil and return on stock is different in each industry. Firstly, this study explores whether the expected rate of return on stock is pricing due to global oil price factors as a function of risk premium by using a two-factor APT. Also, it is examined whether spill-over effects of oil price volatility affect the beta risk to oil price. Considering the asymmetry of oil price volatility, we use the GJR model. As a result, it shows that oil price is an independent pricing factor and oil price volatility transmits to stock return in only electricity and electrical equipment. Secondly, the two step-analyzing process is introduced to find why the covariance between oil price factor and stock return is different in each industry. The first step is to study whether beta risk exists in each industry by using two proxy variables like size and liquidity as control variables. The second step is to grasp the systematic relationship between the difference of liquidity and size and beta to oil price factor by using the panel-data model which can be analyzed efficiently using the cross-sectional data formed with time series. Through the analysis, we can argue that oil price factor is an independent pricing factor in only electricity and electrical equipment having the greatest market capitalization, and know that beta risk to oil price factor is a proxy of size in the other industries. According to the result of panel-data model, it is argued that the beta to oil price factor augments when market capitalization increases and this fact supports the first assertion. In conclusion, the expected rate of return of electricity and electrical equipment works as a function of risk premium to market portfolio and oil price, and the reason to make beta risk power differentiated in each industry attributes to the size.

  • PDF

Sentiment Analysis of Korean Reviews Using CNN: Focusing on Morpheme Embedding (CNN을 적용한 한국어 상품평 감성분석: 형태소 임베딩을 중심으로)

  • Park, Hyun-jung;Song, Min-chae;Shin, Kyung-shik
    • Journal of Intelligence and Information Systems
    • /
    • v.24 no.2
    • /
    • pp.59-83
    • /
    • 2018
  • With the increasing importance of sentiment analysis to grasp the needs of customers and the public, various types of deep learning models have been actively applied to English texts. In the sentiment analysis of English texts by deep learning, natural language sentences included in training and test datasets are usually converted into sequences of word vectors before being entered into the deep learning models. In this case, word vectors generally refer to vector representations of words obtained through splitting a sentence by space characters. There are several ways to derive word vectors, one of which is Word2Vec used for producing the 300 dimensional Google word vectors from about 100 billion words of Google News data. They have been widely used in the studies of sentiment analysis of reviews from various fields such as restaurants, movies, laptops, cameras, etc. Unlike English, morpheme plays an essential role in sentiment analysis and sentence structure analysis in Korean, which is a typical agglutinative language with developed postpositions and endings. A morpheme can be defined as the smallest meaningful unit of a language, and a word consists of one or more morphemes. For example, for a word '예쁘고', the morphemes are '예쁘(= adjective)' and '고(=connective ending)'. Reflecting the significance of Korean morphemes, it seems reasonable to adopt the morphemes as a basic unit in Korean sentiment analysis. Therefore, in this study, we use 'morpheme vector' as an input to a deep learning model rather than 'word vector' which is mainly used in English text. The morpheme vector refers to a vector representation for the morpheme and can be derived by applying an existent word vector derivation mechanism to the sentences divided into constituent morphemes. By the way, here come some questions as follows. What is the desirable range of POS(Part-Of-Speech) tags when deriving morpheme vectors for improving the classification accuracy of a deep learning model? Is it proper to apply a typical word vector model which primarily relies on the form of words to Korean with a high homonym ratio? Will the text preprocessing such as correcting spelling or spacing errors affect the classification accuracy, especially when drawing morpheme vectors from Korean product reviews with a lot of grammatical mistakes and variations? We seek to find empirical answers to these fundamental issues, which may be encountered first when applying various deep learning models to Korean texts. As a starting point, we summarized these issues as three central research questions as follows. First, which is better effective, to use morpheme vectors from grammatically correct texts of other domain than the analysis target, or to use morpheme vectors from considerably ungrammatical texts of the same domain, as the initial input of a deep learning model? Second, what is an appropriate morpheme vector derivation method for Korean regarding the range of POS tags, homonym, text preprocessing, minimum frequency? Third, can we get a satisfactory level of classification accuracy when applying deep learning to Korean sentiment analysis? As an approach to these research questions, we generate various types of morpheme vectors reflecting the research questions and then compare the classification accuracy through a non-static CNN(Convolutional Neural Network) model taking in the morpheme vectors. As for training and test datasets, Naver Shopping's 17,260 cosmetics product reviews are used. To derive morpheme vectors, we use data from the same domain as the target one and data from other domain; Naver shopping's about 2 million cosmetics product reviews and 520,000 Naver News data arguably corresponding to Google's News data. The six primary sets of morpheme vectors constructed in this study differ in terms of the following three criteria. First, they come from two types of data source; Naver news of high grammatical correctness and Naver shopping's cosmetics product reviews of low grammatical correctness. Second, they are distinguished in the degree of data preprocessing, namely, only splitting sentences or up to additional spelling and spacing corrections after sentence separation. Third, they vary concerning the form of input fed into a word vector model; whether the morphemes themselves are entered into a word vector model or with their POS tags attached. The morpheme vectors further vary depending on the consideration range of POS tags, the minimum frequency of morphemes included, and the random initialization range. All morpheme vectors are derived through CBOW(Continuous Bag-Of-Words) model with the context window 5 and the vector dimension 300. It seems that utilizing the same domain text even with a lower degree of grammatical correctness, performing spelling and spacing corrections as well as sentence splitting, and incorporating morphemes of any POS tags including incomprehensible category lead to the better classification accuracy. The POS tag attachment, which is devised for the high proportion of homonyms in Korean, and the minimum frequency standard for the morpheme to be included seem not to have any definite influence on the classification accuracy.

The Change in Geotechnical Properties of Clay Liner and the Contamination Behavior of Groundwater Due to Contaminant (오염물질에 의한 점토 차수재의 역학적 특성변화 및 지하수 오염거동)

  • Ha, Kwang-Hyun;Lee, Sang-Eun;Chung, Sung-Rae;Chun, Byung-Sik
    • Journal of Soil and Groundwater Environment
    • /
    • v.13 no.1
    • /
    • pp.13-23
    • /
    • 2008
  • The triaxial compression tests and consolidation tests using NaCl solution and leachates as substitute pore (or saturated) water in samples were carried out to find out the behavior characteristics of strength, deformation and permeability coefficient of contaminated clay. Also, the chemical property analysis on the clay samples using scanning electron microscope and energy dispersive x-ray spectrometer were involved. The magnitudes of composition ratio were shown in the order of O, C, Si, Al, and Fe as a result of chemical composition analysis for clay samples. Besides, as the results of triaxial compression tests and consolidation tests, the shear strength, compression and permeability properties were increased with increasing in the concentration of contaminant (NaCl). It may be considered that these circumstances be caused by the changes of soil structure to flocculent structure due to the decrease in the thickness of diffuse double layer with increasing in the concentration of electrolyte. MT3D model was also using to grasp the procedures that the groundwater may be contaminated by the leachates permeated through the clay liner. The results of contaminant transport analysis showed a tendency that the predicted concentration of groundwater was higher with increasing in the initial concentration of $Cl^-$ ion and increased as a nonlinear curves with time. The transportation distance calculated by the use of regression equation between the distance from contaminant source and the concentration of $Cl^-$ ion was increased with increasing the initial concentration.

A study on teaching the system of numbers considering mathematical connections (수학적 연결성을 고려한 수 체계의 지도에 관한 연구)

  • Chung, Young-Woo;Kim, Boo-Yoon;Pyo, Sung-Soo
    • Communications of Mathematical Education
    • /
    • v.25 no.2
    • /
    • pp.473-495
    • /
    • 2011
  • Across the secondary school, students deal with the algebraic conditions like as identity, inverse, commutative law, associative law and distributive law. The algebraic structures, group, ring and field, are determined by these algebraic conditions. But the conditioning of these algebraic structures are not mentioned at all, as well as the meaning of the algebraic structures. Thus, students is likely to be considered the algebraic conditions as productions from the number sets. In this study, we systematize didactically the meanings of algebraic conditions and algebraic structures, considering connections between the number systems and the solutions of the equation. Didactically systematizing is to construct the model for student's natural mental activity, that is, to construct the stream of experience through which students are considered mathematical concepts as productions from necessities and high probability. For this purpose, we develop the program for the gifted, which its objective is to teach the meanings of the number system and to grasp the algebraic structure conceptually that is guaranteed to solve equations. And we verify the effectiveness of this developed program using didactical experiment. Moreover, the program can be used in ordinary students by replacement the term 'algebraic structure' with the term such as identity, inverse, commutative law, associative law and distributive law, to teach their meaning.

Radiation Effects on the Ignition and Flame Extinction of High-temperature Fuel (고온연료의 점화 및 화염 소화특성에 미치는 복사효과)

  • Kim, Yu Jeong;Oh, Chang Bo;Choi, Byung Il;Han, Yong Shik
    • Fire Science and Engineering
    • /
    • v.27 no.6
    • /
    • pp.50-56
    • /
    • 2013
  • The radiation effects on the auto-ignition and extinction characteristics of a non-premixed fuel-air counterflow field were numerically investigated. A detailed reaction mechanism of GRI-v3.0 was used for the calculation of chemical reactions and the optically-thin radiation model was adopted in the simulations. The flame-controlling continuation method was also used in the simulation to predict the auto-ignition point and extinction limits precisely. As a result, it was found that the maximum H radical concentration, $(Y_H)_{max}$, rather than the maximum temperature was suitable to understand the ignition and extinction behaviors. S-, C- and O-curves, which were well known from the previous theory, were identified by investigating the $(Y_H)_{max}$. The radiative heat loss fraction ($f_r$) and spatially-integrated heat release rate (IHRR) were introduced to grasp each extinction mechanism. It was also found that the $f_r$ was the highest at the radiative extinction limit. At the flame stretch extinction limit, the flame was extinguished due to the conductive heat loss which attributed to the high strain rate although the heat release rate was the highest. The radiation affected on the radiative extinction limit and auto-ignition point considerably, however the effect on the flame stretch extinction limit was negligible. A stable flame regime defined by the region between each extinction limit became wide with increasing the fuel temperature.

Research Trends of Mixed-Criticality System (중요도 혼재 시스템의 연구 동향 분석)

  • Yoon, Moonhyung;Park, Junho;Kim, Yongho;Yi, JeongHoon;Koo, BongJoo
    • The Journal of the Korea Contents Association
    • /
    • v.18 no.9
    • /
    • pp.125-140
    • /
    • 2018
  • Due to rapid development of semiconductor technology, embedded systems have been developed from single-functional system to the multi-functional system. The system composed of software that has different criticality level is called Mixed-Criticality System. Currently, the project related to the Mixed-Criticality System is accelerating the efforts to seek the development direction and take technical initiatives led by EU and USA where the related industry has developed, but the movement in Korea is yet insignificant. Therefore, it is urgent to perform the research and project of various basic technologies to occupy the initiative for the related technology and market. In this paper, we analyze the trends of major project researches and developments related to the MCS. First, after defining the definition of the MCS and system model, we analyze the underlying technology constituting the MCS. In addition, we analyze the project trends of each country researching MCS and discuss the future research areas. Through this study, it is possible to grasp the research trends of the world in order to establish the research direction of the MCS and to lay the foundation for the integration into the military system.

Regional Economic Effect of the Management Social Welfare Foundation - focused on Daegu Metropolitan City (사회복지법인 운영이 지역 경제에 미치는 파급효과 -대구광역시를 중심으로-)

  • Chae, Hyun-Tak;Im, Woo-Hyun;Kim, Young-Kil
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.19 no.7
    • /
    • pp.375-383
    • /
    • 2018
  • This study was carried out to grasp the economic effects of the social welfare foundation by establishing and operating it. For this purpose, the effects of the social welfare law of Daegu Metropolitan City on the regional economy were analyzed using the input-output analysis model. As a result, the effects of GDP was 43,445 billion won, the total value-added effect was 1,940 billion won, and the total employment inducement effect was 37,411. Based on these results, the future direction of the social welfare corporation is suggested as follows. First, it is necessary to shift the perception of consumer-oriented welfare toward welfare that contributes to the activation of the local economy. Second, efforts should be made to continuously expand employment linked to social welfare services, to create an environment where jobs can be created from a long-term perspective, and to establish a separate support system. Third, the value-added created by the social welfare foundation should be newly recognized and sought to be expanded in various fields. Fourth, efforts should be made to secure the legitimacy of social service provision and ensure accountability by appropriately promoting the economic ripple effects of social welfare foundation to the local community.

Study on the 3GPP International Standard for M2M Communication Networks (M2M네트워크통신을 위한 3GPP 국제표준화 동향연구)

  • Hwang, Jin-ok;Lee, Sang-Gi
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.40 no.6
    • /
    • pp.1040-1047
    • /
    • 2015
  • This study is investigated for M2M Communication Network Standard based on 3GPP. The environment of M2M communication, we can predict the new mobile service that gathering, handling, controlling, transferring of the data for Intelligence, so that we can consider new direction for a lot of subject of study development issue. This study is shown three types of M2M network structure and four types of use cases on 3GPP International Standard. In Addition, we can introduce the future M2M communication network model, it can be propagate the industry and academic cooperation with 3GPP standards. The suggestion develops multiple applications and multiple devices for industry and academic. With the deployment of network provider, this environment support our current communication market that the standard devices of M2M network and service requirement. We are suggest this study for grasp the initial market with the intellectual property right (IPR) based on International Standards. In the future, we wish the success that grap the initial market or initial academic study with helpful issue.

Digital Forensic Investigation of HBase (HBase에 대한 디지털 포렌식 조사 기법 연구)

  • Park, Aran;Jeong, Doowon;Lee, Sang Jin
    • KIPS Transactions on Computer and Communication Systems
    • /
    • v.6 no.2
    • /
    • pp.95-104
    • /
    • 2017
  • As the technology in smart device is growing and Social Network Services(SNS) are becoming more common, the data which is difficult to be processed by existing RDBMS are increasing. As a result of this, NoSQL databases are getting popular as an alternative for processing massive and unstructured data generated in real time. The demand for the technique of digital investigation of NoSQL databases is increasing as the businesses introducing NoSQL database in their system are increasing, although the technique of digital investigation of databases has been researched centered on RDMBS. New techniques of digital forensic investigation are needed as NoSQL Database has no schema to normalize and the storage method differs depending on the type of database and operation environment. Research on document-based database of NoSQL has been done but it is not applicable as itself to other types of NoSQL Database. Therefore, the way of operation and data model, grasp of operation environment, collection and analysis of artifacts and recovery technique of deleted data in HBase which is a NoSQL column-based database are presented in this paper. Also the proposed technique of digital forensic investigation to HBase is verified by an experimental scenario.

The Effects of Self-Control, Parental Behaviors, and Marital Conflict on Boys' Aggression in Korean Upper Elementary School Students (초등학생 고학년 남아의 자기통제력, 부모의 양육행동, 부모간 갈등이 공격성에 미치는 영향)

  • Jun, Joo-Ram;Kim, Soon-Ok
    • Journal of Families and Better Life
    • /
    • v.30 no.2
    • /
    • pp.101-120
    • /
    • 2012
  • This research was conducted in order to find out the effects of boys' self-control, their parents' behaviors and marital conflict on boys' aggression. Subtypes of aggression in the present research consist of dimensions of the functions and forms (proactive-overt, proactive-relational, reactive-overt, reactive-relational). The participants of this study were 237 boys in the fifth and sixth grades in elementary schools located in Seoul and Gyeonggi province. The questionnaires were derived and modified from Lee Hong (2009) for boys' aggression, from Ju So Young and Lee Yang Hee (2008) for boys' self-control, from Jun Joo Ram (2008) and Heo Seung Yeon (2009) for maternal behaviors and from Kang Na Jung (2008) for marital conflict. In order to grasp the general characteristics of the participants, frequency and descriptive statistics were used. Also, Pearson's correlation was applied to the relationships amomg boys' self-control, marital behaviors and marital conflict on boys' aggression. Lastly, the variables that can predict boys' aggression were analyzed through multiple regression analysis by SPSS 19.0. The major results of this study were as follows. This research showed that this model fit well for boys. To summarize the important results, what is interesting in the present study is the effect of the mother's role in rearing their sons. It was found that mothers' criticism, negative behaviors, and excessive interference can cause boys' high level of aggressiveness. Also, having parents who fight frequently was strongly associated with boys' relational aggression. An interesting finding is that the mother's support influenced boys' reactive-overt aggression. Lastly, boys' self-control was highly associated with boys' proactive-relational aggression. This research may contribute to understanding boys' aggression' subtypes. To that end, the current results suggest that the dimensions of the functions and forms may be a useful tool in an effort to inform developmental theory and intervention. Also, this research may provide guidance for the resolution of problems caused by boys' aggression. Lastly, it was found that self- control training and parental education programs might prove beneficial for helping aggressive boys to overcome their aggressive impulses.