• Journal of Intelligence and Information Systems
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• v.16 no.3
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• pp.77-97
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• 2010

Market timing is an investment strategy which is used for obtaining excessive return from financial market. In general, detection of market timing means determining when to buy and sell to get excess return from trading. In many market timing systems, trading rules have been used as an engine to generate signals for trade. On the other hand, some researchers proposed the rough set analysis as a proper tool for market timing because it does not generate a signal for trade when the pattern of the market is uncertain by using the control function. The data for the rough set analysis should be discretized of numeric value because the rough set only accepts categorical data for analysis. Discretization searches for proper "cuts" for numeric data that determine intervals. All values that lie within each interval are transformed into same value. In general, there are four methods for data discretization in rough set analysis including equal frequency scaling, expert's knowledge-based discretization, minimum entropy scaling, and na$\ddot{i}$ve and Boolean reasoning-based discretization. Equal frequency scaling fixes a number of intervals and examines the histogram of each variable, then determines cuts so that approximately the same number of samples fall into each of the intervals. Expert's knowledge-based discretization determines cuts according to knowledge of domain experts through literature review or interview with experts. Minimum entropy scaling implements the algorithm based on recursively partitioning the value set of each variable so that a local measure of entropy is optimized. Na$\ddot{i}$ve and Booleanreasoning-based discretization searches categorical values by using Na$\ddot{i}$ve scaling the data, then finds the optimized dicretization thresholds through Boolean reasoning. Although the rough set analysis is promising for market timing, there is little research on the impact of the various data discretization methods on performance from trading using the rough set analysis. In this study, we compare stock market timing models using rough set analysis with various data discretization methods. The research data used in this study are the KOSPI 200 from May 1996 to October 1998. KOSPI 200 is the underlying index of the KOSPI 200 futures which is the first derivative instrument in the Korean stock market. The KOSPI 200 is a market value weighted index which consists of 200 stocks selected by criteria on liquidity and their status in corresponding industry including manufacturing, construction, communication, electricity and gas, distribution and services, and financing. The total number of samples is 660 trading days. In addition, this study uses popular technical indicators as independent variables. The experimental results show that the most profitable method for the training sample is the na$\ddot{i}$ve and Boolean reasoning but the expert's knowledge-based discretization is the most profitable method for the validation sample. In addition, the expert's knowledge-based discretization produced robust performance for both of training and validation sample. We also compared rough set analysis and decision tree. This study experimented C4.5 for the comparison purpose. The results show that rough set analysis with expert's knowledge-based discretization produced more profitable rules than C4.5.

• Journal of Radiation Protection and Research
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• v.32 no.3
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• pp.105-110
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• 2007

Purpose : In spite of recent remarkable improvement of diagnostic imaging modalities such as CT, MRI, and PET and radiation therapy planing systems, ICR plan of uterine cervix cancer, based on recommendation of ICRU38(2D film-based) such as Point A, is still used widely. A 3-dimensional ICR plan based on CT image provides dose-volume histogram(DVH) information of the tumor and normal tissue. In this study, we compared tumor-dose, rectal-dose and bladder-dose through an analysis of DVH between CTV plan and ICRU38 plan based on CT image. Method and Material : We analyzed 11 patients with a cervix cancer who received the ICR of Ir-192 HDR. After 40Gy of external beam radiation therapy, ICR plan was established using PLATO(Nucletron) v.14.2 planing system. CT scan was done to all the patients using CT-simulator(Ultra Z, Philips). We contoured CTV, rectum and bladder on the CT image and established CTV plan which delivers the 100% dose to CTV and ICRU plan which delivers the 100% dose to the point A. Result : The volume$(average{\pm}SD)$ of CTV, rectum and bladder in all of 11 patients is $21.8{\pm}6.6cm^3,\;60.9{\pm}25.0cm^3,\;111.6{\pm}40.1cm^3$ respectively. The volume covered by 100% isodose curve is $126.7{\pm}18.9cm^3$ in ICRU plan and $98.2{\pm}74.5cm^3$ in CTV plan(p=0.0001), respectively. In (On) ICRU planning, $22.0cm^3$ of CTV volume was not covered by 100% isodose curve in one patient whose residual tumor size is greater than 4cm, while more than 100% dose was irradiated unnecessarily to the normal organ of $62.2{\pm}4.8cm^3$ other than the tumor in the remaining 10 patients with a residual tumor less than 4cm in size. Bladder dose recommended by ICRU 38 was $90.1{\pm}21.3%$ and $68.7{\pm}26.6%$ in ICRU plan and in CTV plan respectively(p=0.001) while rectal dose recommended by ICRU 38 was $86.4{\pm}18.3%$ and $76.9{\pm}15.6%$ in ICRU plan and in CTV plan, respectively(p=0.08). Bladder and rectum maximum dose was $137.2{\pm}50.1%,\;101.1{\pm}41.8%$ in ICRU plan and $107.6{\pm}47.9%,\;86.9{\pm}30.8%$ in CTV plan, respectively. Therefore, the radiation dose to normal organ was lower in CTV plan than in ICRU plan. But the normal tissue dose was remarkably higher than a recommended dose in CTV plan in one patient whose residual tumor size was greater than 4cm. The volume of rectum receiving more than 80% isodose (V80rec) was $1.8{\pm}2.4cm^3$ in ICRU plan and $0.7{\pm}1.0cm^3$ in CTV plan(p=0.02). The volume of bladder receiving more than 80% isodose(V80bla) was $12.2{\pm}8.9cm^3$ in ICRU plan and $3.5{\pm}4.1cm^3$ in CTV plan(p=0.005). According to these parameters, CTV plan could also save more normal tissue compared to ICRU38 plan. Conclusion : An unnecessary excessive radiation dose is irradiated to normal tissues within 100% isodose area in the traditional ICRU plan in case of a small size of cervix cancer, but if we use CTV plan based on CT image, the normal tissue dose could be reduced remarkably without a compromise of tumor dose. However, in a large tumor case, we need more research on an effective 3D-planing to reduce the normal tissue dose.