• Title/Summary/Keyword: Interest Prediction

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A Study on Foreign Exchange Rate Prediction Based on KTB, IRS and CCS Rates: Empirical Evidence from the Use of Artificial Intelligence (국고채, 금리 스왑 그리고 통화 스왑 가격에 기반한 외환시장 환율예측 연구: 인공지능 활용의 실증적 증거)

  • Lim, Hyun Wook;Jeong, Seung Hwan;Lee, Hee Soo;Oh, Kyong Joo
    • Knowledge Management Research
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    • v.22 no.4
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    • pp.71-85
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    • 2021
  • The purpose of this study is to find out which artificial intelligence methodology is most suitable for creating a foreign exchange rate prediction model using the indicators of bond market and interest rate market. KTBs and MSBs, which are representative products of the Korea bond market, are sold on a large scale when a risk aversion occurs, and in such cases, the USD/KRW exchange rate often rises. When USD liquidity problems occur in the onshore Korean market, the KRW Cross-Currency Swap price in the interest rate market falls, then it plays as a signal to buy USD/KRW in the foreign exchange market. Considering that the price and movement of products traded in the bond market and interest rate market directly or indirectly affect the foreign exchange market, it may be regarded that there is a close and complementary relationship among the three markets. There have been studies that reveal the relationship and correlation between the bond market, interest rate market, and foreign exchange market, but many exchange rate prediction studies in the past have mainly focused on studies based on macroeconomic indicators such as GDP, current account surplus/deficit, and inflation while active research to predict the exchange rate of the foreign exchange market using artificial intelligence based on the bond market and interest rate market indicators has not been conducted yet. This study uses the bond market and interest rate market indicator, runs artificial neural network suitable for nonlinear data analysis, logistic regression suitable for linear data analysis, and decision tree suitable for nonlinear & linear data analysis, and proves that the artificial neural network is the most suitable methodology for predicting the foreign exchange rates which are nonlinear and times series data. Beyond revealing the simple correlation between the bond market, interest rate market, and foreign exchange market, capturing the trading signals between the three markets to reveal the active correlation and prove the mutual organic movement is not only to provide foreign exchange market traders with a new trading model but also to be expected to contribute to increasing the efficiency and the knowledge management of the entire financial market.

Development of Traffic Speed Prediction Model Reflecting Spatio-temporal Impact based on Deep Neural Network (시공간적 영향력을 반영한 딥러닝 기반의 통행속도 예측 모형 개발)

  • Kim, Youngchan;Kim, Junwon;Han, Yohee;Kim, Jongjun;Hwang, Jewoong
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.19 no.1
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    • pp.1-16
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    • 2020
  • With the advent of the fourth industrial revolution era, there has been a growing interest in deep learning using big data, and studies using deep learning have been actively conducted in various fields. In the transportation sector, there are many advantages to using deep learning in research as much as using deep traffic big data. In this study, a short -term travel speed prediction model using LSTM, a deep learning technique, was constructed to predict the travel speed. The LSTM model suitable for time series prediction was selected considering that the travel speed data, which is used for prediction, is time series data. In order to predict the travel speed more precisely, we constructed a model that reflects both temporal and spatial effects. The model is a short-term prediction model that predicts after one hour. For the analysis data, the 5minute travel speed collected from the Seoul Transportation Information Center was used, and the analysis section was selected as a part of Gangnam where traffic was congested.

Heuristic and Statistical Prediction Algorithms Survey for Smart Environments

  • Malik, Sehrish;Ullah, Israr;Kim, DoHyeun;Lee, KyuTae
    • Journal of Information Processing Systems
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    • v.16 no.5
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    • pp.1196-1213
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    • 2020
  • There is a growing interest in the development of smart environments through predicting the behaviors of inhabitants of smart spaces in the recent past. Various smart services are deployed in modern smart cities to facilitate residents and city administration. Prediction algorithms are broadly used in the smart fields in order to well equip the smart services for the future demands. Hence, an accurate prediction technology plays a vital role in the smart services. In this paper, we take out an extensive survey of smart spaces such as smart homes, smart farms and smart cars and smart applications such as smart health and smart energy. Our extensive survey is based on more than 400 articles and the final list of research studies included in this survey consist of 134 research papers selected using Google Scholar database for period of 2008 to 2018. In this survey, we highlight the role of prediction algorithms in each sub-domain of smart Internet of Things (IoT) environments. We also discuss the main algorithms which play pivotal role in a particular IoT subfield and effectiveness of these algorithms. The conducted survey provides an efficient way to analyze and have a quick understanding of state of the art work in the targeted domain. To the best of our knowledge, this is the very first survey paper on main categories of prediction algorithms covering statistical, heuristic and hybrid approaches for smart environments.

Stock prediction analysis through artificial intelligence using big data (빅데이터를 활용한 인공지능 주식 예측 분석)

  • Choi, Hun
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.25 no.10
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    • pp.1435-1440
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    • 2021
  • With the advent of the low interest rate era, many investors are flocking to the stock market. In the past stock market, people invested in stocks labor-intensively through company analysis and their own investment techniques. However, in recent years, stock investment using artificial intelligence and data has been widely used. The success rate of stock prediction through artificial intelligence is currently not high, so various artificial intelligence models are trying to increase the stock prediction rate. In this study, we will look at various artificial intelligence models and examine the pros and cons and prediction rates between each model. This study investigated as stock prediction programs using artificial intelligence artificial neural network (ANN), deep learning or hierarchical learning (DNN), k-nearest neighbor algorithm(k-NN), convolutional neural network (CNN), recurrent neural network (RNN), and LSTMs.

Effective Learning Tasks and Activities to Improve EFL Listening Comprehension

  • Im, Byung-Bin
    • English Language & Literature Teaching
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    • no.6
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    • pp.1-24
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    • 2000
  • Listening comprehension is an integrative and creative process of interaction through which listeners receive speakers' production of linguistic or non-linguistic knowledge. Compared with reading comprehension, it may arouse difficulties and thus impose more burdens on foreign learners. The Audio-Lingual Method focused primarily on speaking. Mimicry, repetition, rote memory, and transformation drills actually interfered with listening comprehension. So learners lost interest and were not highly motivated. Improving listening comprehension requires continual attentiveness and interest. Listening skill can be extended systematically only when students are frequently exposed to a wide range of listening materials with an affective, cultural, social, and psycholinguistic approach. Therefore, teachers should help students learn how to comprehend intactly the overall meaning of intended messages. The literature on teaching listening skill suggests various useful activities: TPR, dictation, role playing, singing, picture recognition, completion, prediction, seeking specific information, summarizing, labeling, humor, jokes, cartoons, media, and so on. Practical classroom teaching necessitates a systematic procedure in which students should take part in meaningful tasks/activities. In addition to this, learners must practice listening comprehension trough a self-study process.

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Determinants of Vietnam Government Bond Yield Volatility: A GARCH Approach

  • TRINH, Quoc Trung;NGUYEN, Anh Phong;NGUYEN, Hoang Anh;NGO, Phu Thanh
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.7
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    • pp.15-25
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    • 2020
  • This empirical research aims to identify the relationship between fiscal and financial macroeconomic fundamentals and the volatility of government bonds' borrowing cost in an emerging country - Vietnam. The study covers the period from July 2006 to December 2019 and it is based on a sample of 1-year, 3-year, and 5-year government bonds, which represent short-term, medium-term and long-term sovereign bonds in Vietnam, respectively. The Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) model and its derivatives such as EGARCH and TGARCH are applied on monthly dataset to examine and suggest a significant effect of fiscal and financial determinants of bond yield volatility. The findings of this study indicate that the variation of Vietnam government bond yields is in compliance with the theories of term structure of interest rate. The results also show that a proportion of the variation in the yields on Vietnam government bonds is attributed to the interest rate itself in the previous period, base rate, foreign interest rate, return of the stock market, fiscal deficit, public debt, and current account balance. Our results could be helpful in the macroeconomic policy formulation for policy-makers and in the investment practice for investors regarding the prediction of bond yield volatility.

Real Interest, Real Estate Prices and Monetary Policy (실질금리, 부동산가격과 통화정책)

  • Cho, Dongchul;Sung, Myung-Kee
    • KDI Journal of Economic Policy
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    • v.26 no.1
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    • pp.3-33
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    • 2004
  • This paper investigates the effects of inflation on real estate prices, particularly the discrepancy between the sales and chonsei prices of housing, in an economy in which real interest rates are secularly declining due to the fall in capital productivity. When real interest rates fall, real estate prices rise relative to chonsei prices, and thus the well-known adverse effect of inflation, or the discrepancy between the value of financial assets (or chonsei principal) and the value of real assets (or real estate), is aggravated although the monetary authority maintains the same rate of inflation. This theoretical prediction can help explain the trend of the ratio of apartment sales prices to chonsei prices. That is, the stabilization of inflation relative to real interest rates appears to have contributed to the secular stabilization of this ratio in the 1990s, while the fall in real interest rates appears to have led to the rise of this ratio since 2001.

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Fast Coding Unit Decision Algorithm Based on Region of Interest by Motion Vector in HEVC (움직임 벡터에 의한 관심영역 기반의 HEVC 고속 부호화 유닛 결정 방법)

  • Hwang, In Seo;Sunwoo, Myung Hoon
    • Journal of the Institute of Electronics and Information Engineers
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    • v.53 no.11
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    • pp.41-47
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    • 2016
  • High efficiency video coding (HEVC) employs a coding tree unit (CTU) to improve the coding efficiency. A CTU consists of coding units (CU), prediction units (PU), and transform units (TU). All possible block partitions should be performed on each depth level to obtain the best combination of CUs, PUs, and TUs. To reduce the complexity of block partitioning process, this paper proposes the PU mode skip algorithm with region of interest (RoI) selection using motion vector. In addition, this paper presents the CU depth level skip algorithm using the co-located block information in the previously encoded frames. First, the RoI selection algorithm distinguishes between dynamic CTUs and static CTUs and then, asymmetric motion partitioning (AMP) blocks are skipped in the static CTUs. Second, the depth level skip algorithm predicts the most probable target depth level from average depth in one CTU. The experimental results show that the proposed fast CU decision algorithm can reduce the total encoding time up to 44.8% compared to the HEVC test model (HM) 14.0 reference software encoder. Moreover, the proposed algorithm shows only 2.5% Bjontegaard delta bit rate (BDBR) loss.

Prediction of Burr Size in Micro-drilling (마이크로드릴 가공 시 버 크기의 예측)

  • 이성환;권성용
    • Journal of the Korean Society for Precision Engineering
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    • v.20 no.11
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    • pp.71-78
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    • 2003
  • The exit burrs in the micro-drilling of precision miniature holes are of interest, especially for ductile materials. As burrs from this process can be difficult to remove, it is important to acquire the way of predicting burr types as well as optimal cutting conditions which minimize the burrs. In this paper, an artificial neural network was used for the prediction of burr formation in micro-drilling. First, the influence of cutting conditions including cutting speed, feed and drill diameter on the exit burr characteristics, such as burr size and type, were observed and analyzed. Then. the burr types were classified by using the influential experimental data as input parameters to the neural nets.

Development of Low Noise Intake System using Taguchi Method (다구찌법을 이용한 자동차 흡기계의 저소음화에 대한 연구)

  • 오재응;조용구;이규태
    • Journal of KSNVE
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    • v.11 no.2
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    • pp.234-240
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    • 2001
  • Recently, the regulations from the government and the concerns of people be raised to the interest in exhaust and intake noise of passenger car as much as other vehicles. In these demands, performance prediction software was developed in this paper. In this study, Robust design was used for improving the noise reduction capacity of intake system with the performance prediction software. On the basis of the existing design, length and radius of each component that was thought to be effective to the performance of intake system was selected. At first, factors are arranged by using Ll8 table of orthogonal array and then optimum value can be obtained by modified Ll6 table of orthogonal array.

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