Investors are trading stocks by keeping a close watch on the order information submitted by domestic and foreign investors in real time through Limit Order Book information, so-called price current provided by securities firms. Will order information released in the Limit Order Book be useful in stock price prediction? This study analyzes whether it is significant as a predictor of future stock price up or down when order imbalances appear as investors' buying and selling orders are concentrated to one side during intra-day trading time. Using classification algorithms, this study improved the prediction accuracy of the order imbalance information on the short-term price up and down trend, that is the closing price up and down of the day. Day trading strategies are proposed using the predicted price trends of the classification algorithms and the trading performances are analyzed through empirical analysis. The 5-minute KOSPI200 Index Futures data were analyzed for 4,564 days from January 19, 2004 to June 30, 2022. The results of the empirical analysis are as follows. First, order imbalance information has a significant impact on the current stock prices. Second, the order imbalance information observed in the early morning has a significant forecasting power on the price trends from the early morning to the market closing time. Third, the Support Vector Machines algorithm showed the highest prediction accuracy on the day's closing price trends using the order imbalance information at 54.1%. Fourth, the order imbalance information measured at an early time of day had higher prediction accuracy than the order imbalance information measured at a later time of day. Fifth, the trading performances of the day trading strategies using the prediction results of the classification algorithms on the price up and down trends were higher than that of the benchmark trading strategy. Sixth, except for the K-Nearest Neighbor algorithm, all investment performances using the classification algorithms showed average higher total profits than that of the benchmark strategy. Seventh, the trading performances using the predictive results of the Logical Regression, Random Forest, Support Vector Machines, and XGBoost algorithms showed higher results than the benchmark strategy in the Sharpe Ratio, which evaluates both profitability and risk. This study has an academic difference from existing studies in that it documented the economic value of the total buy & sell order volume information among the Limit Order Book information. The empirical results of this study are also valuable to the market participants from a trading perspective. In future studies, it is necessary to improve the performance of the trading strategy using more accurate price prediction results by expanding to deep learning models which are actively being studied for predicting stock prices recently.
Recently, research on applying text analysis to deep learning has steadily continued. In particular, researches have been actively conducted to understand the meaning of words and perform tasks such as summarization and sentiment classification through a pre-trained language model that learns large datasets. However, existing pre-trained language models show limitations in that they do not understand specific domains well. Therefore, in recent years, the flow of research has shifted toward creating a language model specialized for a particular domain. Domain-specific pre-trained language models allow the model to understand the knowledge of a particular domain better and reveal performance improvements on various tasks in the field. However, domain-specific further pre-training is expensive to acquire corpus data of the target domain. Furthermore, many cases have reported that performance improvement after further pre-training is insignificant in some domains. As such, it is difficult to decide to develop a domain-specific pre-trained language model, while it is not clear whether the performance will be improved dramatically. In this paper, we present a way to proactively check the expected performance improvement by further pre-training in a domain before actually performing further pre-training. Specifically, after selecting three domains, we measured the increase in classification accuracy through further pre-training in each domain. We also developed and presented new indicators to estimate the specificity of the domain based on the normalized frequency of the keywords used in each domain. Finally, we conducted classification using a pre-trained language model and a domain-specific pre-trained language model of three domains. As a result, we confirmed that the higher the domain specificity index, the higher the performance improvement through further pre-training.
Jun, Do Youn;Woo, Hyun Joo;Ko, Jee Youn;Kim, Young Ho
Journal of Life Science
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v.32
no.12
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pp.929-937
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2022
To investigate the anti-inflammatory activity of the grains of sorghum, three Sorghum bicolor (L.) Moench variants (Hwanggeumchal, Huinchal, and Chal) being cultivated in Korea, the 80% ethanol (EtOH) extracts of individual sorghum grains were compared for their inhibitory activity against nitric oxide (NO) production in lipopolysaccharide (LPS)-stimulated RAW264.7 murine macrophage cell line. Among them, the EtOH extract of sorghum Hwanggeumchal grains could exert the highest inhibitory effect on the LPS-induced NO production. However, under these conditions, the viability of RAW264.7 cells was not affected. When the EtOH extract of sorghum Hwanggeumchal grains was sequentially fractionated with n-hexane, methylene chloride (MC), ethyl acetate (EtOAc), and n-butanol, the anti-NO production activity was predominantly detected in both MC and EtOAc fractions. In particular, treatment with the MC fraction reduced dose-dependently the expression levels of iNOS, COX-2 and pro-inflammatory cytokines (IL-1β, IL-6, and TNF-α) in LPS-stimulated RAW264.7 cells. Simultaneously, the MC fraction could prevent LPS-induced activating phosphorylation of p38 mitogen-activated protein kinase (MAPK), c-Jun N-terminal kinase (JNK) and extracellular signal-regulated kinase (ERK). HPLC analysis of the MC fraction showed gentisic acid and naringenin as the major phenolic components. Both gentisic acid and naringenin commonly exhibited a potent inhibitory activity against LPS-induced NO production in RAW264.7 cells. Together, these results provide the evidence of the inhibitory activity of Hwanggeumchal grains on LPS-induce inflammatory responses in RAW264.7 murine macrophage cells and also suggest that sorghum grains possess beneficial health effects which can be applicable in development of the grain-based functional foods.
Yoon, Seungri;Kim, Dongpil;Hwang, Inha;Kim, Jin Hyun;Shin, Minju;Bang, Ji Wong;Jeong, Ho Jeong
Journal of Bio-Environment Control
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v.31
no.4
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pp.485-496
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2022
Modern agriculture is being transformed into smart agriculture to maximize production efficiency along with changes in the 4th industrial revolution. However, rural areas in Korea are facing challenges of aging, low fertility, and population outflow, making it difficult to transition to smart agriculture. Among ICT technologies, simulation allows users to observe or experience the results of their choices through imitation or reproduction of reality. The combination of the three-dimension (3D) model and the greenhouse simulator enable a 3D experience by virtual greenhouse for fruits and vegetable cultivation. At the same time, it is possible to visualize the greenhouse under various cultivation or climate conditions. The objective of this study is to apply the greenhouse climate management model for simulation development that can visually see the state of the greenhouse environment under various micrometeorological properties. The numerical solution with the mathematical model provided a dynamic change in the greenhouse environment for a particular greenhouse design. Light intensity, crop transpiration, heating load, ventilation rate, the optimal amount of CO2 enrichment, and daily light integral were calculated with the simulation. The results of this study are being built so that users can be linked through a web page, and software will be designed to reflect the characteristics of cladding materials and greenhouses, cultivation types, and the condition of environmental control facilities for customized environmental control. In addition, environmental information obtained from external meteorological data, as well as recommended standards and set points for each growth stage based on experiments and research, will be provided as optimal environmental factors. This simulation can help growers, students, and researchers to understand the ICT technologies and the changes in the greenhouse microclimate according to the growing conditions.
This article explores the current status of arrangement of the archives relating to the Korean Provisional Assembly held by the National Assembly Library and suggests the direction of rearrangement focusing on the principles of arrangement. The Korean Provisional Assembly had records management regulations, and records were produced and stored according to them. However, the archives lost their original order at some point. The National Assembly Library collected and managed them in the 1960s. The National Assembly Library did not fully consider the records management system at the time of record production and various situations that may occur during the storage process while organizing the collected archives. At that time, the National Assembly Library did not follow the records management regulations of the Korean Provisional Assembly. In addition, the hierarchical structure of archives was not applied during the arrangement, and the National Assembly Library arranged without considering the Principal of Provenance and the Principle of original order. As a result, it became difficult to understand the structure and context of the archives. In order to solve these problems and come up with a plan for rearranging the archives, first of all, it is necessary to examine the characteristics of the records related to the Korean Provisional Assembly in accordance with the principles of record arrangement. First, according to the Principal of Provenance, it is necessary to identify the organization, function, and records and classify the records item, records file, creators, dates of creation, types of records etc. Second, by applying the Principle of original order, it is necessary to understand what the order of records was at the time when records were created and preserved. Third, it is necessary to examine whether the records are completely created and valid. It is impossible to completely arrange the archives related to the Korean Provisional Assembly as it was in the past. However, by examining the current state of arrangement and the direction of rearrangement, it will be possible to newly understand the contents, structure, and context of the archives and create a basis for effective reference service.
Kim, Chulyoung;Choi, Duyeol;Lee, Donghyun;Khan, Falguni;Kwon, Gimyon;Ham, Eunhye;Park, Jungjoon;Kil, Eui-Joon;Kim, Yonggyun
Korean journal of applied entomology
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v.61
no.2
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pp.319-330
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2022
Andong is a place to culture the great amount of hot pepper (Capsicum annuum L.) in Korea. This study reports a yearly occurrence (March 31~October 25, 2021) of thrips infesting the hot pepper in Andong. Thrips caught to yellow sticky traps were diagnosed by morphological characters and showed two dominant species: Frankliniella occidentalis and F. intonsa. During this period, a total of 107,874 thrips were caught and included F. occidentalis at about 82%, F. intonsa at about 17%, and the other thrips at about 0.3%. There were two main peaks at May~June and at September~October, respectively, in which the total number of thrips was higher in the second peak and most were F. occidentalis. Interestinly, a low level of thrips occurred during July~August was observed and explained by their susceptibility to high temperatures. A laboratory experiment by exposing thrips to high temperatures showed that thrips were susceptible to temperatures higher than 35℃ and not tolerant to 45℃ for 1 h. Indeed, high temperatures higher than 45℃ were recorded in the greenhouses in Andong during July~August. F. occidentalis was more tolerant to the high temperatures than F. intonsa. On the other hand, the thrips showed the highest occurrence peak at July~August in hot pepper-culturing greenhouse in Kangwon, where the average temperatures were mostly lower than those of Andong and no high temperatures higher than 45℃ were recorded during July~August. A viral disease caused by tomato spotted wilt virus (TSWV) was observed in the hot peppers cultured in Andong greenhouses. Multiplex PCR was used to detect the virus along with identification of thrips. With a high record of about 30%, the virus-infected thrips were detected during all the monitoring period. The virulent thrips were identified to be only F. intonsa. These results suggest that F. occidentalis gives a direct damage especially during harvesting period with their high populations while F. intonsa gives indirect damage by transmitting TSWV.
The subventricular zone (SVZ) in the brain contains neural stem cells (NSCs) that generate new neurons throughout one's lifetime. Many extracellular and intracellular factors that affect cell proliferation and neuronal differentiation of NSCs are already well-known. Recently, L-type calcium channels have been reported to regulate neural development and are present in NSCs, differentiating neuroblasts, and mature neurons in the SVZ. Nifedipine, a blocker of L-type calcium channels, has been long used as a therapeutic drug for hypertension. However, studies on the use of nifedipine to inhibit L-type calcium channels of NSCs are lacking. Herein, we treated NSCs cultured from mouse postnatal SVZ with nifedipine during neuronal differentiation. Nifedipine increased the number of Tuj1-positive neurons but did not significantly change the number of Olig2-positive oligodendrocytes. Nifedipine increased cell division during early differentiation, which was detected using the 5-ethynyl-2'-deoxyuridine incorporation assay and immunocytochemistry assessment by staining the cells with phosphorylated histone H3, a mitosis marker. Nifedipine increased the transcription of Dlx2, a neurogenic transcription factor, and the level of Mash1, a marker for early neurogenesis. In addition to nifedipine, verapamil, which is also an L-type calcium channel blocker, showed a slight increase in neurogenesis, but its statistical significance was very low. In contrast, pimozide, a T-type calcium channel blocker, did not affect neurogenesis, although T-type calcium channel genes Cav3.1, Cav3.2, and Cav3.3 were expressed. In summary, nifedipine might promote the neuronal fate of NSCs during early differentiation and calcium signaling through L-type calcium channels might be involved in neuronal differentiation, especially during the early stages of differentiation.
Kim, Wontae;Kim, So-Yun;Ji, Sangmin;Chang, Gyu-Dong;Song, Jeong-Hun
Korean journal of applied entomology
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v.61
no.1
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pp.221-227
/
2022
In accordance with Article 6 of the 「Insect Industry Promotion and Support Act」, the National Institute of Agricultural Sciences conducted a fact-finding investigation in the insect industry for related workers in 2020. Most commonly, insect industry workers were involved in production (98.5%), the male ratio was high (80.4%), while those in their 50s comprised 36.4% of the workers. As for the uses of industrial insects, 66.5% was for food and medicine, 12.7% for feed, and 20.7% as pets. The most commonly produced industrial insect species by use were the white-spotted flower chafer (69.6%), Protaetia brevitarsis seulensis (Kolbe), for food and medicine; crickets (31.2%) for feed; and the rhinoceros beetle (45.6%), Allomyrina dichotoma (Linnaeus), as pets. Powder was the most common product form at 68.5%, and live insects constituted 40.9%. Insect farms with an annual income accounted for 77.3%, of which 65.4% had annual sales of less than 20 million won. Market acquisition was rated by most insect industry workers (84.0%) as the primary challenge. In conclusion, although the number of people employed in the insect industry is increasing annually, the number of young insect farmers (20s to 40s) is decreasing. The production of industrial insects was limited to a few species, and more than half of insect farms have very low incomes. Furthermore, insect farms have the greatest difficulty in market acquisition, necessitating the development of utilization technology to promote the consumption of industrial insects.
Despite the recent increase in the consumption level of the processed meat-byproducts, the health and safety issue has consistently been raised in the processes of production, distribution and consumption. The purpose of this study is to analyze and evaluate the microbiological hazard elements in the Korean sausage, "Sundae," to present not only the safety standard of meat by-product vendors based on HACCP (Hazard Analysis Critical Control Point), but also the quality control criteria and sanitary arrangements of small manufacturers. For the study, the microbiological hazards in 24 raw materials, 7 manufacturing processes, 40 facilities and tools, 17 workplace environment, and 12 workers were analyzed. The analysis revealed the hazardous elements in the initial stages with 6.28 and 4.07 log CFU/g of total aerobic count and coliforms, respectively, detected from the porcine blood and 3.23 log CFU/g of coliforms from the porcine small intestines. The result also showed that the total aerobic counts and coliforms in the process of mixing and filling process exceeds the standards in the hygiene guidelines by Natick with the total aerobic counts of 5.23, 5.45 log CFU/g, and the coliforms of 3.25, and 3.31 log CFU/g, respectively. Although the detected total aerobic count and the coliforms in the filling and washing rooms exceeded the standards, it was found that the total aerobic count was significantly reduced by 98% after cleaning and disinfecting and no coliforms was detected in any process thereafter. In order to achieve high level of safety in the manufacturing processes of Sundae, the separation of washing and disinfection room from the other sections and the sanitation control of the workers must be preceded, along with strict monitoring in the storage and distribution processes. The study raises necessity for additional studies for the safety evaluation of the processed meat-byproducts and further researches on the validity of the critical limits.
The purpose of this study was to investigate the research trend of forest play. The purpose of this study is to provide basic data for the vitalization of forest play research by analyzing the research period, research content, and research methods. For this study, 57 domestic master's and doctoral dissertations were extracted through the National Assembly Library and the Research Information Sharing Service(RISS) with the keywords of 'forest', 'play', and 'forest play'. The frequency and percentage were calculated by analyzing forest play research based on four criteria: research period, research content, research method, and research subject. As a result of the research, first, the trend of forest play research by period is from 2011 to 2021, with 49 articles (85.9%) for master's degrees and 8 articles (14.1%) for doctor's degrees. Second, the trend by research content was found to be 16 basic studies (28.1%) and 41 practical studies (71.9%). Forest play research is being actively conducted centered on practical research. Third, the trends by research method were in the order of 39 quantitative studies (68.4%), 17 qualitative studies (29.8%), and 1 literature study (1.8%). Forest play research is focused on quantitative research, and comparatively qualitative research and literature research account for a low proportion. Fourth, the trend by study subject was 56 single subject studies (98.2%). The single subjects were 52 children (91.2%), 3 teachers (5.2%), and 1 parent (1.8%). As for the mixed subjects, there is one study (1.8%) targeting children and parents, and it is necessary to conduct a study with mixed subjects. As for the study of material subjects, 42 articles (73.7%) in the natural environment, 13 articles (22.8%) in educational institutions, and 2 articles (3.5%) in the media were found in the order. Research on the home environment related to forest play is insufficient, so research on parents, children-parents, and home environment related to forest play should be conducted in the future.
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