• Title/Summary/Keyword: Mathematics and Economics

Search Result 189, Processing Time 0.035 seconds

Performance Evaluation of Price-based Input Features in Stock Price Prediction using Tensorflow (텐서플로우를 이용한 주가 예측에서 가격-기반 입력 피쳐의 예측 성능 평가)

  • Song, Yoojeong;Lee, Jae Won;Lee, Jongwoo
    • KIISE Transactions on Computing Practices
    • /
    • v.23 no.11
    • /
    • pp.625-631
    • /
    • 2017
  • The stock price prediction for stock markets remains an unsolved problem. Although there have been various overtures and studies to predict the price of stocks scientifically, it is impossible to predict the future precisely. However, stock price predictions have been a subject of interest in a variety of related fields such as economics, mathematics, physics, and computer science. In this paper, we will study fluctuation patterns of stock prices and predict future trends using the Deep learning. Therefore, this study presents the three deep learning models using Tensorflow, an open source framework in which each learning model accepts different input features. We expand the previous study that used simple price data. We measured the performance of three predictive models increasing the number of priced-based input features. Through this experiment, we measured the performance change of the predictive model depending on the price-based input features. Finally, we compared and analyzed the experiment result to evaluate the impact of the price-based input features in stock price prediction.

Factor augmentation for cryptocurrency return forecasting (암호화폐 수익률 예측력 향상을 위한 요인 강화)

  • Yeom, Yebin;Han, Yoojin;Lee, Jaehyun;Park, Seryeong;Lee, Jungwoo;Baek, Changryong
    • The Korean Journal of Applied Statistics
    • /
    • v.35 no.2
    • /
    • pp.189-201
    • /
    • 2022
  • In this study, we propose factor augmentation to improve forecasting power of cryptocurrency return. We consider financial and economic variables as well as psychological aspect for possible factors. To be more specific, financial and economic factors are obtained by applying principal factor analysis. Psychological factor is summarized by news sentiment analysis. We also visualize such factors through impulse response analysis. In the modeling perspective, we consider ARIMAX as the classical model, and random forest and deep learning to accommodate nonlinear features. As a result, we show that factor augmentation reduces prediction error and the GRU performed the best amongst all models considered.

Application of Hamilton variational principle for vibration of fluid filled structure

  • Khaled Mohamed Khedher;Muzamal Hussain;Rizwan Munir;Saleh Alsulamy;Ayed Eid Alluqmani
    • Advances in nano research
    • /
    • v.15 no.5
    • /
    • pp.401-410
    • /
    • 2023
  • Vibration investigation of fluid-filled three layered cylindrical shells is studied here. A cylindrical shell is immersed in a fluid which is a non-viscous one. Shell motion equations are framed first order shell theory due to Love. These equations are partial differential equations which are usually solved by approximate technique. Robust and efficient techniques are favored to get precise results. Employment of the wave propagation approach procedure gives birth to the shell frequency equation. Use of acoustic wave equation is done to incorporate the sound pressure produced in a fluid. Hankel's functions of second kind designate the fluid influence. Mathematically the integral form of the Lagrange energy functional is converted into a set of three partial differential equations. It is also exhibited that the effect of frequencies is investigated by varying the different layers with constituent material. The coupled frequencies changes with these layers according to the material formation of fluid-filled FG-CSs. Throughout the computation, it is observed that the frequency behavior for the boundary conditions follow as; clamped-clamped (C-C), simply supported-simply supported (SS-SS) frequency curves are higher than that of clamped-simply (C-S) curves. Expressions for modal displacement functions, the three unknown functions are supposed in such way that the axial, circumferential and time variables are separated by the product method. Computer software MATLAB codes are used to solve the frequency equation for extracting vibrations of fluid-filled.

Comparative Study on Monetary Estimates of the Preservation Value of Recreational Forests through Contingent Valuation Methods (자연휴양림 보존가치 측정을 위한 조건부가치측정법(CVM) 추정액 비교)

  • Kang, Kee-Rae
    • Journal of the Korean Institute of Landscape Architecture
    • /
    • v.38 no.2
    • /
    • pp.25-36
    • /
    • 2010
  • The generally known important functions of forests include air purification and the health benefits that humans can receive when relaxing and enjoying recreation in the forests. In recent years, people have appreciated the value of the natural environment but it is not easy to answer the question how much monetary value a natural environment has. Because environmental property is public property, which is not traded on the market, market prices cannot be established, so it is not easy to assess the currency value. Methods for estimating environmental property value have been studied by economists. The representative method for measuring environmental property value is a contingent valuation method, or CVM. Various methods have been researched and attempted along with the development and fusion of mathematics, statistics, and economics. Representative methods of CVM are single-bound and double-bound logit and probit methods. This study has been carried out to compare four estimates. Estimates are as follows: the lowest estimate is derived from a single-bound logit WTPmedian while the highest estimate is from double-bound probit WTPmean. While there are some preceding studies on price estimation and methods of measurement through CVM, they offer only partial comparisons. This study suggests four analytic methods and prices through 1,123 questionnaires. The results can be used for the subsequent comparison of estimate prices and the methods of measurement

The wage determinants of the vocational high school graduates using mixed effects mode (혼합모형을 이용한 특성화고 졸업생의 임금결정요인 분석)

  • Ryu, Jangsoo;Cho, Jangsik
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.4
    • /
    • pp.935-946
    • /
    • 2016
  • In this paper, we analyzed wage determinants of the vocational high school graduates utilizing both individual-level and work region-level variables. We formulate the models in the way wage determination has multi-level structure in the sense that individual wage is influenced by individual-level variables (level-1) and work region-level (level-2) variables. To incorporate dependency between individual wages into the model, we utilize hierarchical linear model (HLM). The major results are as follows. First, it is shown that the HLM model is better than the OLS regression models which do not take level-1 and level-2 variables simultaneously into account. Second, random effects on sex, maester dummy and engineering dummy variables are statistically significant. Third, the fixed effects on business hours and mean wage of regular job for level-2 variables are statistically significant effect individual-level wages. Finally, parental education level, parental income, number of licenses and high school grade are statistically significant for higher individual-level wages.

The Analysis on the Relationship between Firms' Exposures to SNS and Stock Prices in Korea (기업의 SNS 노출과 주식 수익률간의 관계 분석)

  • Kim, Taehwan;Jung, Woo-Jin;Lee, Sang-Yong Tom
    • Asia pacific journal of information systems
    • /
    • v.24 no.2
    • /
    • pp.233-253
    • /
    • 2014
  • Can the stock market really be predicted? Stock market prediction has attracted much attention from many fields including business, economics, statistics, and mathematics. Early research on stock market prediction was based on random walk theory (RWT) and the efficient market hypothesis (EMH). According to the EMH, stock market are largely driven by new information rather than present and past prices. Since it is unpredictable, stock market will follow a random walk. Even though these theories, Schumaker [2010] asserted that people keep trying to predict the stock market by using artificial intelligence, statistical estimates, and mathematical models. Mathematical approaches include Percolation Methods, Log-Periodic Oscillations and Wavelet Transforms to model future prices. Examples of artificial intelligence approaches that deals with optimization and machine learning are Genetic Algorithms, Support Vector Machines (SVM) and Neural Networks. Statistical approaches typically predicts the future by using past stock market data. Recently, financial engineers have started to predict the stock prices movement pattern by using the SNS data. SNS is the place where peoples opinions and ideas are freely flow and affect others' beliefs on certain things. Through word-of-mouth in SNS, people share product usage experiences, subjective feelings, and commonly accompanying sentiment or mood with others. An increasing number of empirical analyses of sentiment and mood are based on textual collections of public user generated data on the web. The Opinion mining is one domain of the data mining fields extracting public opinions exposed in SNS by utilizing data mining. There have been many studies on the issues of opinion mining from Web sources such as product reviews, forum posts and blogs. In relation to this literatures, we are trying to understand the effects of SNS exposures of firms on stock prices in Korea. Similarly to Bollen et al. [2011], we empirically analyze the impact of SNS exposures on stock return rates. We use Social Metrics by Daum Soft, an SNS big data analysis company in Korea. Social Metrics provides trends and public opinions in Twitter and blogs by using natural language process and analysis tools. It collects the sentences circulated in the Twitter in real time, and breaks down these sentences into the word units and then extracts keywords. In this study, we classify firms' exposures in SNS into two groups: positive and negative. To test the correlation and causation relationship between SNS exposures and stock price returns, we first collect 252 firms' stock prices and KRX100 index in the Korea Stock Exchange (KRX) from May 25, 2012 to September 1, 2012. We also gather the public attitudes (positive, negative) about these firms from Social Metrics over the same period of time. We conduct regression analysis between stock prices and the number of SNS exposures. Having checked the correlation between the two variables, we perform Granger causality test to see the causation direction between the two variables. The research result is that the number of total SNS exposures is positively related with stock market returns. The number of positive mentions of has also positive relationship with stock market returns. Contrarily, the number of negative mentions has negative relationship with stock market returns, but this relationship is statistically not significant. This means that the impact of positive mentions is statistically bigger than the impact of negative mentions. We also investigate whether the impacts are moderated by industry type and firm's size. We find that the SNS exposures impacts are bigger for IT firms than for non-IT firms, and bigger for small sized firms than for large sized firms. The results of Granger causality test shows change of stock price return is caused by SNS exposures, while the causation of the other way round is not significant. Therefore the correlation relationship between SNS exposures and stock prices has uni-direction causality. The more a firm is exposed in SNS, the more is the stock price likely to increase, while stock price changes may not cause more SNS mentions.

A Study on the Planning of Nationwide Indexing Services for Korea (전국색인지간행협동체제 편성방안에 관한 연구)

  • Choi Sung Jin
    • Journal of the Korean Society for Library and Information Science
    • /
    • v.12
    • /
    • pp.39-86
    • /
    • 1985
  • The main purpose of the present study is to survey the major iudexing bulletins of national nature in Korea, to define such problem areas as lacunae, duplicates and limitation in coverage in the indexing services currently available in Korea, and to make some suggestions for action for improving the existing indexing services in the light of general principles and the tradition and constraints unique to Korea. The major findings and conclusions reached at this study are summarised as follows: (A) A new indexing bulletin of general nature covering the entire field needs to be created in each of the following fields without an established indexing service available for the outcome of research and development activities in Korea. (1) Philosophy (2) Religion (3) Pure sciences (4) Art (5) Language (6) Literature (7) History (B) A new specialised indexing bulletin needs to be created in each of the following fields where indexing services are heavily utilised but no, or only partial, indexing service is available. (1) Social sciences (a) Statistics (b) Sociology (c) Folklore (d) Military science (2) Pure sciences (a) Mathematics (b) Physics (c) Chemistry (d) Astronomy (e) Geology (f) Mineralogy (g) Life sciences (h) Botany (i) Zoology (3) Applied sciences (a) Medicine (b) Agriculture (c) Civil engineering (d) Architectural engineering (e) Mechanical engineering (f) Electrical engineering (g) Chemical engineering (h) Domestic science (C) Publication of the indexing bulletins suggested in A and B above may be ideally carried on by a qualified and dependable learned society established in the respective fields and designated by the Minister of Education, and should be financially supported from the public fund under the provisions of Art. 27 of the Scientific Research Promotion Act of 1979. (D) The coverage and contents of the four indexing bulletins in the field of banking and financing published by the Library of the Bank of Korea are similar and considerably duplicated. It is, therefore, suggested that the four indexing bulletins are combined in one to form a more comprehensive and efficient bibliographical tool in the field and it is further developed into a general guide to the literature produced in the entire field of economics in Korea by gradually expanding its subject coverage. (E) For the similar reasons stated in D, the Index to the Articles on North Korea and the Catalogue of Theses on North Korea, both publisheds by the Ministry of Unification Library, are suggested to make into one. The Index to the Articles of the Selected North Korean Journals and the Index to the Articles of the North Korean Journals in Microfilm Housed in the Ministry of Unification Library, both published by the same Library, are also suggested to be combined in one. (F) The contents of the Catalogue of the Reports Submitted by Government Officials Who Have Travelled Abroad, published by the National Archives are included in the Index to the Information Materials Related to Government Administration, published by the National Archives. The publication of the former is hardly justified. (G) The contents of the Index to Legal Literature published by the Seoul National University Libraries and those of the Law Section of the Index to Scholastic Works published by the National Central Library are nearly identical. One of the two indexes should cease to be published. (H) Though five indexes are being published in the field of political science and four in the field of public administration, their subject coverage is limited. Naturally, these indexes are little usable to many other researchers in the two fields. A comprehensive index covering all the specialised areas in each field needs to be developed on one or all the existing indexes. (I) It is suggested that the Catalogue of the Scholastic Works on Curricula published by the National Central Library expands its subject coverage to become a more usable and effective index to all the researchers in the field of education. (J) The bimonthly Index to Periodical Articles and the specialised index by subject series published by the National Assembly Library, and the Index to Scholastic Works published by the National Central Library are expected to increase their coverage and frequency of publication to be used more effectively and more efficiently by all users in all fields till the indexing bulletins suggested in this study will fully be available in Korea.

  • PDF

A Study of Improvement of School Health in Korea (학교보건(學校保健)의 개선방안(改善方案) 연구(硏究))

  • Lee, Soo Hee
    • Journal of the Korean Society of School Health
    • /
    • v.1 no.2
    • /
    • pp.118-135
    • /
    • 1988
  • This study is designed to analyze the problems of health education in schools and explore the ways of enhancing health education from a historical perspective. It also shed light on the managerial aspect of health education (including medical-check-up for students disease management. school feeding and the health education law and its organization) as well as its educational aspect (including curriculum, teaching & learning, and wishes of teachers). At the same time it attempted to present the ways of resolving the problems in health education as identified her. Its major findings are as follows; I. Colculsion and Summary 1. Despite the importance of health education, the area remains relatively undeveloped. Students spend a greater part of their time in schools. Hence the government should develop a keener awareness of the importance of health education and invest more in it to ensure a healthy, comfortable life for students. 2. At the moment the outcomes of medical-check-up for students, which constitutes the mainstay of health education, are used only as statistical data to report to the relevant authorities. Needless to say they should be used to help improve the wellbeing of students. Specifically, nurse-teachers and home-room teachers should share the outcomes of medical-check-up to help the students wit shortcomings in growth or development or other physical handicaps more clearly recognize their problems and correct them if possible. 3. In the area of disease management, 62.6, 30.3 and 23.0 percent of primary, middle, and highschool students, respectively, were found to suffer from dental ailments. By contrast 2.2, 7.8, and 11.5 percent of primary, middle and highschool students suffered from visual disorders. The incidence of dental ailments decreases while that of visual impairments increases as students grow up. This signifies that students are under tremendous physical strain in their efforts to be admitted by schools of higher grade. Accordingly the relevant authorities should revise the current admission system as well as improve lighting system in classrooms. 4. Budget restraints have often been cited as a major bottleneck to the expansion of school feeding. Nevertheless it should be extended at least, to all primary schools even at the expense of parents to ensure the sound growth of children by improving their diet. 5. The existing health education law should be revised in such a way as to better meet the needs of schools. Also the manpower for health education should be strengthened. 6. Proper curriculum is essential to the effective implementation of health education. Hence it is necessary to remove those parts in the current health education curriculum that overlaps with other subjects. It is also necessary to make health education a compulsory course in teachers' college at the same time the teachers in charge of health education should be given an in-service training. 7. Currently health education is being taught as part of physical education, science, home economics or other courses. However these subjects tend to be overshadowed by English, mathematics, and other subjects which carry heavier weight in admission test. It is necessary among other things, to develop an educational plan specifying the course hours and teaching materials. 8. Health education is carried out by nurse-teachers or home-room teachers. In connection with health education, they expressed the hope that health education will be normalized with newly-developed teaching material, expanded opportunity for in-service training and increased budget, facilities and supply of manpower. These are the mainpoints that the decision-makers should take into account in the formation of future policy for health education. II. Recommendations for the Improvement of Health Education 1. Regular medical check-up for students, which now is the mainstay of health education, should be used as educational data in an appropriate manner. For instance the records of medical check-up could be transferred between schools. 2. School feeding should be expanded at least in primary schools at the expense of the government or even parents. It will help improve the physical wellbeing of youths and the diet for the people. 3. At the moment the health education law is only nominal. Hence the law should be revised in such a way as to ensure the physical wellbeing of students and faculty. 4. Health education should be made a compulsory course in teachers' college. Also the teachers in service should be offered training in health education. 5. The curriculum of health education should be revised. Also the course hours should be extended or readjusted to better meet the needs of students. 6. In the meantime the course hours should be strictly observed, while educational materials should be revised in no time. 7. The government should expand its investment in facilities, budget and personnel for health education in schools at all levels.

  • PDF

A Study on improvement of curriculum in Nursing (간호학 교과과정 개선을 위한 조사 연구)

  • 김애실
    • Journal of Korean Academy of Nursing
    • /
    • v.4 no.2
    • /
    • pp.1-16
    • /
    • 1974
  • This Study involved the development of a survey form and the collection of data in an effort-to provide information which can be used in the improvement of nursing curricula. The data examined were the kinds courses currently being taught in the curricula of nursing education institutions throughout Korea, credits required for course completion, and year in-which courses are taken. For the purposes of this study, curricula were classified into college, nursing school and vocational school categories. Courses were directed into the 3 major categories of general education courses, supporting science courses and professional education course, and further subdirector as. follows: 1) General education (following the classification of Philip H. phoenix): a) Symbolics, b) Empirics, c) Aesthetics. 4) Synthetics, e) Ethics, f) Synoptic. 2) Supporting science: a) physical science, b) biological science, c) social science, d) behavioral science, e) Health science, f) Educations 3) Professional Education; a) basic courses, b) courses in each of the respective fields of nursing. Ⅰ. General Education aimed at developing the individual as a person and as a member of society is relatively strong in college curricula compared with the other two. a) Courses included in the category of symbolics included Korean language, English, German. Chines. Mathematics. Statics: Economics and Computer most college curricula included 20 credits. of courses in this sub-category, while nursing schools required 12 credits and vocational school 10 units. English ordinarily receives particularly heavy emphasis. b) Research methodology, Domestic affair and women & courtney was included under the category of empirics in the college curricula, nursing and vocational school do not offer this at all. c) Courses classified under aesthetics were physical education, drill, music, recreation and fine arts. Most college curricula had 4 credits in these areas, nursing school provided for 2 credits, and most vocational schools offered 10 units. d) Synoptic included leadership, interpersonal relationship, and communications, Most schools did not offer courses of this nature. e) The category of ethics included citizenship. 2 credits are provided in college curricula, while vocational schools require 4 units. Nursing schools do not offer these courses. f) Courses included under synoptic were Korean history, cultural history, philosophy, Logics, and religion. Most college curricular 5 credits in these areas, nursing schools 4 credits. and vocational schools 2 units. g) Only physical education was given every Year in college curricula and only English was given in nursing schools and vocational schools in every of the curriculum. Most of the other courses were given during the first year of the curriculum. Ⅱ. Supporting science courses are fundamental to the practice and application of nursing theory. a) Physical science course include physics, chemistry and natural science. most colleges and nursing schools provided for 2 credits of physical science courses in their curricula, while most vocational schools did not offer t me. b) Courses included under biological science were anatomy, physiologic, biology and biochemistry. Most college curricula provided for 15 credits of biological science, nursing schools for the most part provided for 11 credits, and most vocational schools provided for 8 units. c) Courses included under social science were sociology and anthropology. Most colleges provided for 1 credit in courses of this category, which most nursing schools provided for 2 creates Most vocational school did not provide courses of this type. d) Courses included under behavioral science were general and clinical psychology, developmental psychology. mental hygiene and guidance. Most schools did not provide for these courses. e) Courses included under health science included pharmacy and pharmacology, microbiology, pathology, nutrition and dietetics, parasitology, and Chinese medicine. Most college curricula provided for 11 credits, while most nursing schools provide for 12 credits, most part provided 20 units of medical courses. f) Courses included under education included educational psychology, principles of education, philosophy of education, history of education, social education, educational evaluation, educational curricula, class management, guidance techniques and school & community. Host college softer 3 credits in courses in this category, while nursing schools provide 8 credits and vocational schools provide for 6 units, 50% of the colleges prepare these students to qualify as regular teachers of the second level, while 91% of the nursing schools and 60% of the vocational schools prepare their of the vocational schools prepare their students to qualify as school nurse. g) The majority of colleges start supporting science courses in the first year and complete them by the second year. Nursing schools and vocational schools usually complete them in the first year. Ⅲ. Professional Education courses are designed to develop professional nursing knowledge, attitudes and skills in the students. a) Basic courses include social nursing, nursing ethics, history of nursing professional control, nursing administration, social medicine, social welfare, introductory nursing, advanced nursing, medical regulations, efficient nursing, nursing english and basic nursing, College curricula devoted 13 credits to these subjects, nursing schools 14 credits, and vocational schools 26 units indicating a severe difference in the scope of education provided. b) There was noticeable tendency for the colleges to take a unified approach to the branches of nursing. 60% of the schools had courses in public health nursing, 80% in pediatric nursing, 60% in obstetric nursing, 90% in psychiatric nursing and 80% in medical-surgical nursing. The greatest number of schools provided 48 crudites in all of these fields combined. in most of the nursing schools, 52 credits were provided for courses divided according to disease. in the vocational schools, unified courses are provided in public health nursing, child nursing, maternal nursing, psychiatric nursing and adult nursing. In addition, one unit is provided for one hour a week of practice. The total number of units provided in the greatest number of vocational schools is thus Ⅲ units double the number provided in nursing schools and colleges. c) In th leges, the second year is devoted mainly to basic nursing courses, while the third and fourth years are used for advanced nursing courses. In nursing schools and vocational schools, the first year deals primarily with basic nursing and the second and third years are used to cover advanced nursing courses. The study yielded the following conclusions. 1. Instructional goals should be established for each courses in line with the idea of nursing, and curriculum improvements should be made accordingly. 2. Course that fall under the synthetics category should be strengthened and ways should be sought to develop the ability to cooperate with those who work for human welfare and health. 3. The ability to solve problems on the basis of scientific principles and knowledge and understanding of man society should be fostered through a strengthening of courses dealing with physical sciences, social sciences and behavioral sciences and redistribution of courses emphasizing biological and health sciences. 4. There should be more balanced curricula with less emphasis on courses in the major There is a need to establish courses necessary for the individual nurse by doing away with courses centered around specific diseases and combining them in unified courses. In addition it is possible to develop skill in dealing with people by using the social setting in comprehensive training. The most efficient ratio of the study experience should be studied to provide more effective, interesting education Elective course should be initiated to insure a man flexible, responsive educational program. 5. The curriculum stipulated in the education law should be examined.

  • PDF