• Title/Summary/Keyword: Model change

Search Result 10,994, Processing Time 0.049 seconds

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.

Internal Waves and Surface Mixing Observed by CTD and Echo Sounder in the mid-eastern Yellow Sea (황해 중동부해역에서 CTD와 음향탐지기로 관측한 내부파와 표층 혼합)

  • Lee, Sang-Ho;Choi, Byoung-Ju;Jeong, Woo Jin
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
    • /
    • v.18 no.1
    • /
    • pp.1-12
    • /
    • 2013
  • Acoustic backscatter profiles were measured by Eco-sounder along an east-west section in the mid-eastern Yellow Sea and at an anchoring station in the low salinity region off the Keum River estuary in September 2012, with observing physical water property structure by CTD. Tidal front was established around the sand ridge developed in 50 m depth region. Internal waves measured by Eco-sounder during low tide period in the eastern side of the sand ridge were nonlinear depression waves with wave height of 15 m and mean wavelength of 500 m. These waves were interpreted into tidal internal waves that were produced by tidal current flowing over the sand ridge to the southeast. When weakly non-linear soliton model was applied, propagation speed and period of these internal depression wave were 50 m/s and 16~18 min. Red tides by Dinoflagelates Cochlodinium were observed in the sea surface where strong acoustic scattering layer was raised up to 7 m. Hourly CTD profiles taken at the anchoring station off the Keum River estuary showed the halocline depth change by tidal current and land-sea breeze. When tidal current flowed strongly to the northeast during flood period and land-breeze of 7 m/s blew to the west, the halocline was temporally raised up as much as 2 m and acoustic profile images showed a complex structure in the surface layer within 5-m depth: in tens of seconds the declined acoustic structure of strong and weak scattering signals alternatively appeared with entrainment and intrusion shape. These acoustic profile structures in the surface mixed layer were observed for the first time in the coastal sea of the mid-eastern Yellow Sea. The acoustic profile images and turbidity data suggest that relatively transparent low-layer water be intruded or entrained into the turbid upper-layer water by vertical shear between flood current and land breeze-induced surface current.

The Effects of amino acid balance on heat production and nitrogen utilization in broiler chickens : measurement and modeling

  • Kim, Jj-Hyuk;MacLeod, Murdo G.
    • Proceedings of the Korea Society of Poultry Science Conference
    • /
    • 2004.11a
    • /
    • pp.80-90
    • /
    • 2004
  • Three experiments were performed to test the assumption that imbalanced dietary amino acid mixtures must lead to increased heat production (HP). The first experiment was based on diets formulated to have a wide range of crude protein (CP) concentrations but a fixed concentration of lysine, formulated to be the first-limiting amino acid. In the second (converse) experiment, lysine concentration was varied over a wide range while CP content was kept constant. To prevent the masking of dietary effects by thermoregulatory demands, the third experiment was performed at 30 $^{\circ}C$ with the diets similar to the diets used in the second experiment. The detailed relationships among amino acid balance, nitrogen (N) metabolism and energy (E) metabolism were investigated in a computer-controlled chamber calorimetry system. The results of experiments were compared with the predictions of a computerised simulation model of E metabolism. In experiment 1. with constant lysine and varying CP, there was a 75 % increase in N intake as CP concentration increased. This led to a 150 % increase in N excretion. with no significant change in HP. Simulated HP agreed with the empirically determined results in not showing a trend with dietary CP. In experiment 2, with varying lysine but constant CP, there was a 3-fold difference in daily weight gain between the lowest and highest lysine diets. HP per bird increased significantly with dietary lysine concentration. There was still an effect when HP was adjusted for body weight differences, but it failed to maintain statistical significance. Simulated HP results agreed in showing little effect of varying lysine concentration and growth rate on HP. Based on the results of these two experiments, the third experiment was designed to test the response of birds to dietary lysine in high ambient temperature. In experiment 3 which performed at high ambient temperature (30 $^{\circ}C$), HP per bird increased significantly with dietary lysine content, whether or not adjusted for body-weight. The trend was greater than in the previous experiment (20 $^{\circ}C$).

  • PDF

Kinematic Analysis of Airborne Movement of Dismount from High Bar(I) (철봉 내리기 공중 동작의 운동학적 분석(I))

  • Choi, Ji-Young;Kim, Youg-Ee;Jin, Young-Wan
    • Korean Journal of Applied Biomechanics
    • /
    • v.12 no.2
    • /
    • pp.159-177
    • /
    • 2002
  • The purpose of this study was to investigate the relations between the segments of the body, the three dimensional anatomical angle and the angular velocity of the air born phase and understand the control mechanism of the high-bar movement, the somersault, the double somersault, the double somersault with full twist. For this study seven well trained university gymnastic volunteered, Zatsiorky and Seluyanov(1983, 1985)'s sixteen segment system anatomical model was used for this study. For the movement analysis three dimensional cinematographical method(Arial Performance Analysis System : APAS) was used and for the calculation of the kinematic variables a self developed program was used with the LabVIEW 5.1 graphical profromming(Johnson, 1999) program. By using Eular's equations the three dimensional anatomical Cardan angles of the joint and angular velocity were defined. As a result of this study 1. As the rotation of the body increased in the air born phase the projection angle of the CM of the total increased, this resulted the increased of the max hight of the CM. 2. In three dimensional angular velocity the Z axis(vertical direction) projection angular velocity increased as the rotation of the body increased in the airborn phase, but the Y axis and the X axis projection angular velocity did not show significant differences. 3. As the rotation of the body increased in the air born phase the angular movement of the shoulder and the hip showed significant change. These movement act as the starter in the preparation phase. 4. The somersault angle, the twist angle, the tilt angle of the upper body related to the global reference frame in the releas phase the average somersault angle of the three types of high-bar movement was $57.7^{\circ}$, $38.8^{\circ}$, $39.7^{\circ}$, the average tilt angle was $-1.5^{\circ}$, $-5.4^{\circ}$, $-8.4^{\circ}$, the average twist angle was $13.4^{\circ}$, $10.6^{\circ}$, $23.3^{\circ}$. This result showed that the somersault with full twist had the largest movement.

Human Lung Cancer Cell Xenografts Implanted under the Capsule of Kidney, Spleen and Liver (폐암 세포주를 사용한 신, 비장 및 간 피막하 분식법의 비교)

  • 김수현;김종인;이해영;조봉균;박성달;김송명
    • Journal of Chest Surgery
    • /
    • v.36 no.10
    • /
    • pp.711-720
    • /
    • 2003
  • Bakground : Complete resection by the surgery has been selected as the treatment of choice in lung cancer patients, but in cases of recurrence after excision or inoperable cases, the importance of anticancer chemotherapy has been emphasized. If one can select a set of the sensitive chemotherapeutic agents before anticancer chemotherapy, it will give more favourable results. Subrenal capsular assay has been recognized as a useful in-vivo chemosensitivity test of thoracic and abdominal tumors and it can be done in a short time for a rapid interpretation of tumor responsiveness to anticancer chemotherapeutic drugs. It has been reported that various kinds of cancer cells can be implantable to the kidney, but so far there is no comparative study of xenogeneic cell implantation on liver, spleen and kidney. The author implanted the human lung cancer cells under the capsule of S.D rat's liver, spleen and kidney respectively and compared the pattern of growth and histology. Material and Method: After incubation of human lung cancer cell line (SW-900 G IV) in RPMI 1640 (Leibovitz L-15 medium) culture media, 3${\times}$3${\times}$3 mm size fibrin clots which contain 108 cancer cells were made. Thereafter the fibrin clots were implanted at subcapsule area of liver, spleen and kidney of S.D. female rat. For immune suppression, cyclosporin-A (80 mg/Kg) was injected subcutaneously daily from post-implantation first day to sixth day. The body weight was measured at pre and post implantation periods. The growth pattern and the size of tumor mass were observed and the pathologic examination and serum tumor marker tests were performed. Result: Body weight increased in both of control and experimental groups. Serum Cyfra 21-1 was not detected. Serum levels of CEA and NSE revealed no significant change. The SCC-Ag increased significantly in implanted group. The growth rate of human lung cancer cells which was implanted on spleen was higher than on liver or kidney. The surface area, thickness, and volume of tumor mass were predominant at spleen. The success rates of implantation were 80% on kidney, 76.7% on spleen and 43.3% on liver. Pathologic examination of implanted tumors showed characteristic findings according to different organs. Tumors that were implanted on kidney grew in a round shape, small and regular pattern. In the spleen, tumors grew well and microscopic neovascularization and tumor thrombi were also found, but the growth pattern was irregular representing frequent daughter mass. Human lung cancer cells that were implanted in the liver, invaded to the liver parenchyme, and had low success rate of implantation. Microscopically, coagulation necrosis and myxoid fibrous lesion were observed. Conclusion: The success rate of implantation was highest in the kidney. And the mass revealed regular growth that could be measured easily. The SCC-Ag was presented earlier than CEA or Cyfra21-1. The Cyfra21-1 was not detected at early time after implantation. The best model for tumor implantation experiment for chemosensitivity test was subrenal capsular analysis than liver and spleen and the useful serum tumor marker in early period of implantation was the SCC-Ag.

DISEASE DIAGNOSED AND DESCRIBED BY NIRS

  • Tsenkova, Roumiana N.
    • Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
    • /
    • 2001.06a
    • /
    • pp.1031-1031
    • /
    • 2001
  • The mammary gland is made up of remarkably sensitive tissue, which has the capability of producing a large volume of secretion, milk, under normal or healthy conditions. When bacteria enter the gland and establish an infection (mastitis), inflammation is initiated accompanied by an influx of white cells from the blood stream, by altered secretory function, and changes in the volume and composition of secretion. Cell numbers in milk are closely associated with inflammation and udder health. These somatic cell counts (SCC) are accepted as the international standard measurement of milk quality in dairy and for mastitis diagnosis. NIR Spectra of unhomogenized composite milk samples from 14 cows (healthy and mastitic), 7days after parturition and during the next 30 days of lactation were measured. Different multivariate analysis techniques were used to diagnose the disease at very early stage and determine how the spectral properties of milk vary with its composition and animal health. PLS model for prediction of somatic cell count (SCC) based on NIR milk spectra was made. The best accuracy of determination for the 1100-2500nm range was found using smoothed absorbance data and 10 PLS factors. The standard error of prediction for independent validation set of samples was 0.382, correlation coefficient 0.854 and the variation coefficient 7.63%. It has been found that SCC determination by NIR milk spectra was indirect and based on the related changes in milk composition. From the spectral changes, we learned that when mastitis occurred, the most significant factors that simultaneously influenced milk spectra were alteration of milk proteins and changes in ionic concentration of milk. It was consistent with the results we obtained further when applied 2DCOS. Two-dimensional correlation analysis of NIR milk spectra was done to assess the changes in milk composition, which occur when somatic cell count (SCC) levels vary. The synchronous correlation map revealed that when SCC increases, protein levels increase while water and lactose levels decrease. Results from the analysis of the asynchronous plot indicated that changes in water and fat absorptions occur before other milk components. In addition, the technique was used to assess the changes in milk during a period when SCC levels do not vary appreciably. Results indicated that milk components are in equilibrium and no appreciable change in a given component was seen with respect to another. This was found in both healthy and mastitic animals. However, milk components were found to vary with SCC content regardless of the range considered. This important finding demonstrates that 2-D correlation analysis may be used to track even subtle changes in milk composition in individual cows. To find out the right threshold for SCC when used for mastitis diagnosis at cow level, classification of milk samples was performed using soft independent modeling of class analogy (SIMCA) and different spectral data pretreatment. Two levels of SCC - 200 000 cells/$m\ell$ and 300 000 cells/$m\ell$, respectively, were set up and compared as thresholds to discriminate between healthy and mastitic cows. The best detection accuracy was found with 200 000 cells/$m\ell$ as threshold for mastitis and smoothed absorbance data: - 98% of the milk samples in the calibration set and 87% of the samples in the independent test set were correctly classified. When the spectral information was studied it was found that the successful mastitis diagnosis was based on reviling the spectral changes related to the corresponding changes in milk composition. NIRS combined with different ways of spectral data ruining can provide faster and nondestructive alternative to current methods for mastitis diagnosis and a new inside into disease understanding at molecular level.

  • PDF

A Study on Health Seeking Behavior - Focused on Shopping-Around Phenomenon in Banwol-Eup Residents (일부(一部) 지역사회(地域社會) 주민(住民)의 의료(醫療) 행태(行態)에 관(關)한 연구(硏究) - 반월읍(半月邑) 주민(住民)의 Shopping-around 현상(現象)을 중심(中心)으로 -)

  • Choi, Young-Teak;Lee, Eun-Il;Kim, Hyo-Joong
    • Journal of agricultural medicine and community health
    • /
    • v.11 no.1
    • /
    • pp.44-54
    • /
    • 1986
  • This study was aimed at investigating the health seeking behaviors of patients; For the purpose of analyzing the research theme we classified the study into two phase. First, the types of patients' health seeking behavior were categorized into a scheme according to what medical care resources were utilized in patients' coping process. Second, from patients' first visits to third visits to medical resources, we analyzed variations of factors which noted as crucial elements in constituting the patients' sickness career. To grasp the generalized characteristics from complicated empirical data, we limited the scope of our analysis to third stage of health seeking. A total of 121 persons who had beer suffering from chronic diseases more than 3 months was sampled among the residents of Banwol-Eup, the target Area of Korea University Health Project. The findings are as follows ; 1) In the course of visiting medical care resources, 34 different types of health seeking Behavior were found. From this result we inferred the idea that patients in Banwol-Eup had not any stable norms to cope with their pains. Clinics, hospital, pharmacy, Herb-doctors', folkways (self-treatment) were accessed by patients in orders. But more than half of patients who had utilized clinics or hospitals from their first to third visits, changed medical care resources to others, for example herb doctors or folkways, which had fundamentally different treatment models. Upon these two facts, the diversified types and capricious patterns in the health seeking behavior of Banwol patients, we observed a typical Shopping-Around phenomenon. 2) Factors which influenced patients' to their sickness career were changed along the courses of health seeking, from first to third visits as follows ; $\cdot$ Perceived seriousness of diseases were tended to decrease. $\cdot$ Professional medical personnel tended to be influencial in the patients' sickness career, (5.0%, 25.0% and 65.7%). The influence of the primary interaction groups such as parents, friends, neighbours, tended to decrease ; (90.9%, 71.2% and 30.0%). $\cdot$ The subjective reasons why to choose such a medical care resource were related to economic affordability and disease-itself as main motives. Credibility of health resources tended to increase 14.9%, 24.0% and 31.4 sequently. $\cdot$ Geographic accessibility factors did not change significantly. Most of patients had utilized health resources in Banwol and Anyang area. 3) Cultural inclination in the shopping-around phenomenon has shown difference among age groups. The age group' over 50 years' preferred traditional health resources to modern health resources. 4) Consistency of health seeking behavior on the shopping around phenomenon has shown difference according to the degrees of patients' economic affordability and those of psychological satisfaction toward modern health services. However, there were some restrictions in this thesis ; a) the study was limited to the 3rd health seeking career so it did not allow us to collect more informations after that, b) the study was not able to carry out causal analysis on patients health behavior determinated by explanatory model of health resources, and c) the study was not able to take into consideration of factors connected with social structural circumstances. Despite of restrictions described above, we are sure that this thesis would promote health providers' understanding toward patients' inclinations, through which they could provide efficient and accurate medical service.

  • PDF

The Effect of Combined Estrogen/Calcium Therapy on Bone Metabolism in Ovariectomized Rats -III. A Study on Skeletal Composition in Ovariectomized Rats- (에스트로겐/칼슘 혼합요법이 난소절제 쥐의 골대사에 미치는 영향 -III. 골격 구성성분에 미치는 영향-)

  • Lee, Kyung-Hwa;Lee, Sung-Sug;Choi, In-Seon;Oh, Seung-Ho
    • Journal of the Korean Society of Food Science and Nutrition
    • /
    • v.26 no.2
    • /
    • pp.334-343
    • /
    • 1997
  • This study was performed to elucidate the effects of dietary calcium-salt, estrogen-treatment, and estrogen/calcium treatment on bone metabolism. Ovariectomized rats were used as an animal model. Female Sprague-Dawley rats with a body weight of $250{\sim}280g$ underwent ovariectomy or sham-operation. The ovariectomized rats were divided into 9 different experimental groups including saline-treated group, estrogen-treated group, high calcium salt-treated group, and estrogen/calcium treated groups, and fed the experimental diet for 6 weeks. The mineral content, weight, length, strength and density in femur and scapula of the animals were determined. The results of the experiment are as follows: there were no difference in weight of wet bone, density, length, strength and content of ash in right femur between ovariectomized rat and sham-operation. When the weight of bones was expressed as bone gram per body weight, it was significantly lower in ovariectomized rat than sham-operation. Estrogen and estrogen/calcium in ovariectomized rats resulted in increased weight of wet bone. Estrogen with its gradual reduction in ovariectomized rats showed the lowest values in strength, content of ash, content of calcium and content of phosphorus among the groups. There were no differences in weight of wet hone, density, content of ash, content of calcium and content of phosphorus in right scapula between ovariectomized rat and sham-operation. In addition skeletal composition was not changed by ovariectomy. Estrogen and estrogen/calcium in ovariectomized rats resulted in decreased skeletal composition however, estrogen with its gradual reduction did not caused the skeletal composition change. Moreover, the gradual reduction of estrogen had a preventive effect on bone loss when the treatment was combined with calcium intensification.

  • PDF

Analysis of Interactions in Multiple Genes using IFSA(Independent Feature Subspace Analysis) (IFSA 알고리즘을 이용한 유전자 상호 관계 분석)

  • Kim, Hye-Jin;Choi, Seung-Jin;Bang, Sung-Yang
    • Journal of KIISE:Computer Systems and Theory
    • /
    • v.33 no.3
    • /
    • pp.157-165
    • /
    • 2006
  • The change of external/internal factors of the cell rquires specific biological functions to maintain life. Such functions encourage particular genes to jnteract/regulate each other in multiple ways. Accordingly, we applied a linear decomposition model IFSA, which derives hidden variables, called the 'expression mode' that corresponds to the functions. To interpret gene interaction/regulation, we used a cross-correlation method given an expression mode. Linear decomposition models such as principal component analysis (PCA) and independent component analysis (ICA) were shown to be useful in analyzing high dimensional DNA microarray data, compared to clustering methods. These methods assume that gene expression is controlled by a linear combination of uncorrelated/indepdendent latent variables. However these methods have some difficulty in grouping similar patterns which are slightly time-delayed or asymmetric since only exactly matched Patterns are considered. In order to overcome this, we employ the (IFSA) method of [1] to locate phase- and shut-invariant features. Membership scoring functions play an important role to classify genes since linear decomposition models basically aim at data reduction not but at grouping data. We address a new function essential to the IFSA method. In this paper we stress that IFSA is useful in grouping functionally-related genes in the presence of time-shift and expression phase variance. Ultimately, we propose a new approach to investigate the multiple interaction information of genes.

Effects of growth hormone treatment on glucose metabolism in idiopathic short stature (특발성 저신장증 환자에서 성장 호르몬 투여가 당 대사에 미치는 영향)

  • Kwon, Seung Yeon;Kim, Duk-Hee;Kim, Ho-Seong
    • Clinical and Experimental Pediatrics
    • /
    • v.49 no.6
    • /
    • pp.665-671
    • /
    • 2006
  • Purpose : To study the effects of growth hormone(GH) treatment on glucose metabolism and insulin resistance in children with idiopathic short stature(ISS). Methods : Glucose and insulin concentrations were measured during oral glucose tolerance test (OGTT) before and after GH treatment(0.6-0.7 IU/kg/week) in 20 patients with ISS. Insulin resistance was assessed by homeostasis model assessment(HOMA). Results : During OGTT, the mean blood glucose level did not show any significant changes after GH treatment. However, mean blood insulin levels of fasting and 30 minutes of OGTT showed significant increases after GH treatment, accompanying significant increases of insulin resistance. There was no difference in change of glucose, insulin levels and insulin resistance before and after GH treatment between two groups of body mass indices(BMI) of 25< and >25. There also was no significant difference between two groups of with and without family histories of diabetes mellitus (DM). There was no case of newly developed impaired glucose tolerance, fasting glucose tolerance, nor newly developed DM. Conclusion : GH treatment with doses of 0.6-0.7 IU/kg/week for mean 9.6 months in patients with ISS did not show any significant changes in blood glucose levels during OGTT. However, GH treatments induced considerably higher fasting insulin levels compared to pretreatment, resulting in statistically higher insulin resistance. Higher BMI and family history of DM did not induce any significant changes in glucose, insulin level and insulin resistance after GH treatment than the other groups.