• Title/Summary/Keyword: Peak-to-Valley

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Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

Study on the Application of V2G for Electric Vehicles in Korea Using Total Cost of Ownership Analysis (총소유비용 분석을 이용한 전기차의 V2G 도입에 대한 연구)

  • Kim, Younghwan;Lee, Jae-Seung
    • Journal of Energy Engineering
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    • v.24 no.2
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    • pp.129-143
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    • 2015
  • Increasing concerns on climate change and energy security accelerated policies to reduce green-house gas emission, especially from the transportation sector. Electric vehicle (EV) has been on the spotlight to deal with such environmental issue and V2G (Vehicle-to-Grid) technology began to draw attentions as an alternative to reduce ownership costs while contributing to an efficient and decentralized power grid. This study conducts a scenario analysis on total cost of ownership of EV under V2G scheme and compare with non-V2G EV and Internal Combustion Engine (ICE) vehicle. As result, V2G service is expected to provide an annual average profit of $210 to EV users willing to reverse flow its residual power in the battery. The profit from V2G service leaves a margin of $4,530 over operational lifetime, compared with $2,420 cost of charge for non-V2G EV. In summary, total cost of ownership of V2G-capable EV was 6.2% less than non-V2G EV and 10.2% higher than ICE vehicle. The results confirm a comparative economic advantage of operating EV under V2G scheme. Increased number of EVs with V2G service has shown to provide positive effects to power industry for valley filling in load distribution, thus, favorably increasing the overall economic feasibility.

Measurement of Large Mirror Surface using a Laser Tracker (레이저트래커(Laser Tracker)를 이용한 대형 광학 거울의 형상 측정)

  • Jo, Eun-Ha;Yang, Ho-Soon;Lee, Yun-Woo
    • Korean Journal of Optics and Photonics
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    • v.24 no.6
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    • pp.331-337
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    • 2013
  • A large optical surface is fabricated by grinding, polishing and figuring. The grinding process is the most rapid and has the largest amount of fabrication of all processes. If we measure the surface precisely and rapidly in the grinding process, it is possible to improve the efficiency of the fabrication process. Since the surface of grinding process is rough and not shiny, it is not easy to measure the surface using light so that we cannot use an interferometer. Therefore, we have to measure the surface using a mechanical method. We can measure the surface under the grinding process by using a laser tracker which is a portable 3-dimensional coordinate measuring machine. In this paper, we used the laser tracker to measure the surface error of 1 m diameter spherical mirror. This measurement result was compared to that of an interferometer. As a result, surface measurement error was found to be $0.2{\mu}m$ rms (root mean square) and $2.7{\mu}m$ PV (Peak to Valley), which is accurate enough to apply to the rough surface under the grinding stage.

Use of Geographical Information Systems in Analyzing Large Area Distribution and Dispersal of Rice Insects in South Korea (벼 해충의 분포와 분산의 해석에 있어서 지리정보처리체계의 활용)

  • ;K. L. Heong
    • Korean journal of applied entomology
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    • v.32 no.3
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    • pp.307-316
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    • 1993
  • The potential of using GIS in analyzing pest surveillance data was explored. The Spatial Analysis System (SPANS) was used to construct a spatial data base to study pest distributions using pest surveillance data collected from 152 stations in South Korea. The annual spatIal distributions of the striped rice borer(SRB), Chdo suppressalis, showed that high densities started to expand in the early 1980s, reaching a peak in 1988. The pattern change appears to be related to cultivation of japonica and indica-japonica hybrid varieties in South Korea. Japo7l!ca varieties have longer duration resulting in the SRB haVlng more time to mature and hibernate in wmter. The locus of SRB spread appears to be located in the mid-west region near lri, Chun~ Buk Province. High brown planthopper (BPH) populations in South Korea are often related to the early immigration and temperature. The simulated distribution of PPH densities in September using these two factors was compared with the actual distribution obtained using 1990 data. The two density maps corresponded closely excepL for differences in the south eastern valley. By overlaying the simulated map layer with the elevation and rice area maps, more specific BPH risk zones could be identified.

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Prediction of the Flight Times of Hydrochara affinis and Sternolophus rufipes in Paddy Fields Based on RCP 8.5 Scenario (RCP 8.5 기후변화 시나리오를 적용한 논 서식 애물땡땡이 (Sternolophus rufipes)와 잔물땡땡이(Hydrochara affinis)의 비행시기 예측)

  • Choi, Soon-Kun;Kim, Myung-Hyun;Choe, Lak-Jung;Eo, Jinu;Bang, Hea-Son
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.18 no.1
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    • pp.16-29
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    • 2016
  • The total area of paddy field was estimated to be 55 % of the cultivated lands in South Korea, which is approximately 1 million hectares. Organisms inhabiting paddy fields if they are sensitive to environmental changes can be environmental indicator of paddy fields. Biological indicators such as phenology and distributional range are evaluated as intuitive and quantitative method to analyze the impact of climate change. This study aims to estimate flight time change of Hydrophilidae species' based on the RCP 8.5 climate change scenario. Unmanned monitoring systems were installed in Haenam, Buan, Dangjin and Cheorwon relative to the latitudinal gradient. In the three regions excepting Cheorwon, it was able to measure the abundance of flying Hydrochara affinis and Sternolophus rufipes. Degree-day for the flight time was determined based either on field measurement values and estimates of 2020s, 2050s and 2080s from KMA climate change scenario data. As a result, it is found that date of both species of initial flight becomes 15 days earlier, that of peak flight becomes 22 days earlier and that of final flight does 27 days earlier in 2080s compared to 2020s. The climate change impact on flight time is greater in coastal area, rural area and valley than inland area, urban area and plan. H. affinis and S. rufipes can be used as climate change indicator species.

Types and Site Characteristics of Rocks with Sinsun Relevant Place Name Morpheme ('신선(神仙)'을 지명소(地名素)로 하는 바위명의 유형과 입지특성)

  • Rho, Jae-Hyun;Park, Joo-Sung;Sim, Woo-Kyung
    • Journal of the Korean Institute of Traditional Landscape Architecture
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    • v.29 no.3
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    • pp.61-77
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    • 2011
  • This study focused on relevant rock names related to Sinsun(神仙) which had been settled as Taoist traces were combined with places. While interpreting major features of Sundoism relevant rocks, it also discussed types and places of rocks reflected in their names by considering distinct characteristics of landscape characters that ancestors viewed through the rocks or on the rocks. Conclusion of this study is summarized as follows. 1. Among the rock names related to Sinsun, the most frequently discovered one was Sinsunbawi(52) and followed by Sinsunbong(神仙峰: 38), Sinsundae(神仙臺: 31). Other than these, there were Gangsundae(降仙臺: 12), Sunyoodae (仙遊臺: 10) and Sasundae(四仙臺: 5). 2. In the name of Sinsundae, 'Dae(臺)' ascertains that it was located in greatly superb place in the aspects of viewpoint and appreciation where landscape superiority and overlook scenery were fair and outstanding. 3. Sinsunbong was named for a peak of mountain. At the same time, it implied a notion of worship with images of 'merging with sky' or 'looking up.' Most of time, Sinsunbong indicated the tallest rock in the mountain chain. 4. A significant number of Sinsunbong had names where legends of Sinsun's Go game or descent were originated from. It shows that 'Sinsun(仙) and Go game' used to be very important motives for folk etymology of Sinsun related rocks. Along with the Sinsundae, a number of Sinsunbawi were also turned out to exist in land and ocean with excellent marine view. 5. According to analysis of their altitudes and heights of the peaks where the rocks belong to, Sinsunbong, Sinsundae and Sinsunbawi were in order. It might indicate that the rocks were located on top of mountain or that Sinsunbong represented the mountain itself. Compared to this, Sinsundae was located in where distant panoramic views were overlooked. It was not necessarily to be in peak but in where with a great view like Taoist world. On the other hand, Sinsunbawi was located in where has fine scenery and great valley not so far from villages, which proved its name had been influenced by place feature not altitude. 6. Feature of rock with Sinsun related name is to comprise visual stability of worship object with close linkage to attitude of worshiper. Considering its deep connection with communicative method of worship object and worshiper, seemingly it was main factor to lead folk etymology of rocks with Sinsun related names. 7. Rock is an object with the greatest implication of Sinsun imagination and Sinsun rocks show most clearly the fact that Taoism, which used to be considered as inaccessible, had been actualized in a visual and realistic manner with the change of time.

The Types and Characteristics of Natural Scenery in Landscape Painting during Joseon Dynasty (조선시대 산수화에 그려진 자연풍경의 유형구분과 특성)

  • Park, Chan Woo;Lee, Yeon Hee;Kim, Jae Jun
    • Journal of Korean Society of Forest Science
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    • v.103 no.4
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    • pp.687-695
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    • 2014
  • The purpose of this study is to identify landscape paintings of our ancestors in types and characteristics of beautiful natural scenery. In this study, 629 landscape paintings targeted natural scenery of the Joseon Dynasty period are used and classified into types of natural scenery by main target of paintings. As the results of this study, landscape paintings are classified into mountain, river, sea, city by place drawing painting. The paintings drawn in mountain are classified into a few mountain peaks, many mountain peaks, one mountain peak, curious rock of mountain, valley and waterfall. The paintings drawn in river are classified into river and mountain, river water, scenery of riverside and curious rock of river. The paintings drawn in sea are classified into scenery of seaside and curious rock of sea. And the paintings drawn in city are classified into panoramic view of the town. The type of natural scenery in landscape paintings can be summarized in 3, scenery of mountain peaks, scenery of curious rock peaks and waterspace when combine place drawing painting.

Bioacoustics and Habitat Environment Analysis of Cicadas in Taebaeksan National Park (태백산국립공원에 서식하는 매미류의 생물음향 및 서식환경 분석)

  • Kim, Yoon-Jae;Jung, Tae-Jun;Ki, Kyong-Seok
    • Korean Journal of Environment and Ecology
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    • v.33 no.6
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    • pp.664-676
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    • 2019
  • This study aimed to analyze the bioacoustics and habitat environment of the cicadas inhabiting Taebaeksan National Park, an sub-alpine region in Korea. The mating calls of the cicadas were recorded for approximately 3 months, between July and September of 2018. The recording devices were installed in Daedeoksan valley and Baekcheon valley, inside Taebaeksan National Park, and the sounds were recorded 24 hours a day. In order to obtain the habitat distribution data of the cicadas, the sounds were recorded from 111 spots located in the Taebaeksan National Park trail in August 2018. The daily weather data was obtained from the Taebaek city weather center. The results of the study demonstrated that 5 species of cicadas inhabit Taebaeksan National Park, namely, Leptosemia takanonis, Lyristes intermedius, Kosemia yezoensis, Hyalessa fuscata, and Meimuna opalifera. The time of appearance for L. takanonis was early July to mid-July, and that for L. intermedius, K. yezoensis, H. fuscata, and M. opalifera was mid-July to early September. Analysis of the circadian rhythm revealed that L. intermedius, K. yezoensis, and H. fuscata started producing mating calls between 6:00 and 7:00, which ended at around 19:00 for all the three species. The peak time for producing mating calls was 11:00 for L. intermedius, 12:00 for H. fuscata, and around 13:00 to 14:00 for K. yezoensis. The environmental factors influencing the mating calls of the cicadas inhabiting Taebaeksan National Park were analyzed by logistic regression. The results showed that the probability of producing mating calls increased by 1.192 and 1.279 times in L. intermedius and K. yezoensis, respectively, when the average temperature increased by one degree. When the duration of sunlight increased by one hour, the probability of producing mating calls increased by 4.366 and 2.624 times in L. intermedius and H. fuscata, respectively. Analysis of the interspecific effects revealed that when H. fuscata produced a single mating call, the probability of producing mating calls increased by 14.620 and 2.784 times in L. intermedius and K. yezoensis, respectively. When K. yezoensis and L. intermedius produced mating calls, the probability of producing mating calls in H. fuscata increased by 11.301 and 2.474 times, respectively. L. intermedius and K. yezoensis did not have any effects on each other with respect to the production of mating calls. Analysis of the habitat environment of each species revealed that their habitats were located at altitudes of 1,046 m (780~1,315 m) for L. intermedius, 1,072 m (762~1,361 m) for K. yezoensis, and 976 m (686~1,245 m) for H. fuscata. Unlike H. fuscata, which was found at a low altitude, K. yezoensis and L. intermedius were not found at altitudes lower than 700 m. Analysis of the average aspect of the habitats of each of the cicada species revealed that L. intermedius was found at 166° (125~207°), K. yezoensis was found at 100° (72~128°), and H. fuscata was found at 173° (118~228°). Examination of the distribution of each of the cicada species revealed that they were predominantly distributed in the ridges and slopes located in the southeastern region of Munsubong in Taebaeksan. In summary, L. intermedius and K. yezoensis was found to inhabit higher altitudes in Taebacksan National Park than H. fuscata, which was found throughout the Korean peninsula. Additionally, the main aspect of the cicada habitat was found to be the southeastern region (100~173°), which has good access to daylight.

A Study on the Divinity Construction of Temples in Sapa Region, Vietnam : Case of Den Hang Pho (베트남 사파(Sapa)지역 신전(神殿)의 신격(神格) 구성 고찰 - 덴항포(Den Hang Pho, SAPA)를 소재삼아 -)

  • Lee, Yoon Sun;LE, THI NGOC CAM
    • Journal of Korean Historical Folklife
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    • no.34
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    • pp.253-281
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    • 2010
  • This study has its purpose on figuring it out to the religious notion in Vietnam with the material of the divinity construction of Den Hang Pho in Sapa where is the northern region of Vietnam. To make this, the study divides the type of Vietnamese temples into four parts; Chua, Den, Dinh, and Mieu. Among them, the study pays attention to 'Den' because Vietnamese historical heroes are seated as divinity. This reason makes a reasonable case to this study to figure out a typically and generally religious faith. First of all, the study analyzes immaculate divinity, which generally consists of three and four layered system. The study confirms that the immaculate divinity started from the goddess and then extended to the concept to dominate the sky, the ground, the sea(river), and the mountain(forest). General Tran Hung Dao is the best historical hero in Vietnam and has been placed in temples called Den. The study exams the context that the divinity extended to the religious beliefs, for examples, the belief related in a childbirth by lots of narrations and ceremonies and the belief to treat a sickness, and also exams the context that the divinity placed in a divinity to make a symmetrical relation with immaculate faith. The study exams the divinity construction of Den Hang Pho as its authentic case. In this case, the study could verify a case emphasized by mountain Holy Mother among immaculate faiths. Especially, the study can confirm that General Tran Hung Dao was apotheosized as a concept to be symmetrized with immaculate divinity, and futhermore, a couple of snakes was emphasized by their positioning to every room. Tri-system lays stress on the aboriginality(locality) centered on minority races in the northern Vietnam, the national identity of Vietnam, and the ecological condition of rivers flowing the valley of high and steep peak. The confirmed facts could be said to a construction what the religious notion of tri-system makes. The study makes a conclusion that this kind of conversion-oriented religious notion naturally corresponded with region, nation, and ecologically environmental condition, and extended to the Vietnamese faith with polytheistic divinity.

Application of CMP Process to Improving Thickness-Uniformity of Sputtering-deposited CdTe Thin Film for Improvement of Optical Properties (스퍼터링 증확 CdTe 박막의 두께 불균일 현상 개선을 위한 화학적기계적연마 공정 적용 및 광특성 향상)

  • Park, Ju-Sun;Lim, Chae-Hyun;Ryu, Seung-Han;Myung, Kuk-Do;Kim, Nam-Hoon;Lee, Woo-Sun
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2010.06a
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    • pp.375-375
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    • 2010
  • CdTe as an absorber material is widely used in thin film solar cells with the heterostructure due to its almost ideal band gap energy of 1.45 eV, high photovoltaic conversion efficiency, low cost and stable performance. The deposition methods and preparation conditions for the fabrication of CdTe are very important for the achievement of high solar cell conversion efficiency. There are some rearranged reports about the deposition methods available for the preparation of CdTe thin films such as close spaced sublimation (CSS), physical vapor deposition (PVD), vacuum evaporation, vapor transport deposition (VTD), closed space vapor transport, electrodeposition, screen printing, spray pyrolysis, metalorganic chemical vapor deposition (MOCVD), and RF sputtering. The RF sputtering method for the preparation of CdTe thin films has important advantages in that the thin films can be prepared at low growth temperatures with large-area deposition suitable for mass-production. The authors reported that the optical and electrical properties of CdTe thin film were closely connected by the thickness-uniformity of the film in the previous study [1], which means that the better optical absorbance and the higher carrier concentration could be obtained in the better condition of thickness-uniformity for CdTe thin film. The thickness-uniformity could be controlled and improved by the some process parameters such as vacuum level and RF power in the sputtering process of CdTe thin films. However, there is a limitation to improve the thickness-uniformity only in the preparation process [1]. So it is necessary to introduce the external or additional method for improving the thickness-uniformity of CdTe thin film because the cell size of thin film solar cell will be enlarged. Therefore, the authors firstly applied the chemical mechanical polishing (CMP) process to improving the thickness-uniformity of CdTe thin films with a G&P POLI-450 CMP polisher [2]. CMP process is the most important process in semiconductor manufacturing processes in order to planarize the surface of the wafer even over 300 mm and to form the copper interconnects with damascene process. Some important CMP characteristics for CdTe were obtained including removal rate (RR), WIWNU%, RMS roughness, and peak-to-valley roughness [2]. With these important results, the CMP process for CdTe thin films was performed to improve the thickness-uniformity of the sputtering-deposited CdTe thin film which had the worst two thickness-uniformities of them. Some optical properties including optical transmittance and absorbance of the CdTe thin films were measured by using a UV-Visible spectrophotometer (Varian Techtron, Cary500scan) in the range of 400 - 800 nm. After CMP process, the thickness-uniformities became better than that of the best condition in the previous sputtering process of CdTe thin films. Consequently, the optical properties were directly affected by the thickness-uniformity of CdTe thin film. The absorbance of CdTe thin films was improved although the thickness of CdTe thin film was not changed.

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