• Title/Summary/Keyword: Portfolio Recommendation

Search Result 10, Processing Time 0.021 seconds

Analysis of the Stock Market Network for Portfolio Recommendation (주식 포트폴리오 추천을 위한 주식 시장 네트워크 분석)

  • Lee, Yun-Jung;Woo, Gyun
    • The Journal of the Korea Contents Association
    • /
    • v.13 no.11
    • /
    • pp.48-58
    • /
    • 2013
  • The stock market is constantly changing and sometimes a slump or a sudden rising in stocks happens without any special reason. So the stock market is recognized as a complex system and it is hard to predict the change on stock prices. In this paper we consider the stock market to a network consisting of stocks. We analyzed the dynamics of the Korean stock market network and evaluated the changing of the correlation between shares consisting of the time series data of 137 companies belong to KOSPI200. Our analysis shows that the stock prices tend to plummet when the correlation between stocks is very high. We propose a method for recommending the stock portfolio based on the analysis of the stock market network. To show the effectiveness of the recommended portfolio, we conducted the simulated stock investment and compared the recommended portfolio with the efficient portfolio proposed Markowitz. According to the experiment results, the rate of return of the portfolio is about 10.6% which is about 3.7% and 5.6% higher than the average rate of return of the efficient portfolio and KOSPI200 respectively.

The educational contents recommendation system using the competency ontology (역량 온톨로지 기반 교육 콘텐츠 검색 시스템)

  • Lee, Yoon-Soo;Chang, Byoung-Chol;Kang, Hyun-Sang;Cha, Jae-Hyuk
    • Journal of Digital Contents Society
    • /
    • v.11 no.4
    • /
    • pp.487-494
    • /
    • 2010
  • One of the major issues in the field of corporate training and formal education is the support of personalized learning. Successful personalized learning needs the availability of the relevant learning contents at just-in-time for learners each. The competency is one of personal characteristics. So competency-based learning is one of the methods that fulfill the above need. Successful competency-based learning needs the method that recommends the relevant contents for the user's deficient competency based on the user's current competency and objectives. We assume that there exists a student information system that provides each user's competences and objectives as fields of a LIP/ePortfolio-compliant student information. This paper proposes an ontology-based system that, given the user's competences and objectives from the above student informaton system, recommends the relevant contents among a large number of educational contents using competency ontology and domain ontology. The advantage of this system can easily handle the change of competency map and terms related with competences in student information and education contents.

Cryptocurrency Recommendation Model using the Similarity and Association Rule Mining (유사도와 연관규칙분석을 이용한 암호화폐 추천모형)

  • Kim, Yechan;Kim, Jinyoung;Kim, Chaerin;Kim, Kyoung-jae
    • Journal of Intelligence and Information Systems
    • /
    • v.28 no.4
    • /
    • pp.287-308
    • /
    • 2022
  • The explosive growth of cryptocurrency, led by Bitcoin has emerged as a major issue in the financial market recently. As a result, interest in cryptocurrency investment is increasing, but the market opens 24 hours and 365 days a year, price volatility, and exponentially increasing number of cryptocurrencies are provided as risks to cryptocurrency investors. For that reasons, It is raising the need for research to reduct investors' risks by dividing cryptocurrency which is not suitable for recommendation. Unlike the previous studies of maximizing returns by simply predicting the future of cryptocurrency prices or constructing cryptocurrency portfolios by focusing on returns, this paper reflects the tendencies of investors and presents an appropriate recommendation method with interpretation that can reduct investors' risks by selecting suitable Altcoins which are recommended using Apriori algorithm, one of the machine learning techniques, but based on the similarity and association rules of Bitocoin.

The Stock Portfolio Recommendation System based on the Correlation between the Stock Message Boards and the Stock Market (인터넷 주식 토론방 게시물과 주식시장의 상관관계 분석을 통한 투자 종목 선정 시스템)

  • Lee, Yun-Jung;Kim, Gun-Woo;Woo, Gyun
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.3 no.10
    • /
    • pp.441-450
    • /
    • 2014
  • The stock market is constantly changing and sometimes the stock prices unaccountably plummet or surge. So, the stock market is recognized as a complex system and the change on the stock prices is unpredictable. Recently, many researchers try to understand the stock market as the network among individual stocks and to find a clue about the change of the stock prices from big data being created in real time from Internet. We focus on the correlation between the stock prices and the human interactions in Internet especially in the stock message boards. To uncover this correlation, we collected and investigated the articles concerning with 57 target companies, members of KOSPI200. From the analysis result, we found that there is no significant correlation between the stock prices and the article volume, but the strength of correlation between the article volume and the stock prices is relevant to the stock return. We propose a new method for recommending stock portfolio base on the result of our analysis. According to the simulated investment test using the article data from the stock message boards in 'Daum' portal site, the returns of our portfolio is about 1.55% per month, which is about 0.72% and 1.21% higher than that of the Markowitz's efficient portfolio and that of the KOSPI average respectively. Also, the case using the data from 'Naver' portal site, the stock returns of our proposed portfolio is about 0.90%, which is 0.35%, 0.40%, and 0.58% higher than those of our previous portfolio, Markowitz's efficient portfolio, and KOSPI average respectively. This study presents that collective human behavior on Internet stock message board can be much helpful to understand the stock market and the correlation between the stock price and the collective human behavior can be used to invest in stocks.

A Study for Competency Enhancing of Creative Enterprise based on Textile Materials (텍스타일 기반 창조기업의 역량강화를 위한 교육평가 연구)

  • Yoon, Hae-Gyung;Choi, Seung-Bae
    • Journal of Fisheries and Marine Sciences Education
    • /
    • v.27 no.2
    • /
    • pp.452-466
    • /
    • 2015
  • The study analyzed the result of a survey on educational programs after the provision of professional development education in textile-based industries, with the aim of suggesting a method of evaluating professional development education, by shedding new light on the educational contents and environment required by industries and on the components required to strengthen competence based on an evaluation of the outcomes of such educational programs. Methods of analysis included frequency & average analysis, ANOVA and portfolio analysis, and a questionnaire containing seven questions on satisfaction with 'educational contents,' six questions on satisfaction with 'educational environment,' three questions on educational effect and questions on overall satisfaction with education was used as an analysis tool. Data used in the analysis was obtained through a survey of the attendants of lectures given from January 2014 to September 2014, and the respondents included 30 persons enrolled in CEO courses, 167 persons enrolled in employment courses and 101 persons enrolled in employment & start-up business courses. The results of the research are as follows. 1. Looking at frequency distribution by educational course, it was shown, from highest to lowest, to be Incumbent Courses (167 persons, 56%), Employment & Start-up Courses (101 persons, 33.9%) and CEO Courses (30 persons, 10.1%). Looking at average analysis by question, the value of most questions on Employment & Start-up Courses turned out to be lower than Employment Courses and CEO Courses. 2. Through a variance analysis on questions related to educational courses (Employment & Start-up Course, Incumbent Course & CEO Course) and post-verification, it turned out that Employment Course is in the same group as the CEO Course in most questions, and that Employment & Start-up Course was a separate group. 3. Overall satisfaction with education turned out to be as high, at 4.1 out of 5. 4. Through a portfolio analysis on educational courses, it was found that 'Overall Satisfaction with Educational Contents,' 'Usefulness of Educational Contents,' 'Overall Satisfaction with Educational Environment' and 'Quality and Ability of Instructors' were included in areas of recommendation.

Career map and course map recommendation system for employment (취업준비를 위한 career map and course map 추천 시스템)

  • Kwon, Wonhyun
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2022.10a
    • /
    • pp.276-279
    • /
    • 2022
  • The 4th industrial revolution refers to the transition to a knowledge society in which the production speed of knowledge is fast and the proportion of the knowledge industry is greatly increased. The reorganization of the industrial structure and the change of occupations and jobs due to new technologies are bringing about changes in education, and the development of digital technology has made education that is borderless, individual and dynamic, becoming the new standard of education. With these changes, interest in nano-degrees on new technologies or micro-degrees focused on core courses rather than regular course degrees is increasing. As a representative example, Udacity in the United States has opened and operated online nanodegree courses related to jobs, and collaborates with major companies to develop and educate core training courses necessary for companies, thereby efficiently supporting companies in securing talent. With the revitalization of online vocational and job training, an environment has been prepared in which individuals can set goals for vocational competency development and continue their portfolio-based sustainable learning. However, for effective vocational education, automated and personalized educational content design should be preceded. To this end, in this paper, we propose a personalized career and course map recommendation system in the era of online learning

  • PDF

Comparative study of RN-BSN Programs in Korea (간호학사 특별학위과정의 교육과정 비교 연구)

  • Lee, Yun-Jung
    • The Journal of Korean Academic Society of Nursing Education
    • /
    • v.6 no.2
    • /
    • pp.327-344
    • /
    • 2000
  • The purpose of this survey study is to guide the direction of the RN-BSN program in Korea by analyzing (1) the philosophy and objectives (2) curriculum (3) and appraisal method, achievement test and self-directed learning. In this study, subjects consisted of 20 department of nursing in University and 20 RN-BSN programs in Korea. The Survey was conducted from September 1999 through May 2000 by mail and FAX. 1) Educational philosophy and objectives of 5 RN-BSN programs have curricular based philosophy. Most popular philosophies were revealed that nursing is oriented role function, human relation, and integrated application. 9 RN-BSN programs have curricular based objectives. There are including of knowledge, applying the new technology, under-standing of human being family community, application of nursing process, leadership, nursing ethics, and participation in research. 2) In RN-BSN programs, total mean credits through general college courses for earning the degree of BSN is 21.5 and total mean credits through the nursing area for earning the degree of BSN is 71.4. In RN-BSN programs, total mean credits through clinical practice for earning the degree of BSN is 5.94. 25.00 of mean credits was earned through achievement test(6.00~37.00). Therefore, this research suggests some recommendation for the development of curriculum of RN-BSN program that was required to do some alterations. And the various and other methods of earning credit should be developed. That is, the students will earn credits, accredited examination of University, advanced placement examination, case study, self-report, self-directed learning and achievement tests, portfolio review session and so on. And the RN-BSN courses are delivered to many areas by teleconferencing system, computer network(EdNet or Internet etc), CD-ROM Title, VOD (video on demand) and other methods.

  • PDF

The Stock Portfolio Recommendation System based on the Correlation between the Internet Stock Message Board and the Stock Market (인터넷 주식 토론방과 주식 시장의 상관관계 분석을 통한 투자 종목 선정 시스템)

  • Lee, Yun-Jung;Kim, Gunwoo;Woo, Gyun
    • Proceedings of the Korea Information Processing Society Conference
    • /
    • 2014.04a
    • /
    • pp.967-970
    • /
    • 2014
  • 인터넷 게시판이나 트위터 같은 온라인 매체는 쉬운 접근성과 실시간 특성으로 어떤 사건에 대한 사용자들의 반응이 즉각적으로 나타난다. 또한, 실시간으로 엄청난 양의 데이터가 생성되고 있어 이 데이터를 잘 분석한다면 실제 사회에서 나타나는 다양한 현상들에 대해 파악할 수 있다. 최근 주식 시장에서도 이러한 온라인 데이터들을 분석하여 주가 변동이나 주식 시장 상황을 이해하려는 연구가 시도되고 있다. 이 논문에서는 주식 토론방의 게시물과 주가 사이에 어떤 상관관계가 있는지를 분석하고, 이를 이용한 주식 투자 종목 추천 시스템을 제안하고자 한다. 먼저 주가와 주식 토론방 게시물들 사이의 상관관계를 분석하기 위해서 KOSPI200에 속한 회사 중 55개의 회사를 대상으로 주가와 주식 토론방 게시물을 분석하였다. 2008년부터 2013년까지 6년 동안 각 회사의 주가와 게시물의 상관관계를 분석한 결과 개별 주가와 게시물 수 사이에는 특별한 상관관계가 나타나지 않았다. 하지만 주가와 게시물 수의 상관관계가 높을수록 주식 수익률이 높은 경향을 보였다. 이 논문에서는 주가와 게시물 수의 상관관계 정보를 이용한 투자 종목 추천 알고리즘을 제안하였고, 모의투자 실험을 통해 제안 방법의 효율성을 보였다. 2008년 1월부터 2013년 12월까지의 주가와 주식 토론방 데이터를 이용한 모의투자 실험에서 제안 방법으로 구성한 포트폴리오의 1개월 평균 수익률은 약 1.82%로, 주식 네트워크 특성을 이용한 기존 방법보다 약 0.64% 높은 수익률을 보였다. 또한, 마코위츠의 효율적 포트폴리오와 KOSPI200 수익률보다 각각 약 0.85%와 1.48% 높게 나타났다.

Enhancing Existing Products and Services Through the Discovery of Applicable Technology: Use of Patents and Trademarks (제품 및 서비스 개선을 위한 기술기회 발굴: 특허와 상표 데이터 활용)

  • Seoin Park;Jiho Lee;Seunghyun Lee;Janghyeok Yoon;Changho Son
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.46 no.4
    • /
    • pp.1-14
    • /
    • 2023
  • As markets and industries continue to evolve rapidly, technology opportunity discovery (TOD) has become critical to a firm's survival. From a common consensus that TOD based on a firm's capabilities is a valuable method for small and medium-sized enterprises (SMEs) and reduces the risk of failure in technology development, studies for TOD based on a firm's capabilities have been actively conducted. However, previous studies mainly focused on a firm's technological capabilities and rarely on business capabilities. Since discovered technologies can create market value when utilized in a firm's business, a firm's current business capabilities should be considered in discovering technology opportunities. In this context, this study proposes a TOD method that considers both a firm's business and technological capabilities. To this end, this study uses patent data, which represents the firm's technological capabilities, and trademark data, which represents the firm's business capabilities. The proposed method comprises four steps: 1) Constructing firm technology and business capability matrices using patent classification codes and trademark similarity group codes; 2) Transforming the capability matrices to preference matrices using the fuzzy function; 3) Identifying a target firm's candidate technology opportunities using the collaborative filtering algorithm; 4) Recommending technology opportunities using a portfolio map constructed based on technology similarity and applicability indices. A case study is conducted on a security firm to determine the validity of the proposed method. The proposed method can assist SMEs that face resource constraints in identifying technology opportunities. Further, it can be used by firms that do not possess patents since the proposed method uncovers technology opportunities based on business capabilities.

영재교육원 수료 학생에 대한 과학고등학교 정원 외 선발의 타당성 분석

  • Jeon, Yeong-Seok
    • Journal of Gifted/Talented Education
    • /
    • v.14 no.4
    • /
    • pp.47-70
    • /
    • 2004
  • We analyzed the validity of Science Highschool's selection process for the students from Science Gifted Education Center in order to suggest the direction of improvement. First of all, we invested the students' achievement in Mathematics and Science. As a result, we found that the students are not so good at mathematics and science through the selection process for the students from Science Gifted Education Center. However the difference is not statistically meaningful. On the contrary, The achievement of the students from Science Gifted Education Center is above average who were selected through the other course, e. g. the students who acquired the recommendation of principal, winner of prize in Olympiad of Mathematics or Science. We didn't find any meaningful result in the investigation of Affective Domain in Science. And then we found that the students prefer the generous environment through the selection process for the students from Science Gifted Education Center. As a whole, the selection process for the students from Science Gifted Education Center was not so satisfying. It should be reformed; we should examine the students' portfolio on the activities in the Science Gifted Education Center, and the entrance examination should include both divergent and convergent problems to find out the students' creativity. And the 3 dimensional process is also essential through the multiple steps.