• Title/Summary/Keyword: Probability Score

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Performance Analysis of Trading Strategy using Gradient Boosting Machine Learning and Genetic Algorithm

  • Jang, Phil-Sik
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.11
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    • pp.147-155
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    • 2022
  • In this study, we developed a system to dynamically balance a daily stock portfolio and performed trading simulations using gradient boosting and genetic algorithms. We collected various stock market data from stocks listed on the KOSPI and KOSDAQ markets, including investor-specific transaction data. Subsequently, we indexed the data as a preprocessing step, and used feature engineering to modify and generate variables for training. First, we experimentally compared the performance of three popular gradient boosting algorithms in terms of accuracy, precision, recall, and F1-score, including XGBoost, LightGBM, and CatBoost. Based on the results, in a second experiment, we used a LightGBM model trained on the collected data along with genetic algorithms to predict and select stocks with a high daily probability of profit. We also conducted simulations of trading during the period of the testing data to analyze the performance of the proposed approach compared with the KOSPI and KOSDAQ indices in terms of the CAGR (Compound Annual Growth Rate), MDD (Maximum Draw Down), Sharpe ratio, and volatility. The results showed that the proposed strategies outperformed those employed by the Korean stock market in terms of all performance metrics. Moreover, our proposed LightGBM model with a genetic algorithm exhibited competitive performance in predicting stock price movements.

Detection of Incidental Prostate Cancer or Urothelial Carcinoma Extension in Urinary Bladder Cancer Patients by Using Multiparametric MRI: A Retrospective Study Using Prostate Imaging Reporting and Data System Version 2.0 (방광암 환자의 다중 매개 자기공명영상에서 우연히 발견된 전립선암 또는 요로상피세포암종의 전립선 침범의 검출: 전립선 이미징 보고 및 데이터 시스템 버전 2.0을 사용한 후향적 연구)

  • Sang Eun Yoon;Byung Chul Kang;Hyun-Hae Cho;Sanghui Park
    • Journal of the Korean Society of Radiology
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    • v.81 no.3
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    • pp.610-619
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    • 2020
  • Purpose The study aimed to investigate the role of Prostate Imaging Reporting and Data System version 2 (PI-RADS v2) in predicting incidental prostate cancer (PCa) or urothelial carcinoma (UCa) extension in urinary bladder (UB) cancer patients. Materials and Methods A total of 72 UB cancer patients who underwent radical cystoprostatectomy and 3 Tesla multiparametric MRI before surgery were enrolled. PI-RADS v2 ratings were assigned by two independent radiologists. All prostate specimens were examined by a single pathologist. We compared the multiparametric MRI findings rated using PI-RADS v2 with the pathologic data. Results Of the 72 UB cancer patients, 29 had incidental PCa (40.3%) and 20 showed UCa extension (27.8%), with an overlap for 3 patients. With a score of 4 as the cut-off value for predicting incidental PCa, the diagnostic accuracy was 65.3%, specificity was 90.7%, and positive predictive value (PPV) was 66.7%. The diagnostic accuracy for incidental UCa extension was 47.2%, specificity was 92.3%, and PPV was 83.3%. Conclusion Despite the low diagnostic accuracy, the PPV and specificity were relatively high. Therefore, PI-RADS v2 scores of 1, 2, or 3 may help exclude the probability of incidental PCa or UCa extension.

Clinical Outcomes and Cost-Effectiveness of Osteoporosis Screening With Dual-Energy X-ray Absorptiometry

  • Chiao-Lin Hsu;Pin-Chieh Wu;Chun-Hao Yin;Chung-Hwan Chen;King-Teh Lee;Chih-Lung Lin;Hon-Yi Shi
    • Korean Journal of Radiology
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    • v.24 no.12
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    • pp.1249-1259
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    • 2023
  • Objective: This study aimed to evaluate the clinical outcomes and cost-effectiveness of dual-energy X-ray absorptiometry (DXA) for osteoporosis screening. Materials and Methods: Eligible patients who had and had not undergone DXA screening were identified from among those aged 50 years or older at Kaohsiung Veterans General Hospital, Taiwan. Age, sex, screening year (index year), and Charlson comorbidity index of the DXA and non-DXA groups were matched using inverse probability of treatment weighting (IPTW) for propensity score analysis. For cost-effectiveness analysis, a societal perspective, 1-year cycle length, 20-year time horizon, and discount rate of 2% per year for both effectiveness and costs were adopted in the incremental cost-effectiveness (ICER) model. Results: The outcome analysis included 10337 patients (female:male, 63.8%:36.2%) who were screened for osteoporosis in southern Taiwan between January 1, 2012, and December 31, 2021. The DXA group had significantly better outcomes than the non-DXA group in terms of fragility fractures (7.6% vs. 12.5%, P < 0.001) and mortality (0.6% vs. 4.3%, P < 0.001). The DXA screening strategy gained an ICER of US$ -2794 per quality-adjusted life year (QALY) relative to the non-DXA at the willingness-to-pay threshold of US$ 33004 (Taiwan's per capita gross domestic product). The ICER after stratifying by ages of 50-59, 60-69, 70-79, and ≥ 80 years were US$ -17815, US$ -26862, US$ -28981, and US$ -34816 per QALY, respectively. Conclusion: Using DXA to screen adults aged 50 years or older for osteoporosis resulted in a reduced incidence of fragility fractures, lower mortality rate, and reduced total costs. Screening for osteoporosis is a cost-saving strategy and its effectiveness increases with age. However, caution is needed when generalizing these cost-effectiveness results to all older populations because the study population consisted mainly of women.

Impact of Additional Preoperative Computed Tomography Imaging on Staging, Surgery, and Postsurgical Survival in Patients With Papillary Thyroid Carcinoma

  • So Yeong Jeong;Sae Rom Chung;Jung Hwan Baek;Young Jun Choi;Sehee Kim;Tae-Yon Sung;Dong Eun Song;Tae Yong Kim;Jeong Hyun Lee
    • Korean Journal of Radiology
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    • v.24 no.12
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    • pp.1284-1292
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    • 2023
  • Objective: We investigated the impacts of computed tomography (CT) added to ultrasound (US) for preoperative evaluation of patients with papillary thyroid carcinoma (PTC) on staging, surgical extent, and postsurgical survival. Materials and Methods: Consecutive patients who underwent surgery for PTC between January 2015 and December 2015 were retrospectively identified. Of them, 584 had undergone preoperative additional thyroid CT imaging (CT + US group), and 859 had not (US group). Inverse probability of treatment weighting (IPTW) and propensity score matching (PSM) were used to adjust for 14 variables and balance the two groups. Changes in nodal staging and surgical extent caused by CT were recorded. The recurrence-free survival and distant metastasis-free survival after surgery were compared between the two groups. Results: In the CT + US group, discordant nodal staging results between CT and US were observed in 94 of 584 patients (16.1%). Of them, CT accurately diagnosed nodal staging in 54 patients (57.4%), while the US provided incorrect nodal staging. Ten patients (1.7%) had a change in the extent of surgery based on CT findings. Postsurgical recurrence developed in 3.6% (31 of 859) of the CT + US group and 2.9% (17 of 584) of the US group during the median follow-up of 59 months. After adjustment using IPTW (580 vs. 861 patients), the CT + US group showed significantly higher recurrence-free survival rates than the US group (hazard ratio [HR], 0.52 [95% confidence interval {CI}, 0.29-0.96]; P = 0.037). PSM analysis (535 patients in each group) showed similar HR without statistical significance (HR, 0.60 [95% CI, 0.31-1.17]; P = 0.134). For distant metastasis-free survival, HRs after IPTW and PSM were 0.75 (95% CI, 0.17-3.36; P = 0.71) and 0.87 (95% CI, 0.20-3.80; P = 0.851), respectively. Conclusion: The addition of CT imaging for preoperative evaluation changed nodal staging and surgical extent and might improve recurrence-free survival in patients with PTC.

Mechanical versus Bioprosthetic Aortic Valve Replacement in Patients Aged 50 to 70 Years

  • Youngkwan Song;Ki Tae Kim;Soo Jin Park;Hong Rae Kim;Jae Suk Yoo;Pil Je Kang;Sung-Ho Jung;Cheol Hyun Chung;Joon Bum Kim;Ho Jin Kim
    • Journal of Chest Surgery
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    • v.57 no.3
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    • pp.242-251
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    • 2024
  • Background: This study compared the outcomes of surgical aortic valve replacement (AVR) in patients aged 50 to 70 years based on the type of prosthetic valve used. Methods: We compared patients who underwent mechanical AVR to those who underwent bioprosthetic AVR at our institution between January 2000 and March 2019. Competing risk analysis and the inverse probability of treatment weighting (IPTW) method based on propensity score were employed for comparisons. Results: A total of 1,580 patients (984 patients with mechanical AVR; 596 patients with bioprosthetic AVR) were enrolled. There was no significant difference in early mortality between the mechanical AVR and bioprosthetic AVR groups (0.9% vs. 1.7%, p=0.177). After IPTW adjustment, the risk of all-cause mortality was significantly higher in the bioprosthetic AVR group than in the mechanical AVR group (hazard ratio [HR], 1.39; 95% confidence interval [CI], 1.07-1.80; p=0.014). Competing risk analysis revealed lower risks of stroke (sub-distributional hazard ratio [sHR], 0.44; 95% CI, 0.28-0.67; p<0.001) and anticoagulation-related bleeding (sHR, 0.35; 95% CI, 0.23-0.53; p<0.001) in the bioprosthetic AVR group. Conversely, the risk of aortic valve (AV) reintervention was higher in the bioprosthetic AVR group (sHR, 6.14; 95% CI, 3.17-11.93; p<0.001). Conclusion: Among patients aged 50 to 70 years who underwent surgical AVR, those receiving mechanical valves showed better survival than those with bioprosthetic valves. The mechanical AVR group exhibited a higher risk of stroke and anticoagulation-related bleeding, while the bioprosthetic AVR group showed a higher risk of AV reintervention.

The relationship between the time from arrival at a hospital to delivery and the occurrence of cerebral palsy in premature infants of less than 34 weeks of gestational age (재태주령 34주 이전에 출생한 미숙아에서 병원도착시점에서 분만까지 소요된 시간과 뇌성마비 발생과의 관련성)

  • Hwang, Jae Woong;Heo, A Lum;Koo, Soo Hyun;Lee, Hae Jung;Lee, Jun Wha;Lee, Joo Seok;Cho, Kyung Lae
    • Clinical and Experimental Pediatrics
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    • v.52 no.11
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    • pp.1228-1233
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    • 2009
  • Purpose : This study aimed to evaluate whether a shorter time from the arrival at a hospital to delivery is related to the occurrence of cerebral palsy in premature infants of less than 34 weeks of gestational age. Methods : We studied 142 newborns of less than 34 weeks of gestational age. The time from the arrival at the hospital to delivery was measured. The correlation between the time required for delivery and the occurrence of cerebral palsy was elucidated by diagnosing cerebral palsy in neonates using the Korean Infant Development Screening Test and neurological examination. Results : Preliminary result suggested that a shorter time from hospital arrival to delivery was related to a lower development score for gross motor activity and to a higher frequency of cerebral palsy occurrence. Moreover, it was responsible for a tendency of obtaining lower Apgar scores at 1 and 5 minutes. The shorter delivery time was associated with a higher probability of respiratory distress syndrome (RDS) occurrence when the length of delivery time was less than 6 hours and there was a higher probability of a shorter gestation period. However, the multifactor analysis revealed that there was little impact of delivery time on the occurrence of cerebral palsy. Conclusions : The length of hospital arrival time to delivery did not significantly influence the occurrence of cerebral palsy in premature infants of less than 34 weeks of gestational age.

A Study of Inter-observer Agreements of Spiral Chest Computed Tomography in Diagnosing Pulmonary Embolism (폐색전증에서 나선형 컴퓨터 전산화 단층촬영의 관찰자간의 일치도에 관한 연구)

  • Kim, Yang-Ki;Lee, Young Mok;Kim, Ki-up;Uh, Soo-taek;Kim, Yong Hoon;Park, Choon Sik;Hwang, Jung-Hwa;Kim, Dong Hun;Goo, Dong-Erk;Choi, Deuk-Lin
    • Tuberculosis and Respiratory Diseases
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    • v.59 no.5
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    • pp.473-479
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    • 2005
  • Background : A pulmonary embolism often presents with nonspecific symptoms and signs. However, a delayed diagnosis can result in catastrophic outcome. The majority of preventable deaths associated with a pulmonary embolism can be ascribed to a missed diagnosis rather than to the failure of existing treatments. Therefore, accurate and rapid diagnostic methods are essential for the management of a pulmonary embolism. The recent generation of multidetector-row spiral CT scanners appears to outperform other imaging modalities in detecting a central and peripheral pulmonary embolism. However, there are some variations in the interpretations of the findings between observers. This study examined the inter-observer differences of the diagnoses in patients with a pulmonary embolism. Method : 64 patients who were diagnosed with a pulmonary embolism either clinically or with spiral chest CT from 2002 to 2004, were included. Two thoracic radiologists interpreted the multidetector-row spiral CT in terms of the diagnosis of a pulmonary embolism and the location of the thrombus independently. Among 64 patients, 14 patients were excluded because there was no evidence of a pulmonary embolism or there was different interpretation of the pulmonary embolism between radiologists. A clinical diagnosis was based on "Rules for predicting the probability of embolism". Results : The mean score of the patients according to the Wells method was $3.91{\pm}0.30$ (0-9). The accordance of the radiologists was 95% in the main, 85% in the lobar, 91.2% in the segmental, and 96% in the sub-segmental pulmonary arteries. After excluding the negative interpretation from both radiologists, their agreement was 76.2%(${\kappa}.$ 0.83) in the main, 57.6%(${\kappa}.$ 0.63) in the lobar, 51.5%(${\kappa}.$ 0.63) in the segmental, and 34.6%(${\kappa}.$ 0.49) in the sub-segmental pulmonary arteries. Conclusion : Chest CT has been recently applied to patients suspected of having a pulmonary embolism. It was found that spiral CT is a rapid test for diagnosing a thrombus, and there was reliable accordance between the observers from the area of the large pulmonary arteries. However, there was a lack of agreement between the observers in diagnosing thrombi located distal to the sub-segmental arteries.

Characterizing the Spatial Distribution of Oak Wilt Disease Using Remote Sensing Data (원격탐사자료를 이용한 참나무시들음병 피해목의 공간분포특성 분석)

  • Cha, Sungeun;Lee, Woo-Kyun;Kim, Moonil;Lee, Sle-Gee;Jo, Hyun-Woo;Choi, Won-Il
    • Journal of Korean Society of Forest Science
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    • v.106 no.3
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    • pp.310-319
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    • 2017
  • This study categorized the damaged trees by Supervised Classification using time-series-aerial photographs of Bukhan, Cheonggae and Suri mountains because oak wilt disease seemed to be concentrated in the metropolitan regions. In order to analyze the spatial characteristics of the damaged areas, the geographical characteristics such as elevation and slope were statistically analyzed to confirm their strong correlation. Based on the results from the statistical analysis of Moran's I, we have retrieved the following: (i) the value of Moran's I in Bukhan mountain is estimated to be 0.25, 0.32, and 0.24 in 2009, 2010 and 2012, respectively. (ii) the value of Moran's I in Cheonggye mountain estimated to be 0.26, 0.32 and 0.22 in 2010, 2012 and 2014, respectively and (iii) the value of Moran's I in Suri mountain estimated to be 0.42 and 0.42 in 2012 and 2014. respectively. These numbers suggest that the damaged trees are distributed in clusters. In addition, we conducted hotspot analysis to identify how the damaged tree clusters shift over time and we were able to verify that hotspots move in time series. According to our research outcome from the analysis of the entire hotspot areas (z-score>1.65), there were 80 percent probability of oak wilt disease occurring in the broadleaf or mixed-stand forests with elevation of 200~400 m and slope of 20~40 degrees. This result indicates that oak wilt disease hotspots can occur or shift into areas with the above geographical features or forest conditions. Therefore, this research outcome can be used as a basic resource when predicting the oak wilt disease spread-patterns, and it can also prevent disease and insect pest related harms to assist the policy makers to better implement the necessary solutions.

A Retrospective Study on the Risk Factors and the Effect of Higher Somatic Cell Count in Milk on Reproductive Performance in Dairy Cows (젖소에서 비유초기 체세포 증가 위험 요인 및 번식효율에 미치는 영향 분석 연구)

  • Seo, Bo-Sung;Shin, Eun-Kyung;Jeong, Jae-Kwan;Kang, Hyun-Gu;Kim, Ill-Hwa
    • Journal of Veterinary Clinics
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    • v.31 no.4
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    • pp.272-277
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    • 2014
  • This retrospective study evaluated the effect of somatic cell count (SCC) in milk during early lactation on reproductive performance in dairy cows. Data were collected on 774 cows from six dairy farms, including cow parity, dates of previous calving, artificial insemination, pregnancy diagnosis, incidence of postpartum endometritis, reproductive performance (the intervals from calving to first insemination and conception), milk production and SCC. Data on 774 lactations were grouped based on the average first 3 months postpartum linear somatic cell score (SCS) as T1 (< 3.0, n = 521), T2 (3.0 ${\leq}$ and < 4.0, n = 113), and T3 (${\geq}$ 4.0, n = 140) groups. The odds ratio (OR) for the probability of endometritis increased 1.6 (p < 0.05) and 3.2 times (p < 0.0001) in the T2 and T3 groups, respectively, compared with that in the T1 group. The hazard of first insemination by 150 days in milk (DIM) was lower in the T3 group (hazard ratio [HR]: 0.76, p < 0.01) than in the T1 group. First insemination conception rate did not differ among the 3 groups (28.7-34.2%, p > 0.05). The hazard of pregnancy by 365 DIM in the T3 group was lower (HR: 0.75, p < 0.05 respectively) than in the T1 and T2 groups. The SCS during 4 to 7 months postpartum differed (p < 0.0001) among the 3 groups. Farm and cow parity were important risk factors for higher SCS (${\geq}$ 4.0). Multiparous cows were more likely to have a higher SCS (OR: 2.26, p = 0.0005) compared with primiparous cows. In conclusion, higher SCS (${\geq}$ 4.0) during early lactation was associated with decreased reproductive performance of dairy cows.

A Comparison of Single and Multi-matrix Models for Bird Strike Risk Assessment (단일 및 다중 매트릭스 모델의 비교를 통한 항공기-조류 충돌 위험성 평가 모델 분석)

  • Hong, Mi-Jin;Kim, Myun-Sik;Moon, Young-Min;Choi, Jin-Hwan;Lee, Who-Seung;Yoo, Jeong-Chil
    • Korean Journal of Environment and Ecology
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    • v.33 no.6
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    • pp.624-635
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    • 2019
  • Bird strike accidents, a collision between aircraft and birds, have been increasing annually due to an increasing number of aircraft operating each year to meet heavier demand for air traffic. As such, many airports have conducted studies to assess and manage bird strike risks effectively by identifying and ranking bird species that can damage aircraft based on the bird strike records. This study was intended to investigate the bird species that were likely to threaten aircraft and compare and discuss the risk of each species estimated by the single-matrix and multi-matrix risk assessment models based on the Integrated Flight Information Service (IFIS) data collected in Gimpo, Gimhae and Jeju Airports in South Korea from 2005 to 2013. We found that there was a difference in the assessment results between the two models. The single-matrix model estimated 2 species and 6 taxa in Gimpo and Gimhae Airports and 2 species and 5 taxa in Jeju Airport to have the risk score above "high," whereas the multi-matrix model estimated 3 species and 5 taxa in Gimpo Airport, 4 species and 5 taxa in Gimhae Airport, and 2 species and 3 taxa in Jeju Airport to have the risk score above "very high." Although both models estimated the similar high-risk species in Gimpo and Gimhae Airports, there was a significant difference in Jeju Airport. Gimpo and Gimhae Airports are near the estuary of a river, which is an excellent habitat for large and heavy waterbirds. On the other hand, Jeju Airport is near the coast and the city center, and small and light bird species are mostly observed. Since collisions with such species have little effect on aircraft fuselage, the impact of common variables between the two models was small, and the additional variables caused a significant difference between the estimation by the two models.