• The Journal of Asian Finance, Economics and Business
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• v.7 no.10
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• pp.9-21
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• 2020

The aim of this paper is to predict the Borsa Istanbul (BIST) 30 index movements to determine the most accurate buy and sell decisions using the methods of Artificial Neural Networks (ANN) and Genetic Algorithm (GA). We combined these two methods to obtain a hybrid intelligence method, which we apply. In the financial markets, over 100 technical indicators can be used. However, several of them are preferred by analysts. In this study, we employed nine of these technical indicators. They are moving average convergence divergence (MACD), relative strength index (RSI), commodity channel index (CCI), momentum, directional movement index (DMI), stochastic oscillator, on-balance volume (OBV), average directional movement index (ADX), and simple moving averages (3-day moving average, 5-day moving average, 10-day moving average, 14-day moving average, 20-day moving average, 22-day moving average, 50-day moving average, 100-day moving average, 200-day moving average). In this regard, we combined these two techniques and obtained a hybrid intelligence method. By applying this hybrid model to each of these indicators, we forecast the movements of the Borsa Istanbul (BIST) 30 index. The experimental result indicates that our best proposed hybrid model has a successful forecast rate of 75%, which is higher than the single ANN or GA forecasting models.

• Bulletin of the Korean Chemical Society
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• v.27 no.12
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• pp.1976-1980
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• 2006

We have calculated the reaction probability and the reaction cross-section of the $N(^4S)+O_2(X^3\sum_{g}^{-})\;\rightarrow\;NO(X^2\Pi)+O(^3P)$ reaction by the quasiclassical trajectory method with the 6th-order explicit symplectic algorithm, based on a new ground potential energy surface. The advantage of the 6th-order explicit symplectic algorithm, conserving both the total energy and the total angular momentum of the reaction system during the numerical integration of canonical equations, has firstly analyzed in this work, which make the calculation of the reaction probability more reliable. The variation of the reaction probability with the impact parameter and the influence of the relative translational energy on the reaction cross-section of the reaction have been discussed in detail. And the fact is found by the comparison that the reaction probability and the reaction cross-section of the reaction estimated in this work are more reasonable than the theoretical ones determined by Gilibert et al.

• Journal of the Society of Naval Architects of Korea
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• v.50 no.4
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• pp.232-239
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• 2013

This paper provides the structure of a Reynolds Averaged Navier-Stokes(RANS) based simulation method and its validation results for the ship motion problem. The motion information of the hull computed from the equations of motion is considered in the momentum equations as the relative fluid motions with respect to a non-inertial coordinates system. A finite volume method is used to solve the governing equations, while the free surface is captured by using a two-phase level-set method and the realizable k-${\varepsilon}$ model is used for turbulence closure. For the validation of the present numerical approach, the numerical results of the resistance and motion tests for DTMB 5415 at two ship speeds are compared against available experimental data.

• Journal of the Optical Society of Korea
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• v.13 no.1
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• pp.22-27
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• 2009

Target design study to improve the quality of an accelerated proton beam from the interaction of a high-intensity short pulse laser with an overdense plasma slab has been accomplished by using a two-dimensional, fully electromagnetic and relativistic particle-in-cell (PIC) simulation. The target consists of a thin core part and a thick peripheral part of equivalent plasma densities, while the ratio of the radius of the core part to the laser spot size, and the position of the peripheral part relative to the fixed core part were varied. The positive effects of this core-peripheral target structure could be expected from the knowledge of the typical target normal sheath acceleration (TNSA) mechanism in a laser-plasma interaction, and were apparently evidenced from the comparison with the case of a conventional simple planar target and the case of the transversal size reduction of the simple planar target. Improvements of the beam qualities including the collimation, the forward directionality, and the beam divergence were verified by detailed analysis of relativistic momentum, angular directionality, and the spatial density map of the accelerated protons.

• 유체기계공업학회:학술대회논문집
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• 2003.12a
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• pp.385-390
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• 2003

Shape of a multi-blades centrifugal fan is optimized by response surface method based on three-dimensional Navier-Stokes analysis. For numerical analysis, Reynolds-averaged Wavier-Stokes equations with standard $k-{\varepsilon}$ turbulence model are transformed into non-orthogonal curvilinear coordinate system, and are discretized with finite volume approximations. Due to the large number of blades in this centrifugal fan, the flow inside of the fan is regarded as steady flow by introducing the impeller force models for economic calculations. Optimizations with and without constraints are carried out. Design variables, location of cur off, radius of cut off, expansion angle of scroll and width of impeller were selected to optimize the shapes of scroll and blades. Data points for response evaluations were selected by D-optimal design, and linear programming method was used for the optimization on the response surface. As a main result of the optimization, the efficiency was successfully improved. The correlation of efficiency with relative size of inactive zone at the exit of impeller is discussed as well as with average momentum fluxes in the scroll.

• Journal of Astronomy and Space Sciences
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• v.25 no.4
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• pp.405-414
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• 2008

To better understand the physical processes that control the high-latitude lower thermospheric dynamics, we analyze the divergence and vorticity of the high-latitude neutral wind field in the lower thermosphere during the southern summertime for different IMF conditions. For this study the National Center for Atmospheric Research Thermosphere-Ionosphere Electrodynamics General Circulation Model (NCAR-TIEG CM) is used. The analysis of the large-scale vorticity and divergence provides basic understanding flow configurations to help elucidate the momentum sources that ulti-mately determine the total wind field in the lower polar thermosphere and provides insight into the relative strengths of the different sources of momentum responsible for driving winds. The mean neutral wind pattern in the high-latitude lower thermosphere is dominated by rotational flow, imparted primarily through the ion drag force, rather than by divergent flow, imparted primarily through Joule and solar heating. The difference vorticity, obtained by subtracting values with zero IMF from those with non-zero IMF, in the high-latitude lower thermosphere is much larger than the difference divergence for all IMF conditions, indicating that a larger response of the thermospheric wind system to enhancement in the momentum input generating the rotational motion with elevated IMF than the corresponding energy input generating the divergent motion. the difference vorticity in the high-latitude lower thermosphere depends on the direction of the IMF. The difference vorticity for negative and positive $B_y$ shows positive and negative, respectively, at higher magnetic latitudes than $-70^{\circ}$. For negative $B_z$, the difference vorticities have positive in the dusk sector and negative in the dawn sector. The difference vorticities for positive $B_z$ have opposite sign. Negative IMF $B_z$ has a stronger effect on the vorticity than does positive $B_z$.

• International Union of Geodesy and Geophysics Korean Journal of Geophysical Research
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• v.25 no.1
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• pp.57-81
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• 1997

Numerical prediction of nocturnal thermal high in summer of the 1995 near Taegu city located in a basin has been carried out by a non-hydrostatic numerical model over complex terrain through one-way double nesting technique in the Z following coordinate system. Under the prevailing westerly winds, vertical turbulent fluxes of momentum and heat over mountains for daytime hours are quite strong with a large magnitude of more than $120W/\textrm{m}^2$, but a small one of $5W/\textrm{m}^2$ at the surface of the basin. Convective boundary layer (CBL) is developed with a thickness of about 600m over the ground in the lee side of Mt. Hyungje, and extends to the edge of inland at the interface of land sea in the east. Sensible heat flux near the surface of the top of the mountain is $50W/\textrm{m}^2$, but its flux in the basin is almost zero. Convergence of sensible heat flux occurs from the ground surface toward the atmosphere in the lower layer, causing the layer over the mountain to be warmed up, but no convergance of the flux over the basin results from the significant mixing of air within the CBL. As horizontal transport of sensible heat flux from the top of the mountain toward over the basin results in the continuous accumulation of heat with time, enhancing air temperature at the surface of the basin, especially Taegu city to be higher than $39.3^{\circ}C$. Since latent heat fluxes are $270W/\textrm{m}^2$ near the top of the mountain and $300W/\textrm{m}^2$ along the slope of the mountain and the basin, evaporation of water vapor from the surface of the basin is much higher than one from the mountain and then, horizontal transport of latent heat flux is from the basin toward the mountain, showing relative humidity of 65 to 75% over the mountain to be much greater than 50% to 55% in the basin. At night, sensible heat fluxes have negative values of $-120W/\textrm{m}^2$ along the slope near the top of the mountain and $-50W/\textrm{m}^2$ at the surface of the basin, which indicate gain of heat from the lower atmosphere. Nighttime radiative cooling produces a shallow nocturnal surface inversion layer with a thickness of about 100m, which is much lower than common surface inversion layer, and lifts extremely heated air masses for daytime hours, namely, a warm pool of $34^{\circ}C$ to be isolated over the ground surface in the basin. As heat transfer from the warm pool in the lower atmosphere toward the ground of the basin occurs, the air near the surface of the basin does not much cool down, resulting in the persistence of high temperature at night, called nocturnal thermal high or tropical night. High relative humidity of 75% is found at the surface of the basin under the moderate wind, while slightly low relative humidity of 60% is along the eastern slope of the high mountain, due to adiabatic heating by the srong downslope wind. Air temperature near the surface of the basin with high moisture in the evening does not get lower than that during the day and the high temperature produces nocturnal warming situation.

• Water for future
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• v.27 no.4
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• pp.123-133
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• 1994

The kinematic and diffusion models using simplified momentum equations of the full dynamic equation have been frequently used for numerical flow simulations, because they have several computational advantages compared to the full dynamic model. In this paper, the more generally acceptable application ranges of the kinematic and diffusion finite difference models were investigated based on three major parameters, which are channel bed slopes So, dimensionless depth increasing numbers Gw at upstream boundary and Froude numbers Fr. The applicable ranges were obtained by comparing the relative magnitudes of the local acceleration, convective acceleration, pressure, gravity and friction terms in the full dynamic equation. In the simulations, a Courant number of 0.5 was used and the channel bed slopes were changed from 0.00001 to 0.05. Also, Froude numbers of 0.1, 0.5 and 0.9 were employed. In this paper, it is indicated that the applicable ranges of kinematic models are increased with increasing of Froude numbers. However, the applicable ranges of diffusion models are decreased with increasing of Froude numbers. Finally, 9 figures were proposed as a guideline in the application of kinematic and diffusion finite difference models based upon the allowable deviation compared to the full dynamic model. With applying the proposed criteria, it is expected that the flow simulations in the channels, streams or rivers are more efficiently achieved.

• Wind and Structures
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• v.26 no.3
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• pp.147-161
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• 2018

For wind engineering applications downbursts are, presently, almost exclusively modeled, both experimentally and numerically, as transient impinging momentum jets (IJ), even though that model contains none of the physics of real events. As a result, there is no connection between the IJ-simulated downburst wind fields and the conditions of formation of the event. The cooling source (CS) model offers a significant improvement since it incorporates the negative buoyancy forcing and baroclinic vorticity generation that occurs in nature. The present work aims at using large-scale numerical simulation of downburst-producing thunderstorms to develop a simpler model that replicates some of the key physics whilst maintaining the relative simplicity of the IJ model. Using an example of such a simulated event it is found that the non-linear scaling of the velocity field, based on the peak potential temperature (and, hence, density) perturbation forcing immediately beneath the storm cloud, produces results for the radial location of the peak radial outflow wind speeds near the ground, the magnitude of that peak and the time at which the peak occurs that match well (typically within 5%) of those produced from a simple axi-symmetric constant-density dense source simulation. The evolution of the downdraft column within the simulated thunderstorm is significantly more complex than in any axi-symmetric model, with a sequence of downdraft winds that strengthen then weaken within a much longer period (>17 minutes) of consistently downwards winds over almost all heights up to at least 2,500 m.

• Journal of the Korean GEO-environmental Society
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• v.2 no.3
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• pp.81-88
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• 2001

The behavior of porous medium is modeled by linear thermoporoelastic behavior, linear poroviscoelastic behavior, poroplastic behavior, and poroviscoplastic behavior, etc. The behavior has, in general, a complicated aspect which makes a mechanical description of the problem with time. Constitutive modeling for deformation behavior of porous medium with coupling effects is needed since there is interaction between the constituents in pores with a relative velocity to each other. In this work, it is explained 3-dimensional behavior depending on degree of saturation for porous medium composed of homogeneous, isotropic materials. It is obtained the governing equations based on continuum porous mechanics. In addition, it is developed constitutive model which can be understood of behavior for porous medium which can be understood, analysed behavior of porous medium. It can be accomplished exact analysis and prediction of behavior in porous medium. The behavior for porous medium is analysed exactly, and the prediction of deformation behavior is accomplished. Consequently, it will be basis to analyze 3-dimensional behavior in municipal solid waste landfill, and the practical using of porous medium ground which are composed of nonhomogeneous, anisotropic materials can be done widely.