M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발 (Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms)
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- 지능정보연구
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- 제25권1호
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- pp.63-83
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- 2019
투자자들은 기업의 내재가치 분석, 기술적 보조지표 분석 등 복잡한 분석보다 차트(chart)에 나타난 그래프(graph)의 모양으로 매매 시점을 찾는 직관적인 방법을 더 선호하는 편이다. 하지만 패턴(pattern) 분석 기법은 IT 구현의 난이도 때문에 사용자들의 요구에 비해 전산화가 덜 된 분야로 여겨진다. 최근에는 인공지능(artificial intelligence, AI) 분야에서 신경망을 비롯한 다양한 기계학습(machine learning) 기법을 사용하여 주가의 패턴을 연구하는 사례가 많아졌다. 특히 IT 기술의 발전으로 방대한 차트 데이터를 분석하여 주가 예측력이 높은 패턴을 발굴하는 것이 예전보다 쉬워졌다. 지금까지의 성과로 볼 때 가격의 단기 예측력은 높아졌지만, 장기 예측력은 한계가 있어서 장기 투자보다 단타 매매에서 활용되는 수준이다. 이외에 과거 기술력으로 인식하지 못했던 패턴을 기계적으로 정확하게 찾아내는 데 초점을 맞춘 연구도 있지만 찾아진 패턴이 매매에 적합한지 아닌지는 별개의 문제이기 때문에 실용적인 부분에서 취약할 수 있다. 본 연구는 주가 예측력이 있는 패턴을 찾으려는 기존 연구 방법과 달리 패턴들을 먼저 정의해 놓고 확률기반으로 선택해서 매매하는 방법을 제안한다. 5개의 전환점으로 정의한 Merrill(1980)의 M&W 파동 패턴은 32가지의 패턴으로 시장 국면 대부분을 설명할 수 있다. 전환점만으로 패턴을 분류하기 때문에 패턴 인식의 정확도를 높이기 위해 드는 비용을 줄일 수 있다. 32개 패턴으로 만들 수 있는 조합의 수는 전수 테스트가 불가능한 수준이다. 그래서 최적화 문제와 관련한 연구들에서 가장 많이 사용되고 있는 인공지능 알고리즘(algorithm) 중 하나인 유전자 알고리즘(genetic algorithm, GA)을 이용하였다. 그리고 미래의 주가가 과거를 반영한다 해도 같게 움직이지 않기 때문에 전진 분석(walk-forward analysis, WFA)방법을 적용하여 과최적화(overfitting)의 실수를 줄이도록 하였다. 20종목씩 6개의 포트폴리오(portfolio)를 구성하여 테스트해 본 결과에 따르면 패턴 매매에서 가격 변동성이 어느 정도 수반되어야 하며 패턴이 진행 중일 때보다 패턴이 완성된 후에 진입, 청산하는 것이 효과적임을 확인하였다.
In order that, investigating the feature of patients suffering arthritis, analysing its contents, and grasping a Primary factor affecting it, I might offerbasic datas which could help to plan and perform healthy affairs to thake precautions beforehand, I have investigated, analysed, and studied a total of 320 patients suffering arthritis, who have received physiotherapy in hospital located in Teaegu area for five months, from November 1 1995 to March 30 1996, of which summary and conclusion is this. 1. The general feature of patients in investigative objects In the distribution of the distinction of sex, men accounted for 26.9% and women, for 73.1%, and, in the fistribution of age, 60-year-old or more, most for 27.2% and from 20 to 29 years old, least for 14.0%. In the distinction of a vocation, housewives most accounted for 34.7% and students(jobless men), least for 19.3%. In the distinction of a matrimonial state, married persons most accounted for 76.7% and people living alone(divorce, separation by death, separation), least for 11.4%. In the distinction of an economic state, the middle classes most accounted for 73.5% and the upper classes, least for 2.9%. In the distinction of their academic careers, graduates of a primary school most accounted for 26.9% and graduates of university, for 14.1%, of which patients, having the ability to decode the national language, reached to 11.3%. In the distinction of the house form, people living in independent houses most accounted for 76.4% and residents in apartment(having an elevator), least for 9.4%. 2. In the distribution of the recurring state in the distinction of the feature, the recurring group was more than the group of patients falling that ill at first as 62.2% and in the distinction of the feature of the recurring group, the recurring group turned high in case of men being from 50s to 60s years old or more, people living alone (divorce, separation by death, separation), students (joblessmen), people working in farming, stockbeeding, forestry, fisheries, a simple labour, graduates of a primary school I having the ability to decode the national language, the upper classes, people part two years since they begined to suffer arthritis, people who had members having ever experienced arthritis among families. 3. In the distribution of arthritis on the distinction of bodily pars, a knee articulation most accounted for 50.2% and the articulation of fingers, for 8.8%, wile the simultaneous, several parts (multiple) accounted for 35.1%. In the distinction of the feature, arthritis of a knee turned high in case of men being from 20s to 30s years old, unmarried persons, people having academic careers of university, the middle classes, residents in apartment (having stairs). In the dictnction of a feature the case of several parts (multiple) turned high in case of women being from 50s to 60s years old or more, people living alone (divorce, separation by death, separation), people having the ability to decode th. national language, the graduates of a primary school, the upper classes, residents in apartment (having elevator). 4. In the distribution of arthritis on e distinction of a contracting term, two years or more most accounted for 51.6% and the case of contacting from one year to two years, for 15.3%. Analysing the distinction of the feature, the case of two years or more turned high in case of women being from 50s to 60s years old or more, people living alone (divorce separation by death, separation), the upper classes, people having the ability to decode the national language, residents in apartment (having elevator). 5. In the distribution of an treatment institution before patients came to help, their not curing most accounted for 39.1%, general, orthopedic, neurological surgery (physical therapy), for. 20.0%, and th. therapy of Chinese medicine (acupuncture, moxacautery, Chinese medicine), for 17.5%, and a pharmacy (medical therapy), for 13.4%. The case of patients not curing, in the distinction of a feature, turned high in case of men 20s years old, unmarried, the lower classes, people having academic careers of university, residents in apartment (having elevator). 6. In e distribution of the extent of satisfaction with treatment, common most accounted for 54.4% and some satisfaction, for 32.8%. The case of common, in the distinction of a feature, turned high, in case of men living alone from 50s to 60s years old (divorce, separation by death, separation), married persons, the upper classes, people having academic careers of university, residents in independent house, residents in apartment (having elevator), 7. In the distribution of the degree of knowledge of the cause of arthritis, patients knowing that the cause is to use very much a articulation in normal times most accounts for 60.1%, and patients knowing the state of short nutrition as a cause, for 2.5%. The case of patients knowing that the cause is to use very much in normal times, in the distinction of a feature, turned high in·case of ment being 20s and 60s years old or more, unmarried persons, e lower classes, people having the ability to decode. the national language, people having academic careers of university, residents in apartment (having stairs), 8. In the distribution of the state of physical exercise before arthritis contracted, patients exercising very much on the whole most accpimend for 40.3%, and patients not exercising, for 34.7%. The case of patients exercising very much on the whole, in the distinction of the feature, turned high in case of men being from 50s to 60s years old or more, people living alone(divorce, separation by death, separation), the lower classes, people having the ability to decode the national language, graduates of a primary school, residents in apartment (having elevator). 9. In the taste of patients suffering from arthritis, while the group of patients falling that ill at first and the recurring group didn't smoke cigarets, during alcohol and coffee on the whole, and the group of patients falling once again that ill drank a cup of distilled linquor and three cup of coffee or more on the whole per one day, and the group of patients falling that ill at first liked sort of vegetables and the recurring group liked very much sons of vegetables and fresh and meat in their loving food normal times. 10. Analysing the distribution on the dining table used by patients and the structure of a powder room, at first, in the structure of a powder room, the group of patients filling that ill have a toilet stool using as their sits, and a Bush toilet on the whole, and the recurring group, a toilet stool using as their sits and conventional type, and in the structure of a dinning table, the group of patients falling that ill at first and the recurring group turned high, each as 66.9% and 6.3%, who have a dining table carring here and there. 11. In the distribution of patients of arthritis in relation to stress, the case that they feeled severly symptoms of arthritis when thay got stress, turned high, each, as 78.6% in the recurring poop, and the case not knowing, as 61.5% in the first group. In the extent of stress normal times, the case that they got much stress on the whole turned high, each, as 72.4% in e recurring group, and the care that got less stress on the whole, as 60.0%. 12. In the distribution on the distinction of symptoms and impedimental extent, the recurring group turned high in each variable. Analysing the feature of the recurring group, in the distinction of symptoms, the case that they fooled much that the node of an articulation is stiff, turned high, as 71.6, and in the distinction of treatment before. patients came to helpk, the theraphy of Chinese medicine (physical theraphy), as 84.4%, the theraphy of Chinese medicine (acupuncture, moxacautery, Chinese medicine), as 73.2%, and in the distinction of the satisfing extent on treatment, the case of comman, as 72.3%, and in the cause of arthritis, the case not recruiting their health after a birth, as 68.5%, and the case not recovering wholely an articulation having got hurt, as 62.8%, and in the state of physical exercise before they begined suffering from arthritis, the case exercising very much on the whole, (as 74.2%), and in the extent of subjective impediment, the case of not being able to act almost, as 66.7%, the case of acting but feeling some hard, as 66.3%. 13. The correlation in variables in relation to arthritis Analysing realted variables, the recurring frequency showed correlation with such as the extent that patients got stress normal times, and the exercising state before suffering arthritis, and showed contra-correlation with academic careers, the wights, coffee. The cigaret, e loving food of taste, showed corralation with the weight, stature, alcohole as the loving food of taste. On the basis of this result medical members of heal, who are related to the regular education, public education or development of this program, should be concerned to prevent orthris.
본 논문은 5대 국제항공테러범죄협약, 다시 말해서 UN의 전문기구인 국제민간항공기구(ICAO)에서 제정된 1963년 도쿄협약, 1970 헤이그협약, 1971 몬트리올협약, 1988년 몬트리올 의정서 그리고 1991년 가소성폭약협약에 규정된 관할권조항의 내용과 그 문제점을 연구하였는데 국제항공테러 협약의 관할권을 연구하면서 얻은 결론을 다음과 같다. 첫째, 항공테러협약의 관할권규정에서 공통으로 발견되는 것은 어느 협약도 관할권의 우선순위를 명시하지 않고 있다는 점이다. 결국 하이재킹 된 항공기가 착륙한 국가와 항공기등록국간 관할권문제가 발생하는데 대부분의 경우 착륙국이 하이재커를 처벌하는 예가 많다. 둘째, 국제법상 전통적인 관할권이론에서 많은 이론이 제기되었던 소극적 국적주의(passive personality principle)가 국제항공테러협약의 제정 이후 각종 국제테러협약에서 점차적으로 발전되어가고 있는 경향을 볼 수 있다. 1973년의 뉴욕협약 제3조 1항, 1979년 인질협약 제5조 1항 (d) 그리고 1988년 로마협약 제6조 2항 (b)가 그 예이다. 또한 1979년 인질협약 제5조 1항 (c)와 1988년 로마협약 제6조 2항 (c)에서는 자국에게 작위 또는 부작위를 강요하기 위한 범행의 경우에도 그 대상국가가 관할권을 행사할 수 있도록하고 있다. 만일 장래에 국제항공테러협약이 개정이 될 경우에는 국제항공 테러범죄를 좀 더 효과적으로 억제하기 위하여 소극적 국적주의를 고려할 필요가 있다. 셋째, 헤이그협약이나 몬트리올협약은 범인의 국적주의를 부여하고 있지않으나 인질협약은 제5조 1항 (b)에 인질억류범의 국적국가에게 관할권을 부여하고 있다. 만일 A국가의 국민이 어떤 국가나 제3자의 작위나 부작위를 강요할 목적으로 B국가에서 인질을 억류했다면 A국가도 그자에 대한 관할권을 행사할 권리를 가진다는 것이다. 따라서 만일 국제항공테러협약이 개정이 될 때는 이 문제도 고려할 필요가 있다. 마지막으로 인질협약 제 5조 1항 (b)는 무국적자가 상주하는 국가에서 만약 그가 인질억류범죄를 행했고, 그 국가가 그렇게 하는 것이 적절하다고 고려하는 경우 그에 대하여 관할권을 행사할 권리를 부여한다. 이와 같은 목적에서 볼 때 무국적거주자를 국민과 동일하게 보고 있는데 헤이그협약이나 몬트리올협약에서는 없는 조항이다. 만일 국제항공테러협약이 개정이될 때는 이 문제도 함께 고려할 필요가 있다고 생각한다.
The wall shear stress in the vicinity of end-to end anastomoses under steady flow conditions was measured using a flush-mounted hot-film anemometer(FMHFA) probe. The experimental measurements were in good agreement with numerical results except in flow with low Reynolds numbers. The wall shear stress increased proximal to the anastomosis in flow from the Penrose tubing (simulating an artery) to the PTFE: graft. In flow from the PTFE graft to the Penrose tubing, low wall shear stress was observed distal to the anastomosis. Abnormal distributions of wall shear stress in the vicinity of the anastomosis, resulting from the compliance mismatch between the graft and the host artery, might be an important factor of ANFH formation and the graft failure. The present study suggests a correlation between regions of the low wall shear stress and the development of anastomotic neointimal fibrous hyperplasia(ANPH) in end-to-end anastomoses. 30523 T00401030523 ^x Air pressure decay(APD) rate and ultrafiltration rate(UFR) tests were performed on new and saline rinsed dialyzers as well as those roused in patients several times. C-DAK 4000 (Cordis Dow) and CF IS-11 (Baxter Travenol) reused dialyzers obtained from the dialysis clinic were used in the present study. The new dialyzers exhibited a relatively flat APD, whereas saline rinsed and reused dialyzers showed considerable amount of decay. C-DAH dialyzers had a larger APD(11.70
The wall shear stress in the vicinity of end-to end anastomoses under steady flow conditions was measured using a flush-mounted hot-film anemometer(FMHFA) probe. The experimental measurements were in good agreement with numerical results except in flow with low Reynolds numbers. The wall shear stress increased proximal to the anastomosis in flow from the Penrose tubing (simulating an artery) to the PTFE: graft. In flow from the PTFE graft to the Penrose tubing, low wall shear stress was observed distal to the anastomosis. Abnormal distributions of wall shear stress in the vicinity of the anastomosis, resulting from the compliance mismatch between the graft and the host artery, might be an important factor of ANFH formation and the graft failure. The present study suggests a correlation between regions of the low wall shear stress and the development of anastomotic neointimal fibrous hyperplasia(ANPH) in end-to-end anastomoses. 30523 T00401030523 ^x Air pressure decay(APD) rate and ultrafiltration rate(UFR) tests were performed on new and saline rinsed dialyzers as well as those roused in patients several times. C-DAK 4000 (Cordis Dow) and CF IS-11 (Baxter Travenol) reused dialyzers obtained from the dialysis clinic were used in the present study. The new dialyzers exhibited a relatively flat APD, whereas saline rinsed and reused dialyzers showed considerable amount of decay. C-DAH dialyzers had a larger APD(11.70