• Title/Summary/Keyword: Statistical network analysis

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Performance Analysis of the Amplify-and-Forward Scheme under Interference Constraint and Physical Layer Security (물리 계층 보안과 간섭 제약 환경에서 증폭 후 전송 기법의 성능 분석)

  • Pham, Ngoc Son;Kong, Hyung-Yun
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.14 no.1
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    • pp.179-187
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    • 2014
  • The underlay protocol is a cognitive radio method in which secondary or cognitive users use the same frequency without affecting the quality of service (QoS) for the primary users. In addition, because of the broadcast characteristics of the wireless environment, some nodes, which are called eavesdropper nodes, want to illegally receive information that is intended for other communication links. Hence, Physical Layer Security is applied considering the achievable secrecy rate (ASR) to prevent this from happening. In this paper, a performance analysis of the amplify-and-forward scheme under an interference constraint and Physical Layer Security is investigated in the cooperative communication mode. In this model, the relays use an amplify-and- forward method to help transmit signals from a source to a destination. The best relay is chosen using an opportunistic relay selection method, which is based on the end-to-end ASR. The system performance is evaluated in terms of the outage probability of the ASR. The lower and upper bounds of this probability, based on the global statistical channel state information (CSI), are derived in closed form. Our simulation results show that the system performance improves when the distances from the relays to the eavesdropper are larger than the distances from the relays to the destination, and the cognitive network is far enough from the primary user.

Meaning of the DR-$70^{TM}$ Immunoassay for Patients with the Malignant Tumor (악성 종양 환자에 대한 DR-$70^{TM}$ 면역 분석법의 의의: Validation Study)

  • Lee, Ki-Ho;Cho, Dong-Hee;Kim, Sang-Man;Lee, Duck-Joo;Kim, Kwang-Min
    • IMMUNE NETWORK
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    • v.6 no.1
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    • pp.43-51
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    • 2006
  • Background: The DR-$70^{TM}$ immunoassay is a newly developed cancer diagnostic test which quantifies the serum fibrin degradation products (FDP), produced during fibrinolysis, by antibody reaction. The purpose of this study was to evaluate the potential of DR-$70^{TM}$ Immunoassay in screening malignant tumor. Methods: Sample subjects were 4,169 adults, both male and female, who visited the health promotion center of a general hospital from March 2004 to April 2005 and underwent the DR-$70^{TM}$ immunoassay test and other tests for cancer diagnosis. The patient group was defined as 42 adults out of the sample subjects who were newly diagnosed with cancer during the same time period when the DR-$70^{TM}$ immunoassay test was performed. Final confirmation of a malignant tumor was made by pathological analysis. Results: The mean DR-$70^{TM}$ level was $0.83{\pm}0.65{\mu}g/ml$ (range: 0.00 (0.0001)${\sim}7.42{\mu}g/ml)$ in the control group (n=4,127) as opposed to $2.70{\pm}2.33{\mu}g/ml$ (range: $0.12{\sim}9.30{\mu}g/ml)$ in the cancer group (n=42), and statistical significance was established (p<0.0001, Student t-test). When categorized by the type of malignant tumor, all cancer patients with the exception of the subgroups of colon and rectal cancer showed significantly higher mean DR-$70^{TM}$ levels compared with the control group (p<0.0001, Kruscal-Wallis test). The receiver operating characteristic (ROC) curve analysis revealed ${\geq}1.091{\mu}g/ml$ as the best cut-off value. Using this cut-off value, the DR-$70^{TM}$ immunoassay produced a sensitivity of 71.4%, a specificity of 70.1%, a positive predictability of 69.4%, and a negative predictability of 69.2% (1). Conclusion: A significant increase in the mean DR-$70^{TM}$ value was observed in the cancer group (thyroidal, gastric, breast, hepatic and ovarian) com pared with the control group. In particular, the specificity and sensitivity of the DR-$70^{TM}$ immunoassay was relatively high in the subgroups of breast, gastric, and thyroidal cancer patients. There is need for further studies on a large number of malignant tumor patients to see how the DR-$70^{TM}$ level might be changed according to the differentiation grade and postoperative prognosis of the malignant tumor.

A study on the estimation of AADT by short-term traffic volume survey (단기조사 교통량을 이용한 AADT 추정연구)

  • 이승재;백남철;권희정
    • Journal of Korean Society of Transportation
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    • v.20 no.6
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    • pp.59-68
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    • 2002
  • AADT(Annual Average Daily Traffic) can be obtained by using short-term counted traffic data rather than using traffic data collected for 365 days. The process is a very important in estimating AADT using short-term traffic count data. Therefore, There have been many studies about estimating AADT. In this Paper, we tried to improve the process of the AADT estimation based on the former AADT estimation researches. Firstly, we found the factor showing differences among groups. To do so, we examined hourly variables(divided to total hours, weekday hours. Saturday hours, Sunday hours, weekday and Sunday hours, and weekday and Saturday hours) every time changing the number of groups. After all, we selected the hourly variables of Sunday and weekday as the factor showing differences among groups. Secondly, we classified 200 locations into 10 groups through cluster analysis using only monthly variables. The nile of deciding the number of groups is maximizing deviation among hourly variables of each group. Thirdly, we classified 200 locations which had been used in the second step into the 10 groups by applying statistical techniques such as Discriminant analysis and Neural network. This step is for testing the rate of distinguish between the right group including each location and a wrong one. In conclusion, the result of this study's method was closer to real AADT value than that of the former method. and this study significantly contributes to improve the method of AADT estimation.

Brain Activation in Generating Hypothesis about Biological Phenomena and the Processing of Mental Arithmetic: An fMRI Study (생명 현상에 대한 과학적 가설 생성과 수리 연산에서 나타나는 두뇌 활성: fMRI 연구)

  • Kwon, Yong-Ju;Shin, Dong-Hoon;Lee, Jun-Ki;Yang, Il-Ho
    • Journal of The Korean Association For Science Education
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    • v.27 no.1
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    • pp.93-104
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    • 2007
  • The purpose of this study is to investigate brain activity both during the processing of a scientific hypothesis about biological phenomena and mental arithmetic using 3.0T fMRI at the KAIST. For this study, 16 healthy male subjects participated voluntarily. Each subject's functional brain images by performing a scientific hypothesis task and a mental arithmetic task for 684 seconds were measured. After the fMRI measuring, verbal reports were collected to ensure the reliability of brain image data. This data, which were found to be adequate based on the results of analyzing verbal reports, were all included in the statistical analysis. When the data were statistically analyzed using SPM2 software, the scientific hypothesis generating process was found to have independent brain network different from the mental arithmetic process. In the scientific hypothesis process, we can infer that there is the process of encoding semantic derived from the fusiform gyrus through question-situation analysis in the pre-frontal lobe. In the mental arithmetic process, the area combining pre-frontal and parietal lobes plays an important role, and the parietal lobe is considered to be involved in skillfulness. In addition, the scientific hypothesis process was found to be accompanied by scientific emotion. These results enabled the examination of the scientific hypothesis process from the cognitive neuroscience perspective, and may be used as basic materials for developing a learning program for scientific hypothesis generation. In addition, this program can be proposed as a model of scientific brain-based learning.

A Study on the Correlation between Uniaxial Compressive Strength of Rock by Elastic Wave Velocity and Elastic Modulus of Granite in Seoul and Gyeonggi Region (서울·경기지역 화강암의 탄성파속도와 탄성계수에 의한 암석의 일축압축강도와의 상관성 연구)

  • Son, In-Hwan;Kim, Byong-kuk;Lee, Byok-Kyu;Jang, Seung-jin;Lee, Su-Gon
    • Journal of the Society of Disaster Information
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    • v.15 no.2
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    • pp.249-258
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    • 2019
  • Purpose: The purpose of this study is to attain the correlation analysis and thereby to deduce the uniaxial compressive strength of rock specimens through the elastic wave velocity and the elastic modulus among the physical characteristics measured from the rock specimens collected during drilling investigations in Seoul and Gyeonggi region. Method: Experiments were conducted in the laboratory with 119 granite specimens in order to derive the correlation between the compressive strength of the rocks and elastic wave velocity and elastic modulus. Results: In the case of granite, the results of the analysis of the interaction between the compressive strength of a rock and the elastic wave velocity and elastic modulus were found to be less reliable in the relation equation as a whole. And it is believed that the estimation of the compressive strength by the elastic wave velocity and elastic modulus is less used because of the composition of non-homogeneous particles of granite. Conclusion: In this study, the analysis of correlation between the compressive strength of a rock and the elastic wave velocity and elastic modulus was performed with simple regression analysis and multiple regression analysis. The coefficient determination ($R^2$) of simple regression analysis was shown between 0.61 and 0.67. Multiple regression analysis was 0.71. Thus, using multiple regression analysis when estimating compressive strength can increase the reliability of the correlation. Also, in the future, a variety of statistical analysis techniques such as recovery analysis, and artificial neural network analysis, and big data analysis can lead to more reliable results when estimating the compressive sterength of a rock based on the elastic wave velocity and elastic modulus.

A Study on Analyzing Sentiments on Movie Reviews by Multi-Level Sentiment Classifier (영화 리뷰 감성분석을 위한 텍스트 마이닝 기반 감성 분류기 구축)

  • Kim, Yuyoung;Song, Min
    • Journal of Intelligence and Information Systems
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    • v.22 no.3
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    • pp.71-89
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    • 2016
  • Sentiment analysis is used for identifying emotions or sentiments embedded in the user generated data such as customer reviews from blogs, social network services, and so on. Various research fields such as computer science and business management can take advantage of this feature to analyze customer-generated opinions. In previous studies, the star rating of a review is regarded as the same as sentiment embedded in the text. However, it does not always correspond to the sentiment polarity. Due to this supposition, previous studies have some limitations in their accuracy. To solve this issue, the present study uses a supervised sentiment classification model to measure a more accurate sentiment polarity. This study aims to propose an advanced sentiment classifier and to discover the correlation between movie reviews and box-office success. The advanced sentiment classifier is based on two supervised machine learning techniques, the Support Vector Machines (SVM) and Feedforward Neural Network (FNN). The sentiment scores of the movie reviews are measured by the sentiment classifier and are analyzed by statistical correlations between movie reviews and box-office success. Movie reviews are collected along with a star-rate. The dataset used in this study consists of 1,258,538 reviews from 175 films gathered from Naver Movie website (movie.naver.com). The results show that the proposed sentiment classifier outperforms Naive Bayes (NB) classifier as its accuracy is about 6% higher than NB. Furthermore, the results indicate that there are positive correlations between the star-rate and the number of audiences, which can be regarded as the box-office success of a movie. The study also shows that there is the mild, positive correlation between the sentiment scores estimated by the classifier and the number of audiences. To verify the applicability of the sentiment scores, an independent sample t-test was conducted. For this, the movies were divided into two groups using the average of sentiment scores. The two groups are significantly different in terms of the star-rated scores.

Efficient Deep Learning Approaches for Active Fire Detection Using Himawari-8 Geostationary Satellite Images (Himawari-8 정지궤도 위성 영상을 활용한 딥러닝 기반 산불 탐지의 효율적 방안 제시)

  • Sihyun Lee;Yoojin Kang;Taejun Sung;Jungho Im
    • Korean Journal of Remote Sensing
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    • v.39 no.5_3
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    • pp.979-995
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    • 2023
  • As wildfires are difficult to predict, real-time monitoring is crucial for a timely response. Geostationary satellite images are very useful for active fire detection because they can monitor a vast area with high temporal resolution (e.g., 2 min). Existing satellite-based active fire detection algorithms detect thermal outliers using threshold values based on the statistical analysis of brightness temperature. However, the difficulty in establishing suitable thresholds for such threshold-based methods hinders their ability to detect fires with low intensity and achieve generalized performance. In light of these challenges, machine learning has emerged as a potential-solution. Until now, relatively simple techniques such as random forest, Vanilla convolutional neural network (CNN), and U-net have been applied for active fire detection. Therefore, this study proposed an active fire detection algorithm using state-of-the-art (SOTA) deep learning techniques using data from the Advanced Himawari Imager and evaluated it over East Asia and Australia. The SOTA model was developed by applying EfficientNet and lion optimizer, and the results were compared with the model using the Vanilla CNN structure. EfficientNet outperformed CNN with F1-scores of 0.88 and 0.83 in East Asia and Australia, respectively. The performance was better after using weighted loss, equal sampling, and image augmentation techniques to fix data imbalance issues compared to before the techniques were used, resulting in F1-scores of 0.92 in East Asia and 0.84 in Australia. It is anticipated that timely responses facilitated by the SOTA deep learning-based approach for active fire detection will effectively mitigate the damage caused by wildfires.

Comparison of the Medication Effects between Milnacipran and Pregabalin in Fibromyalgia Syndrome Using a Functional MRI: a Follow-up Study (섬유근통 환자에 대한 Milnacipran과 Pregabalin 약물치료에 대한 기능적 자기공명영상에서의 후속 영향 비교)

  • Kang, Min Jae;Mun, Chi-Woong;Lee, Young Ho;Kim, Seong-Ho
    • Investigative Magnetic Resonance Imaging
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    • v.18 no.4
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    • pp.341-351
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    • 2014
  • Purpose : In this study, the medication effects of Milnacipran and Pregabalin, as well known as fibromyalgia treatment medicine, in fibromyalgia syndrome patients were compared through the change of BOLD signal in pain related functional MRI. Materials and Methods: Twenty fibromyalgia syndrome patients were enrolled in this study and they were separated into two groups according to the treatment medicine: 10 Milnacipran (MLN) treatment group and 7 Pregabalin (PGB) treatment group. For accurate diagnosis, all patients underwent several clinical tests. Pre-treated and post-treated fMRI image with block-designed pressure-pain stimulation for each group were obtained to conduct the statistical analysis of paired t-test and two sample t-test. All statistical significant level was less than 0.05. Results: In clinical tests, the clinical scores of the two groups were not significantly different at pre-treatment stage. But, PGB treatment group had lower Widespread Pain Index (WPI) and Brief Fatigue Inventory (BFI) score than those of MLN treatment group at post-treatment stage. In functional image analysis, BOLD signal of PGB treatment group was higher BOLD signal at several regions including anterior cingulate and insula than MLN treatment group at post-treatment stage. Also, paired t-test values of the BOLD signal in MLN group decreased in several regions including insula and thalamus as known as 'pain network'. In contrast, size and number of regions in which the BOLD signal decreased in PGB treatment group were smaller than those of MLN treatment group. Conclusion: This study showed that MLN group and PGB group have different medication effects. It is not surprising that MLN and PGB have not the same therapeutic effects since these two drugs have different medicinal mechanisms such as antidepressants and anti-seizure medication, respectively, and different detailed target of fibromyalgia syndrome treatment. Therefore, it is difficult to say which medicine will work better in this study.

Perceptional Change of a New Product, DMB Phone

  • Kim, Ju-Young;Ko, Deok-Im
    • Journal of Global Scholars of Marketing Science
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    • v.18 no.3
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    • pp.59-88
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    • 2008
  • Digital Convergence means integration between industry, technology, and contents, and in marketing, it usually comes with creation of new types of product and service under the base of digital technology as digitalization progress in electro-communication industries including telecommunication, home appliance, and computer industries. One can see digital convergence not only in instruments such as PC, AV appliances, cellular phone, but also in contents, network, service that are required in production, modification, distribution, re-production of information. Convergence in contents started around 1990. Convergence in network and service begins as broadcasting and telecommunication integrates and DMB(digital multimedia broadcasting), born in May, 2005 is the symbolic icon in this trend. There are some positive and negative expectations about DMB. The reason why two opposite expectations exist is that DMB does not come out from customer's need but from technology development. Therefore, customers might have hard time to interpret the real meaning of DMB. Time is quite critical to a high tech product, like DMB because another product with same function from different technology can replace the existing product within short period of time. If DMB does not positioning well to customer's mind quickly, another products like Wibro, IPTV, or HSPDA could replace it before it even spreads out. Therefore, positioning strategy is critical for success of DMB product. To make correct positioning strategy, one needs to understand how consumer interprets DMB and how consumer's interpretation can be changed via communication strategy. In this study, we try to investigate how consumer perceives a new product, like DMB and how AD strategy change consumer's perception. More specifically, the paper segment consumers into sub-groups based on their DMB perceptions and compare their characteristics in order to understand how they perceive DMB. And, expose them different printed ADs that have messages guiding consumer think DMB in specific ways, either cellular phone or personal TV. Research Question 1: Segment consumers according to perceptions about DMB and compare characteristics of segmentations. Research Question 2: Compare perceptions about DMB after AD that induces categorization of DMB in direction for each segment. If one understand and predict a direction in which consumer perceive a new product, firm can select target customers easily. We segment consumers according to their perception and analyze characteristics in order to find some variables that can influence perceptions, like prior experience, usage, or habit. And then, marketing people can use this variables to identify target customers and predict their perceptions. If one knows how customer's perception is changed via AD message, communication strategy could be constructed properly. Specially, information from segmented customers helps to develop efficient AD strategy for segment who has prior perception. Research framework consists of two measurements and one treatment, O1 X O2. First observation is for collecting information about consumer's perception and their characteristics. Based on first observation, the paper segment consumers into two groups, one group perceives DMB similar to Cellular phone and the other group perceives DMB similar to TV. And compare characteristics of two segments in order to find reason why they perceive DMB differently. Next, we expose two kinds of AD to subjects. One AD describes DMB as Cellular phone and the other Ad describes DMB as personal TV. When two ADs are exposed to subjects, consumers don't know their prior perception of DMB, in other words, which subject belongs 'similar-to-Cellular phone' segment or 'similar-to-TV' segment? However, we analyze the AD's effect differently for each segment. In research design, final observation is for investigating AD effect. Perception before AD is compared with perception after AD. Comparisons are made for each segment and for each AD. For the segment who perceives DMB similar to TV, AD that describes DMB as cellular phone could change the prior perception. And AD that describes DMB as personal TV, could enforce the prior perception. For data collection, subjects are selected from undergraduate students because they have basic knowledge about most digital equipments and have open attitude about a new product and media. Total number of subjects is 240. In order to measure perception about DMB, we use indirect measurement, comparison with other similar digital products. To select similar digital products, we pre-survey students and then finally select PDA, Car-TV, Cellular Phone, MP3 player, TV, and PSP. Quasi experiment is done at several classes under instructor's allowance. After brief introduction, prior knowledge, awareness, and usage about DMB as well as other digital instruments is asked and their similarities and perceived characteristics are measured. And then, two kinds of manipulated color-printed AD are distributed and similarities and perceived characteristics for DMB are re-measured. Finally purchase intension, AD attitude, manipulation check, and demographic variables are asked. Subjects are given small gift for participation. Stimuli are color-printed advertising. Their actual size is A4 and made after several pre-test from AD professionals and students. As results, consumers are segmented into two subgroups based on their perceptions of DMB. Similarity measure between DMB and cellular phone and similarity measure between DMB and TV are used to classify consumers. If subject whose first measure is less than the second measure, she is classified into segment A and segment A is characterized as they perceive DMB like TV. Otherwise, they are classified as segment B, who perceives DMB like cellular phone. Discriminant analysis on these groups with their characteristics of usage and attitude shows that Segment A knows much about DMB and uses a lot of digital instrument. Segment B, who thinks DMB as cellular phone doesn't know well about DMB and not familiar with other digital instruments. So, consumers with higher knowledge perceive DMB similar to TV because launching DMB advertising lead consumer think DMB as TV. Consumers with less interest on digital products don't know well about DMB AD and then think DMB as cellular phone. In order to investigate perceptions of DMB as well as other digital instruments, we apply Proxscal analysis, Multidimensional Scaling technique at SPSS statistical package. At first step, subjects are presented 21 pairs of 7 digital instruments and evaluate similarity judgments on 7 point scale. And for each segment, their similarity judgments are averaged and similarity matrix is made. Secondly, Proxscal analysis of segment A and B are done. At third stage, get similarity judgment between DMB and other digital instruments after AD exposure. Lastly, similarity judgments of group A-1, A-2, B-1, and B-2 are named as 'after DMB' and put them into matrix made at the first stage. Then apply Proxscal analysis on these matrixes and check the positional difference of DMB and after DMB. The results show that map of segment A, who perceives DMB similar as TV, shows that DMB position closer to TV than to Cellular phone as expected. Map of segment B, who perceive DMB similar as cellular phone shows that DMB position closer to Cellular phone than to TV as expected. Stress value and R-square is acceptable. And, change results after stimuli, manipulated Advertising show that AD makes DMB perception bent toward Cellular phone when Cellular phone-like AD is exposed, and that DMB positioning move towards Car-TV which is more personalized one when TV-like AD is exposed. It is true for both segment, A and B, consistently. Furthermore, the paper apply correspondence analysis to the same data and find almost the same results. The paper answers two main research questions. The first one is that perception about a new product is made mainly from prior experience. And the second one is that AD is effective in changing and enforcing perception. In addition to above, we extend perception change to purchase intention. Purchase intention is high when AD enforces original perception. AD that shows DMB like TV makes worst intention. This paper has limitations and issues to be pursed in near future. Methodologically, current methodology can't provide statistical test on the perceptual change, since classical MDS models, like Proxscal and correspondence analysis are not probability models. So, a new probability MDS model for testing hypothesis about configuration needs to be developed. Next, advertising message needs to be developed more rigorously from theoretical and managerial perspective. Also experimental procedure could be improved for more realistic data collection. For example, web-based experiment and real product stimuli and multimedia presentation could be employed. Or, one can display products together in simulated shop. In addition, demand and social desirability threats of internal validity could influence on the results. In order to handle the threats, results of the model-intended advertising and other "pseudo" advertising could be compared. Furthermore, one can try various level of innovativeness in order to check whether it make any different results (cf. Moon 2006). In addition, if one can create hypothetical product that is really innovative and new for research, it helps to make a vacant impression status and then to study how to form impression in more rigorous way.

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VKOSPI Forecasting and Option Trading Application Using SVM (SVM을 이용한 VKOSPI 일 중 변화 예측과 실제 옵션 매매에의 적용)

  • Ra, Yun Seon;Choi, Heung Sik;Kim, Sun Woong
    • Journal of Intelligence and Information Systems
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    • v.22 no.4
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    • pp.177-192
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    • 2016
  • Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.