• Title/Summary/Keyword: Stock Network

Search Result 213, Processing Time 0.024 seconds

Improving Collision Energy Absorption In High Speed Train By Using Thin Walled Tubes

  • Salimi, Ehsan;Molatefi, Habib;Rezvani, MohammadAli;Shahsavari, Erfan
    • International Journal of Railway
    • /
    • v.6 no.3
    • /
    • pp.85-89
    • /
    • 2013
  • The purpose of this paper is investigating the effect and influence rates of utilizing thin walled energy absorption tubes for improving crashworthiness parameter by increasing energy absorption of the body in high speed railcars. In order to find this, a proper profile of available tubes is chosen and added to the structure of selected high speed train in Iranian railway network (Pardis Trainset) and then examined in the scenario of impact with other moving rolling stock. Because of the specific features of LS-DYNA 3D software at collision analysis, the dynamic simulation has been performed in LS-DYNA 3D. The results of the analysis clearly indicate the improvement of train crashworthiness as the energy absorption of structure increases more than 30 percent in comparison with the original body. This strategy delays and reduces the shock to the structure. The verification of the simulation is by using ECE R66 standard.

Portfolio System Using Deep Learning (딥러닝을 활용한 자산분배 시스템)

  • Kim, SungSoo;Kim, Jong-In;Jung, Keechul
    • Journal of Korea Society of Industrial Information Systems
    • /
    • v.24 no.1
    • /
    • pp.23-30
    • /
    • 2019
  • As deep learning with the network-based algorithms evolve, artificial intelligence is rapidly growing around the world. Among them, finance is expected to be the field where artificial intelligence is most used, and many studies have been done recently. The existing financial strategy using deep-run is vulnerable to volatility because it focuses on stock price forecasts for a single stock. Therefore, this study proposes to construct ETF products constructed through portfolio methods by calculating the stocks constituting funds by using deep learning. We analyze the performance of the proposed model in the KOSPI 100 index. Experimental results showed that the proposed model showed improved results in terms of returns or volatility.

The Effect of Data Size on the k-NN Predictability: Application to Samsung Electronics Stock Market Prediction (데이터 크기에 따른 k-NN의 예측력 연구: 삼성전자주가를 사례로)

  • Chun, Se-Hak
    • Journal of Intelligence and Information Systems
    • /
    • v.25 no.3
    • /
    • pp.239-251
    • /
    • 2019
  • Statistical methods such as moving averages, Kalman filtering, exponential smoothing, regression analysis, and ARIMA (autoregressive integrated moving average) have been used for stock market predictions. However, these statistical methods have not produced superior performances. In recent years, machine learning techniques have been widely used in stock market predictions, including artificial neural network, SVM, and genetic algorithm. In particular, a case-based reasoning method, known as k-nearest neighbor is also widely used for stock price prediction. Case based reasoning retrieves several similar cases from previous cases when a new problem occurs, and combines the class labels of similar cases to create a classification for the new problem. However, case based reasoning has some problems. First, case based reasoning has a tendency to search for a fixed number of neighbors in the observation space and always selects the same number of neighbors rather than the best similar neighbors for the target case. So, case based reasoning may have to take into account more cases even when there are fewer cases applicable depending on the subject. Second, case based reasoning may select neighbors that are far away from the target case. Thus, case based reasoning does not guarantee an optimal pseudo-neighborhood for various target cases, and the predictability can be degraded due to a deviation from the desired similar neighbor. This paper examines how the size of learning data affects stock price predictability through k-nearest neighbor and compares the predictability of k-nearest neighbor with the random walk model according to the size of the learning data and the number of neighbors. In this study, Samsung electronics stock prices were predicted by dividing the learning dataset into two types. For the prediction of next day's closing price, we used four variables: opening value, daily high, daily low, and daily close. In the first experiment, data from January 1, 2000 to December 31, 2017 were used for the learning process. In the second experiment, data from January 1, 2015 to December 31, 2017 were used for the learning process. The test data is from January 1, 2018 to August 31, 2018 for both experiments. We compared the performance of k-NN with the random walk model using the two learning dataset. The mean absolute percentage error (MAPE) was 1.3497 for the random walk model and 1.3570 for the k-NN for the first experiment when the learning data was small. However, the mean absolute percentage error (MAPE) for the random walk model was 1.3497 and the k-NN was 1.2928 for the second experiment when the learning data was large. These results show that the prediction power when more learning data are used is higher than when less learning data are used. Also, this paper shows that k-NN generally produces a better predictive power than random walk model for larger learning datasets and does not when the learning dataset is relatively small. Future studies need to consider macroeconomic variables related to stock price forecasting including opening price, low price, high price, and closing price. Also, to produce better results, it is recommended that the k-nearest neighbor needs to find nearest neighbors using the second step filtering method considering fundamental economic variables as well as a sufficient amount of learning data.

A Study on Training Ensembles of Neural Networks - A Case of Stock Price Prediction (신경망 학습앙상블에 관한 연구 - 주가예측을 중심으로 -)

  • 이영찬;곽수환
    • Journal of Intelligence and Information Systems
    • /
    • v.5 no.1
    • /
    • pp.95-101
    • /
    • 1999
  • In this paper, a comparison between different methods to combine predictions from neural networks will be given. These methods are bagging, bumping, and balancing. Those are based on the analysis of the ensemble generalization error into an ambiguity term and a term incorporating generalization performances of individual networks. Neural Networks and AI machine learning models are prone to overfitting. A strategy to prevent a neural network from overfitting, is to stop training in early stage of the learning process. The complete data set is spilt up into a training set and a validation set. Training is stopped when the error on the validation set starts increasing. The stability of the networks is highly dependent on the division in training and validation set, and also on the random initial weights and the chosen minimization procedure. This causes early stopped networks to be rather unstable: a small change in the data or different initial conditions can produce large changes in the prediction. Therefore, it is advisable to apply the same procedure several times starting from different initial weights. This technique is often referred to as training ensembles of neural networks. In this paper, we presented a comparison of three statistical methods to prevent overfitting of neural network.

  • PDF

The Study of Comparing Korean Consumers' Attitudes Toward Spotify and MelOn: Using Semantic Network Analysis

  • Namjae Cho;Bao Chen Liu;Giseob Yu
    • Journal of Information Technology Applications and Management
    • /
    • v.30 no.5
    • /
    • pp.1-19
    • /
    • 2023
  • This study examines Korean users' attitudes and emotions toward Melon and Spotify, which lead the music streaming market. We used Text Mining, Semantic Network Analysis, TF-IDF, Centrality, CONCOR, and Word2Vec analysis. As a result of the study, MelOn was used in a user's daily life. Based on Melon's advantages of providing various contents, the advantage is judged to have considerable competitiveness beyond the limits of the streaming app. However, the MelOn users had negative emotions such as anger, repulsion, and pressure. On the contrary, in the case of Spotify, users were highly interested in the music content. In particular, interest in foreign music was high, and users were also interested in stock investment. In addition, positive emotions such as interest and pleasure were higher than MelOn users, which could be interpreted as providing attractive services to Korean users. While previous studies have mainly focused on technical or personal factors, this study focuses on consumer reactions (online reviews) according to corporate strategies, and this point is the differentiation from others.

An Empirical Study on the Impact of Cryptocurrency Value Characteristics on Investment Intention : Focusing on the Value-based Adoption Model (VAM) (암호화폐 가치 특성이 투자 의도에 미치는 영향에 관한 실증적 연구 : 가치 기반 수용모델을 중심으로)

  • Kim Sangil;Seo Jaeseok;Kim Jeongwook
    • Journal of Korea Society of Digital Industry and Information Management
    • /
    • v.20 no.2
    • /
    • pp.141-157
    • /
    • 2024
  • This study examines the impact of cryptocurrency value characteristics on cryptocurrency investment intention. Stock craze and information provided through various media, including YouTube, play an essential role in helping investors recognize the value of cryptocurrency and develop positive investment intentions. In this study, we applied the Value-Based Adoption Model (VAM) to verify the relationship between cryptocurrency value characteristics and investment intention. We surveyed 500 cryptocurrency investors to assess network externalities, awareness, compatibility, cost benefits (fees), technicality, security, perceived value, and investment intentions. SEM (Structural Equation Modeling) using AMOS 26.0 was used for data analysis. Results show that network externalities, awareness, compatibility, cost benefits (fees), security, and perceived value significantly impact investment intention. This study provides insights that help investors accurately perceive cryptocurrencies and develop strategies to increase investment intentions. It also contributes to improving investors' decision-making ability. This comprehensive approach will foster the growth of the cryptocurrency market and strengthen investor confidence.

A Study on Knowledge Entity Extraction Method for Individual Stocks Based on Neural Tensor Network (뉴럴 텐서 네트워크 기반 주식 개별종목 지식개체명 추출 방법에 관한 연구)

  • Yang, Yunseok;Lee, Hyun Jun;Oh, Kyong Joo
    • Journal of Intelligence and Information Systems
    • /
    • v.25 no.2
    • /
    • pp.25-38
    • /
    • 2019
  • Selecting high-quality information that meets the interests and needs of users among the overflowing contents is becoming more important as the generation continues. In the flood of information, efforts to reflect the intention of the user in the search result better are being tried, rather than recognizing the information request as a simple string. Also, large IT companies such as Google and Microsoft focus on developing knowledge-based technologies including search engines which provide users with satisfaction and convenience. Especially, the finance is one of the fields expected to have the usefulness and potential of text data analysis because it's constantly generating new information, and the earlier the information is, the more valuable it is. Automatic knowledge extraction can be effective in areas where information flow is vast, such as financial sector, and new information continues to emerge. However, there are several practical difficulties faced by automatic knowledge extraction. First, there are difficulties in making corpus from different fields with same algorithm, and it is difficult to extract good quality triple. Second, it becomes more difficult to produce labeled text data by people if the extent and scope of knowledge increases and patterns are constantly updated. Third, performance evaluation is difficult due to the characteristics of unsupervised learning. Finally, problem definition for automatic knowledge extraction is not easy because of ambiguous conceptual characteristics of knowledge. So, in order to overcome limits described above and improve the semantic performance of stock-related information searching, this study attempts to extract the knowledge entity by using neural tensor network and evaluate the performance of them. Different from other references, the purpose of this study is to extract knowledge entity which is related to individual stock items. Various but relatively simple data processing methods are applied in the presented model to solve the problems of previous researches and to enhance the effectiveness of the model. From these processes, this study has the following three significances. First, A practical and simple automatic knowledge extraction method that can be applied. Second, the possibility of performance evaluation is presented through simple problem definition. Finally, the expressiveness of the knowledge increased by generating input data on a sentence basis without complex morphological analysis. The results of the empirical analysis and objective performance evaluation method are also presented. The empirical study to confirm the usefulness of the presented model, experts' reports about individual 30 stocks which are top 30 items based on frequency of publication from May 30, 2017 to May 21, 2018 are used. the total number of reports are 5,600, and 3,074 reports, which accounts about 55% of the total, is designated as a training set, and other 45% of reports are designated as a testing set. Before constructing the model, all reports of a training set are classified by stocks, and their entities are extracted using named entity recognition tool which is the KKMA. for each stocks, top 100 entities based on appearance frequency are selected, and become vectorized using one-hot encoding. After that, by using neural tensor network, the same number of score functions as stocks are trained. Thus, if a new entity from a testing set appears, we can try to calculate the score by putting it into every single score function, and the stock of the function with the highest score is predicted as the related item with the entity. To evaluate presented models, we confirm prediction power and determining whether the score functions are well constructed by calculating hit ratio for all reports of testing set. As a result of the empirical study, the presented model shows 69.3% hit accuracy for testing set which consists of 2,526 reports. this hit ratio is meaningfully high despite of some constraints for conducting research. Looking at the prediction performance of the model for each stocks, only 3 stocks, which are LG ELECTRONICS, KiaMtr, and Mando, show extremely low performance than average. this result maybe due to the interference effect with other similar items and generation of new knowledge. In this paper, we propose a methodology to find out key entities or their combinations which are necessary to search related information in accordance with the user's investment intention. Graph data is generated by using only the named entity recognition tool and applied to the neural tensor network without learning corpus or word vectors for the field. From the empirical test, we confirm the effectiveness of the presented model as described above. However, there also exist some limits and things to complement. Representatively, the phenomenon that the model performance is especially bad for only some stocks shows the need for further researches. Finally, through the empirical study, we confirmed that the learning method presented in this study can be used for the purpose of matching the new text information semantically with the related stocks.

Extracting Input Features and Fuzzy Rules for forecasting KOSPI Stock Index Based on NEWFM (KOSPI 예측을 위한 NEWFM 기반의 특징입력 및 퍼지규칙 추출)

  • Lee, Sang-Hong;Lim, Joon-S.
    • Journal of Internet Computing and Services
    • /
    • v.9 no.1
    • /
    • pp.129-135
    • /
    • 2008
  • This paper presents a methodology to forecast KOSPI index by extracting fuzzy rules based on the neural network with weighted fuzzy membership functions (NEWFM) and the minimized number of input features using the distributed non-overlap area measurement method. NEWFM classifies upward and downward cases of KOSPI using the recent 32 days of CPPn,m (Current Price Position of day n for n-1 to n-m days) of KOSPI. The five most important input features among CPPn,m and 38 wavelet transformed coefficients produced by the recent 32 days of CPPn,m are selected by the non-overlap area distribution measurement method. For the data sets, from 1991 to 1998, the proposed method shows that the average of forecast rate is 67.62%.

  • PDF

Blockchain and Physically Unclonable Functions Based Mutual Authentication Protocol in Remote Surgery within Tactile Internet Environment

  • Hidar, Tarik;Abou el kalam, Anas;Benhadou, Siham;Kherchttou, Yassine
    • International Journal of Computer Science & Network Security
    • /
    • v.22 no.9
    • /
    • pp.15-22
    • /
    • 2022
  • The Tactile Internet technology is considered as the evolution of the internet of things. It will enable real time applications in all fields like remote surgery. It requires extra low latency which must not exceed 1ms, high availability, reliability and strong security system. Since it appearance in 2014, tremendous efforts have been made to ensure authentication between sensors, actuators and servers to secure many applications such as remote surgery. This human to machine relationship is very critical due to its dependence of the human live, the communication between the surgeon who performs the remote surgery and the robot arms, as a tactile internet actor, should be fully and end to end protected during the surgery. Thus, a secure mutual user authentication framework has to be implemented in order to ensure security without influencing latency. The existing methods of authentication require server to stock and exchange data between the tactile internet entities, which does not only make the proposed systems vulnerables to the SPOF (Single Point of Failure), but also impact negatively on the latency time. To address these issues, we propose a lightweight authentication protocol for remote surgery in a Tactile Internet environment, which is composed of a decentralized blockchain and physically unclonable functions. Finally, performances evaluation illustrate that our proposed solution ensures security, latency and reliability.

Opportunities for the Use of Blockchain Technology in the Tourism Industry

  • Ukhina, Tatiana Viktorovna;Otteva, Irina Vladimirovna;Plaksa, Julia Valerievna;Makushkin, Sergey Anatolyevich;Ryakhovsky, Dmitriy Ivanovich;Khromtsova, Lina Sergeevna
    • International Journal of Computer Science & Network Security
    • /
    • v.22 no.6
    • /
    • pp.51-56
    • /
    • 2022
  • It is relevant and timely for the existence and prosperity of today's tourism to build up a stock of new abilities and a set of innovations. At present, the tourism industry is experiencing a new stage in its digital transformation. The newest technologies, which are now spreading en masse and one of which is rightfully considered to be blockchain technology, enable tourists to receive tourist services directly from the producers, which not only gives the consumer the opportunity to enjoy higher quality and inexpensive products but also increases the responsibility of the producer. The article analyzes research literature on the possibility of using blockchain technology in the tourism industry. Based on an expert survey, the main problems, prospects, and advantages of the implementation of blockchain technology in the tourism industry are identified. The paper proposes and analyzes an option for the use of blockchain technology on the basis of a blockchain project with a mobile app for users and a dedicated website and public API for travel service providers.