• Journal of Korean Institute of Industrial Engineers
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• v.39 no.6
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• pp.535-545
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• 2013

The goal of stock investment is earning high rate or return with stability. To accomplish this goal, using a portfolio that distributes stocks with high rate of return with less variability and a stock price prediction model with high accuracy is required. In this paper, three methods are suggested to require these conditions. First of all, in portfolio re-balance part, Max-Return and Min-Risk (MRMR) model is suggested to earn the largest rate of return with stability. Secondly, Entering/Leaving Rule (E/L) is suggested to upgrade portfolio when particular stock's rate of return is low. Finally, to use outstanding stock price prediction model, a model based on Semi-Supervised Learning (SSL) which was suggested in last research was applied. The suggested methods were validated and applied on stocks which are listed in KOSPI200 from January 2007 to August 2008.

• The Korean Journal of Food And Nutrition
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• v.12 no.1
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• pp.91-94
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• 1999

The amount of creatinine contained in the beef imported beef pork and chicken marketing four beef pork, and chicken, marketing four beef stocks seven ramyon soups and three hams and sausages were studied by spectrophotometry with alka-line picrate. Content of creatinine in beef was 252mg/100g of sample and it is higher than that of impor-ted beef. The amount of creatinine increases as follows; chicken

• Proceedings of the Korea Information Processing Society Conference
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• 2023.05a
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• pp.440-441
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• 2023

가치주와 성장주의 정의는 모호하다. 그렇기에 사회에 다양한 혼란이 빚어지고 있다. 본 연구에서는 그 모호성으로 인해 생기는 혼란을 줄이고자 새로운 주식 종목 분류 모형을 제안한다. 유명 성장 지수와 가치 지수 내 종목을 통해 지도 학습이 가능한 환경에서, 종목들의 주가 등에서 새로운 지표를 만들어낸 후, 그 지표를 LSTM 모델을 통한 기계학습으로 학습하는데 활용한다. 보이지 않는 패턴을 학습한 모델을 검증기에 부착해 모호한 주식을 분류하는데 응용할 수 있다.

• Asia-Pacific Journal of Business
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• v.15 no.1
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• pp.1-14
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• 2024

Purpose - We investigate whether a potential missing pricing factor plays a significant role in the idiosyncratic volatility puzzle. Design/methodology/approach - We theoretically show how a missing pricing factor can affect the idiosyncratic volatility puzzle, and also show how to get around the problem empirically. We adopt the Fama-French five factor model for the estimation of the idiosyncratic risk and use randomly constructed portfolios as test assets. Findings - We find that a missing factor does not drive the idiosyncratic volatility puzzle. Thus, we conclude that the idiosyncratic volatility does affect the risk premium of its stock. Research implications or Originality - The Fama-French five factor model does a pretty good job in explaining the risk premiums of stocks, and it can be used to reliably estimate idiosyncratic risk of stocks.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.123-138
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• 2017

Since the stock market is driven by the expectation of traders, studies have been conducted to predict stock price movements through analysis of various sources of text data. In order to predict stock price movements, research has been conducted not only on the relationship between text data and fluctuations in stock prices, but also on the trading stocks based on news articles and social media responses. Studies that predict the movements of stock prices have also applied classification algorithms with constructing term-document matrix in the same way as other text mining approaches. Because the document contains a lot of words, it is better to select words that contribute more for building a term-document matrix. Based on the frequency of words, words that show too little frequency or importance are removed. It also selects words according to their contribution by measuring the degree to which a word contributes to correctly classifying a document. The basic idea of constructing a term-document matrix was to collect all the documents to be analyzed and to select and use the words that have an influence on the classification. In this study, we analyze the documents for each individual item and select the words that are irrelevant for all categories as neutral words. We extract the words around the selected neutral word and use it to generate the term-document matrix. The neutral word itself starts with the idea that the stock movement is less related to the existence of the neutral words, and that the surrounding words of the neutral word are more likely to affect the stock price movements. And apply it to the algorithm that classifies the stock price fluctuations with the generated term-document matrix. In this study, we firstly removed stop words and selected neutral words for each stock. And we used a method to exclude words that are included in news articles for other stocks among the selected words. Through the online news portal, we collected four months of news articles on the top 10 market cap stocks. We split the news articles into 3 month news data as training data and apply the remaining one month news articles to the model to predict the stock price movements of the next day. We used SVM, Boosting and Random Forest for building models and predicting the movements of stock prices. The stock market opened for four months (2016/02/01 ~ 2016/05/31) for a total of 80 days, using the initial 60 days as a training set and the remaining 20 days as a test set. The proposed word - based algorithm in this study showed better classification performance than the word selection method based on sparsity. This study predicted stock price volatility by collecting and analyzing news articles of the top 10 stocks in market cap. We used the term - document matrix based classification model to estimate the stock price fluctuations and compared the performance of the existing sparse - based word extraction method and the suggested method of removing words from the term - document matrix. The suggested method differs from the word extraction method in that it uses not only the news articles for the corresponding stock but also other news items to determine the words to extract. In other words, it removed not only the words that appeared in all the increase and decrease but also the words that appeared common in the news for other stocks. When the prediction accuracy was compared, the suggested method showed higher accuracy. The limitation of this study is that the stock price prediction was set up to classify the rise and fall, and the experiment was conducted only for the top ten stocks. The 10 stocks used in the experiment do not represent the entire stock market. In addition, it is difficult to show the investment performance because stock price fluctuation and profit rate may be different. Therefore, it is necessary to study the research using more stocks and the yield prediction through trading simulation.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2007.11a
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• pp.277-278
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• 2007

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2010.11a
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• pp.1033-1034
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• 2010

• Proceedings of the KSR Conference
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• 2011.10a
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• pp.1357-1365
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• 2011

Reliability analysis-based maintenance system has the merit than elapsed time-based preventive maintenance system. First, it is possible to active handling of rolling stocks failures. In the past, Failure handling activities began when after increase failures rapidly. But if we can continuous manage of reliability than changing of failure tendency can know more quickly. Second, It is possible to using maintenance resources effectively. We can look forward to cost reduction to distributing of much less failures parts's maintenance resources. KORAIL builds reliability system called KTX-RCM for operating high-speed rolling stocks. But existing rolling stocks have not reliability system from the past. Fortunately, KORAIL started ERP system called KOVIS at 2007. KOVIS includes maintenance data for reliability analysis. So in this study analysis failure data for getting reliability number about existing passenger car. And we desire to maintenance connection plan.

• Journal of Digital Convergence
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• v.13 no.11
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• pp.45-55
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• 2015

This study used for KOSPI, KOSDAQ, entertainment culture and digital contents index that is related to cultural contents industry. There was investigated the each stock price index and return trends for a total 597 weeks to July 2015 from March 2004. They looked the content-related stocks about investment worth to comparative analysis the return, volatility, correlation, synchronization phenomena etc. of each stock index. When we saw the growth potential of the cultural contents industry forward, looked forward to the investment possibility of related stocks. Analysis Result cultural content related stocks showed a higher rate after the last 2008 global financial crisis. Recent as high interest in the cultural contents industry, we could see that the investment merit increases slowly. In the future, the cultural content industry is expected to continue to evolve. The increase of investments value in the cultural content related businesses is much expectation.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.42 no.4
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• pp.446-451
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• 1997

A Giemsa C-banding method was used for the identification of somatic chromosomes and heterochromatic knob positions in Korean indigenous maize(Zea mays L.). Total of 10 inbred stocks were examined and their knob numbers ranged from 6 to 12. In comparison of homologous chromosomes of two stocks of Waesungri and PI 213749, arm ratios and relative length of chromosomes were different between genotypes. In comparison of arm ratios, all the homologous chromosomes except chromosome 2 were different each other. In comparison of relative length of chromosomes, that of chromosome 1 in Waesungri and PI213749 was 223.22 and 192.03 respectively. The relative length of homologous chromosomes in Waesungri were generally lager than those of PI213749. A C-banded diagram showing knob positions, arm ratios and relative length of chromosome could be used as a good tool to compare the characteristics of chromosomes of Korean indigenous maize stocks.