• Title/Summary/Keyword: TD algorithm

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R-Trader: An Automatic Stock Trading System based on Reinforcement learning (R-Trader: 강화 학습에 기반한 자동 주식 거래 시스템)

  • 이재원;김성동;이종우;채진석
    • Journal of KIISE:Software and Applications
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    • v.29 no.11
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    • pp.785-794
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    • 2002
  • Automatic stock trading systems should be able to solve various kinds of optimization problems such as market trend prediction, stock selection, and trading strategies, in a unified framework. But most of the previous trading systems based on supervised learning have a limit in the ultimate performance, because they are not mainly concerned in the integration of those subproblems. This paper proposes a stock trading system, called R-Trader, based on reinforcement teaming, regarding the process of stock price changes as Markov decision process (MDP). Reinforcement learning is suitable for Joint optimization of predictions and trading strategies. R-Trader adopts two popular reinforcement learning algorithms, temporal-difference (TD) and Q, for selecting stocks and optimizing other trading parameters respectively. Technical analysis is also adopted to devise the input features of the system and value functions are approximated by feedforward neural networks. Experimental results on the Korea stock market show that the proposed system outperforms the market average and also a simple trading system trained by supervised learning both in profit and risk management.

Active Airframe Vibration Control Simulations of Lift-offset Compound Helicopters in High-Speed Flights (고속 비행의 Lift-offset 복합형 헬리콥터 기체의 능동 진동 제어 시뮬레이션)

  • Hong, Sung-Boo;Kwon, Young-Min;Kim, Ji-Su;Lee, Yu-Been;Park, Byeong-Hyeon;Shin, Hyun-Cheol;Park, Jae-Sang
    • Journal of the Korea Institute of Military Science and Technology
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    • v.24 no.4
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    • pp.357-367
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    • 2021
  • This paper studies the simulations of active airframe vibration controls for the Sikorsky X2 helicopter with a lift-offset coaxial rotor. The 4P hub vibratory loads of the X2TD rotor are obtained from the previous work using a rotorcraft comprehensive analysis code, CAMRAD II. The finite element analysis software, MSC.NASTRAN, is used to model the structural dynamics of the X2TD airframe and to analyze the 4P vibration responses of the airframe. A simulation study using Active Vibration Control System(AVCS) with Fx-LMS algorithm to reduce the airframe vibrations is conducted. The present AVCS is modeled using MATLAB Simulink. When AVCS is applied to the X2TD airframe at 250 knots, the 4P longitudinal and vertical vibration responses at the specified airframe positions, such as the pilot seat, co-pilot seat, engine deck, and prop gearbox, are reduced by 30.65 ~ 94.12 %.

Effective Interference Cancellation method on W-CDMA TDD Syetem (W-CDMA TDD 방식에서의 효율적 간섭 제거 기법)

  • 조영보;고균병;권동승;정인철;강창언;홍대식
    • Proceedings of the IEEK Conference
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    • 2001.06a
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    • pp.101-104
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    • 2001
  • In TD-CDMA system, multi-user interference degrades the system performance. In this paper, we propose a effective multi-user detection algorithm applicable to TDD mode. We certify a channel estimation capacity by using midamble and performance of the proposed multistage interference canceller in the system complex aspect. In computer simulations, it is verified that proposed algorithm has lower complexity and better performance than conventional multi-user interference cancellation in Rayleigh fading channel.

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Compensation for Nonlinear RE Power Amplifier using a Variable Step-Size LMS algorithm

  • Kim, Hyoun kuk;Park, Ke young;Lee, Yong min
    • Proceedings of the IEEK Conference
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    • 2002.06a
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    • pp.153-156
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    • 2002
  • An adaptive predistorr is proposed to compensate for the nonlinear distortion of a high power amplifier (HPA) in 16 QAM system. It fumed out that the proposed predistorter using a variable step-size least mean square (VSSLMS) algorithm is stable and can reduce the Total Distortion (TD) to 0. 1dB at the HPA output backoff=0.0 dB.

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Prediction of Future Milk Yield with Random Regression Model Using Test-day Records in Holstein Cows

  • Park, Byoungho;Lee, Deukhwan
    • Asian-Australasian Journal of Animal Sciences
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    • v.19 no.7
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    • pp.915-921
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    • 2006
  • Various random regression models with different order of Legendre polynomials for permanent environmental and genetic effects were constructed to predict future milk yield of Holstein cows in Korea. A total of 257,908 test-day (TD) milk yield records from a total of 28,135 cows belonging to 1,090 herds were considered for estimating (co)variance of the random covariate coefficients using an expectation-maximization REML algorithm in an animal mixed model. The variances did not change much between the models, having different order of Legendre polynomial, but a decreasing trend was observed with increase in the order of Legendre polynomial in the model. The R-squared value of the model increased and the residual variance reduced with the increase in order of Legendre polynomial in the model. Therefore, a model with $5^{th}$ order of Legendre polynomial was considered for predicting future milk yield. For predicting the future milk yield of cows, 132,771 TD records from 28,135 cows were randomly selected from the above data by way of preceding partial TD record, and then future milk yields were estimated using incomplete records from each cow randomly retained. Results suggested that we could predict the next four months milk yield with an error deviation of 4 kg. The correlation of more than 70% between predicted and observed values was estimated for the next four months milk yield. Even using only 3 TD records of some cows, the average milk yield of Korean Holstein cows would be predicted with high accuracy if compared with observed milk yield. Persistency of each cow was estimated which might be useful for selecting the cows with higher persistency. The results of the present study suggested the use of a $5^{th}$ order Legendre polynomial to predict the future milk yield of each cow.

Cyber Character Implementation with Recognition and Synthesis of Speech/lmage (음성/영상의 인식 및 합성 기능을 갖는 가상캐릭터 구현)

  • Choe, Gwang-Pyo;Lee, Du-Seong;Hong, Gwang-Seok
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.37 no.5
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    • pp.54-63
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    • 2000
  • In this paper, we implemented cyber character that can do speech recognition, speech synthesis, Motion tracking and 3D animation. For speech recognition, we used Discrete-HMM algorithm with K-means 128 level vector quantization and MFCC feature vector. For speech synthesis, we used demi-syllables TD-PSOLA algorithm. For PC based Motion tracking, we present Fast Optical Flow like Method. And for animating 3D model, we used vertex interpolation with DirectSD retained mode. Finally, we implemented cyber character integrated above systems, which game calculating by the multiplication table with user and the cyber character always look at user using of Motion tracking system.

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Characteristics of Electron Transport in $SiH_4$ Gas used by MCS-BEq Algorithm (MCS-BEq 알고리즘에 의한 $SiH_4$ 기체의 전자수송특성)

  • Kim, Sang-Nam;Seong, Nak-Jin
    • Proceedings of the KIEE Conference
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    • 2006.10b
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    • pp.159-162
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    • 2006
  • In this paper energy distribution function in $SiH_4$ has been analysed over the E/N range 0.5${\sim}$300Td and Pressure value 0.5, 1.0, 2.5 Torr by a two-term approximation Boltzmann equation method and by a Monte Carlo simulation. The motion has been calculated to give swarm parameters for the electron drift velocity, diffusion coefficient, electron ionization, mean energy and the electron energy distribution function. The electron energy distribution function has been analysed in $SiH_4$ at E/N=30, 50Td for a case of the equilibrium region in the mean electron energy and respective set of electron collision cross sections. The results show that the deduced electron drift velocities, the electron ionization or attachment coefficients, longitudinal and transverse diffusion coefficients and mean energy agree reasonably well with theoretical for a rang of E/N values.

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A CLB based CPLD Low-power Technology Mapping Algorithm (CLB 구조의 CPLD 저전력 기술 매핑 알고리즘)

  • 김재진;윤충모;인치호;김희석
    • Proceedings of the IEEK Conference
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    • 2003.07b
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    • pp.1165-1168
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    • 2003
  • In this paper, a CLB-based CPLD low-power technology mapping algorithm is proposed. To perform low power technology mapping for CPLD, a given Boolean network have to be represented to DAG. The proposed algorithm are consist of three step. In the first step, TD(Transition Density) calculation have to be performed. In the second step, the feasible clusters are generated by considering the following conditions: the number of output, the number of input and the number of OR-terms for CLB(Common Logic Block) within a CPLD. The common node cluster merging method, the node separation method, and the node duplication method are used to produce the feasible clusters. In the final step, low power technology mapping based on the CLBs is packing the feasible clusters into the several proper CLBs. Therefore the proposed algorithm is proved an efficient algorithm for a low power CPLD technology mapping.

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Digital Sequence CPLD Technology Mapping Algorithm

  • Youn, Choong-Mo
    • Journal of information and communication convergence engineering
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    • v.5 no.2
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    • pp.131-135
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    • 2007
  • In this paper, The proposed algorithm consists of three steps. In the first step, TD(Transition Density) calculation has to be performed. a CLB-based CPLD low-power technology mapping algorithm considered a Trade-off is proposed. To perform low-power technology mapping for CPLDs, a given Boolean network has to be represented in a DAG. Total power consumption is obtained by calculating the switching activity of each node in a DAG. In the second step, the feasible clusters are generated by considering the following conditions: the number of inputs and outputs, the number of OR terms for CLB within a CPLD. The common node cluster merging method, the node separation method, and the node duplication method are used to produce the feasible clusters. In the final step, low-power technology mapping based on the CLBs packs the feasible clusters. The proposed algorithm is examined using SIS benchmarks. When the number of OR terms is five, the experiment results show that power consumption is reduced by 30.73% compared with TEMPLA, and by 17.11 % compared with PLA mapping.

A CLB-based CPLD Low-power Technology Mapping Algorithm considered a Trade-off

  • Youn, Choong-Mo;Kim, Jae-Jin
    • Journal of information and communication convergence engineering
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    • v.5 no.1
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    • pp.59-63
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    • 2007
  • In this paper, a CLB-based CPLD low-power technology mapping algorithm considered a Trade-off is proposed. To perform low-power technology mapping for CPLDs, a given Boolean network has to be represented in a DAG. The proposed algorithm consists of three steps. In the first step, TD(Transition Density) calculation has to be performed. Total power consumption is obtained by calculating the switching activity of each node in a DAG. In the second step, the feasible clusters are generated by considering the following conditions: the number of inputs and outputs, the number of OR terms for CLB within a CPLD. The common node cluster merging method, the node separation method, and the node duplication method are used to produce the feasible clusters. In the final step, low-power technology mapping based on the CLBs packs the feasible clusters. The proposed algorithm is examined using SIS benchmarks. When the number of OR terms is five, the experiment results show that power consumption is reduced by 30.73% compared with TEMPLA, and by 17.11 % compared with PLA mapping.