• Title/Summary/Keyword: Technical Change Index

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Anti-proliferative Effect of Paclitaxel in Multicellular Layers of Human Cancer Cells (다층 배양된 암세포에서 파크리탁셀의 항증식효과 분석)

  • Kang, Choon-Mo;Lee, Joo-Ho;Cha, Jung-Ho;Kuh, Hyo-Jeong
    • Journal of Pharmaceutical Investigation
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    • v.36 no.1
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    • pp.1-9
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    • 2006
  • Human solid tumors exhibit a multicellular resistance (MCR) resulting from limited drug penetration and decreased sensitivity of tumor cells when interacting with their microenvironments. Multicellular cultures represent solid tumor condition in vivo and provide clinically relevant data. There is little data on antitumor effect of paclitaxel (PTX) in multicellular cultures although its MCR has been demonstrated. In the present study, we evaluated antiproliferative effects of PTX in multicellular layers (MCL) of DLD-1 human colorectal carcinoma cells. BrdU labeling index (LI), thickness of MCL, cell cycle distribution and cellular uptake of calcein were measured before and after exposure to PTX at 0.1 to 50 ${\mu}M$ for 24, 48 and 72 hrs. BrdU LI and thickness of MCL showed a concentration- and time-dependent decrease and the changes in both parameters were similar, i.e., 34.2% and 40.6% decrease in BrdU LI and thickness, respectively, when exposed to $50\;{\mu}M$ for 72 hr. The DLD-1 cells grown in MCL showed increase in $%G_{0}/G_{1}$ and resistance to cell cycle arrest and apoptosis compared to monolayers. Calcein uptake in MCL did not change upon PTX exposure, indicating technical problems in multicellular system. Overall, these data indicate that antitumor activity of PTX may be limited in human solid tumors (a multicellular system) and MCL may be an appropriate model to study further pharmacodynamics of PTX.

A Study on the Order of Priority for the Technoloy·policy of GHG Reduction in Power Plant using AHP (발전부문 AHP기법을 이용한 온실가스감축 기술·정책 우선순위 연구)

  • Lee, Won-Goo;Kim, Hyung-Taek;Park, Yong-Gu
    • Journal of Energy Engineering
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    • v.24 no.4
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    • pp.130-139
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    • 2015
  • Korea country was set up over 30% greenhouse gas reduction target in comparision with BAU(Business as usal) at the national level, depending on climate change, which have been promoted as several technical and policy planning in order to reduce national greenhouse gas reduction. In this study, we derived the policies and technologies of power plant sector that is a high rate of reduction and public interest, we established a model for a common evaluation indicators and each of the evaluation factors between policy and technology priorities based on appropriate subject experts using analytic hierarchy process(AHP). Further we suggest insight to electricity company to establish the investment strategies of the technology and the associated policy by applying a weight evaluation index presenting a comprehensive priority.

Study on the N-Acetyl-D-glucosamine as the Anti-aging Cosmetic Ingredients (항노화 화장품 원료로서의 N-Acetyl-D-glucosamine에 관한 연구)

  • Pyo, Young-hee;Kim, Young-eun;Moon, Ji-sun
    • Journal of the Korean Applied Science and Technology
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    • v.33 no.4
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    • pp.706-716
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    • 2016
  • In this study we applied the NAG obtained by the deacetylation of chitin extracted from the shells of crabs and shrimp as cosmetic ingredient. In order to compare NAG with GLC we identified the influence of cytotoxicity, anti-inflammatory, melanin biosynthesis formation inhibition on skin cell, and we measured the effects of the change of melanin and red spots. The results show that there was not any attentive cytotoxicity on the Raw 264.7 cell and B16F10 cell, and NO formation anti-inflammatory hindrance effect induced from Raw 264.7 by LPS was slight, and NAG suppressed the increase of melanin generation concentration-dependently after we induced the melanin generation with ${\alpha}$-MSH on B16F10 and measured the melanin biosynthesis inhibition. From this result, we identified the applicability of the cosmetics containing NAG as functional cosmetic for enhancing skin-lightening because when cream containing NAG was applied to skin the index of melanin red spots showed statistically meaningful changes.

Selection Model of System Trading Strategies using SVM (SVM을 이용한 시스템트레이딩전략의 선택모형)

  • Park, Sungcheol;Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.20 no.2
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    • pp.59-71
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    • 2014
  • System trading is becoming more popular among Korean traders recently. System traders use automatic order systems based on the system generated buy and sell signals. These signals are generated from the predetermined entry and exit rules that were coded by system traders. Most researches on system trading have focused on designing profitable entry and exit rules using technical indicators. However, market conditions, strategy characteristics, and money management also have influences on the profitability of the system trading. Unexpected price deviations from the predetermined trading rules can incur large losses to system traders. Therefore, most professional traders use strategy portfolios rather than only one strategy. Building a good strategy portfolio is important because trading performance depends on strategy portfolios. Despite of the importance of designing strategy portfolio, rule of thumb methods have been used to select trading strategies. In this study, we propose a SVM-based strategy portfolio management system. SVM were introduced by Vapnik and is known to be effective for data mining area. It can build good portfolios within a very short period of time. Since SVM minimizes structural risks, it is best suitable for the futures trading market in which prices do not move exactly the same as the past. Our system trading strategies include moving-average cross system, MACD cross system, trend-following system, buy dips and sell rallies system, DMI system, Keltner channel system, Bollinger Bands system, and Fibonacci system. These strategies are well known and frequently being used by many professional traders. We program these strategies for generating automated system signals for entry and exit. We propose SVM-based strategies selection system and portfolio construction and order routing system. Strategies selection system is a portfolio training system. It generates training data and makes SVM model using optimal portfolio. We make $m{\times}n$ data matrix by dividing KOSPI 200 index futures data with a same period. Optimal strategy portfolio is derived from analyzing each strategy performance. SVM model is generated based on this data and optimal strategy portfolio. We use 80% of the data for training and the remaining 20% is used for testing the strategy. For training, we select two strategies which show the highest profit in the next day. Selection method 1 selects two strategies and method 2 selects maximum two strategies which show profit more than 0.1 point. We use one-against-all method which has fast processing time. We analyse the daily data of KOSPI 200 index futures contracts from January 1990 to November 2011. Price change rates for 50 days are used as SVM input data. The training period is from January 1990 to March 2007 and the test period is from March 2007 to November 2011. We suggest three benchmark strategies portfolio. BM1 holds two contracts of KOSPI 200 index futures for testing period. BM2 is constructed as two strategies which show the largest cumulative profit during 30 days before testing starts. BM3 has two strategies which show best profits during testing period. Trading cost include brokerage commission cost and slippage cost. The proposed strategy portfolio management system shows profit more than double of the benchmark portfolios. BM1 shows 103.44 point profit, BM2 shows 488.61 point profit, and BM3 shows 502.41 point profit after deducting trading cost. The best benchmark is the portfolio of the two best profit strategies during the test period. The proposed system 1 shows 706.22 point profit and proposed system 2 shows 768.95 point profit after deducting trading cost. The equity curves for the entire period show stable pattern. With higher profit, this suggests a good trading direction for system traders. We can make more stable and more profitable portfolios if we add money management module to the system.

The Nutritional Status by Stress on Freshmen of University (대학 신입생의 스트레스 민감 여부에 따른 영양상태)

  • Lee, Young-Hee;Rhie, Seung-Gyo;Won, Hyang-Rye
    • The Korean Journal of Community Living Science
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    • v.17 no.4
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    • pp.81-95
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    • 2006
  • This study was made to find out how stress affect on nutrition status of the college freshmen who were experiencing physical growth and development as well as drastic emotional change. 400 male and female freshmen in 4 year colleges were surveyed respectively through the health check-up procedure for college entrance in February, In order to find out the stress in each group frustration, deprivation, lack of self efficacy, type A behavior and anxiety response were surveyed through 10 questions with total 40 points by assigning 4 points for each question. Diet Status was expressed by DDS (Dietary Diversity Score by 5 food groups) and DVS(Dietary Variety Score). 24-hrs recall method was used to find out the quantity of daily nutrient of EAR(estimated adquacy ratio) by KDRIs(Korean Dietary Recommended Intakes). Nutrition level was analyzed by Can-Pro for professionals (Korea Nutrition Association). And for the quality intake, percentage was calculated and MAR(Mean Adequacy Ratio) were produced. Highest point was obtained in the stress of anxiety with the total 40 score of 30.20, and the scores were 29.79, 28.67, and 28.39 for deprivation, type A behavior and frustration respectively. There was no difference of blood components in accordance with stress type. Stress type was divided into less sensitive group and highly sensitive one and the relationship with the blood nutrient status was observed. The difference of blood component and blood pressure in sensitive and highly sensitive groups was observed in deprivation and anxiety. The index of blood pressure(p<0.05), hemoglobin(p<0.01), HDL-cholesterol(p<0.05), and Fe(p<0.05) was high in the deprivation of sensitive group. Blood pressure and hemoglobin was high in type A of sensitive group(p<0.05). And the contents of blood triglyceride was high in the anxiety of sensitive group(p<0.001) The result of nutrition intake analysis according to stress type showed that there was low intake for energy, riboflavin, and niacin. When the degree of deprivation was high there was a lack of riboflavin intake and there was no significant difference of nutrition intake in lack of self efficacy, type A behavior and anxiety response. Thus, it is necessary for colleges to educate the students to maintain mental stability through various programs and activities after catching a kind and extent of the stress college students we meeting with like the confusion of value system, open heterosexual relationship, and the employment difficulties linked with political uncertainty and economic recession.

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Estimation of the relationship between below-ground root and above-ground canopy development by measuring dynamic change of soil ammonium-N concentration in rice

  • Fushimi, Erina;Yoshida, Hiroe;Tokida, Takeshi;Nakagawa, Hiroshi
    • Proceedings of the Korean Society of Crop Science Conference
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    • 2017.06a
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    • pp.183-183
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    • 2017
  • In the early part of rice growth, root volume primarily limits the amount of plant-accessible nitrogen (N). Therefore, knowledge of the root development is important for modeling N uptake of rice. The timing when the volume of rhizosphere cover the whole soil is also important to carry out timely top dressing. However, information about initial root expansion and associated N uptake is limited due to intrinsic technical difficulties in assessing below-ground processes. Some studies, however, showed a close relationship between below-ground root and above-ground leaf development, suggesting a possibility that above-ground attributes could serve as surrogates for the root processes. In this study, we investigated the relationship between below-ground and above-ground development of rice. Field experiments were conducted where we cultivated Koshihikari (a leading cultivar in Japan) for four different cropping schedules in 2012. In 2016, Gimbozu (HEG4) and three flowering time mutant lines of Gimbozu (X61 (se13), HS276 (ef7), DMG9 (se13, ef7)) were examined for a single season. Experiments were performed with three replications in a completely randomized design. We monitored ammonium-N concentration ([NH4+-N]) in soil solution by repeatedly taking samples from a porous tubing (10-cm long) vertically inserted at the most distant point from surrounding rice hills. Samples were taken in triplicate (= triplicate tubes) and every three days from transplanting in each experimental unit. For above-ground attributes, leaf area index (LAI) was measured in 2012, whereas soil coverage ratio was estimated by image processing in 2016. Results showed that [NH4+-N] increased gradually after transplanting and then rapidly decreased from a certain day. This distinct drop in [NH4+-N] informed us the timing at which the rice root system reached the point of porous tubing and thus essentially covered the whole soil volume. The LAI at the dropping point was about 0.43 regardless of the cropping schedules in 2012 experiment. In 2016, the coverage ratio at the N dropping point was within the range of 0.12 to 0.19 for four genotypes having different growth durations. In addition, the coverage ratios at seven weeks after the transplanting showed a good correspondence to LAI across the four genotypes. We therefore conclude that both LAI and coverage ratio may serve as robust indicators for root development and might be useful to estimate the timing when the root system fully cover the soil volume. Results obtained here will also contribute to develop models that can predict not only above-ground canopy development but also associated below-ground processes.

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Effect of Heat Stress of Extreme Heat Lever on Muscle functionand Muscle Injury Markers in Elderly Women (열 스트레스가 여성노인들의 근기능 및 근손상에 미치는 영향)

  • Park, Sok;Lee, Chone Ho;Back, Seung Ok;Shin, Yong Up;Kim, Jung Suk;Cho, Young Wung;Lee, Young Jun
    • 한국노년학
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    • v.30 no.3
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    • pp.793-802
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    • 2010
  • The purpose of this study was to examine the influence of extreme heat on muscle function and muscle injury marker in elderly women. The subjects of this study were eight post-menopausal elderly women without any metabolic disease. All eight subjects were asked to perform the knee joint isokinetic exercise using isokinetic equipment (cybex) in the laboratory and experimental temperature within laboratory was adjusted to two conditions: extreme heat temperature(33±0.5℃) and normal temperature(20±0.5℃) maintained in 50±3% humidity conditions. Each experimental exercise was monitored and analyzed the change of HSP70, LDH and CK. Muscular functions (peak torque, total work, percentage of peak torque body weight, fatigue index, average power and total work) were significant differences at exercise between temperatural conditions (p<.05). In extreme heat temperature, muscular injury markers (HSP70, LDH and CK) were increased, threfore resulted in significantly higher than normal temperature(p<.05). These results show that extreme heat temperature can decrease muscle function in elderly women.

A Time Series Graph based Convolutional Neural Network Model for Effective Input Variable Pattern Learning : Application to the Prediction of Stock Market (효과적인 입력변수 패턴 학습을 위한 시계열 그래프 기반 합성곱 신경망 모형: 주식시장 예측에의 응용)

  • Lee, Mo-Se;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.167-181
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    • 2018
  • Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN(Convolutional Neural Network), which is known as the effective solution for recognizing and classifying images or voices, has been popularly applied to classification and prediction problems. In this study, we investigate the way to apply CNN in business problem solving. Specifically, this study propose to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. As mentioned, CNN has strength in interpreting images. Thus, the model proposed in this study adopts CNN as the binary classifier that predicts stock market direction (upward or downward) by using time series graphs as its inputs. That is, our proposal is to build a machine learning algorithm that mimics an experts called 'technical analysts' who examine the graph of past price movement, and predict future financial price movements. Our proposed model named 'CNN-FG(Convolutional Neural Network using Fluctuation Graph)' consists of five steps. In the first step, it divides the dataset into the intervals of 5 days. And then, it creates time series graphs for the divided dataset in step 2. The size of the image in which the graph is drawn is $40(pixels){\times}40(pixels)$, and the graph of each independent variable was drawn using different colors. In step 3, the model converts the images into the matrices. Each image is converted into the combination of three matrices in order to express the value of the color using R(red), G(green), and B(blue) scale. In the next step, it splits the dataset of the graph images into training and validation datasets. We used 80% of the total dataset as the training dataset, and the remaining 20% as the validation dataset. And then, CNN classifiers are trained using the images of training dataset in the final step. Regarding the parameters of CNN-FG, we adopted two convolution filters ($5{\times}5{\times}6$ and $5{\times}5{\times}9$) in the convolution layer. In the pooling layer, $2{\times}2$ max pooling filter was used. The numbers of the nodes in two hidden layers were set to, respectively, 900 and 32, and the number of the nodes in the output layer was set to 2(one is for the prediction of upward trend, and the other one is for downward trend). Activation functions for the convolution layer and the hidden layer were set to ReLU(Rectified Linear Unit), and one for the output layer set to Softmax function. To validate our model - CNN-FG, we applied it to the prediction of KOSPI200 for 2,026 days in eight years (from 2009 to 2016). To match the proportions of the two groups in the independent variable (i.e. tomorrow's stock market movement), we selected 1,950 samples by applying random sampling. Finally, we built the training dataset using 80% of the total dataset (1,560 samples), and the validation dataset using 20% (390 samples). The dependent variables of the experimental dataset included twelve technical indicators popularly been used in the previous studies. They include Stochastic %K, Stochastic %D, Momentum, ROC(rate of change), LW %R(Larry William's %R), A/D oscillator(accumulation/distribution oscillator), OSCP(price oscillator), CCI(commodity channel index), and so on. To confirm the superiority of CNN-FG, we compared its prediction accuracy with the ones of other classification models. Experimental results showed that CNN-FG outperforms LOGIT(logistic regression), ANN(artificial neural network), and SVM(support vector machine) with the statistical significance. These empirical results imply that converting time series business data into graphs and building CNN-based classification models using these graphs can be effective from the perspective of prediction accuracy. Thus, this paper sheds a light on how to apply deep learning techniques to the domain of business problem solving.

Optimization of Support Vector Machines for Financial Forecasting (재무예측을 위한 Support Vector Machine의 최적화)

  • Kim, Kyoung-Jae;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.17 no.4
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    • pp.241-254
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    • 2011
  • Financial time-series forecasting is one of the most important issues because it is essential for the risk management of financial institutions. Therefore, researchers have tried to forecast financial time-series using various data mining techniques such as regression, artificial neural networks, decision trees, k-nearest neighbor etc. Recently, support vector machines (SVMs) are popularly applied to this research area because they have advantages that they don't require huge training data and have low possibility of overfitting. However, a user must determine several design factors by heuristics in order to use SVM. For example, the selection of appropriate kernel function and its parameters and proper feature subset selection are major design factors of SVM. Other than these factors, the proper selection of instance subset may also improve the forecasting performance of SVM by eliminating irrelevant and distorting training instances. Nonetheless, there have been few studies that have applied instance selection to SVM, especially in the domain of stock market prediction. Instance selection tries to choose proper instance subsets from original training data. It may be considered as a method of knowledge refinement and it maintains the instance-base. This study proposes the novel instance selection algorithm for SVMs. The proposed technique in this study uses genetic algorithm (GA) to optimize instance selection process with parameter optimization simultaneously. We call the model as ISVM (SVM with Instance selection) in this study. Experiments on stock market data are implemented using ISVM. In this study, the GA searches for optimal or near-optimal values of kernel parameters and relevant instances for SVMs. This study needs two sets of parameters in chromosomes in GA setting : The codes for kernel parameters and for instance selection. For the controlling parameters of the GA search, the population size is set at 50 organisms and the value of the crossover rate is set at 0.7 while the mutation rate is 0.1. As the stopping condition, 50 generations are permitted. The application data used in this study consists of technical indicators and the direction of change in the daily Korea stock price index (KOSPI). The total number of samples is 2218 trading days. We separate the whole data into three subsets as training, test, hold-out data set. The number of data in each subset is 1056, 581, 581 respectively. This study compares ISVM to several comparative models including logistic regression (logit), backpropagation neural networks (ANN), nearest neighbor (1-NN), conventional SVM (SVM) and SVM with the optimized parameters (PSVM). In especial, PSVM uses optimized kernel parameters by the genetic algorithm. The experimental results show that ISVM outperforms 1-NN by 15.32%, ANN by 6.89%, Logit and SVM by 5.34%, and PSVM by 4.82% for the holdout data. For ISVM, only 556 data from 1056 original training data are used to produce the result. In addition, the two-sample test for proportions is used to examine whether ISVM significantly outperforms other comparative models. The results indicate that ISVM outperforms ANN and 1-NN at the 1% statistical significance level. In addition, ISVM performs better than Logit, SVM and PSVM at the 5% statistical significance level.

Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.