• Title/Summary/Keyword: Technical Trend Analysis

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A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

A Study on Trend of the Research Papers Published in the Journal of the Ergonomics Society of Korea

  • Lee, Dhong-Ha
    • Journal of the Ergonomics Society of Korea
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    • v.29 no.4
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    • pp.701-707
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    • 2010
  • Objective: The aim of this study is to investigate the attributing factors influencing major research areas of the papers published in the journal of Ergonomics Society of Korea (JESK). Background: Ergonomics has a wide range of research areas. Diversity of research topic is one of the major strong points of this discipline especially in the era of fusion. Dominant areas among the diversity changed from time to time. It is interesting to know the attributing factors of the dominant areas. Method: During the past three decades JESK has published 649 articles. As an editor of the JESK, I reviewed these papers and sorted them into the detailed research fields of ergonomics; (1) technical group (TG) s of the Human Factors and Ergonomics Society (HFES), (2) editing groups of the journal of Ergonomics Abstracts and (3) TGs of the Ergonomics Society of Korea (ESK). I also listed major events which might affect the publication trend. Results: Anthropometry was the most dominant area all the time. Health and safety area has been steadily increasing publication amount. Conclusion: Government research funding was the main attributing factor determining the publication trend of the JESK. Application: The results of the publishing trend analysis might help to determine the editing policy of the JESK.

Investigation on the technology trend in Platycodon grandiflorum by the patent analysis

  • Kim, Chang-Kug
    • Proceedings of the Plant Resources Society of Korea Conference
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    • 2018.10a
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    • pp.46-46
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    • 2018
  • The Platycodon grandiflorum (balloon flower) has been used as food material and traditional medicine in Asia. The roots have been used in traditional medicine to treat coughs, upper respiratory infections, and sore throats. Using 1,603 valid patents from 6 countries, we analyzed the patent trend based on year, countries, applicants, and technology. The technologies are categorized into 6 groups which include material, additives, manufacture, cultivation, breeding and seed. The technology competitiveness of countries were analyzed with quantitative factors such as cites per patent, patent impact index, patent family size and technology strength. In comparison with other countries in the patent index, South Korea shows an increasing trend in patent numbers and total leverage ability, although the individual technology is lower than Japan and USA. Our study provides information on technical trend to support the performance of new projects on balloon flower.

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Desigin of SLA Analysis System (SLA 통합 분석 시스템의 설계)

  • Park, Noh-Sam;Lee, Gil-Haeng
    • Proceedings of the IEEK Conference
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    • 2006.06a
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    • pp.225-226
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    • 2006
  • A service level agreement (SLA) is a formal contract between a service provider and a subscriber that contains detailed technical specifications called service level specifications (SLSs). In this paper, we propose SLA data analysis system which provides an effective decision-making information to network service provider. The SLA data analysis system executes trend analysis and statistics analysis using SLA violation and refund information. The analysis results are presented in many ways such as tables, graphs.

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Analysis on the Contents of Digital-related Studies in the Field of Costume (복식분야 디지털 관련 연구 논문의 내용 분석)

  • Eum, Jungsun;Kim, Yunhee;Yoo, Youngsun
    • Journal of the Korean Society of Costume
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    • v.66 no.6
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    • pp.135-148
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    • 2016
  • This study aimed to understand whether or not academic outcomes in digital studies shown in detailed field of costume were generated appropriately according to the development of digital technology by analyzing contents of studies in the digital-related studies, which were conducted with a background of the digital age. First, as a result of frequency of digital-related theses by the age of 'Internet Age(1994-2000)', 'Digital Age(2000-2009)', and 'Smart Life Age(After 2010)', which were classified according to the digital environmental changes, the number of theses increased drastically based on the transition point of each age. Second, representative keywords that appeared in each age included 'digital' and 'Internet' in the Internet Age, and 'digital', 'smart', 'Internet', '3D', and 'wearable' were shown in the 'Digital Age' and 'Smart Life Age'. Third, results of analysis according to the field of costume show that relevant studies were conducted in three fields of marketing/information, clothing construction and fashion design in the Internet Age, whereas the Digital Age produced relevant studies in all fields, and Smart Life Age was characterized by increase in studies in the field of fashion design and clothing construction. Fourth, results of analysis according to the contents of study show that relevant studies in the Internet Age were shown only in two subjects of 'preliminary study and trend of study' and 'studies using technical programs', and 'preliminary study and trend of study' decreased, but relevant studies in other fields of subject increased in the Smart Life Age. As shown above, relevant studies appeared as various subjects in many different detailed fields of costume in costume studies according to the stream of the Smart Life Age, which is growing fast recently, and is considered an inspiring result for development of studies in the field of costume according to the environment of the age.

Investigation on the Technology Trend in Electrolyzed Sterilizing Water by the Patent Analysis (특허분석을 통한 전해살균수의 기술 동향 연구)

  • Kang, Kyung-Seok;Kim, Tae-il;Lee, Ho-il;Han, Hye-jung;Park, Soo-gil;Kim, Han-ju;Han, Sam-Duck;Park, Kunyik;Rhee, Young-Woo
    • Applied Chemistry for Engineering
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    • v.21 no.2
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    • pp.188-194
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    • 2010
  • The electrolyzed sterilizing water is useful functional aqueous solution, which is produced by electrolyzing aqueous solution. Electrolytic supplement such as salt or hydrochloric acid is added into tap water. Electrolyzed sterilizing water is classified as three types; strongly acidic electrolyzed water, weakly acidic electrolyzed water, and sodium hypochlorite water. In this study, preparation principles, advantages, and disadvantages of electrolyzed sterilizing water were analyzed. The technology trend in electrolyzed sterilizing water was analyzed based on patent application year, countries, main applicants, and each technologies.

The Effect of the Non-Technical Skills on the Rotorcraft Flight Safety (NOTECHS이 안전운항(安全運航)에 미치는 영향(影響))

  • Lee, Sangmin;Kim, Chilyoung;Hwang, Sasik
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.21 no.3
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    • pp.27-40
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    • 2013
  • Rotorcraft operating in the domestic aviation safety techniques are applied CRM training is conducted but, aircraft accidents caused by human factors has not shown a declining trend. Thus, knowledge of aviation safety and human factors for the spread of awareness of improved rotorcraft flight operations department managers to understand the complexity of nature and culture, and to perform high-risk mission helicopter pilot study of local activation and enhance safety awareness research was conducted in order to. In this study, the development direction of CRM training studies in order to identify the leading NOTECHS (Non-Technical Skills; non-technical pilot skills) of the four categories as the independent variable and the dependent variable corresponding to the resulting effect on the key variables awareness of the differences were studied. In addition, the direction and strength of the relationship were analyzed to determine the relationship of each independent variable to assess the impact on the dependent variable regression analysis was performed. Pilot training and evaluation of non-technical skills related to the teaching reflected in the CRM training and assessment must be carried out with 5 star rating scale was preferred. Therefore, to meet our country rotorcraft operating environment 'NOTECHS' aviation safety by developing training programs reflected in the educational process, implementation, and periodic training and assessment is done in future research on this analysis and feedback is done to reflect the specific performance expect.