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Preparation of Pure CO2 Standard Gas from Calcium Carbonate for Stable Isotope Analysis (탄산칼슘을 이용한 이산화탄소 안정동위원소 표준시료 제작에 대한 연구)

  • Park, Mi-Kyung;Park, Sunyoung;Kang, Dong-Jin;Li, Shanlan;Kim, Jae-Yeon;Jo, Chun Ok;Kim, Jooil;Kim, Kyung-Ryul
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.18 no.1
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    • pp.40-46
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    • 2013
  • The isotope ratios of $^{13}C/^{12}C$ and $^{18}O/^{16}O$ for a sample in a mass spectrometer are measured relative to those of a pure $CO_2$ reference gas (i.e., laboratory working standard). Thus, the calibration of a laboratory working standard gas to the international isotope scales (Pee Dee Belemnite (PDB) for ${\delta}^{13}C$ and Vienna Standard Mean Ocean Water (V-SMOW) for ${\delta}^{18}O$) is essential for comparisons between data sets obtained by other groups on other mass spectrometers. However, one often finds difficulties in getting well-calibrated standard gases, because of their production time and high price. Additional difficulty is that fractionation processes can occur inside the gas cylinder most likely due to pressure drop in long-term use. Therefore, studies on laboratory production of pure $CO_2$ isotope standard gas from stable solid calcium carbonate standard materials, have been performed. For this study, we propose a method to extract pure $CO_2$ gas without isotope fractionation from a solid calcium carbonate material. The method is similar to that suggested by Coplen et al., (1983), but is better optimized particularly to make a large amount of pure $CO_2$ gas from calcium carbonate material. The $CaCO_3$ releases $CO_2$ in reaction with 100% pure phosphoric acid at $25^{\circ}C$ in a custom designed, evacuated reaction vessel. Here we introduce optimal procedure, reaction conditions, and samples/reactants size for calcium carbonate-phosphoric acid reaction and also provide the details for extracting, purifying and collecting $CO_2$ gas out of the reaction vessel. The measurements for ${\delta}^{18}O$ and ${\delta}^{13}C$ of $CO_2$ were performed at Seoul National University using a stable isotope ratio mass spectrometer (VG Isotech, SIRA Series II) operated in dual-inlet mode. The entire analysis precisions for ${\delta}^{18}O$ and ${\delta}^{13}C$ were evaluated based on the standard deviations of multiple measurements on 15 separate samples of purified $CO_2$. The pure $CO_2$ samples were taken from 100-mg aliquots of a solid calcium carbonate (Solenhofen-ori $CaCO_3$) during 8-day experimental period. The multiple measurements yielded the $1{\sigma}$ precisions of ${\pm}0.01$‰ for ${\delta}^{13}C$ and ${\pm}0.05$‰ for ${\delta}^{18}O$, comparable to the internal instrumental precisions of SIRA. Therefore, we conclude the method proposed in this study can serve as a way to produce an accurate secondary and/or laboratory $CO_2$ standard gas. We hope this study helps resolve difficulties in placing a laboratory working standard onto the international isotope scales and does make accurate comparisons with other data sets from other groups.

Randomized Trial of Early Versus Late Alternating Radiotherapy/ Chemotherapy in Limited-Disease Patients with Small Cell Lung Cancer (국한성병기 소세포폐암 환자에서 조기 혹은 지연 교대 방사선-항암제치료의 전향적 비교연구)

  • Lee Chang Geol;Kim Joo Hang;Kim Sung Kyu;Kim Sei Kyu;Kim Gwi Eon;Suh Chang Ok
    • Radiation Oncology Journal
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    • v.20 no.2
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    • pp.116-122
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    • 2002
  • Purpose : A randomized prospective study was conducted to compare the efficacy of early or late alternating schedules of radiotherapy, and carboplatin and ifosfamide chemotherapy in patients with limited-disease small cell lung cancer. Materials and Methods: From August 1993 to August 1996, a total of 44 patients with newly diagnosed, limited-disease small cell lung cancer, PS $H0\~2$, wt $loss<10\%$ were enrolled in a randomized trial which compared early alternating radiotherapy (RT)/chemotherapy (CT) and late alternating RT/CT. The CT regimen included ifosfamide $1.5\;g/m^2$ IV, d1-5 and carboplatin AUC 5/d IV, d2 peformed at 4 week intervals for a total of 6 cycles. RT (54 Gy/30 fr) was started after the first cycle of CT (early arm, N=22) or after the third cycle of CT (late arm, N=22) with a split course of treatment. Results : The pretreatment characteristics between the two arms were well balanced. The response rates in the early $(86\%)$ and late $(85\%)$ arm were similar. The median survival durations and 2-year survival rates were 15 months and $22.7\%$ in the early arm, and 17 months and $14.9\%$ in the late arm (p=0.47 by the log-rank test). The two-year progression free survival rates were $19.1\%$ in the early arm and $19.6\%$ in the late arm (p=0.52 by the log-rank test). Acute grade 3 or 4 hematologic and nonhematologic toxicities were similar between the two arms. Eighteen patients $(82\%)$ completed 6 cycles of CT in the early arm and 17 $(77\%)$ in the late arm. Four patients received less than 45 Gy of RT in the early arm and two in the late arm. There was no significant difference in the failure patterns. The local failure rate was $43\%$ in the early arm and $45\%$ in the late arm. The first site of failure was the brain in $24\%$ of the early arm patients compared to $35\%$ in the late arm (p=0.51). Conclusion : There were no statistical differences in the overall survival rate and the pattern of failure between the early and late alternating RT/CT in patients with limited-disease small cell lung cancer.

A Study on the Improvement of Flexible Working Hours (탄력적 근로시간제 개선에 대한 연구)

  • Kwon, Yong-man
    • Journal of Venture Innovation
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    • v.5 no.3
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    • pp.57-70
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    • 2022
  • In modern industrial capitalism, the relationship between the provision of work and the receipt of wages has become an important principle governing society. According to the labor contract, the wages provided by entrusting the right to dispose of one's labor to the employer are directly compensated, and human life should be guaranteed and reproduced with proper rest. The establishment of labor relations under free contracts represents a problem in protecting workers, and accordingly, the maximum of working hours is set as a minimum right for workers, and the standard for minimum rest is set and assigned. The reduction of working hours is very important in terms of the quality of life of workers, but it is also an important issue in efficient corporate activities. As of 2020, Korea has 1,908 hours of annual working hours, the third lowest among OECD 37 countries in the happiness index surveyed by the Sustainable Development Solution Network(SDSN), an agency under the United Nations. Accordingly, the necessity of reducing working hours has been recognized, and the maximum working hours per week has been limited to 52 hours since 2018. In this situation, various working hours are legally excluded as a way to maintain the company's value-added creation and meet the diverse needs of workers, and Korea's Labor Standards Act restricts flexible working hours within three months, flexible working hours exceeding three months, selective working hours, and extended working hours. However, in the discussion on the application of the revised flexible working hours system in 2021 and the expansion of the settlement unit period recently discussed, there is a problem with the flexible working hours system, which needs to be improved. Therefore, this paper aims to examine the problems of the flexible working hours system and improvement measures. The flexible working hours system is a system that does not violate working hours even if the legal working hours are exceeded on a specific day or week according to a predetermined standard, and does not have to pay additional wages for excessive overtime work. It is mainly useful as a form of shift work in manufacturing, sales service, continuous business or electricity, gas, water, and transportation for long-term operations. It is also used as a way to shorten working hours, such as expanding holidays through short working days. However, if the settlement unit period is expanded, it is disadvantageous to workers as the additional wages that workers can receive will not be received. Therefore, First, in order to expand the settlement unit period currently under discussion, additional wages should be paid for the period expanded from the current standard. Second, it is necessary to improve the application of the flexible working hours system to individual workers to have sufficient consultation with individual workers in a written agreement with the worker representative, Third, clarify the allowable time for extended work during the settlement unit period, and Fourth, limit the daily working hours or apply to continuous rest. In addition, since the written agreement of the worker representative is an important issue in the application of the flexible working hours system, it is necessary to secure the representation of the worker representative.

Analysis and Implication on the International Regulations related to Unmanned Aircraft -with emphasis on ICAO, U.S.A., Germany, Australia- (세계 무인항공기 운용 관련 규제 분석과 시사점 - ICAO, 미국, 독일, 호주를 중심으로 -)

  • Kim, Dong-Uk;Kim, Ji-Hoon;Kim, Sung-Mi;Kwon, Ky-Beom
    • The Korean Journal of Air & Space Law and Policy
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    • v.32 no.1
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    • pp.225-285
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    • 2017
  • In regard to the regulations related to the RPA(Remotely Piloted Aircraft), which is sometimes called in other countries as UA(Unmanned Aircraft), ICAO stipulates the regulations in the 'RPAS manual (2015)' in detail based on the 'Chicago Convention' in 1944, and enacts provisions for the Rules of UAS or RPAS. Other contries stipulates them such as the Federal Airline Rules (14 CFR), Public Law (112-95) in the United States, the Air Transport Act, Air Transport Order, Air Transport Authorization Order (through revision in "Regulations to operating Rules on unmanned aerial System") based on EASA Regulation (EC) No.216/2008 in the case of unmanned aircaft under 150kg in Germany, and Civil Aviation Act (CAA 1998), Civil Aviation Act 101 (CASR Part 101) in Australia. Commonly, these laws exclude the model aircraft for leisure purpose and require pilots on the ground, not onboard aricraft, capable of controlling RPA. The laws also require that all managements necessary to operate RPA and pilots safely and efficiently under the structure of the unmanned aircraft system within the scope of the regulations. Each country classifies the RPA as an aircraft less than 25kg. Australia and Germany further break down the RPA at a lower weight. ICAO stipulates all general aviation operations, including commercial operation, in accordance with Annex 6 of the Chicago Convention, and it also applies to RPAs operations. However, passenger transportation using RPAs is excluded. If the operational scope of the RPAs includes the airspace of another country, the special permission of the relevant country shall be required 7 days before the flight date with detail flight plan submitted. In accordance with Federal Aviation Regulation 107 in the United States, a small non-leisure RPA may be operated within line-of-sight of a responsible navigator or observer during the day in the speed range up to 161 km/hr (87 knots) and to the height up to 122 m (400 ft) from surface or water. RPA must yield flight path to other aircraft, and is prohibited to load dangerous materials or to operate more than two RPAs at the same time. In Germany, the regulations on UAS except for leisure and sports provide duty to avoidance of airborne collisions and other provisions related to ground safety and individual privacy. Although commercial UAS of 5 kg or less can be freely operated without approval by relaxing the existing regulatory requirements, all the UAS regardless of the weight must be operated below an altitude of 100 meters with continuous monitoring and pilot control. Australia was the first country to regulate unmanned aircraft in 2001, and its regulations have impacts on the unmanned aircraft laws of ICAO, FAA, and EASA. In order to improve the utiliity of unmanned aircraft which is considered to be low risk, the regulation conditions were relaxed through the revision in 2016 by adding the concept "Excluded RPA". In the case of excluded RPA, it can be operated without special permission even for commercial purpose. Furthermore, disscussions on a new standard manual is being conducted for further flexibility of the current regulations.

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Study on the Dietary Habit, Nutrient Intake, and Health Status According to Their Majors Among College Women in Sahmyook University (삼육대학교 여대생의 전공에 따른 식습관, 영양소섭취상태 및 건강습관에 관한 비교)

  • Chung, Keun-Hee;Shin, Kyung-Ok;Jung, Tae-Hwan;Choi, Kyung-Soon;Jeon, Woo-Min;Chung, Dong-Keun;Lee, Dong-Sup
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.39 no.6
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    • pp.826-836
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    • 2010
  • This study was conducted to compare the dietary habits, nutrient intake and health status of female college students at Sahmyook University according to their majors. Specifically, women majoring in literature and science (77), food and nutrition (103) and sport (73) were evaluated. College women in the sports department were more likely to have a part-time job and had greater expenses than women in the other departments. The average height of college women in the sports department (164.3${\pm}$4.6 cm) was 2.04 cm taller than that of women with other majors (162.3${\pm}$4.7 cm). College women in the department of literature and science were more likely to have an unbalanced diet, even though they commonly ate small amounts of fruit as snacks. They were more prone to take nutrient tablets and vitamins when compared to women in the other departments. College women in the department of sport were more likely to have unbalanced meals (31.5%) and to overeat. Students in the department of food and nutrition ate more fruit, vitamin C and E but less cholesterol containing foods (p<0.05), less fast food and fried food than students in the other departments. The subjects in the department of sport ate less bread, sweet potatoes, fast foods and fried foods but more calories, fat, vitamin A, vitamin B, niacin, Ca, P and cholesterol than students in the other departments (p<0.05). They were also more likely to exercise for more than two hours a day. The most common problems among college women were going without meals, eating an unbalanced diet, overeating, intake of ill-balanced nutrients and lack of exercise. It was found that college women in the department of sport had a better intake of nutrients and maintained healthier life styles.

Clickstream Big Data Mining for Demographics based Digital Marketing (인구통계특성 기반 디지털 마케팅을 위한 클릭스트림 빅데이터 마이닝)

  • Park, Jiae;Cho, Yoonho
    • Journal of Intelligence and Information Systems
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    • v.22 no.3
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    • pp.143-163
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    • 2016
  • The demographics of Internet users are the most basic and important sources for target marketing or personalized advertisements on the digital marketing channels which include email, mobile, and social media. However, it gradually has become difficult to collect the demographics of Internet users because their activities are anonymous in many cases. Although the marketing department is able to get the demographics using online or offline surveys, these approaches are very expensive, long processes, and likely to include false statements. Clickstream data is the recording an Internet user leaves behind while visiting websites. As the user clicks anywhere in the webpage, the activity is logged in semi-structured website log files. Such data allows us to see what pages users visited, how long they stayed there, how often they visited, when they usually visited, which site they prefer, what keywords they used to find the site, whether they purchased any, and so forth. For such a reason, some researchers tried to guess the demographics of Internet users by using their clickstream data. They derived various independent variables likely to be correlated to the demographics. The variables include search keyword, frequency and intensity for time, day and month, variety of websites visited, text information for web pages visited, etc. The demographic attributes to predict are also diverse according to the paper, and cover gender, age, job, location, income, education, marital status, presence of children. A variety of data mining methods, such as LSA, SVM, decision tree, neural network, logistic regression, and k-nearest neighbors, were used for prediction model building. However, this research has not yet identified which data mining method is appropriate to predict each demographic variable. Moreover, it is required to review independent variables studied so far and combine them as needed, and evaluate them for building the best prediction model. The objective of this study is to choose clickstream attributes mostly likely to be correlated to the demographics from the results of previous research, and then to identify which data mining method is fitting to predict each demographic attribute. Among the demographic attributes, this paper focus on predicting gender, age, marital status, residence, and job. And from the results of previous research, 64 clickstream attributes are applied to predict the demographic attributes. The overall process of predictive model building is compose of 4 steps. In the first step, we create user profiles which include 64 clickstream attributes and 5 demographic attributes. The second step performs the dimension reduction of clickstream variables to solve the curse of dimensionality and overfitting problem. We utilize three approaches which are based on decision tree, PCA, and cluster analysis. We build alternative predictive models for each demographic variable in the third step. SVM, neural network, and logistic regression are used for modeling. The last step evaluates the alternative models in view of model accuracy and selects the best model. For the experiments, we used clickstream data which represents 5 demographics and 16,962,705 online activities for 5,000 Internet users. IBM SPSS Modeler 17.0 was used for our prediction process, and the 5-fold cross validation was conducted to enhance the reliability of our experiments. As the experimental results, we can verify that there are a specific data mining method well-suited for each demographic variable. For example, age prediction is best performed when using the decision tree based dimension reduction and neural network whereas the prediction of gender and marital status is the most accurate by applying SVM without dimension reduction. We conclude that the online behaviors of the Internet users, captured from the clickstream data analysis, could be well used to predict their demographics, thereby being utilized to the digital marketing.

Indonesia, Malaysia Airline's aircraft accidents and the Indonesian, Korean, Chinese Aviation Law and the 1999 Montreal Convention

  • Kim, Doo-Hwan
    • The Korean Journal of Air & Space Law and Policy
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    • v.30 no.2
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    • pp.37-81
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    • 2015
  • AirAsia QZ8501 Jet departed from Juanda International Airport in, Surabaya, Indonesia at 05:35 on Dec. 28, 2014 and was scheduled to arrive at Changi International Airport in Singapore at 08:30 the same day. The aircraft, an Airbus A320-200 crashed into the Java Sea on Dec. 28, 2014 carrying 162 passengers and crew off the coast of Indonesia's second largest city Surabaya on its way to Singapore. Indonesia's AirAsia jet carrying 162 people lost contact with ground control on Dec. 28, 2014. The aircraft's debris was found about 66 miles from the plane's last detected position. The 155 passengers and seven crew members aboard Flight QZ 8501, which vanished from radar 42 minutes after having departed Indonesia's second largest city of Surabaya bound for Singapore early Dec. 28, 2014. AirAsia QZ8501 had on board 137 adult passengers, 17 children and one infant, along with two pilots and five crew members in the aircraft, a majority of them Indonesian nationals. On board Flight QZ8501 were 155 Indonesian, three South Koreans, and one person each from Singapore, Malaysia and the UK. The Malaysia Airlines Flight 370 departed from Kuala Lumpur International Airport on March 8, 2014 at 00:41 local time and was scheduled to land at Beijing's Capital International Airport at 06:30 local time. Malaysia Airlines also marketed as China Southern Airlines Flight 748 (CZ748) through a code-share agreement, was a scheduled international passenger flight that disappeared on 8 March 2014 en route from Kuala Lumpur International Airport to Beijing's Capital International Airport (a distance of 2,743 miles: 4,414 km). The aircraft, a Boeing 777-200ER, last made contact with air traffic control less than an hour after takeoff. Operated by Malaysia Airlines (MAS), the aircraft carried 12 crew members and 227 passengers from 15 nations. There were 227 passengers, including 153 Chinese and 38 Malaysians, according to records. Nearly two-thirds of the passengers on Flight 370 were from China. On April 5, 2014 what could be the wreckage of the ill-fated Malaysia Airlines was found. What appeared to be the remnants of flight MH370 have been spotted drifting in a remote section of the Indian Ocean. Compensation for loss of life is vastly different between US. passengers and non-U.S. passengers. "If the claim is brought in the US. court, it's of significantly more value than if it's brought into any other court." Some victims and survivors of the Indonesian and Malaysia airline's air crash case would like to sue the lawsuit to the United States court in order to receive a larger compensation package for damage caused by an accident that occurred in the sea of Java sea and the Indian ocean and rather than taking it to the Indonesian or Malaysian court. Though each victim and survivor of the Indonesian and Malaysia airline's air crash case will receive an unconditional 113,100 Unit of Account (SDR) as an amount of compensation for damage from Indonesia's AirAsia and Malaysia Airlines in accordance with Article 21, 1 (absolute, strict, no-fault liability system) of the 1999 Montreal Convention. But if Indonesia AirAsia airlines and Malaysia Airlines cannot prove as to the following two points without fault based on Article 21, 2 (presumed faulty system) of the 1999 Montreal Convention, AirAsia of Indonesiaand Malaysia Airlines will be burdened the unlimited liability to the each victim and survivor of the Indonesian and Malaysia airline's air crash case such as (1) such damage was not due to the negligence or other wrongful act or omission of the air carrier or its servants or agents, or (2) such damage was solely due to the negligence or other wrongful act or omission of a third party. In this researcher's view for the aforementioned reasons, and under the laws of China, Indonesia, Malaysia and Korea the Chinese, Indonesian, Malaysia and Korean, some victims and survivors of the crash of the two flights are entitled to receive possibly from more than 113,100 SDR to 5 million US$ from the two airlines or from the Aviation Insurance Company based on decision of the American court. It could also be argued that it is reasonable and necessary to revise the clause referring to bodily injury to a clause mentioning personal injury based on Article 17 of the 1999 Montreal Convention so as to be included the mental injury and condolence in the near future.

A Study on Determination of Consumptive Use Needed in the Vegetable Plots for the Prevention of Drought Damage (고등채소의 한해를 방지하기 위한 포장 용수량 결정에 관한연구)

  • 최예환
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.15 no.2
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    • pp.2949-2967
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    • 1973
  • The purpose of this study is to find out and determine the minimum consumptive use of water for Korean cabbage and turmp, so that the minimum water requirement can be secured always for a stable cultivation of these vegetables regardless of weather conditions. The experiment was conducted in two periods; first one from May to July and second one from August to October, each experiment with two varieties of cabbage and two varieties of radish with 2 replicants and 15 treatments. The results found from the above are briefly as follows: 1. Since the mean soil moisture equivalent 64 days after the treatment was 28.5% and the soil moisture content at the time was 2.67% which is far less than that of the wilting point, the crop seemed to be extremely caused by a drought. 2. The rate of 51 days after the seeding, soil moisture content of plot No.2 where irrigation has been continuous was the highest or 21.3%, whereas the plot No.14 without irrigations was 11.2% and the lowest. Therefore, the soil moisture content for the minimum qrowth seemed to be 20%. 3. The consumptive coefficient of Blaney and Criddle on cabbage in two periods were K=1.14 and 0.97 respectively, and on radish in two periods were K=1.06 and 0.86 respectively, thus, cabbage was higher than radish. The consumptive coefficient in the first experiment (May-July) was 0.17 to 0.20 higher than the 2nd experiment(August-October). 4. Nomally, cabbage and radish germinate within one week, however, the germination ot these crops which were treated with a suspended water supply from the beginning took two full weeks. 5. When it elapsed 30 days after seeding, the conditions in plot 1,2 and 3 were fairly good however, the crops in the plops other than these showed a withering and the leaves were withered and changed into high green due to an extrem drought. Though it was about same at the beginning, the drought damage on cabbage was worse than that on radish period, and the reasos for this appears in the latter that the roots are grown too deep. 6. The cabbage showed a high affinity between treated plots and varieties. Consequently, it can be said that cabbage is very suseptive to drought damage, and the yield showed a difference of 35% to 56% depending on the selection oe varieties. 7. The radish also showed a high affinity between the treated plots, however, almost us affinity existed between varieties. Therfore, the yield of radish largely depends on the extent of drought, and the selection of variety does not affect at all. 8. The normal consumptive use on cabbage is $0.62{\ell}/sec$, while that on radish is $0.64{\ell}/sec$, and the minimum optimum water requirement that was obtained in this study is $4,000cc/day/m^3$ or $0.462{\ell}/sec/ha$.

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A Study on the Characteristics of Dietary Behaviors and Food Intake Patterns of University Student according to the Obesity Index (대학생의 비만도에 따른 식생활 특성 및 식이섭취 양상에 관한 연구)

  • Oh Se-In;Lee Mee-Sook
    • The Korean Journal of Food And Nutrition
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    • v.19 no.1
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    • pp.79-90
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    • 2006
  • This study was performed to investigate the dietary behaviors and food intake patterns of university students according to the obesity index(OI). The subjects were 349 students(107 males and 242 females) who were assigned to one of the following groups based on the percentage of ideal body weight: underweight(OI< 90%), normal ($90%{\leq}Ol<10%$) and overweight($OI{\geq}110%$). The dietary behaviors and food intake patterns were evaluated by questionnaires and 24 hour recall method. The results were summarized as follows. The rates of underweight, normal, and overweight students were 33.8%, 61.0%, and 5.2% respectively. The ratios of underweight was higher than overweight, especially in case of female. The 60.46% of subjects responded that they had an irregular eating habits, especially in overweight group(72.22%). The 52.44% of subjects showed skipping mealtime more than one time per day. The overweight group had a tendency to overeat themselves than other groups. The normal group had less unbalanced dietary pattern than the other groups(p<0.0019). Most subjects had a snack(96.27%). The percentage of those who drank and smoked were 86.74% and 19.54%, respectively. The smoking value was significantly higher in the overweight group(p<0.0009). The food consumption frequency by food groups was not different among the groups except instant and fast food. More than 50% subjects consumed fish, legumes & its products, and vegetables everyday. There was significantly less rate of the instant and fast food consumption frequency in the normal group(p<0.0177). The 3/4 subjects that showed the lower consumed level in RDA(< 75%) were under-nutritional state in the Fe and Ca. In case of Ca, there was a higher NAR value in the overweight group(p<0.0257) significantly, and Fe, protein, vitamin $B_1$, vitamin $B_2$, and niacin showed similar tendencies. The INQ of Fe was significantly higher in the overweight group than other groups(p<0.0335).

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.