• Asia pacific journal of information systems
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• v.24 no.2
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• pp.233-253
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• 2014

Can the stock market really be predicted? Stock market prediction has attracted much attention from many fields including business, economics, statistics, and mathematics. Early research on stock market prediction was based on random walk theory (RWT) and the efficient market hypothesis (EMH). According to the EMH, stock market are largely driven by new information rather than present and past prices. Since it is unpredictable, stock market will follow a random walk. Even though these theories, Schumaker [2010] asserted that people keep trying to predict the stock market by using artificial intelligence, statistical estimates, and mathematical models. Mathematical approaches include Percolation Methods, Log-Periodic Oscillations and Wavelet Transforms to model future prices. Examples of artificial intelligence approaches that deals with optimization and machine learning are Genetic Algorithms, Support Vector Machines (SVM) and Neural Networks. Statistical approaches typically predicts the future by using past stock market data. Recently, financial engineers have started to predict the stock prices movement pattern by using the SNS data. SNS is the place where peoples opinions and ideas are freely flow and affect others' beliefs on certain things. Through word-of-mouth in SNS, people share product usage experiences, subjective feelings, and commonly accompanying sentiment or mood with others. An increasing number of empirical analyses of sentiment and mood are based on textual collections of public user generated data on the web. The Opinion mining is one domain of the data mining fields extracting public opinions exposed in SNS by utilizing data mining. There have been many studies on the issues of opinion mining from Web sources such as product reviews, forum posts and blogs. In relation to this literatures, we are trying to understand the effects of SNS exposures of firms on stock prices in Korea. Similarly to Bollen et al. [2011], we empirically analyze the impact of SNS exposures on stock return rates. We use Social Metrics by Daum Soft, an SNS big data analysis company in Korea. Social Metrics provides trends and public opinions in Twitter and blogs by using natural language process and analysis tools. It collects the sentences circulated in the Twitter in real time, and breaks down these sentences into the word units and then extracts keywords. In this study, we classify firms' exposures in SNS into two groups: positive and negative. To test the correlation and causation relationship between SNS exposures and stock price returns, we first collect 252 firms' stock prices and KRX100 index in the Korea Stock Exchange (KRX) from May 25, 2012 to September 1, 2012. We also gather the public attitudes (positive, negative) about these firms from Social Metrics over the same period of time. We conduct regression analysis between stock prices and the number of SNS exposures. Having checked the correlation between the two variables, we perform Granger causality test to see the causation direction between the two variables. The research result is that the number of total SNS exposures is positively related with stock market returns. The number of positive mentions of has also positive relationship with stock market returns. Contrarily, the number of negative mentions has negative relationship with stock market returns, but this relationship is statistically not significant. This means that the impact of positive mentions is statistically bigger than the impact of negative mentions. We also investigate whether the impacts are moderated by industry type and firm's size. We find that the SNS exposures impacts are bigger for IT firms than for non-IT firms, and bigger for small sized firms than for large sized firms. The results of Granger causality test shows change of stock price return is caused by SNS exposures, while the causation of the other way round is not significant. Therefore the correlation relationship between SNS exposures and stock prices has uni-direction causality. The more a firm is exposed in SNS, the more is the stock price likely to increase, while stock price changes may not cause more SNS mentions.

• Journal of Plant Biotechnology
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• v.38 no.4
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• pp.293-300
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• 2011

This study is conducted to develop an efficient transformation system via particle bombardment with PLBs (Protocorm-like bodies) in Cymbidium. For this, pCAMBIA3301 vector which carries a herbicide-resistant bar gene and gus gene as a reporter gene was used for transformation with Cymbidium cultivars 'Youngflower ${\times}$ masako' line. To select transformants, proper concentration of herbicide, PPT (phosphinotricin), should be determined. As a result, 5 mg/l of PPT was selected as a proper concentration. Further, proper conditions for particle bombardment were determined to obtain a high frequency of transformation. Results showed that 1.0 ${\mu}g$ of DNA concentration, 1,100 and 1,350 psi for helium gas pressure, 1.0 ${\mu}m$ of gold particle and 6 cm of target distance showed the best result for the particle bombardment experiment. Also, pre-treatment with combination 0.2 M sorbitol and 0.2 M mannitol for 4 hrs prior to genetic transformation increased the transformation efficiency up to 2.5 times. Using transformation system developed in this study, 3.2 ~ 4.0 transgenic cymbidium plants can be produced from 100 bombarded PLBs on average. Putative transgenic plants produced in this system confirmed the presence of the bar gene by PCR analysis. Also, leaves from randomely selected five transgenic lines were applied for Basta solution (0.5% v/v) to check the resistance to the PPT herbicide. As a result, three of them showed resistance and one of them showed the strongest resistance with the maintenance of green color as non-transformed plants showed. Using this established transformation system, more genes of interests can be introduced into Cymbidium plants by genetic transformation in the future.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.13 no.7
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• pp.667-678
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• 2002

In this paper, a new radiating structure with a multi-layered two-dimensional metallic disk array was proposed for shaping the flat-topped element pattern. It is an infinite periodic planar array structure with metallic disks finitely stacked above the radiating circular waveguide apertures. The theoretical analysis was in detail performed using rigid full-wave analysis, and was based on modal representations for the fields in the partial regions of the array structure and for the currents on the metallic disks. The final system of linear algebraic equations was derived using the orthogonal property of vector wave functions, mode-matching method, boundary conditions and Galerkin's method, and also their unknown modal coefficients needed for calculation of the array characteristics were determined by Gauss elimination method. The application of the algorithm was demonstrated in an array design for shaping the flat-topped element patterns of $\pm$20$^{\circ}$ beam width in Ka-band. The optimal design parameters normalized by a wavelength for general applications are presented, which are obtained through optimization process on the basis of simulation and design experience. A Ka-band experimental breadboard with symmetric nineteen elements was fabricated to compare simulation results with experimental results. The metallic disks array structure stacked above the radiating circular waveguide apertures was realized using ion-beam deposition method on thin polymer films. It was shown that the calculated and measured element patterns of the breadboard were in very close agreement within the beam scanning range. The result analysis for side lobe and grating lobe was done, and also a blindness phenomenon was discussed, which may cause by multi-layered metallic disk structure at the broadside. Input VSWR of the breadboard was less than 1.14, and its gains measured at 29.0 GHz. 29.5 GHz and 30 GHz were 10.2 dB, 10.0 dB and 10.7 dB, respectively. The experimental and simulation results showed that the proposed multi-layered metallic disk array structure could shape the efficient flat-topped element pattern.

• Korean Journal of Remote Sensing
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• v.14 no.2
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• pp.175-195
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• 1998

Automatic lineament extraction algorithms had been developed by various researches for geological purpose using remotely sensed data. However, most of them are designed for a certain topographic model, for instance rugged mountainous region or flat basin. Most of common topographic characteristic in Korea is a mountainous region along with alluvial plain, and consequently it is difficult to apply previous algorithms directly to this area. A new algorithm of automatic lineament extraction from remotely sensed images is developed in this study specifically for geological applications. An algorithm, named as DSTA(Dynamic Segment Tracing Algorithm), is developed to produce binary image composed of linear component and non-linear component. The proposed algorithm effectively reduces the look direction bias associated with sun's azimuth angle and the noise in the low contrast region by utilizing a dynamic sub window. This algorithm can successfully accomodate lineaments in the alluvial plain as well as mountainous region. Two additional algorithms for estimating the individual lineament vector, named as ALEHHT(Automatic Lineament Extraction by Hierarchical Hough Transform) and ALEGHT(Automatic Lineament Extraction by Generalized Hough Transform) which are merging operation steps through the Hierarchical Hough transform and Generalized Hough transform respectively, are also developed to generate geological lineaments. The merging operation proposed in this study is consisted of three parameters: the angle between two lines($\delta$$\beta$), the perpendicular distance($(d_ij)$), and the distance between midpoints of lines(dn). The test result of the developed algorithm using Landsat TM image demonstrates that lineaments in alluvial plain as well as in rugged mountain is extremely well extracted. Even the lineaments parallel to sun's azimuth angle are also well detected by this approach. Further study is, however, required to accommodate the effect of quantization interval(droh) parameter in ALEGHT for optimization.

• Journal of Intelligence and Information Systems
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• v.28 no.1
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• pp.89-106
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• 2022

Recently, the amount of video data collected from smartphones, CCTVs, black boxes, and high-definition cameras has increased rapidly. According to the increasing video data, the requirements for analysis and utilization are increasing. Due to the lack of skilled manpower to analyze videos in many industries, machine learning and artificial intelligence are actively used to assist manpower. In this situation, the demand for various computer vision technologies such as object detection and tracking, action detection, emotion detection, and Re-ID also increased rapidly. However, the object detection and tracking technology has many difficulties that degrade performance, such as re-appearance after the object's departure from the video recording location, and occlusion. Accordingly, action and emotion detection models based on object detection and tracking models also have difficulties in extracting data for each object. In addition, deep learning architectures consist of various models suffer from performance degradation due to bottlenects and lack of optimization. In this study, we propose an video analysis system consists of YOLOv5 based DeepSORT object tracking model, SlowFast based action recognition model, Torchreid based Re-ID model, and AWS Rekognition which is emotion recognition service. Proposed model uses single-linkage hierarchical clustering based Re-ID and some processing method which maximize hardware throughput. It has higher accuracy than the performance of the re-identification model using simple metrics, near real-time processing performance, and prevents tracking failure due to object departure and re-emergence, occlusion, etc. By continuously linking the action and facial emotion detection results of each object to the same object, it is possible to efficiently analyze videos. The re-identification model extracts a feature vector from the bounding box of object image detected by the object tracking model for each frame, and applies the single-linkage hierarchical clustering from the past frame using the extracted feature vectors to identify the same object that failed to track. Through the above process, it is possible to re-track the same object that has failed to tracking in the case of re-appearance or occlusion after leaving the video location. As a result, action and facial emotion detection results of the newly recognized object due to the tracking fails can be linked to those of the object that appeared in the past. On the other hand, as a way to improve processing performance, we introduce Bounding Box Queue by Object and Feature Queue method that can reduce RAM memory requirements while maximizing GPU memory throughput. Also we introduce the IoF(Intersection over Face) algorithm that allows facial emotion recognized through AWS Rekognition to be linked with object tracking information. The academic significance of this study is that the two-stage re-identification model can have real-time performance even in a high-cost environment that performs action and facial emotion detection according to processing techniques without reducing the accuracy by using simple metrics to achieve real-time performance. The practical implication of this study is that in various industrial fields that require action and facial emotion detection but have many difficulties due to the fails in object tracking can analyze videos effectively through proposed model. Proposed model which has high accuracy of retrace and processing performance can be used in various fields such as intelligent monitoring, observation services and behavioral or psychological analysis services where the integration of tracking information and extracted metadata creates greate industrial and business value. In the future, in order to measure the object tracking performance more precisely, there is a need to conduct an experiment using the MOT Challenge dataset, which is data used by many international conferences. We will investigate the problem that the IoF algorithm cannot solve to develop an additional complementary algorithm. In addition, we plan to conduct additional research to apply this model to various fields' dataset related to intelligent video analysis.

• Journal of Intelligence and Information Systems
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• v.25 no.1
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• pp.163-177
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• 2019

As smartphones are getting widely used, human activity recognition (HAR) tasks for recognizing personal activities of smartphone users with multimodal data have been actively studied recently. The research area is expanding from the recognition of the simple body movement of an individual user to the recognition of low-level behavior and high-level behavior. However, HAR tasks for recognizing interaction behavior with other people, such as whether the user is accompanying or communicating with someone else, have gotten less attention so far. And previous research for recognizing interaction behavior has usually depended on audio, Bluetooth, and Wi-Fi sensors, which are vulnerable to privacy issues and require much time to collect enough data. Whereas physical sensors including accelerometer, magnetic field and gyroscope sensors are less vulnerable to privacy issues and can collect a large amount of data within a short time. In this paper, a method for detecting accompanying status based on deep learning model by only using multimodal physical sensor data, such as an accelerometer, magnetic field and gyroscope, was proposed. The accompanying status was defined as a redefinition of a part of the user interaction behavior, including whether the user is accompanying with an acquaintance at a close distance and the user is actively communicating with the acquaintance. A framework based on convolutional neural networks (CNN) and long short-term memory (LSTM) recurrent networks for classifying accompanying and conversation was proposed. First, a data preprocessing method which consists of time synchronization of multimodal data from different physical sensors, data normalization and sequence data generation was introduced. We applied the nearest interpolation to synchronize the time of collected data from different sensors. Normalization was performed for each x, y, z axis value of the sensor data, and the sequence data was generated according to the sliding window method. Then, the sequence data became the input for CNN, where feature maps representing local dependencies of the original sequence are extracted. The CNN consisted of 3 convolutional layers and did not have a pooling layer to maintain the temporal information of the sequence data. Next, LSTM recurrent networks received the feature maps, learned long-term dependencies from them and extracted features. The LSTM recurrent networks consisted of two layers, each with 128 cells. Finally, the extracted features were used for classification by softmax classifier. The loss function of the model was cross entropy function and the weights of the model were randomly initialized on a normal distribution with an average of 0 and a standard deviation of 0.1. The model was trained using adaptive moment estimation (ADAM) optimization algorithm and the mini batch size was set to 128. We applied dropout to input values of the LSTM recurrent networks to prevent overfitting. The initial learning rate was set to 0.001, and it decreased exponentially by 0.99 at the end of each epoch training. An Android smartphone application was developed and released to collect data. We collected smartphone data for a total of 18 subjects. Using the data, the model classified accompanying and conversation by 98.74% and 98.83% accuracy each. Both the F1 score and accuracy of the model were higher than the F1 score and accuracy of the majority vote classifier, support vector machine, and deep recurrent neural network. In the future research, we will focus on more rigorous multimodal sensor data synchronization methods that minimize the time stamp differences. In addition, we will further study transfer learning method that enables transfer of trained models tailored to the training data to the evaluation data that follows a different distribution. It is expected that a model capable of exhibiting robust recognition performance against changes in data that is not considered in the model learning stage will be obtained.