• 제목/요약/키워드: Volume Data

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외국인 거래정보를 이용한 트레이딩시스템의 성과분석 (Performance Analysis on Trading System using Foreign Investors' Trading Information)

  • 김선웅;최흥식
    • 경영과학
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    • 제32권4호
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    • pp.57-67
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    • 2015
  • It is a familiar Wall Street adage that "It takes volume to make prices move." Numerous researches have found the positive correlation between trading volume and price changes. Recent studies have documented that informed traders have strong influences on stock market prices through their trading with distinctive information power. Ever since 1992 capital market liberalization in Korea, it is said that foreign investors make consistent profits with their superior information and analytical skills. This study aims at whether we can make a profitable trading strategy by using the foreign investors' trading information. We analyse the relation between the KOSPI index returns and the foreign investors trading volume using GARCH models and VAR models. This study suggests the profitable trading strategies based on the documented relation between the foreign investors' trading volume and KOSPI index returns. We simulate the trading system with the real stock market data. The data include the daily KOSPI index returns and foreign investors' trading volume for 2001~2013. We estimate the GARCH and VAR models using 2001~2011 data and simulate the suggested trading system with the remaining out-of-sample data. Empirical results are as follows. First, we found the significant positive relation between the KOSPI index returns and contemporaneous foreign investors' trading volume. Second, we also found the positive relation between the KOSPI index returns and lagged foreign investors' trading volume. But the relation showed no statistical significance. Third, our suggested trading system showed better trading performance than B&H strategy, especially trading system 2. Our results provide good information for uninformed traders in the Korean stock market.

다중 깊이 영상을 이용한 볼륨-표면 혼합 가시화 (Intermixing Surface and Volume Visualization Using Layered Depth Images)

  • 계희원
    • 한국게임학회 논문지
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    • 제13권2호
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    • pp.99-110
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    • 2013
  • 컴퓨터 게임에 볼륨 가시화 기법이 적용되면서, 하나의 화면에 표면 데이터와 볼륨 데이터를 혼합하여 가시화하려는 요구가 발생하고 있다. 최신 그래픽스 하드웨어의 범용 연산 기능을 사용하면 혼합 가시화를 수행할 수 있으나, 컴퓨터 게임은 저사양 하드웨어에서도 동작해야 하는 경우도 있어 혼합 가시화를 수행하기 어렵다. 본 연구는 DirectX 9.0 기반의 범용 하드웨어에서 볼륨-표면 혼합 가시화를 수행하는 방법을 제안한다. 우선, 표면 데이터를 가시화하여 다중 깊이 영상을 생성하는 방법을 제안한다. 이때, 생성 시간을 단축하는 깊이 복잡도 축소 방법을 제안한다. 이후, 생성된 다중 깊이 영상을 이용하여, 볼륨-표면 혼합 가시화를 수행한다. 혼합 가시화 과정에서 표면 데이터와 볼륨 데이터 사이의 좌표계 변환 방법과 혼합 가시화의 가속화 방법을 제안한다. 이를 통해 볼륨-표면 혼합 가시화를 효율적으로 수행할 수 있다.

Hydrocephalus: Ventricular Volume Quantification Using Three-Dimensional Brain CT Data and Semiautomatic Three-Dimensional Threshold-Based Segmentation Approach

  • Hyun Woo Goo
    • Korean Journal of Radiology
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    • 제22권3호
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    • pp.435-441
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    • 2021
  • Objective: To evaluate the usefulness of the ventricular volume percentage quantified using three-dimensional (3D) brain computed tomography (CT) data for interpreting serial changes in hydrocephalus. Materials and Methods: Intracranial and ventricular volumes were quantified using the semiautomatic 3D threshold-based segmentation approach for 113 brain CT examinations (age at brain CT examination ≤ 18 years) in 38 patients with hydrocephalus. Changes in ventricular volume percentage were calculated using 75 serial brain CT pairs (time interval 173.6 ± 234.9 days) and compared with the conventional assessment of changes in hydrocephalus (increased, unchanged, or decreased). A cut-off value for the diagnosis of no change in hydrocephalus was calculated using receiver operating characteristic curve analysis. The reproducibility of the volumetric measurements was assessed using the intraclass correlation coefficient on a subset of 20 brain CT examinations. Results: Mean intracranial volume, ventricular volume, and ventricular volume percentage were 1284.6 ± 297.1 cm3, 249.0 ± 150.8 cm3, and 19.9 ± 12.8%, respectively. The volumetric measurements were highly reproducible (intraclass correlation coefficient = 1.0). Serial changes (0.8 ± 0.6%) in ventricular volume percentage in the unchanged group (n = 28) were significantly smaller than those in the increased and decreased groups (6.8 ± 4.3% and 5.6 ± 4.2%, respectively; p = 0.001 and p < 0.001, respectively; n = 11 and n = 36, respectively). The ventricular volume percentage was an excellent parameter for evaluating the degree of hydrocephalus (area under the receiver operating characteristic curve = 0.975; 95% confidence interval, 0.948-1.000; p < 0.001). With a cut-off value of 2.4%, the diagnosis of unchanged hydrocephalus could be made with 83.0% sensitivity and 100.0% specificity. Conclusion: The ventricular volume percentage quantified using 3D brain CT data is useful for interpreting serial changes in hydrocephalus.

Total Wood Volume Equations for Tectona Grandis Linn F. Stands in Gujarat, India

  • Tewari, Vindhya Prasad;Singh, Bilas
    • Journal of Forest and Environmental Science
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    • 제34권4호
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    • pp.313-320
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    • 2018
  • Tectona grandis (teak) is one of the most important timber species worldwide and India is one of the major teak growing countries. Though some volume equations were developed for teak in India but the models developed were neither evaluated using robust statistical criteria nor validated. Hence, the objective of this study was to develop statistically tested appropriate volume equation to predict total wood volume (over- and under-bark) for teak trees in Gujarat. A total of 41 trees with age varying from 15 to 33 years and diameter at breast height (dbh) from 7.3 to 30.8 cm were felled for the purpose. Linear and non-linear equations were used to model the relationship of the total wood volume with respect to dbh and total height. The equations tested mostly fitted well to the data. Model evaluation and validation indicated that models should be calibrated with local data for greater accuracy in the prediction.

화물 선적 최적화를 위한 LiDar 센서 기반 비규격 화물 체적산출 방법 연구 (A Study on the Method of Non-Standard Cargo Volume Calculation Based on LiDar Sensor for Cargo Loading Optimization)

  • 전영준;김예슬;안선규;정석찬
    • 한국멀티미디어학회논문지
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    • 제25권4호
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    • pp.559-567
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    • 2022
  • The optimal shipping location is determined by measuring the volume and weights of cargo shipped to non-standard cargo carriers. Currently, workers manually measure cargo volume, but automate it to improve work inefficiency. In this paper, we proposed the method of a real-time volume calculation using LiDar sensor for automating cargo measurement of non-standard cargo. For this purpose, we utilized the statistical techniques for data preprocessing and volume calculation, also used Voxel Grid filter to light weighted of data which are appropriate in real-time calculation. We implemented the function of Normal vectors and Triangle Mesh to generate surfaces and Alpha Shapes algorithms to process 3D modeling.

MR머리 영상의 뇌 경계선 추출 및 디렉트 볼륨 렌더링 (Extraction of Brain Boundary and Direct Volume Rendering of MRI Human Head Data)

  • 송주환;권오봉;이건
    • 한국정보과학회논문지:컴퓨팅의 실제 및 레터
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    • 제8권6호
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    • pp.705-716
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    • 2002
  • 본 논문은 MR 머리 영상 데이타를 디렉트 볼륨 렌더링하는 방법을 제안한다. MR 영상을 가시화하기 위해서는 서피스 렌더링을 많이 사용하나 이 방법은 면을 추출하는 과정에서 면 내부의 정보를 잃어버린다. 디렉트 볼륨 렌더링은 면 내부의 정보를 추출 할 수 있으나 데이타의 특성상 MR 머리 영상 데이타에 이 방법을 적용하기가 쉽지 않다. 이 논문에서는 MR 머리 영상 데이타를 뇌와 뇌 이외의 구성 요소로 분할한 다음에 뇌 복셀값을 증가시키고 원래의 영상과 다시 결합시켜 디렉트 볼륨 렌더링을 시도하였다. 뇌 경계선은 히스토그램 경계값, 모포로지 연산, 스네이크 알고리즘(snakes algorithm)을 이용하여 추출하였다. 추출된 뇌 경계선는 육안으로 추출한 것의 91~95%의 유사도를 보인다. 제안된 디렉트 볼륨 렌더링은 뇌와 뇌 이외의 구성 요소를 동시에 3차원 가시화하였다.

시변 볼륨 데이터의 압축과 가시화 기법 (Compression and Visualization Techniques for Time-Varying Volume Data)

  • 손봉수
    • 한국컴퓨터정보학회논문지
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    • 제12권3호
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    • pp.85-93
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    • 2007
  • 본 논문에서는 시간에 따라서 변하는 삼차원 볼륨의 집합인 볼륨 비디오 데이터의 압축 기법을 제안하고 각각의 프레임을 실시간으로 압축 해제하며 가시화하는 방법을 설명하였다. 시변 볼륨 데이터는 한 프레임의 크기 조차도 매우 크기 때문에 그 크기를 줄이는 압축 기법을 수행할 필요가 있다. 그리고 실행 과정에서 일어나는 압축 해제는 시변 볼륨 데이터를 실시간으로 가시화 하는데 있어 병목 현상의 원인이 될 수 있다. 우리는 실행중의 압축 해제 속도와 데이터의 압축률을 높이기 위하여 삼차원 볼륨 데이터를 작은 블록으로 분해하고 충분히 많이 변하는 블록들을 갱신하는 방법을 제안하였다. 이 방법을 구현한 결과 본 논문에서 제안된 압축 및 압축 해제 기법이 압축 해제 속도와 압축에서 복원된 데이터의 정확성, 그리고 압축률의 정도를 조절하여 대용량 시변 볼륨데이터의 대화형 가시화를 가능하게 함을 알 수 있다.

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Assessment of Energy Organizations' External Conditions in the Russian Federation: A Sector Analysis

  • Vyborova, E.N.;Salyakhova, E.A.
    • Asian Journal of Business Environment
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    • 제4권2호
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    • pp.17-21
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    • 2014
  • Purpose - The paper analyzes basic indicators characterizing the volume of energy sector activity in the Russian Federation, Privolzhsky Federal district, Republic of Tatarstan. Research design, data, and methodology - The study analyzed data from the Privolzhsky Federal district, specifically, industrial production volume, electricity production, energy consumption, energy-balance data, capital investments, and capital investment structure. An array of data has been investigated in recent years. The dataset's dynamics were analyzed in 1998. Fixed capital investment dynamics were studied in 1946 the figures were converted to a comparable form using the index method. Trends were analyzed using multivariate statistics methods and the Statgraphics software package. Results - Hypothesis 1. There are sectoral disproportions in energy flows,taking into account the volume of electricity production and consumption. Trends in electricity production in general coincide with industrial production volume trends. Energy flows have disparities in individual territorial units, and in general. Hypothesis 2. The degree of sectoral economic stability decreases with insufficient levels of investment in fixed capital energy organizations. Conclusions - Because totalelectricity production is largely determined by fixed capital investments, the study of their trends and patterns will coordinate efforts on investment operations in this area.

Magnetic Resonance Imaging-Based Volumetric Analysis and Its Relationship to Actual Breast Weight

  • Yoo, Anna;Minn, Kyung Won;Jin, Ung Sik
    • Archives of Plastic Surgery
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    • 제40권3호
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    • pp.203-208
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    • 2013
  • Background Preoperative volume assessment is useful in breast reconstruction. Magnetic resonance imaging (MRI) and mammography are commonly available to reconstructive surgeons in the care of a patient with breast cancer. This study aimed to verify the accuracy of breast volume measured by MRI, and to identify any factor affecting the relationship between measured breast volume and actual breast weight to derive a new model for accurate breast volume estimation. Methods From January 2012 to January 2013, a retrospective review was performed on a total of 101 breasts from 99 patients who had undergone total mastectomy. The mastectomy specimen weight was obtained for each breast. Mammographic and MRI data were used to estimate the volume and density. A standard statistical analysis was performed. Results The mean mastectomy specimen weight was 340.8 g (range, 95 to 795 g). The mean MRI-estimated volume was $322.2mL^3$. When divided into three groups by the "difference percentage value", the underestimated group showed a significantly higher fibroglandular volume, higher percent density, and included significantly more Breast Imaging, Reporting and Data System mammographic density grade 4 breasts than the other groups. We derived a new model considering both fibroglandular tissue volume and fat tissue volume for accurate breast volume estimation. Conclusions MRI-based breast volume assessment showed a significant correlation with actual breast weight; however, in the case of dense breasts, the reconstructive surgeon should note that the mastectomy specimen weight tends to overestimate the volume. We suggested a new model for accurate breast volume assessment considering fibroglandular and fat tissue volume.

빅데이터 분석을 통한 기온 변화에 따른 상품의 판매량 분석 (Analysis of Sales Volume by Products According to Temperature Change Using Big Data Analysis)

  • 홍준기
    • 한국빅데이터학회지
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    • 제4권2호
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    • pp.85-91
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    • 2019
  • 언제 어디서나 사용 가능한 스마트기기를 통한 온라인 쇼핑이 보편화되어 소비자들은 손쉽게 패션 관련 상품을 구입할 수 있다. 따라서 소비자들은 패션 관련 상품을 구매할 때 날씨, 판매 가격과 같은 다양한 환경 변수에 반응하여 상품을 구매한다. 따라서 효율적인 재고 관리를 위해 판매된 상품들의 빅데이터를 활용하는 것이 패션 산업에서 매우 중요하다. 본 논문에서는 국내 패션 회사 'A'의 실제 상품 판매 빅데이터를 활용하여 제안한 빅데이터 분석 알고리즘을 통해 기온 변화에 따른 패션 상품의 판매량 변화를 분석하였다. 분석 결과에 따르면, 제안한 빅데이터 분석 알고리즘을 통해 예상할 수 있는 판매량 결과와 예상하지 못한 판매량 결과를 얻었다.

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