• 제목/요약/키워드: Zero-day

Search Result 195, Processing Time 0.022 seconds

Analysis of Trading Performance on Intelligent Trading System for Directional Trading (방향성매매를 위한 지능형 매매시스템의 투자성과분석)

  • Choi, Heung-Sik;Kim, Sun-Woong;Park, Sung-Cheol
    • Journal of Intelligence and Information Systems
    • /
    • v.17 no.3
    • /
    • pp.187-201
    • /
    • 2011
  • KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

Development and Adult Life Span of Aphidoletes aphidimyza (Rondani) (Diptera: Cecidomyiidae) Fed on the Melon Aphid, Aphis gossypii Glover or the Green Peach Aphid, Myzus persicae($S\"{u}lzer$) (Homoptera: Aphididae) (목화진딧물(Aphis gossypii)과 복숭아혹진딧물(Myzus persicae) (Homoptera: Aphididae)을 먹이로 한 진디혹파리[Aphidoletes aphidimyza (Rondani)] (Diptera: Cecidomyiidae)의 발육 및 성충수명)

  • Kim Tae-Heung;Kim Ji-Soo
    • Korean journal of applied entomology
    • /
    • v.43 no.4 s.137
    • /
    • pp.297-304
    • /
    • 2004
  • The development of Aphidoletes aphidimyza, an aphidophagous gall midge, was studied at various constant temperatures ranging from 15 to $35^{\circ}C$, with $65{\pm}5\%$ RH, and a photo-period of 16L:8D. When A. aphidimyra was fed either on Aphis gossypii or Myzus persicae, it took 43.9 and 44.5 days, respectively, to develop from egg to pupa at $15^{\circ}C$, whereas at $25^{\circ}C$, 14.3 and 15.8 days. The developmental zero was 10.7 and $10.0^{\circ}C$, respectively, while the effective accumuative temperatures were 210.8 and 245.5 day-degrees. The nonlinear shape of temperature-dependent development, shown by A. aphidimyza when fed on either species of the aphids, was well described by the modified Sharpe and DeMichele model. When distribution model of completion time of development for each growth stage was expressed as physiological age and fitted to the Weibull fuction, the completion time of development gradually shortened from egg to larva, and to pupa. In addition, the coefficient of determination $r^2$ ranged between 0.86-0.93 and 0.85-0.94, respectively providing a good approximation of cumulative developmental rates. The life span of adult was 8.7 and 9.2 days at $15^{\circ}C$, and 3.1 and 2.7 days at $30^{\circ}C$, respectively. Egg incubation period was relatively short at $35^{\circ}C$ but hatchability was less than $50\%$ and the mortality of the larva at $35^{\circ}C$ reached $100\%$. At $30^{\circ}C$, the time of development lengthened and the adult longevity was short suggesting ill effect of high temperatures. Even though the life span of adults at $15^{\circ}C$ was relatively long, none moved freely in the rearing cage and no oviposition occurred. Accordingly, in case A. aphidimyza is adopted to suppress phytophagus aphid populations, it could be applicable to cropping systems with ambient temperatures above $20^{\circ}C$ and below $30^{\circ}C$. Within this range, A. aphidimyza adults was observed to be active and oviposit fully.

Study on Temporal Decay Characteristics of Naturally Occurring Radionuclides in Groudwater in Two Mica Granite Area (복운모화강암지역 지하수 중 자연방사성 물질의 경시적 붕괴특성 연구)

  • Kim, Moon Su;Kim, Tae Seung;Kim, Hyun Koo;Kim, Dong Su;Jeong, Do Hwan;Ju, Byoung Kyu;Hong, Jung Ki;Kim, Hye Jin;Park, Sun Hwa;Jeong, Chan Ho;Cho, Byong Wook;Han, Jin Seok
    • Journal of Soil and Groundwater Environment
    • /
    • v.18 no.4
    • /
    • pp.19-31
    • /
    • 2013
  • To figure out the decay characteristics of naturally occurring radionuclides, eight sampled groundwaters from a monitoring borehole having high levels of uranium and radon concentrations in a two mica granitic area have analyzed by liquid scintillation counters (LSC) for over 1 year. In December 2011, three groundwater samples (DJ1, DJ2, DJ3) were obtained from each aquifer system located at -20 m, -40 m, -60 m of the monitoring borehole below the ground surface, respectively. Five samples (DJ4, DJ5, DJ6, DJ7, DJ8) were additionally gained from each aquifer positioned -20 m, -40 m, -60 m, -100 m, -105 m of the borehole in February 2012, respectively. Temporal variation characteristics of uranium and radon concentrations have showed over maximum 2.1 times and 1.4 times fluctuations of the values in the same sampling intervals over time, respectively. The intervals of -40 m and -105 m in the borehole have the highest values of uranium and radon concentrations, respectively. This may imply that the concentrations of naturally occurring radionuclides such as uranium and radon in groundwater have been changed over time and indicate that the qualities of groundwaters from the aquifers developed at each interval in the borehole are different each other. This discrepancy, moreover, could be caused by behaviour differences between uranium which is in ionic status having a half life of 4.6 billion years and is transported along with the flowing groundwater, and radon which is in gaseous status having a 3.82 day's half life in the aquifer systems. Physicochemical characteristics of groundwaters from the aquifer systems could be identified by the results of the on-situ measuring items such as pH and Eh, and the major ionic contents. The CPM values of eight groundwater samples analysed by LSC over one year have shown not to follow the theoretical decay curve of the radon. The CPM values of the samples have ranged from 2 to 7.5 after it had passed two months when the theoretical CPM values of the radon started zero since the initial analysis. Alpha and beta particle spectrums have shown the peaks of radium-226, however they have not revealed any peaks of radon and it's daughter products such as polonium-218 and 214, bismuth-214 for the late stage of the analysis. This implies that the groundwater from the borehole may contain radium-226 having a half life of 1,600 years which decays continuously.

Extraction of Water Body Area using Micro Satellite SAR: A Case Study of the Daecheng Dam of South korea (초소형 SAR 위성을 활용한 수체면적 추출: 대청댐 유역 대상)

  • PARK, Jongsoo;KANG, Ki-Mook;HWANG, Eui-Ho
    • Journal of the Korean Association of Geographic Information Studies
    • /
    • v.24 no.4
    • /
    • pp.41-54
    • /
    • 2021
  • It is very essential to estimate the water body area using remote exploration for water resource management, analysis and prediction of water disaster damage. Hydrophysical detection using satellites has been mainly performed on large satellites equipped with optical and SAR sensors. However, due to the long repeat cycle, there is a limitation that timely utilization is impossible in the event of a disaster/disaster. With the recent active development of Micro satellites, it has served as an opportunity to overcome the limitations of time resolution centered on existing large satellites. The Micro satellites currently in active operation are ICEYE in Finland and Capella satellites in the United States, and are operated in the form of clusters for earth observation purposes. Due to clustering operation, it has a short revisit cycle and high resolution and has the advantage of being able to observe regardless of weather or day and night with the SAR sensor mounted. In this study, the operation status and characteristics of micro satellites were described, and the water area estimation technology optimized for micro SAR satellite images was applied to the Daecheong Dam basin on the Korean Peninsula. In addition, accuracy verification was performed based on the reference value of the water generated from the optical satellite Sentinel-2 satellite as a reference. In the case of the Capella satellite, the smallest difference in area was shown, and it was confirmed that all three images showed high correlation. Through the results of this study, it was confirmed that despite the low NESZ of Micro satellites, it is possible to estimate the water area, and it is believed that the limitations of water resource/water disaster monitoring using existing large SAR satellites can be overcome.

Studies on Sclerotium rolfsii Sacc. isolated from Magnolia kobus DC. in Korea (목련(Magnolia kobus DC.)에서 분리한 흰비단병균(Sclerotium rolfsii Sacc.)에 관한 연구)

  • Kim Kichung
    • Korean journal of applied entomology
    • /
    • v.13 no.3 s.20
    • /
    • pp.105-133
    • /
    • 1974
  • The present study is an attempt to solve the basic problems involved in the control of the Sclerotium disease. The biologic stranis of Sclerotium rolfsii Sacc., pathogen of Sclerotium disease of Magnolia kobus, were differentiated, and the effects of vitamins, various nitrogen and carbon sources on its mycelial growth and sclerotial production have been investigated. In addition the relationship between the cultural filtrate of Penicillium sp. and the growth of Sclerotium rolfsii, the tolerance of its mycelia or sclerotia to moist heat or drought and to Benlate (methyl-(butylcarbamoy 1)-2-benzimidazole carbamate), Tachigaren (3-hydroxy-5-methylisoxazole) and other chemicals were also clarified. The results are summarizee as follows: 1. There were two biologic strains, Type-l and Type-2 among isolates. They differed from each other in the mode of growth and colonial appearance on the media, aversion phenomenon and in their pathogenicity. These two types had similar pathogenicity to the Magnolia kobus and Robinia pseudoacasia, but behaved somewhat differently to the soybaen and cucumber, the Type-l being more virulent. 2. Except potassium nitrite, sodium nitrite and glycine, all of the 12 nitrogen sources tested were utilized for the mycelial growth and sclerotial production of this fungus when 10r/l of thiamine hydrochloride was added in the culture solution. Considering the forms of nitrogen, ammonium nitrogen was more available than nitrate nitrogen for the growth of mycelia, but nitrate nitrogen was better for sclerotia formation. Organic nitrogen showed different availabilities according to compounds used. While nitrite nitrogen was unavailable for both mycelial growth and sclerotial formation whether thiamine hydrochlioride was added or not. 3. Seven kinds of carbon sources examined were not effective in general, as long as thiamine hydrochloride was not added. When thiamine hydrochloride was added, glucose and saccharose exhibited mycelial growth, while rnaltose and soluble starch gave lesser, and xylose, lactose, and glycine showed no effect at all,. In the sclerotial production, all the tested carbon sources, except lactose, were effective, and glucose, maltose, saccharose, and soluble starch gave better results. 4. At the same level of nitrogen, the amount of mycelial growth increased as more carbon Sources were applied but decreased with the increase of nitrogen above 0.5g/1. The amount of sclerotial production decreased wi th the increase of carbon sources. 5. Sclerotium rolfsii was thiamine-defficient and required thiamine 20r/l for maximun growth of mycelia. At a higher concentration of more than 20r/l, however, mycelial growth decreased as the concentration increased, and was inhibited at l50r/l to such a degree of thiamine-free. 6. The effect of the nitrogen sources on the mycelial growth under the presence of thiamine were recognized in the decreasing order of $NH_4NO_3,\;(NH_4)_2SO_4,\;asparagine,\;KNO_3$, and their effects on the sclerotial production in the order of $KNO_3,\;NH_4NO_3,\;asparagine,\;(NH_4)_2SO_4$. The optimum concentration of thiamine was about 12r/l in $KNO_3$ and about 16r/l in asparagine for the growth of mycelia; about 8r/l in $KNO_3$ and $NH_4NO_3$, and 16r/l in asparagine for the production of sclerotia. 7. After the fungus started to grow, the pH value of cultural filtrate rapidly dropped to about 3.5. Hereafter, its rate slowed down as the growth amount increased and did not depreciated below pH2.2. 8. The role of thiamine in the growth of the organism was vital. If thiamine was not added, the combination of biotin, pyridoxine, and inositol did not show any effects on the growth of the organism at all. Equivalent or better mycelial growth was recognized in the combination of thiamine+pyridoxine, thiamine+inositol, thiamine+biotin+pyridoxine, and thiamine+biotin+pyridoxine+inositol, as compared with thiamine alone. In the combinations of thiamine+biotin and thiamine+biotin+inositol, mycelial growth was inhibited. Sclerotial production in dry weight increased more in these combinations than in the medium of thiamine alone. 9. The stimulating effects of the Penicillium cultural filtrate on the mycelial growth was noticed. It increased linearly with the increase of filtrate concentration up to 6-15 ml/50ml basal medium solution. 10. $NH_4NO_3$. as a nitrogen source for mycelial growth was more effective than asparasine regardless of the concentration of cultural filtrate. 11. In the series of fractionations of the cultural filtrate, mycelial growth occured in unvolatile, ether insoluble cation-adsorbed or anion-unadsorbed substance fractions among the fractions of volatile, unvolatile acids, ether soluble organic acids, ether insoluble, cation-adsorbed, cation-unadsorbed, anion-adsorbed and anion-unadsorbed. and anion-un-adsorbed substance tested. Sclerotia were produced only in cation-adsorbed fraction. 12. According to the above results, it was assumed that substances for the mycelial growth and sclerotial formation and inhibitor of sclerotial formation were include::! in cultural filtrate and they were quite different from each other. I was further assumed that the former two substances are un volatile, ether insotuble, and adsorbed to cation-exchange resin, but not adsorbed to anion, whereas the latter is unvolatile, ether insoluble, and not adsorbed to cation or anion-exchange resin. 13. Seven amino acids-aspartic acid, cystine, glysine, histidine, Iycine, tyrosine and dinitroaniline-were detected in the fractions adsorbed to cation-exchange resin by applying the paper chromatography improved with DNP-amino acids. 14. Mycelial growth or sclerotial production was not stimulated significantly by separate or combined application of glutamic acid, aspartic acid, cystine, histidine, and glysine. Tyrosine gave the stimulating effect when applied .alone and when combined with other amino acids in some cases. 15. The tolerance of sclerotia to moist heat varied according to their water content, that was, the dried sclerotia are more tolerant than wet ones. The sclerotia harvested directly from the media, both Type-1 and Type-2, lost viability within 5 minutes at $52^{\circ}C$. Sclerotia dried for 155 days at$26^{\circ}C$ had more tolerance: sclerotia of Type-l were killed in 15 mins. at $52^{\circ}C$ and in 5 mins. at $57^{\circ}C$, and sclerotia of Type-2 were killed in 10 mins. both at $52^{\circ}C$ or $57^{\circ}C$. 16. Cultural sclerotia of both strains maintained good germinability for 132 days at$26^{\circ}C$. Natural sclerotia of them stored for 283 days under air dry condition still had good germinability, even for 443 days: type-l and type-2 maintained $20\%$ and $26.9\%$ germinability, respectively. 17. The tolerance to low temperature increased in the order of mycelia, felts and sclerotia. Mycelia completely lost the ability to grow within 1 week at $7-8^{\circ}C$> below zero, while mycelial felts still maintained the viability after .3 weeks at $7-20^{\circ}C$ below zero, and sclerotia were even more tolerant. 18. Sclerotia of type-l and type-2 were killed when dipped into the $0.05\%$ solution of mercury chloride for 180 mins. and 240 mins. respectively: and in the $0.1\%$ solution, Type-l for 60 mins. and Type-2 for 30 mins. In the $0.125\%$ uspulun solution, Type-l sclerotia were killed in 180 mins., and those of Type-2 were killed for 90 mins. in the$0.125\%$solution. Dipping into the $5\%$ copper sulphate solution or $0.2\%$ solution of Ceresan lime or Mercron for 240 mins. failed to kill sclerotia of either Type-l or Type-2. 19. Inhibitory effect on mycelial growth of Benlate or Tachi-garen in the liquid culture increased as the concentration increased. 6 days after application, obvious inhibitory effects were found in all treatments except Benlate 0.5ppm; but after 12 days, distingushed diflerences were shown among the different concentrations. As compared with the control, mycelial growth was inhibited by $66\%$ at 0.5ppm and by $92\%$ at 2.0ppm of Benlate, and by$54\%$ at 1ppm and about $77\%$ at 1.5ppm or 2.0ppm of Tachigaren. The mycelial growth was inhibited completely at 500ppm of both fungicides, and the formation of sclerotia was checked at 1,000ppm of Benlate ant at 500ppm or 1,000ppm of Tachigaren. 20. Consumptions of glucose or ammonium nitrogen in the culture solution usually increased with the increment of mycelial growth, but when Benlate or Tachigaren were applied, consumptions of glucose or ammonium nitrogen were inhibited with the increment of concentration of the fungicides. At the low concentrations of Benlate (0.5ppm or 1ppm), however, ammonium nitrogen consumption was higher than that of the ontrol. 21. The amount of mycelia produced by consuming 1mg of glucose or ammonium nitrogen in the culture solution was lowered markedly by Benlate or Tachigaren. Such effects were the severest on the third day after their treatment in all concentrations, and then gradually recovered with the progress of time. 22. In the sand culture, mycelial growth was not inhibited. It was indirectly estimated by the amount of $CO_2$ evolved at any concentrations, except in the Tachigaren 100mg/g sand in which mycelial growth was inhibited significantly. Sclerotial production was completely depressed in the 10mg/g sand of Benlate or Tachigaren. 23. There was no visible inhibitory effect on the germination of sclerotia when the sclerotia were dipped in the solution 0.1, 1.0, 100, 1.000ppm of Benlate or Tachigaren for 10 minutes or even 20 minutes.

  • PDF