Since the stock market is driven by the expectation of traders, studies have been conducted to predict stock price movements through analysis of various sources of text data. In order to predict stock price movements, research has been conducted not only on the relationship between text data and fluctuations in stock prices, but also on the trading stocks based on news articles and social media responses. Studies that predict the movements of stock prices have also applied classification algorithms with constructing term-document matrix in the same way as other text mining approaches. Because the document contains a lot of words, it is better to select words that contribute more for building a term-document matrix. Based on the frequency of words, words that show too little frequency or importance are removed. It also selects words according to their contribution by measuring the degree to which a word contributes to correctly classifying a document. The basic idea of constructing a term-document matrix was to collect all the documents to be analyzed and to select and use the words that have an influence on the classification. In this study, we analyze the documents for each individual item and select the words that are irrelevant for all categories as neutral words. We extract the words around the selected neutral word and use it to generate the term-document matrix. The neutral word itself starts with the idea that the stock movement is less related to the existence of the neutral words, and that the surrounding words of the neutral word are more likely to affect the stock price movements. And apply it to the algorithm that classifies the stock price fluctuations with the generated term-document matrix. In this study, we firstly removed stop words and selected neutral words for each stock. And we used a method to exclude words that are included in news articles for other stocks among the selected words. Through the online news portal, we collected four months of news articles on the top 10 market cap stocks. We split the news articles into 3 month news data as training data and apply the remaining one month news articles to the model to predict the stock price movements of the next day. We used SVM, Boosting and Random Forest for building models and predicting the movements of stock prices. The stock market opened for four months (2016/02/01 ~ 2016/05/31) for a total of 80 days, using the initial 60 days as a training set and the remaining 20 days as a test set. The proposed word - based algorithm in this study showed better classification performance than the word selection method based on sparsity. This study predicted stock price volatility by collecting and analyzing news articles of the top 10 stocks in market cap. We used the term - document matrix based classification model to estimate the stock price fluctuations and compared the performance of the existing sparse - based word extraction method and the suggested method of removing words from the term - document matrix. The suggested method differs from the word extraction method in that it uses not only the news articles for the corresponding stock but also other news items to determine the words to extract. In other words, it removed not only the words that appeared in all the increase and decrease but also the words that appeared common in the news for other stocks. When the prediction accuracy was compared, the suggested method showed higher accuracy. The limitation of this study is that the stock price prediction was set up to classify the rise and fall, and the experiment was conducted only for the top ten stocks. The 10 stocks used in the experiment do not represent the entire stock market. In addition, it is difficult to show the investment performance because stock price fluctuation and profit rate may be different. Therefore, it is necessary to study the research using more stocks and the yield prediction through trading simulation.
Journal of the Korean Society for Aeronautical & Space Sciences
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v.50
no.12
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pp.889-898
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2022
In this paper, parallel computing method on the three-dimensional electromagnetic field is proposed. The present electromagnetic scattering analysis is conducted based on the time-harmonic vector wave equation and the finite element method. The edge-based element and 2nd -order absorbing boundary condition are used. Parallelization of the elemental numerical integration and the matrix assemblage is accomplished by allocating the partitioned finite element subdomain for each processor. The graph partitioning library, METIS, is employed for the subdomain generation. The large sparse matrix computation is conducted by MUMPS, which is the parallel computing library based on the multi-frontal method. The accuracy of the present program is validated by the comparison against the Mie-series analytical solution and the results by ANSYS HFSS. In addition, the scalability is verified by measuring the speed-up in terms of the number of processors used. The present electromagnetic scattering analysis is performed for a perfect electric conductor sphere, isotropic/anisotropic dielectric sphere, and the missile configuration. The algorithm of the present program will be applied to the finite element and tearing method, aiming for the further extended parallel computing performance.
KSCE Journal of Civil and Environmental Engineering Research
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v.26
no.5A
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pp.861-872
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2006
The element free Galerkin method is extended by the local partition of unity method to model the cohesive cracks in two dimensional continuum. The shape function of a particle whose domain of influence is completely cut by a crack is enriched by the step enrichment function. If the domain of influence contains a crack tip inside, it is enriched by a branch enrichment function which does not have the LEFM stress singularity. The discrete equations are obtained directly from the standard Galerkin method since the enrichment is only for the displacement field, which satisfies the local partition of unity. Because only particles whose domains of influence are influenced by a crack are enriched, the system matrix is still sparse so that the increase of the computational cost is minimized. The condition for crack growth in dynamic problems is obtained from the material instability; when the acoustic tensor loses the positive definiteness, a cohesive crack is inserted to the point so as to change the continuum to a discontiuum. The crack speed is naturally obtained from the criterion. It is found that this method is more accurate and converges faster than the classical meshless methods which are based on the visibility concept. In this paper, several well-known static and dynamic problems were solved to verify the method.
Collaborative filtering (CF) is a system that interprets the relationship between a user and a product and recommends the product to a specific user. The CF model is advantageous in that it can recommend products to users with only rating data without any additional information such as contents. However, there are many cases where a user does not give a rating even after consuming the product as well as consuming only a small portion of the total product. This means that the number of ratings observed is very small and the user rating matrix is very sparse. The sparsity of this rating data poses a problem in raising CF performance. In this paper, we concentrate on raising the performance of latent factor model (especially SVD). We propose a new model that includes product similarity information and co occurrence information in SVD. The similarity and concurrence information obtained from the rating data increased the expressiveness of the latent space in terms of latent factors. Thus, Recall increased by 16% and Precision and NDCG increased by 8% and 7%, respectively. The proposed method of the paper will show better performance than the existing method when combined with other recommender systems in the future.
The tegumental ultrastructure of juvenile and adult Echinostoma cinetorchis (Trematoda: Echinostomatidae) was observed by scanning electron microscopy. Three-day (juvenile) and 16-day (adult) worms were harvested from rats (Sprague-Dawley) experimentally fed the metacercariae from the laboratory-infected fresh water snail, Hippeutis cantori. The worms were fifed with 2.5% glutaraldehyde, processed routinely, and observed by an ISI Korea DS-130 scanning electron microscope. The 3-day old juvenile worms were elongated and ventrally curved, with their ventral sucker near the anterior two-fifths of the body. The head crown was bearing 37∼38 collar spines arranged in a zigzag pattern. The lips of the oral and ventral suckers had 8 and 5 type II sensory papillae respectively, and bewteen the spines, a few type III papillae were observed. Tongue or spade-shape spines were distributed anteriorly to the ventral sucker, whereas peg-like spines were distributed posteriorly and became sparse toward the posterior body. The spines of the dorsal surface were similar to those of the ventral surface. The 16-day old adults were leaf-like, and their oral and ventral suckers were located very closely. Aspinous head crown, oral and ventral suckers had type II and type III sensory papillae, and numerous type I papillae were distributed on the tegument anterior to the ventral sucker. Scale-like spines, with broad base and round tip, were distributed densely on the tegument anterior to the ventral sucker but they became sparse posteriorly. At the dorsal surface, spines were observed at times only at the anterior body. The results showed that the tegument of E. cinetorchis is similar to that of other echinostomes, but differs in the number and arrangement of collar spines, shape and distribution of tegumenal spines, and type and distribution of sensory papillae.
Kim, Young-Chul;Park, Eun-Ye;Kim, Sang-Nam;Yoo, Yong-Gi;Park, Mi-Soon;Lee, Gui-Yeong;Lee, Suk-Jun;Chang, Byung-Soo
Applied Microscopy
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v.41
no.2
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pp.129-137
/
2011
The aim of this study was to evaluate the inhibitory effect of nude pack containing black tea water extract (NPBT) on skin wrinkle formation in hairless mice. Skin wrinkles were induced by UVB irradiation to the backs of hairless mice for 5 weeks. And at the same time, NPBT was applied topically. Wrinkle formation, histological changes, expression of matrix metalloproteinase-3 (MMP-3) and protein activities of MMP-2 and MMP-9 were observed or analyzed. Wrinkles for the control group were formed as a pattern of deep furrows and thick crests. Whereas wrinkles for the NPBT treated group were formed as a pattern of shallow furrows and thin crests, and their wrinkle areas were significantly (p<0.001) lower than the control group. Collagen fibers were arranged irregularly and sparse in density and some elastic fibers were degenerated in the control group, while they were almost intact in the NPBT treated group. MMP-3 mRNA expression in the control group was significantly (p<0.001) higher than the normal group, and that of NPBT treated group was significantly (p<0.001) lower than the control group. The NPBT treated group showed remarkably lower protein activities of MMP-2 and MMP-9 than the control group. NPBT could have a considerable inhibitory effect on skin wrinkle formation in hairless mice.
A scanning eletron microscopic study was performed to observe the tegumental surface of adult Fibricola seoulensis. The adult worms were collected from the small intestine of mice 5 days to 3 weeks after experimental infection with the metacercariae. The metacercariae were obtained from the viscera of the snakes, Matrix tigrina lateralis, by artificial digestion technique. The results were as follows: 1. The tegument of anterior body was covered with cobblestone-like cytoplasmic processes and that of posterior body showed finger-like processes. The posterior body had 4-5 large transverse wrinklings which formed many discontinued shallow rugae. 2. The entire surface of anterior body was regularly arranged with the spines of which tips diverged into 3 to 4 points. They were densely packed in anterior mid-median portion of dorsal surface where appeared a few spines indented upto 5 points. Farther laterally and posteriorly from this portion, the pointed spines were more sparse and became single tipped and extended to anterior one-third of posterior body, 3. The posterior surface of oral sucker was armed with 50-60 spines having 2-3 tips and ventral sucker also covered with such spines. On anteriormost dorsal surface arranged 60-70 spade-shaped spines. The tribocytic organ was armed with many stout recurved pile-like spines arranged radially. 4. There were 3 types of sensory papillae. The ciliated knob-like (Type I) papillae were almost bilaterally symmetrical in ventral and dorsal surfaces of anterior body, and abundant especially aroundbases of oral and ventral suckers, tribocytic organ, and in lateral margins of anterior body. About 24 non-ciliated round swellings (Type II) were observed around each lip of oral and ventral suckers. The plate-like elevated papilla without cilium (Type III) was found to distribute only in posterior body. These 3 types of papillae seem to be tangoreceptive and/or rheoreceptive in function when their morphology and distributions are considered.
This study proposes a novel recommender system using the structural hole analysis to reflect qualitative and emotional information in recommendation process. Although collaborative filtering (CF) is known as the most popular recommendation algorithm, it has some limitations including scalability and sparsity problems. The scalability problem arises when the volume of users and items become quite large. It means that CF cannot scale up due to large computation time for finding neighbors from the user-item matrix as the number of users and items increases in real-world e-commerce sites. Sparsity is a common problem of most recommender systems due to the fact that users generally evaluate only a small portion of the whole items. In addition, the cold-start problem is the special case of the sparsity problem when users or items newly added to the system with no ratings at all. When the user's preference evaluation data is sparse, two users or items are unlikely to have common ratings, and finally, CF will predict ratings using a very limited number of similar users. Moreover, it may produces biased recommendations because similarity weights may be estimated using only a small portion of rating data. In this study, we suggest a novel limitation of the conventional CF. The limitation is that CF does not consider qualitative and emotional information about users in the recommendation process because it only utilizes user's preference scores of the user-item matrix. To address this novel limitation, this study proposes cluster-indexing CF model with the structural hole analysis for recommendations. In general, the structural hole means a location which connects two separate actors without any redundant connections in the network. The actor who occupies the structural hole can easily access to non-redundant, various and fresh information. Therefore, the actor who occupies the structural hole may be a important person in the focal network and he or she may be the representative person in the focal subgroup in the network. Thus, his or her characteristics may represent the general characteristics of the users in the focal subgroup. In this sense, we can distinguish friends and strangers of the focal user utilizing the structural hole analysis. This study uses the structural hole analysis to select structural holes in subgroups as an initial seeds for a cluster analysis. First, we gather data about users' preference ratings for items and their social network information. For gathering research data, we develop a data collection system. Then, we perform structural hole analysis and find structural holes of social network. Next, we use these structural holes as cluster centroids for the clustering algorithm. Finally, this study makes recommendations using CF within user's cluster, and compare the recommendation performances of comparative models. For implementing experiments of the proposed model, we composite the experimental results from two experiments. The first experiment is the structural hole analysis. For the first one, this study employs a software package for the analysis of social network data - UCINET version 6. The second one is for performing modified clustering, and CF using the result of the cluster analysis. We develop an experimental system using VBA (Visual Basic for Application) of Microsoft Excel 2007 for the second one. This study designs to analyzing clustering based on a novel similarity measure - Pearson correlation between user preference rating vectors for the modified clustering experiment. In addition, this study uses 'all-but-one' approach for the CF experiment. In order to validate the effectiveness of our proposed model, we apply three comparative types of CF models to the same dataset. The experimental results show that the proposed model outperforms the other comparative models. In especial, the proposed model significantly performs better than two comparative modes with the cluster analysis from the statistical significance test. However, the difference between the proposed model and the naive model does not have statistical significance.
In this study a modeling system consisting of Weather Research and Forecasting (WRF), Sparse Matrix Operator Kernel Emissions (SMOKE), the Community Multiscale Air Quality (CMAQ) model, and the CMAQ-Model of Aerosol Dynamics, Reaction, Ionization, and Dissolution (MADRID) model has been applied to estimate enhancements of $PM_{10}$ during Asian dust events in Korea. In particular, 5 experimental formulas were applied to the WRF-SMOKE-CMAQ (MADRID) model to estimate Asian dust emissions from source locations for major Asian dust events in China and Mongolia: the US Environmental Protection Agency (EPA) model, the Goddard Global Ozone Chemistry Aerosol Radiation and Transport (GOCART) model, and the Dust Entrainment and Deposition (DEAD) model, as well as formulas by Park and In (2003), and Wang et al. (2000). According to the weather map, backward trajectory and satellite image analyses, Asian dust is generated by a strong downwind associated with the upper trough from a stagnation wave due to development of the upper jet stream, and transport of Asian dust to Korea shows up behind a surface front related to the cut-off low (known as comma type cloud) in satellite images. In the WRF-SMOKE-CMAQ modeling to estimate the PM10 concentration, Wang et al.'s experimental formula was depicted well in the temporal and spatial distribution of Asian dusts, and the GOCART model was low in mean bias errors and root mean square errors. Also, in the vertical profile analysis of Asian dusts using Wang et al's experimental formula, strong Asian dust with a concentration of more than $800\;{\mu}g/m^3$ for the period of March 31 to April 1, 2007 was transported under the boundary layer (about 1 km high), and weak Asian dust with a concentration of less than $400\;{\mu}g/m^3$ for the period of 16-17 March 2009 was transported above the boundary layer (about 1-3 km high). Furthermore, the difference between the CMAQ model and the CMAQ-MADRID model for the period of March 31 to April 1, 2007, in terms of PM10 concentration, was seen to be large in the East Asia area: the CMAQ-MADRID model showed the concentration to be about $25\;{\mu}g/m^3$ higher than the CMAQ model. In addition, the $PM_{10}$ concentration removed by the cloud liquid phase mechanism within the CMAQ-MADRID model was shown in the maximum $15\;{\mu}g/m^3$ in the Eastern Asia area.
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