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Optimization of Support Vector Machines for Financial Forecasting (재무예측을 위한 Support Vector Machine의 최적화)

  • Kim, Kyoung-Jae;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.17 no.4
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    • pp.241-254
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    • 2011
  • Financial time-series forecasting is one of the most important issues because it is essential for the risk management of financial institutions. Therefore, researchers have tried to forecast financial time-series using various data mining techniques such as regression, artificial neural networks, decision trees, k-nearest neighbor etc. Recently, support vector machines (SVMs) are popularly applied to this research area because they have advantages that they don't require huge training data and have low possibility of overfitting. However, a user must determine several design factors by heuristics in order to use SVM. For example, the selection of appropriate kernel function and its parameters and proper feature subset selection are major design factors of SVM. Other than these factors, the proper selection of instance subset may also improve the forecasting performance of SVM by eliminating irrelevant and distorting training instances. Nonetheless, there have been few studies that have applied instance selection to SVM, especially in the domain of stock market prediction. Instance selection tries to choose proper instance subsets from original training data. It may be considered as a method of knowledge refinement and it maintains the instance-base. This study proposes the novel instance selection algorithm for SVMs. The proposed technique in this study uses genetic algorithm (GA) to optimize instance selection process with parameter optimization simultaneously. We call the model as ISVM (SVM with Instance selection) in this study. Experiments on stock market data are implemented using ISVM. In this study, the GA searches for optimal or near-optimal values of kernel parameters and relevant instances for SVMs. This study needs two sets of parameters in chromosomes in GA setting : The codes for kernel parameters and for instance selection. For the controlling parameters of the GA search, the population size is set at 50 organisms and the value of the crossover rate is set at 0.7 while the mutation rate is 0.1. As the stopping condition, 50 generations are permitted. The application data used in this study consists of technical indicators and the direction of change in the daily Korea stock price index (KOSPI). The total number of samples is 2218 trading days. We separate the whole data into three subsets as training, test, hold-out data set. The number of data in each subset is 1056, 581, 581 respectively. This study compares ISVM to several comparative models including logistic regression (logit), backpropagation neural networks (ANN), nearest neighbor (1-NN), conventional SVM (SVM) and SVM with the optimized parameters (PSVM). In especial, PSVM uses optimized kernel parameters by the genetic algorithm. The experimental results show that ISVM outperforms 1-NN by 15.32%, ANN by 6.89%, Logit and SVM by 5.34%, and PSVM by 4.82% for the holdout data. For ISVM, only 556 data from 1056 original training data are used to produce the result. In addition, the two-sample test for proportions is used to examine whether ISVM significantly outperforms other comparative models. The results indicate that ISVM outperforms ANN and 1-NN at the 1% statistical significance level. In addition, ISVM performs better than Logit, SVM and PSVM at the 5% statistical significance level.

Effects of High Molecular Hardwood Lignin on Anaerobic Digestion at Different Temperatures and Sludge Concentrations (혐기성 소화에 미치는 온도와 슬러지의 농도별 고분자 활엽수 리그닌의 영향)

  • Yin, Cheng-Ri;Seo, Dong-Il;Lee, Sung-Taik;Jin, Yin-Shu
    • Journal of Korean Society of Environmental Engineers
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    • v.22 no.12
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    • pp.2197-2204
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    • 2000
  • Lignin is a major component of wastewater generated in the chemical processing of wood. Because it is recalcitrant, it inhibits biological treatment of wastewater of pulp manufacturing, especially high concentration of lignin may inhibit the anaerobic digestion. The objective of this study was to evaluate the toxicity of high molecular hardwood lignin (lignosulfonate, MW $\geq$ 20,000) on aceticlastic methanogens in the batch reactors at different temperatures with different sludge concentrations, using anaerobic serum bottles. The hardwood lignin was found to inhibit anaerobic conversion of acetate to methane and carbon dioxide, shown with a long lag-phase before methanogenesis started. The methanogens assumed not to be able to acclimate to the lignin were found to be acclimated slowly in the batch experiments, finally reaching non-toxic levels in which methane production could start. The hardwood lignin was found not to be bacteriocidal but bacteriostatic to aceticlastic methanogens. Hardwood lignin(lignosulfonate) at 1.3, 2.6, and 3.9%(w/w) inhibited the acetateutilizing methanogens of anaerobic digester sludge by 14.5, 17.8, 21.1 days(in noninhibitory condition it took 10 days) to produce the same amount of methane. The inhibitory effect of lignin was examined at temperature ranges of $30^{\circ}C$ to $50^{\circ}C$. When 2.6% of lignin was contained in wastewater, methane production was highest at $30^{\circ}C$ during initial 8 days. At $4^{\circ}C$, methane production rapidly increased after 12 days of digestion, the value became higher than that at $30^{\circ}C$ after 14 days. However, the methane production was completely inhibited during whole digestion period at $50^{\circ}C$. High ratio of lignin concentration to initial anaerobic sludge concentration gave tolerance to the inhibition. In this experiment, high molecular hardwood lignin was not degraded and decolorized.

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Respiratory signal analysis of liver cancer patients with respiratory-gated radiation therapy (간암 호흡동조 방사선치료 환자의 호흡신호분석)

  • Kang, dong im;Jung, sang hoon;Kim, chul jong;Park, hee chul;Choi, byung ki
    • The Journal of Korean Society for Radiation Therapy
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    • v.27 no.1
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    • pp.23-30
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    • 2015
  • Purpose : External markers respiratory movement measuring device (RPM; Real-time Position Management, Varian Medical System, USA) Liver Cancer Radiation Therapy Respiratory gated with respiratory signal with irradiation time and the actual research by analyzing the respiratory phase with the breathing motion measurement device respiratory tuning evaluate the accuracy of radiation therapy Materials and Methods : May-September 2014 Novalis Tx. (Varian Medical System, USA) and liver cancer radiotherapy using respiratory gated RPM (Duty Cycle 20%, Gating window 40% ~ 60%) of 16 patients who underwent total when recording the analyzed respiratory movement. After the breathing motion of the external markers recorded on the RPM was reconstructed by breathing through the acts phase analysis, for Beam-on Time and Duty Cycle recorded by using the reconstructed phase breathing breathing with RPM gated the prediction accuracy of the radiation treatment analysis and analyzed the correlation between prediction accuracy and Duty Cycle in accordance with the reproducibility of the respiratory movement. Results : Treatment of 16 patients with respiratory cycle during the actual treatment plan was analyzed with an average difference -0.03 seconds (range -0.50 seconds to 0.09 seconds) could not be confirmed statistically significant difference between the two breathing (p = 0.472). The average respiratory period when treatment is 4.02 sec (${\pm}0.71sec$), the average value of the respiratory cycle of the treatment was characterized by a standard deviation 7.43% (range 2.57 to 19.20%). Duty Cycle is that the actual average 16.05% (range 13.78 to 17.41%), average 56.05 got through the acts of the show and then analyzed% (range 39.23 to 75.10%) is planned in respiratory research phase (40% to 60%) in was confirmed. The investigation on the correlation between the ratio Duty Cycle and planned respiratory phase and the standard deviation of the respiratory cycle was analyzed in each -0.156 (p = 0.282) and -0.385 (p = 0.070). Conclusion : This study is to analyze the acts after the breathing motion of the external markers recorded during the actual treatment was confirmed in a reproducible ratios of actual treatment of breathing motion during treatment, and Duty Cycle, planned respiratory gated window. Minimizing an error of the treatment plan using 4DCT and enhance the respiratory training and respiratory signal monitoring for effective treatment it is determined to be necessary.

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Opportunity Tree Framework Design For Optimization of Software Development Project Performance (소프트웨어 개발 프로젝트 성능의 최적화를 위한 Opportunity Tree 모델 설계)

  • Song Ki-Won;Lee Kyung-Whan
    • The KIPS Transactions:PartD
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    • v.12D no.3 s.99
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    • pp.417-428
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    • 2005
  • Today, IT organizations perform projects with vision related to marketing and financial profit. The objective of realizing the vision is to improve the project performing ability in terms of QCD. Organizations have made a lot of efforts to achieve this objective through process improvement. Large companies such as IBM, Ford, and GE have made over $80\%$ of success through business process re-engineering using information technology instead of business improvement effect by computers. It is important to collect, analyze and manage the data on performed projects to achieve the objective, but quantitative measurement is difficult as software is invisible and the effect and efficiency caused by process change are not visibly identified. Therefore, it is not easy to extract the strategy of improvement. This paper measures and analyzes the project performance, focusing on organizations' external effectiveness and internal efficiency (Qualify, Delivery, Cycle time, and Waste). Based on the measured project performance scores, an OT (Opportunity Tree) model was designed for optimizing the project performance. The process of design is as follows. First, meta data are derived from projects and analyzed by quantitative GQM(Goal-Question-Metric) questionnaire. Then, the project performance model is designed with the data obtained from the quantitative GQM questionnaire and organization's performance score for each area is calculated. The value is revised by integrating the measured scores by area vision weights from all stakeholders (CEO, middle-class managers, developer, investor, and custom). Through this, routes for improvement are presented and an optimized improvement method is suggested. Existing methods to improve software process have been highly effective in division of processes' but somewhat unsatisfactory in structural function to develop and systemically manage strategies by applying the processes to Projects. The proposed OT model provides a solution to this problem. The OT model is useful to provide an optimal improvement method in line with organization's goals and can reduce risks which may occur in the course of improving process if it is applied with proposed methods. In addition, satisfaction about the improvement strategy can be improved by obtaining input about vision weight from all stakeholders through the qualitative questionnaire and by reflecting it to the calculation. The OT is also useful to optimize the expansion of market and financial performance by controlling the ability of Quality, Delivery, Cycle time, and Waste.

Effects of the Draronis sanguis on Antioxidation and MMP-1 Expression in Human Dermal Fibroblast (혈갈(Draconis Sanguis)의 항산화와 사람섬유아세포에서 MMP-1 발현저해 효과)

  • Sim Gwan Sub;Kim Jin Hui;Kim Jin Hwa;Lee Dong Hawn;Park Sung Min;Lee Bum Chun;Pyo Hyeong Bae
    • Journal of the Society of Cosmetic Scientists of Korea
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    • v.30 no.4 s.48
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    • pp.439-444
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    • 2004
  • UV irradiation produces free radicals and related reactive oxygen species (ROS), and these are injury to all most of organisms of skin cells and extracellular matrix (ECM). In addition, free radicals and ROS stimulate the overexpression of matrix metalloproteinases (MMPs) that can degrade most components of ECM such as collagen. Since collagen constitutes almost of skin connective tissue, their disarrangement causes wrinkle formation and droop of skin. Therefore, scavenging activity on free radicals, ROS and suppression of MMP-1 is expected to prevent skin photoaging. In this study, to investigate the relationship between photoaging and Draconis sanguis, we examined the effects of antioxidant, in vitro MMP inhibition and expression of UVA-induced MMP-1 in human dermal fibroblasts. Draconis sanguis was found to show scavenging activities of radicals and ROS with the $IC_{50}$ values of $183{\;}{\mu}g/mL$ against 1,1-diphenyl-2-picrylhydrazyl (DPPH) radical and $30{\;}{\mu}g/mL$ against superoxide radicals in the xanthine/xanthine oxidase system, respectively. Draconis sunguis inhibited the activities of MMP-1 in a does-dependent manner and the $IC_{50}$ value calculated from semi-log plots was $200{\;}{\mu}g/mL$. Also, UVA induced MMP expression was reduced $74\%$ by treatment with Draconis sanguis, and MMP-1 mRNA expression was reduced in a dose-dependent manner. Therefore Draconis sanguis was able to significantly inhibit MMP expression in protein and mRNA level. All these results suggested that Draconis sanguis may act as an anti-photoaging agent by antioxidation and reducing UVA-induced MMP-1 production.

Antioxidant Activities of Ipomoea batatas L. Lam. (Purple Sweet Potato) Extracts Cultured in Korea (국내산 자색고구마(Ipomoea batatas L. Lam.) 추출물의 항산화활성 평가)

  • Kong, Bong Ju;Han, Sung Soo;Ha, Ji Hoon;Park, Soo Nam
    • Journal of the Society of Cosmetic Scientists of Korea
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    • v.40 no.4
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    • pp.423-430
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    • 2014
  • In this study, the antioxidative effects for the extracts of purple sweet potato (Ipomoea batatas L. Lam.) were investigated. The purple sweet potato was extracted with 70% ethanol and the ethyl acetate fraction was obtained from the extracts. The yields of extract and ethyl acetate fraction were 39.2% and 3.49% per dried powder, respectively. To confirm the antioxidative effects of the extracts, free radical scavenging activities (1,1-diphenyl-2-picrylhydrazyl), total antioxidant capacity by luminol-dependent chemiluminescence assay and the protective effects against reactive oxygen species (ROS) in erythrocytes were measured. Free radical scavenging activities ($FSC_{50}$) of the 70% ethanol extract and ethyl acetate fraction were $90.16{\mu}g/mL$ and $7.69{\mu}g/mL$, respectively. The free radical scavenging activity of ethyl acetate fraction was higher than that of (+)-${\alpha}$-tocopherol ($8.98{\mu}g/mL$). Total antioxidant capacities ($OSC_{50}$) of the 70% ethanol extract and ethyl acetate fraction were $5.75{\mu}g/mL$ and $1.92{\mu}g/mL$, respectively. The capacity of ethyl acetate fraction was similar to L-ascorbic acid, known as a prominent water soluble antioxidant ($1.50{\mu}g/mL$). The cellular protective effects of the ethyl acetate fractions on the $^1O_2$-induced cellular damage of human erythrocytes were increased in a concentration dependent manner ($5{\sim}50{\mu}g/mL$). The ${\tau}_{50}$ value in $5{\mu}g/mL$ was 45.6 min which was higher than that of (+)-${\alpha}$-tocopherol in all concentrations. These results indicate that the ethyl acetate fraction of purple sweet potato (I. batatas) has the excellent antioxidative capacity and could be applicable to anti-aging cosmeceutical ingredients for skin aging inhibition.

Effects of Contrast Improvement on High Voltage Rectification Type of X-ray Diagnostic Apparatus (X선 진단장치의 고압정류방식이 대조도 향상에 미치는 영향)

  • Lee, Hoo-Min;Yoon, Joon;Kim, Hyun-Ju
    • Journal of radiological science and technology
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    • v.37 no.3
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    • pp.187-193
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    • 2014
  • The purpose of this study was to analyze the effect on the selectivity on of high-voltage rectification device that measured the performance of the grid, and the contrast improvement ability (K factor) by measuring the scattered radiation content of the transmitted X-rays. The scattered radiation generated when the X-ray flux comes from the diagnostic X-ray generator that passes through an object. Targeting four different rectifications of X-ray generators, the mean value of the tube voltage and the tube current was measured in order to maximize the accuracy of the generating power dose within the same exposure condition. Using fluorescence meter, the content of the scattered rays that are transmitted through the acrylic was measured depending on the grid usage. When grid is not used, the content of the scattered rays was the lowest (34.158%) with the single-phase rectifier, was increased with the inverter rectifier (37.043%) and the three-phase 24-peak rectification method (37.447%). The difference of the scattered radiation content of each device was significant from the lowest 0.404% to the highest 3.289% while using 8:1 grid, the content of the scattered ray was the lowest with the single content of the scattered ray was the lowest with the single-phase rectifier (18.258%), was increased with the rectifier (25.502%) and the 24-peaks rectification (24.217%). Furthermore, there was difference up to content 7.244% to the lowest content 1.285% within three-phase 24-peaks rectification, inverter rectifications, and single-phase rectifier depending on the selectivity of the grid. Drawn from the statistical analysis, there was a similar relationship between the contrast improvement factor and the K factor. As a result, the grid selectivity and the contrast were increased within the single-phase rectifier rather than the constant voltage rectifier.

A Clinical Study of Soeumin Doksamkwankaeijungtang (독삼관계이중탕(獨參官桂理中湯)의 소음인(小陰人) 인후통(咽喉痛) 치험례(治驗例))

  • Huh, Manhn-hoi;Song, Il-byung
    • Journal of Sasang Constitutional Medicine
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    • v.12 no.1
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    • pp.240-259
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    • 2000
  • 1. Background and Purpose I intented to be helpful to understand the consitutional symptoms of soar throat and the application of the prescription through a clinical study of Soeumin Doksamkwankaeijungtang. 2. Methods I studied 16 patients(1 man and 15 women) treated by Doksamkwankaeijungtang in Chewon Oriental Clinic. And then I investigated the characteristics of patients treated by Doksamkwankaeijungtang, remedial values and side effects. 3. Results Doksamkwankaeijungtang was used in the age groups between twenties and sixties. There were 28 kinds of chief complaints including soar throat, tonsilitis, allergic rheum, bitter taste, dry throat, dry cough, stomatitis, lower abdominal pains, climacteric syndrome, etc. The distributions of remedial values were completely recovered (56.25%), much improved (18.75%), slightly improved(6.25%), no improved(12.5%), aggravated(6.25%), side effects(18.75%). There was one aggravated patient. Using the prescription, I prescribed it without any changing and addition according to the symptoms of soar throat. The remedial value of Doksamkwankaeijungtang was effective and not influenced by the dosage of Ginseng. The onset of action was very quick by the changes of dosage without the relation of age. Side effects were upward tendency of blood presser, headache, chest pain, etc. 4. Conclusion Doksamkwankaeijungtang was specifically effective in soar throat of Soeumin.

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The Bibiographical Investigation of effect of Acorus gramineus Soland (석창포의 약리(藥理)에 대한 문헌적(文獻的) 고찰(考察))

  • Jung, Kuk-yung;Kho, Byung-hee;Song, Il-byung
    • Journal of Sasang Constitutional Medicine
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    • v.11 no.1
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    • pp.241-252
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    • 1999
  • 1. Purpose and Method : We have many difficulty of using the existing medical Hurbs based on the theory of Em-Yang and the five elements, this is why we still do not explain the Sasang Constitutional medical Hurb Classification and do not have the Sasang Constitutional Pharmacology exactly, so we easily enter into a dispute and confusion. So through literary consideration about Acorus gramineus Soland. I try to objectify Sasang Constitutional Classification of Acorus gramineus Soland and the spirit of using Acorus gramineus Soland and common property of Sasang Constitutional Medical Hurb and try to find out a clue that search the effect of other Sasang Constitutional Medical Hurb. 2. Result : Qi(氣) and mi(味) of Acorus gramineus Soland have aroma and hot taste and have won Qi(溫氣), the using portion of Acorus gramineus Soland is root as medical Hurb. So Acorus gramineus Soland rise from Goonghacho(中下焦) to Sangcho(上焦) and divied impurity and purity and able to remove the turbidity Qi(氣)Ack(液) Acorus gramineus Soland have the effect of progressing the involution of Paeqi(肺氣) and divided impurity and purity of Qi(氣) and ack(液) and improve the fuction and structure of Tae-Em-ln. I think that the method of literay consideration on objectification of Sasang Constitution Pharmacology is of great value.

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Characteristics of Indigenous Rhizobium to Korean Soils -II. Symbiotic and Serological Characteristics of Bradyrhizobium japonicum Naturalized in Yeongnam Soils (우리나라 토착근류균(土着根瘤菌)의 제(諸) 특성(特性) 연구 -II. 영남지역(嶺南地域) 토착(土着) Bradyrhizobium japonicum의 공생(共生) 및 혈청학적(血淸學的) 특성(特性))

  • Kang, Ui-Gum;Jung, Yeun-Tae;Somasegaran, Padma;Hoben, H.;Bohlool, B. Ben
    • Korean Journal of Soil Science and Fertilizer
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    • v.24 no.1
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    • pp.61-68
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    • 1991
  • Thirty Bradyrhizobium japonicum isolates (10 strains per each soil) from 1 uncultivated [Sangnam(Soil 1), Milyang]- and 2 cultivated [Dong(Soil 2)and Chinbuk(Soil 3), Changweon] upland soils in Yeongnam area were evaluated on their symbiotic effectiveness to soybean [Glycin max (L.)] cv. Korean Jangbaekkong and American Clark and examined on their serological diversity. The results obtained were summarized as follows : 1. On symbiotic effectiveness of B. japonicum with plant genotypes, isolates showed a relatively high value of nodule mass in Jangbaekkong cv. and of shoot dry weight and total nitrogen in Clark cv. demonstrating the order of Soil 1> Soil 2> Soil 3 isolates. 2. Among 30 B. japonicum isolates, YCK 141 showed the best effectiveness on mean nitrogen fixation of two cultivars. 3. Thirty indigenous B. japonicum showed 6 types of serological diversities in the immunoblot analysis which were present in various proportions at Soil 2(5) and Soil 3(5) except Soil 1 where all isolates fell into the YCK 117 serogroup. And their distribution order was serotype YCK 117( 12 strains) > USDA 1l0(5strains), USDA 123(5 strains) > YCK 150(4 strains) > YCK 141(3 strains) > YCK 226(1 strain). 4. Especially, 10 isolates from Soil 1, an uncultivated orchard, showed a very homologous pattern in not only effectiveness but serological distribution. It seemed to indicate that the isolates were typically affected by numerous physical and environmental factors of the soil.

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