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System Trading using Case-based Reasoning based on Absolute Similarity Threshold and Genetic Algorithm (절대 유사 임계값 기반 사례기반추론과 유전자 알고리즘을 활용한 시스템 트레이딩)

  • Han, Hyun-Woong;Ahn, Hyun-Chul
    • The Journal of Information Systems
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    • v.26 no.3
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    • pp.63-90
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    • 2017
  • Purpose This study proposes a novel system trading model using case-based reasoning (CBR) based on absolute similarity threshold. The proposed model is designed to optimize the absolute similarity threshold, feature selection, and instance selection of CBR by using genetic algorithm (GA). With these mechanisms, it enables us to yield higher returns from stock market trading. Design/Methodology/Approach The proposed CBR model uses the absolute similarity threshold varying from 0 to 1, which serves as a criterion for selecting appropriate neighbors in the nearest neighbor (NN) algorithm. Since it determines the nearest neighbors on an absolute basis, it fails to select the appropriate neighbors from time to time. In system trading, it is interpreted as the signal of 'hold'. That is, the system trading model proposed in this study makes trading decisions such as 'buy' or 'sell' only if the model produces a clear signal for stock market prediction. Also, in order to improve the prediction accuracy and the rate of return, the proposed model adopts optimal feature selection and instance selection, which are known to be very effective in enhancing the performance of CBR. To validate the usefulness of the proposed model, we applied it to the index trading of KOSPI200 from 2009 to 2016. Findings Experimental results showed that the proposed model with optimal feature or instance selection could yield higher returns compared to the benchmark as well as the various comparison models (including logistic regression, multiple discriminant analysis, artificial neural network, support vector machine, and traditional CBR). In particular, the proposed model with optimal instance selection showed the best rate of return among all the models. This implies that the application of CBR with the absolute similarity threshold as well as the optimal instance selection may be effective in system trading from the perspective of returns.

An Efficient 3D Measurement Method that Improves the Fringe Projection Profilometry (Fringe Projection Profilometry를 개선한 효율적인 3D 측정 기법)

  • Kim, Ho-Joong;Cho, Tai-Hoon
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.20 no.10
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    • pp.1973-1979
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    • 2016
  • As technologies evolve, diverse 3D measurement techniques using cameras and pattern projectors have been developed continuously. In 3D measurement, high accuracy, fast speed, and easy implementation are very important factors. Recently, 3D measurement using multi-frequency fringe patterns for absolute phase computation has been widely used in the fringe projection profilometry. This paper proposes an improved method to compute the object's absolute phase using the reference plane's absolute phase and phase difference between the object and the reference plane. This method finds the object's absolute phase by adding the difference between the reference plane's wrapped phase and the object's wrapped phase to the reference plane's absolute phase already obtained in the calibration stage. Through this method, there is no need to obtain multi-frequency fringe patterns about new object for the absolute phase computation. Instead, we only need the object's phase difference relative to the reference planes's phase in the measurement stage.

The effects of knee joint position sense following local and general load protocols (국소적 부하와 전신적 부하가 슬관절 위치 감각에 미치는 영향)

  • Hwang, Yoon-Tae;Park, Rae-Joon;Choi, Jin-Ho
    • The Journal of Korean Physical Therapy
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    • v.17 no.3
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    • pp.429-440
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    • 2005
  • The purpose of this study was to compare the effects of knee joint position sense following local and general load protocols in 25 healthy male subjects. Proprioception of the knee joint was evaluated by measuring absolute angular errors at matching angles before, after and between 2 different types of load protocols. Proprioception tests(on the dominant knee) were performed in which proprioception of the passivepassive reproduced and active-active reproduced knee position was measured. Local load was provided with maximum isokinetic knee extension-flexion on the isokinetic dynamometer(Cybex), and general load was 10 minutes running on a treadmill. Peak torque(knee extension and flexion) and heart rate(beats per minute) was evaluated as an indicator of local and general fatigue during load protocols. The results were as follows: 1. For pasive-pasive reproduced knee position test, significant difference in absolute angular errors after general load protocol was detected compared with that before general load protocol(P<.05), significant difference in absolute angular errors after local load protocol was detected compared with that before local load protocol(P<.05). However, no significant difference in absolute angular errors of general load protocol was detected compared with that of local load protocol (P>.05), no significant difference in absolute angular errors of local load protocol was detected compared with that of general load protocol(P>.05). 2. For active-active reproduced knee position test, significant difference in absolute angular errors after general load protocol was detected compared with that before general load protocol(P<.05), significant difference in absolute angular errors after local load protocol was detected compared with that before local load protocol (P<.05). Also, significant difference in absolute angular errors of general load protocol was detected compared with that of local load protocol(P<.05), significant difference in absolute angular errors of local load protocol was detected compared with that of general load protocol(P<.05). 3. A significant decrease of peak torque of knee extensors and flexors was seen after local load, although heart rate was significantly increased(P<.05). No significant change of peak torque of knee extensors and flexors was seen after general load(P>.05), although heart rate was also significantly increased(P<.05). The previous study revealed that knee proprioception is significantly altered when the muscle mechanoreceptors are dysfunctional due to muscle fatigue, although the joint mechanoreceptors have no significantly effect on knee proprioception when the presence of knee muscle fatigue. However, the results of this study are different from those of the previous study in that muscle weakness of the knee could not be seen after general load. This study shows that general load may diminish motor control by the central nervous system. Proprioceptional decline without muscle weakness of knee after general load suggests a change in the proprioceptional pathway without influence from muscle mechanoreceptors.

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Estimation Method of Predicted Time Series Data Based on Absolute Maximum Value (최대 절대값 기반 시계열 데이터 예측 모델 평가 기법)

  • Shin, Ki-Hoon;Kim, Chul;Nam, Sang-Hun;Park, Sung-Jae;Yoo, Sung-Soo
    • Journal of Energy Engineering
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    • v.27 no.4
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    • pp.103-110
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    • 2018
  • In this paper, we introduce evaluation method of time series prediction model with new approach of Mean Absolute Percentage Error(hereafter MAPE) and Symmetric Mean Absolute Percentage Error(hereafter sMAPE). There are some problems using MAPE and sMAPE. First MAPE can't evaluate Zero observation of dataset. Moreover, when the observed value is very close to zero it evaluate heavier than other methods. Finally it evaluate different measure even same error between observations and predicted values. And sMAPE does different evaluations are made depending on whether the same error value is over-predicted or under-predicted. And it has different measurement according to the each sign, even if error is the same distance. These problems were solved by Maximum Mean Absolute Percentage Error(hereafter mMAPE). we used the absolute maximum of observed value as denominator instead of the observed value in MAPE, when the value is less than 1, removed denominator then solved the problem that the zero value is not defined. and were able to prevent heavier measurement problem. Also, if the absolute maximum of observed value is greater than 1, the evaluation values of mMAPE were compared with those of the other evaluations. With Beijing PM2.5 temperature data and our simulation data, we compared the evaluation values of mMAPE with other evaluations. And we proved that mMAPE can solve the problems that we mentioned.

A Survey of Relationship between Growth, Distribution and Poverty (성장과 분배 및 빈곤의 관계 연구)

  • Yoo, Gyeongjoon
    • KDI Journal of Economic Policy
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    • v.28 no.2
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    • pp.199-237
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    • 2006
  • The relationship between growth and distribution, which has been revealed through many empirical evidences, is that growth is distribution neutral on average and high asset inequality could be a hindrance of economic growth. The growth versus distribution dichotomy is false, as poverty reduction requires blending policy of growth and distribution both theoretically and empirically. At this present, the pro-poor growth policy, which has been recommended by the World Bank, should be urgently needed in Korea to achieve the reduction of absolute poverty through the harmony between growth and distribution. However, it is not easy to expect the reduction of absolute poverty if the Korean government, in means of reducing absolute inequality, pursues anti-polarization policy. Specifically, we cannot deny the existence of negative correlation between absolute poverty and absolute inequality on average.

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On the absolute maximum dynamic response of a beam subjected to a moving mass

  • Lotfollahi-Yaghin, Mohammad Ali;Kafshgarkolaei, Hassan Jafarian;Allahyari, Hamed;Ghazvini, Taher
    • Structural Engineering and Mechanics
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    • v.54 no.1
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    • pp.55-67
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    • 2015
  • Taking the mid-span/center-point of the structure as the reference point of capturing the maximum dynamic response is very customary in the available literature of the moving load problems. In this article, the absolute maximum dynamic response of an Euler-Bernoulli beam subjected to a moving mass is widely investigated for various boundary conditions of the base beam. The response of the beam is obtained by utilizing a robust numerical method so-called OPSEM (Orthonormal Polynomial Series Expansion Method). It is underlined that the absolute maximum dynamic response of the beam does not necessarily take place at the mid-span of the beam and thus the conventional analysis needs modifications. Therefore, a comprehensive parametric survey of the base beam absolute maximum dynamic response is represented in which the contribution of the velocity and weight of the moving inertial objects are scrutinized and compared to the conventional version (maximum at mid-span).

Real-Time Relative Navigation with Integer Ambiguity

  • Shim, Sun-Hwa;Park, Sang-Young;Choi, Kyu-Hong
    • Bulletin of the Korean Space Science Society
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    • 2008.10a
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    • pp.34.3-34.3
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    • 2008
  • Relative navigation system is presented using measurements from a single-channel global positioning system (GPS) simulator. The objective of this study is to provide real-time relative navigation results as well as absolute navigation results for two formation flying satellites separated about 1km in low earth orbit. To improve the performance, more accurate dynamic model and modified relative measurement model are developed. This modified method prevents non-linearity of the measurement model from degrading precision by applying linearization about the states from absolute navigation algorithm not about a priori states. Furthermore, absolute states are obtained using ion-free GRAPHIC pseudo-ranges and precise relative states are provided using double differential carrier-phase data based on Extended Kalman Filter. The software-based simulation is performed and achieved meter-level precision for absolute navigation and millimeter-level precision for relative navigation. The absolute and relative accuracies at steady state are about 0.77m and 4mm respectively (3D, r.m.s.). In addition, Integer ambiguity algorithm (LAMBDA method) improves simulation performances.

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Study on the Frame Structure Modeling of the Beam Element Formulated by Absolute Nodal Coordinate Approach

  • Takahashi Yoshitaka;Shimizu Nobuyuki;Suzuki Kohei
    • Journal of Mechanical Science and Technology
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    • v.19 no.spc1
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    • pp.283-291
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    • 2005
  • Accurate seismic analyses of large deformable moving structures are still unsolved problems in the field of earthquake engineering. In order to analyze these problems, the nonlinear finite element method formulated by the absolute nodal coordinate approach is noticed. Because, this formulation has several advantages over the standard procedures on mass matrix, elastic forces and damping forces in the case of large displacement problems. But, it has not been fully studied to build frame structure models by using beam elements in the absolute nodal coordinate formulation. In this paper, we propose the connecting method of the beam elements formulated by the absolute nodal coordinate. The coordinate transformation matrix of this element is introduced into the frame structure. This beam element has the characteristic that the mass matrix and bending stiffiness matrix are constant even if in the case of large displacement problems, and this characteristic is being kept after the transformation. In order to verify the proposed method, we show the numerical simulation results of frame structures for a vibration problem and a large displacement problem.

The Case Study for the Development of Conception of a Graph and the Formula with the absolute value through the Mathematical Modeling (절댓값 기호를 포함한 알차함수와 그래프의 개념발달에 관한 수학적 모델링 사례연구)

  • Shin, Kyung-Hee;Kim, Yeon-Ji
    • The Mathematical Education
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    • v.50 no.2
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    • pp.165-184
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    • 2011
  • The purpose of this study is to detect the possibility of the development of conception of a graph and the formula with the absolute value through context questions, and also to investigate the effectiveness of the each step of the mathematical modeling activities in helping students to have the conception. The research was conducted to analyze the process of development of the mathematical conception by applying the mathematical modeling activities two times to subjects of two academic high school students in the first grade. The results of the study are as follows: Firstly, the subjects were able to comprehend the geometric conception of the absolute value and to make the graph and the formula with the sign of the absolute value by utilizing the condition of the question. Secondly, the researcher set five steps of the intentional mathematical model in order to arouse the effective mathematical notion and each step performed a role in guiding the subjects through the mathematical thinking process in consecutive order; consequently, it was efficacious in developing the conception.

Study on Coastal Terrace and Uplift Rate in the West and South Coasts of South Korea (서해안 및 남해안의 해안단구 연구와 융기율)

  • Park, Chung-Sun;Kihm, You Hong;Nahm, Wook-Hyun;Lee, Gwang-Ryul
    • Journal of The Geomorphological Association of Korea
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    • v.25 no.4
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    • pp.49-62
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    • 2018
  • This study tries to reveal uplift rates inferred from relative and absolute ages on coastal terrace in the West and South Coasts of South Korea. Uplift rate from relative ages on Pleistocene coastal terrace in the West Coast rangesfrom approximately 0.059 to 0.282 m/ky, while a range of approximately 0.020~0.385 m/ky is calculated from the South Coast, suggesting that the South Coast shows higher rate than the West Coast. Based on absolute ages on coastal terrace during MIS 5 in the South Coast, on the other hand, the uplift rates 1 and 4 have ranges of approximately 0.042~0.062 m/ky and 0.051~0.087 m/ky, respectively, indicating that uplift rate in the South Coast is one-third to one-fourth to that in the East Coast. No research on absolute ages in West Coast terrace and lack of relative and absolute ages in the West and South Coasts are considered as the limit in this study.