• Title/Summary/Keyword: band-ratio

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Performance Comparison of Reinforcement Learning Algorithms for Futures Scalping (해외선물 스캘핑을 위한 강화학습 알고리즘의 성능비교)

  • Jung, Deuk-Kyo;Lee, Se-Hun;Kang, Jae-Mo
    • The Journal of the Convergence on Culture Technology
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    • v.8 no.5
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    • pp.697-703
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    • 2022
  • Due to the recent economic downturn caused by Covid-19 and the unstable international situation, many investors are choosing the derivatives market as a means of investment. However, the derivatives market has a greater risk than the stock market, and research on the market of market participants is insufficient. Recently, with the development of artificial intelligence, machine learning has been widely used in the derivatives market. In this paper, reinforcement learning, one of the machine learning techniques, is applied to analyze the scalping technique that trades futures in minutes. The data set consists of 21 attributes using the closing price, moving average line, and Bollinger band indicators of 1 minute and 3 minute data for 6 months by selecting 4 products among futures products traded at trading firm. In the experiment, DNN artificial neural network model and three reinforcement learning algorithms, namely, DQN (Deep Q-Network), A2C (Advantage Actor Critic), and A3C (Asynchronous A2C) were used, and they were trained and verified through learning data set and test data set. For scalping, the agent chooses one of the actions of buying and selling, and the ratio of the portfolio value according to the action result is rewarded. Experiment results show that the energy sector products such as Heating Oil and Crude Oil yield relatively high cumulative returns compared to the index sector products such as Mini Russell 2000 and Hang Seng Index.

Miniaturization of GPS Microstrip Antenna for Small Drone (초소형 드론 탑재용 GPS 대역 마이크로스트립 안테나의 소형화)

  • Kim, Wan-Ki;Woo, Jong-Myung
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.21 no.3
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    • pp.62-72
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    • 2022
  • In this study, a miniaturized GPS band(L1 : 1.575 GHz) antenna that can be mounted on a small drone is proposed. The miniaturization was designed by applying the perturbation method based on the λ/4 microstrip antenna and lengthening the current path at the edge of the patch. The miniaturized antenna was fabricatred such that it could be attached to the surface of styrofoam(εr=1.06, t=10 mm) having a size of 10 mm × 9 mm × 10 mm (0.05 λ × 0.05 λ × 0.05 λ). The thickness and length of the feeding line and the spacing between short stubs were adjusted for impedance matching. S11 was found to be -18.8 dB at the center frequency of the fabricated antenna, 1.575 GHz. The radiation pattern measurement results show that the maximum gain of Eθ is 1.87 dBi in 0 directions in the xz-plane, and that Eθ is an omnidirectional characteristic with an average gain of -1.7 dBi in the yz-plane. It was found that the antenna can be used as an ultra-small microstrip antenna, which can be mounted on a small dron for GPS, and is capable of preserving a reduction ratio of 98.8% as compared to a λ/2 microstrip patch antenna.

Shear-wave elasticity imaging with axial sub-Nyquist sampling (축방향 서브 나이퀴스트 샘플링 기반의 횡탄성 영상 기법)

  • Woojin Oh;Heechul Yoon
    • The Journal of the Acoustical Society of Korea
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    • v.42 no.5
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    • pp.403-411
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    • 2023
  • Functional ultrasound imaging, such as elasticity imaging and micro-blood flow Doppler imaging, enhances diagnostic capability by providing useful mechanical and functional information about tissues. However, the implementation of functional ultrasound imaging poses limitations such as the storage of vast amounts of data in Radio Frequency (RF) data acquisition and processing. In this paper, we propose a sub-Nyquist approach that reduces the amount of acquired axial samples for efficient shear-wave elasticity imaging. The proposed method acquires data at a sampling rate one-third lower than the conventional Nyquist sampling rate and tracks shear-wave signals through RF signals reconstructed using band-pass filtering-based interpolation. In this approach, the RF signal is assumed to have a fractional bandwidth of 67 %. To validate the approach, we reconstruct the shear-wave velocity images using shear-wave tracking data obtained by conventional and proposed approaches, and compare the group velocity, contrast-to-noise ratio, and structural similarity index measurement. We qualitatively and quantitatively demonstrate the potential of sub-Nyquist sampling-based shear-wave elasticity imaging, indicating that our approach could be practically useful in three-dimensional shear-wave elasticity imaging, where a massive amount of ultrasound data is required.

An Analysis of Descriptions about the History of Mathematics in the 2015 Mathematics Textbooks and Teacher Guides for Elementary School Level (2015 초등 수학 교과서 및 지도서의 수학사 기술내용 분석)

  • Park, Mingu
    • Communications of Mathematical Education
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    • v.36 no.1
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    • pp.171-199
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    • 2022
  • In this study, we review contents to supplement the descriptions of the history of mathematics in the 2015 mathematics textbooks and teacher guides for the elementary school level and offer our opinion on them. For this purpose, we conducted a literature review on 24 types of 2015 mathematics textbooks and teacher guides for the elementary school level. The results of this study are as follows: A total of 10 topics were found whose contents were supplemented with descriptions. They were the "Arithmetic of the Ancient Egyptians," the "A'h-mosè Papyrus in Mathematics Textbooks of the Ancient Egyptians," "The Old Akkadian Square Band in Mesopotamia," "The Relationship of the Old Babylonians in Mesopotamia with the Angle," "The Pi of the Ancient Egyptians and the Old Babylonians," "The Square Roots 2 of the Ancient Egyptians and the Old Babylonians," "The Relationship of the Islamites with the Decimal Fraction," "Two Arguments for the Roots of the Golden Ratio," "The Relationship of Archimedes with the Exhaustion Method," and "The Design of Flats." Then, their specific supplements were suggested. It is expected that this will overcome the perspective of the history of the Axial Age and acknowledge and accept the perspective evidencing the transfer of mathematical culture from Ancient Egypt and Old Babylonia to Ancient Greece and Hellenism, and then through Central Asia to Europe.

Development of Suspended Sediment Concentration Measurement Technique Based on Hyperspectral Imagery with Optical Variability (분광 다양성을 고려한 초분광 영상 기반 부유사 농도 계측 기법 개발)

  • Kwon, Siyoon;Seo, Il Won
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.116-116
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    • 2021
  • 자연 하천에서의 부유사 농도 계측은 주로 재래식 채집방식을 활용한 직접계측 방식에 의존하여 비용과 시간이 많이 소요되며 점 계측 방식으로 고해상도의 시공간 자료를 측정하기엔 한계가 존재한다. 이러한 한계점을 극복하기 위해 최근 위성영상과 드론을 활용하여 촬영된 다분광 혹은 초분광 영상을 통해 고해상도의 부유사 농도 시공간분포를 측정하는 기법에 대한 연구가 활발히 진행되고 있다. 하지만, 다른 하천 물리량 계측에 비해 부유사 계측 연구는 하천에 따라 부유사가 비균질적으로 분포하여 원격탐사를 통해 정확하고 전역적인 농도 분포를 재현하기는 어려운 실정이다. 이러한 부유사의 비균질성은 부유사의 입도분포, 광물특성, 침강성 등이 하천에서 다양하게 분포하기 때문이며 이로 인해 부유사는 지역별로 다양한 분광특성을 가지게 된다. 따라서, 본 연구에서는 이러한 영향을 고려한 전역적인 부유사 농도 예측 모형을 개발하기 위해 실내 실험을 통해 부유사 특성별 고유 분광 라이브러리를 구축하고 실규모 수로에서 다양한 부유사 조건에 대한 초분광 스펙트럼과 부유사 농도를 측정하는 실험을 수행하였다. 실제 부유사 농도는 광학 기반 센서인 LISST-200X와 샘플링을 통한 실험실 분석을 통해 계측되었으며, 초분광 스펙트럼 자료는 초분광 카메라를 통해 촬영한 영상에서 부유사 계측 지점에 대한 픽셀의 스펙트럼을 추출하여 구축하였다. 이렇게 생성된 자료들의 분광 다양성을 주성분 분석(Principle Component Analysis; PCA)를 통해 분석하였으며, 부유사의 입도 분포, 부유사 종류, 수온 등과의 상관관계를 통해 분광 특성과 가장 상관관계가 높은 물리적 인자를 규명하였다. 더불어 구축된 자료를 바탕으로 기계학습 기반 주요 특징 선택 알고리즘인 재귀적 특징 제거법 (Recursive Feature Elimination)과 기계학습기반 회귀 모형인 Support Vector Regression을 결합하여 초분광 영상 기반 부유사 농도 예측 모형을 개발하였으며, 이 결과를 원격탐사 계측 연구에서 일반적으로 사용되어 오던 최적 밴드비 분석 (Optimal Band Ratio Analysis; OBRA) 방법으로 도출된 회귀식과 비교하였다. 그 결과, 기존의 OBRA 기반 방법은 비선형성을 증가시켜도 좁은 영역의 파장대만을 고려하는 한계점으로 인해 부유사의 다양한 분광 특성을 반영하지 못하였으며, 본 연구에서 제시한 기계학습 기반 예측 모형은 420 nm~1000 nm에 걸쳐 폭 넓은 파장대를 고려함과 동시에 높은 정확도를 산출하였다. 최종적으로 개발된 모형을 적용해 다양한 유사 조건에 대한 부유사 시공간 분포를 매핑한 결과, 시공간적으로 고해상도의 부유사 농도 분포를 산출하는 것으로 밝혀졌다.

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Effects of the Exercise Training on Aging Heart in Rat I. Long Term Endurance Exercise (운동훈련이 흰쥐 노화심근에 미치는 영향 I. 장기간 지구력 운동 훈련)

  • 박원학;이상선;이용덕
    • Biomedical Science Letters
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    • v.2 no.1
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    • pp.71-90
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    • 1996
  • There is considerable current interest in the effect of regular vigorous exercise and in particular endurance-running as a possible measure in improving myocardial function. Some data indicate that the aging heart may actually suffer from vigorous endurance exercise. On the contrary appropriate exercise in aged animals improves myocardial function and aerobic energy metabolism. So far there is relatively little data to indicate that endurance exercise is in fact beneficial in improving myocardial function or damaging to heart of aged animals. The present investigation aimed to study the possible effect of a long range treadmill training program on the heart in aging rats. Male rats aged 3, 10, and 20 months were divided at random into a control (sedentary) and an exercise group. The training group was exercised for 5 days a week on an automated treadmill for 20minutes at 18m/min over a period of 5 months. The exercise regimen of our experiments did not cause any significant changes in the tissues and ultrastructural as com-pared with sedentary age-matched control. Tissues and ultrastructures of myocardial cells in trained group aged 8 months are intact and well organized as well as sedentary control group. Age associated tissue and ultrastructural changes of trained group aged 15 months included : an increase in transformed mitochondria, vacuoles, lysosomes, lipid droplets and early lipofuscin. But the trained heart did not show significant difference in tissue and ultrastructural properties from those of sedentary controls. Endurance-trained group aged 25 months showed significant qualitative tissue and ultrastructural difference as compared with age-matched controls. In addition to those found in 25 months control group, focal necrosis, myofibril fraying, hypercontraction band, seperation of intercalated discs, degenerating nucleus and infiltration of collagenous fiber into myocyte were noted in trained 25 months group. The stereological examination of the mi-crographs disclosed no significant difference in the myoflbril, mitochondrion, sarcotubule and in-terstitium volume density and surface density of mitochondrial cristae and numerical density of mitochondria between trained and control group aged 8 and 15 months. In the trained 25 months group, significant increase in volume density of interstitium, lipofucsin granule were shown as compared to untrained age-matched control. On the other hand, significant decrease in mitochondrion volume density was shown. The myofibril volume density did not differ between trained and control group although trained group showed slight increase. From the data obtained a reduced mitochondria/myofibrils ratio was found in trained rat heart aged 25 months and there was no difference between trained and control rat aged 15 months. But a slight but not significant increase was found in the trained group aged 8 months as compared with same age control group. Such increase in the ratio in young animals is considered to be of great importance to cardiac pumping and adaptability. Whereas such adaptations don't seem to occur in aged heart muscle. This study proposed that repeated endurance exercise do not cause any significant qualitative and quantitative ultrastructural change of heart muscle in young(3months) and adult (10months) suggesting that the heart is able to adapt to the exercise. On the contrary, the repeated endurance exercise stress may actually induce degenerative changes in the aged heart muscle(20months).

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The effects of Galgŭnhaegit'ang and Won's-Galgŭnhaegit'ang for Taeŭmin on the immune response (태음인(太陰人) 갈근해기탕(葛根解肌湯)과 원특상(元特上)의 갈근해기탕(葛根解肌湯)이 면역반응(免疫反應)에 미치는 영향(影響))

  • Park, Seong-Sik;Ko, Byung-Hee;Song, Il-Byung
    • Journal of Sasang Constitutional Medicine
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    • v.9 no.1
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    • pp.315-337
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    • 1997
  • In order to compare the dffects of $Galg{\breve{u}}nhaegit'ang$(葛根解肌湯) of "Dongeuisusebowon(東醫壽世保元)and Won's(元)-$Galg{\breve{u}}nhaegit'ang$(葛根解肌湯) of "Dongeuisasansinpyun(東醫四象新編)" on the immune respone, Sprague-Dawley male rats were used and randomly divided into four groups. Normal group was under normal condition, Control group was injected i.v. with 2mg/kg Methotrexate(MTX) on the 9th day and 11th day after sensitization with SRBC on the 5th day, $Galg{\breve{u}}nhaegit'ang$ group was fed with 1ml of $Galg{\breve{u}}nhaegit'ang$ and Won's-$Galg{\breve{u}}nhaegit'ang$ group was fed with 1ml of Won's-$Galg{\breve{u}}nhaegit'ang$ by oral during eighteen days. In the 9th day and the 11th day after oral feeding with medication, MTX was injected in tail of rats in order to reduce immune function. Leukocyte count, lymphocyte ratio, lymphocyte count of spleen, lymphocyte count of bone marrow, contact hypersensitivity to DNFB, morphologic change of thymus cell, and electropherogram of serum protein were estimated and compared according to the group. The results are as follows : 1. Before and after MTX injection, leukocyte(WBC) count was increased signigicantly in Won's-$Galg{\breve{u}}nhaegit'ang$ group compared to control group. $Galg{\breve{u}}nhaegit'ang$ group had no significant difference compared to control group. 2. Before and after MTX injection, lymphocyte ratio was not significantly different in Won's-$Galg{\breve{u}}nhaegit'ang$ group and in $Galg{\breve{u}}nhaegit'ang$ group compared to control group. 3. The lymphocyte count of spleen was increased significantly in $Galg{\breve{u}}nhaegit'ang$ group compared to control group and Won's-$Galg{\breve{u}}nhaegit'ang$ group. Won's-$Galg{\breve{u}}nhaegit'ang$ group had no significant difference compared to control group. 4. The lymphocyte count of bone marrow was increased significantly in Won's-$Galg{\breve{u}}nhaegit'ang$ group compared to control group and $Galg{\breve{u}}nhaegit'ang$ group. $Galg{\breve{u}}nhaegit'ang$ group had no significant difference compared to control group. 5. Contact hypersensitivity was increased significantly in Won's-$Galg{\breve{u}}nhaegit'ang$ group compared to other group. $Galg{\breve{u}}nhaegit'ang$ group had no significant difference compared to control groups. 6. In the morphologic change of thymus cell, control group compared to normal group had a indistinct boundary between cortex and medulla and lymphocyte cell density of thymus was low. $Galg{\breve{u}}nhaegit'ang$ group and Won's-$Galg{\breve{u}}nhaegit'ang$ group compared to control group had a definite boundary between cortex and medulla and lymphocyte cell density of thymus was high. 7. In the SDS-PAGE electropherogram of serum protein, Won's-$Galg{\breve{u}}nhaegit'ang$ group had a wide band of nearby 25,000 Dalton, and which meant IgG generated more actively. Considering this results, $Galg{\breve{u}}nhaegit'ang$ group and Won's-$Galg{\breve{u}}nhaegit'ang$ group have an effect on the depression of immune function induced by MTX, and especially Won's-$Galg{\breve{u}}nhaegit'ang$ group has an significant effect than $Galg{\breve{u}}nhaegit'ang$ group.

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Inheritance Study of Male Sterile Transformants Containing Pollen-specific Promoter and Diphtheria Toxin A Gene (수술특이프로모터와 디프테리아 독성 유전자에 의한 웅성불임 형질전환체의 후대 유전분석)

  • Park, Young-Doo;Kim, Hyun-Uk;Park, Beom-Seok;Jin, Yong-Moon
    • Horticultural Science & Technology
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    • v.18 no.3
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    • pp.342-347
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    • 2000
  • The objectives of this study were to investigate the genetic and phenotypic features of male sterile transformants by pollen-specific expression of diphtheria toxin gene and to find out inheritance patterns of transgene to the next generation. When backcrossed (BC) progenies were tested for expression of kanamycin resistance ($Km^R$), 9 lines out of 13 lines, except 4 lines ($BC_{1}5-13,\;BC_{1}5-23,\;BC_{1}5-28,\;BC_{1}5-32$), showed the ratio of $Km^R$ to kanamycin sensitive ($Km^S$), from 1:30 to all $Km^S$. As a result, they were much lower than Mendelian segregation of a dominant gene. To determine whether male sterility is a heritable and stable trait, 5 male sterile plants ($BC_{1}5-13,\;BC_{1}5-14,\;BC_{1}5-23,\;BC_{1}5-32,\;BC_{1}5-33$ lines) which had different transgene copy numbers were backcrossed as female parents with pollens from wild type. To confirm the existence of the DTx-A gene in the genome of the progenies, PCR was conducted using specific primers of the DTx-A coding region. A PCR band of 428 bp was obtained from each generation, which is the predicted size of the DTx-A gene fragment. Trangenes were inherited to the next $BC_4T_0$ progenies and showed male sterility, however, based on the copy numbers of DTx-A gene male sterile plants did not show predicted ratio. When male sterile plants were backcrossed with fertile plants, fruit capsule sizes and seed settings were relatively reduced from those of selfing wild type plants. The fruit sizes and seed settings were reduced in proportion to the increase in the copy number of DTx-A gene.

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Silvicultural and Genetic Studies on Isozyme Patterns in Forest Trees - Inheritance of Leucine Aminopeptidase and Peroxidase Isozymes in ×Pinus taeda·rigida and P. densiflora - (유용임목(有用林木)의 동위효소(同位酵素)에 관(關)한 조림(造林) 및 유전학적(遺傳學的) 연구(硏究) - ×Pinus taeda·rigida와 P. densiflora에 있어서 Leucine Aminopeptidase와 Peroxidase 동위효소(同位酵素)의 유전(遺傳) -)

  • Park, Young Goo;Son, Won Ha
    • Journal of Korean Society of Forest Science
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    • v.43 no.1
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    • pp.39-50
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    • 1979
  • Twelve Pinus taeda were used as mother trees and one P. rigida plus tree was used as pollen tree for 12 cross combinations. Nine P. densiflora plus trees(4 mother and 7 pollen trees) were used as parents for 11 cross combinations. Those parents and 10 progenies were analyzed for LAP of ${\times}$P. taeda rigida hybrid and P. densiflora and for peroxidase of ${\times}$P. taeda rigida. The analysis, based on the banding patterns, indicate three alleles for LAP-A locus(A1, A2, A3) and two alleles for LAP-B locus (B1, B2) in ${\times}$P. taeda rigida hybrids. Chi-square test on the segregation for progenies did not show significant differences. The results indicated good agreement with monohybrid Mendelian inheritance. Independence test for occurrence frequency of 2 alleles(LAP-A3, LAP-B2) illustrated that there is neither linkage nor repulsion relationship between LAP-A3 and LAP-B2 alleles. Three band at LAP-A locus were always exhibited from all parents and their progenies of P. densiflora. However, the occurrence of two bands at LAP-B locus was variable, one bands assumed as homozygous alleles(B2/B2) and two bands as heterozygous alleles(B1/B2). The segregation ratio for progenies of P. densiflora suggested that LAP-B locus may be controlled by two alleles(B1 and B2). Three Peroxidase loci(Px-A, Px-B, Px-C) assumed to be controlled by allozyme in ${\times}$P. taeda rigida hybrid. The Px-B and Px-C loci could not find out the variations from banding patterns of parents and their progenies, while the Px-A locus showed the variations of occurrence frequency by two bands. The segregation ratio for A1/A2 at LAP-A locus suggest that the peroxidase allozymes of ${\times}$P. taeda rigida hybrid appeare to be monomeric products; that is, Px-A locus may be controlled by two alleles (A1 and A2).

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EFFECT OF NERVE GROWTH FACTOR GENE INJECTION ON THE NERVE REGENERATION IN RAT LINGUAL NERVE CRUSH-INJURY MODEL (백서 설신경 압박손상모델에서 신경성장인자 유전자 주입이 신경재생에 미치는 영향)

  • Gao, En-Feng;Chung, Hun-Jong;Ahn, Kang-Min;Kim, Soung-Min;Kim, Yun-Hee;Jahng, Jeong-Won;Lee, Jong-Ho
    • Maxillofacial Plastic and Reconstructive Surgery
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    • v.28 no.5
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    • pp.375-395
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    • 2006
  • Purpose: Lingual nerve (LN) damage may be caused by either tumor resection or injury such as wisdom tooth extraction, Although autologous nerve graft is sometimes used to repair the damaged nerve, it has the disadvantage of necessity of another operation for nerve harvesting. Moreover, the results of nerve grafting is not satisfactory. The nerve growth factor (NGF) is well-known to play a critical role in peripheral nerve regeneration and its local delivery to the injured nerve has been continuously tried to enhance nerve regeneration. However, its application has limitations like repeated administration due to short half life of 30 minutes and an in vivo delivery model must allow for direct and local delivery. The aim of this study was to construct a well-functioning $rhNGF-{\beta}$ adenovirus for the ultimate development of improved method to promote peripheral nerve regeneration with enhanced and extended secretion of hNGF from the injured nerve by injecting $rhNGF-{\beta}$ gene directly into crush-injured LN in rat model. Materials and Methods: $hNGF-{\beta}$ gene was prepared from fetal brain cDNA library and cloned into E1/E3 deleted adenoviral vector which contains green fluorescence protein (GFP) gene as a reporter. After large scale production and purification of $rhNGF-{\beta}$ adenovirus, transfection efficiency and its expression at various cells (primary cultured Schwann cells, HEK293 cells, Schwann cell lines, NIH3T3 and CRH cells) were evaluated by fluorescent microscopy, RT-PCR, ELISA, immunocytochemistry. Furthermore, the function of rhNGF-beta, which was secreted from various cells infected with $rhNGF-{\beta}$ adenovirus, was evaluated using neuritogenesis of PC-12 cells. For in vivo evaluation of efficacy of $rhNGF-{\beta}$ adenovirus, the LNs of 8-week old rats were exposed and crush-injured with a small hemostat for 10 seconds. After the injury, $rhNGF-{\beta}$ adenovirus($2{\mu}l,\;1.5{\times}10^{11}pfu$) or saline was administered into the crushed site in the experimental (n=24) and the control group (n=24), respectively. Sham operation of another group of rats (n=9) was performed without administration of either saline or adenovirus. The taste recovery and the change of fungiform papilla were studied at 1, 2, 3 and 4 weeks. Each of the 6 animals was tested with different solutions (0.1M NaCl, 0.1M sucrose, 0.01M QHCl, or 0.01M HCl) by two-bottle test paradigm and the number of papilla was counted using SEM picture of tongue dorsum. LN was explored at the same interval as taste study and evaluated electro-physiologically (peak voltage and nerve conduction velocity) and histomorphometrically (axon count, myelin thickness). Results: The recombinant adenovirus vector carrying $rhNGF-{\beta}$ was constructed and confirmed by restriction endonuclease analysis and DNA sequence analysis. GFP expression was observed in 90% of $rhNGF-{\beta}$ adenovirus infected cells compared with uninfected cells. Total mRNA isolated from $rhNGF-{\beta}$ adenovirus infected cells showed strong RT-PCR band, however uninfected or LacZ recombinant adenovirus infected cells did not. NGF quantification by ELISA showed a maximal release of $18865.4{\pm}310.9pg/ml$ NGF at the 4th day and stably continued till 14 days by $rhNGF-{\beta}$ adenovirus infected Schwann cells. PC-12 cells exposed to media with $rhNGF-{\beta}$ adenovirus infected Schwann cell revealed at the same level of neurite-extension as the commercial NGF did. $rhNGF-{\beta}$ adenovirus injected experimental groups in comparison to the control group exhibited different taste preference ratio. Salty, sweet and sour taste preference ratio were significantly different after 2 weeks from the beginning of the experiment, which were similar to the sham group, but not to the control group.