• Journal of Intelligence and Information Systems
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• v.22 no.4
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• pp.177-192
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• 2016

Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.

• Journal of Physiology & Pathology in Korean Medicine
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• v.20 no.4
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• pp.766-783
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• 2006

This study describes philosophical background regarding '虛' in oriental medicine in an effort to understand the relationships among some of the Eastern philosophy in accordance with differentiated meanings in several resources by analyzing examples of '虛' in Huang Di Nei Jing. The various usages of '虛' used in Huang Di Nei Jing are as follows: naming; condition of pulse; emptiness; '太虛' which was referred universal space by Chinese ; insufficiency, lack or scarcity, deficiency ; and the description of vitality, mental faculties. 外丹修煉(training by external substances) had the attitude do that withdraw the death by taking external materials. The meaning of '虛'in 外丹修煉 is similar to that in oriental medicine in terms of deficiency. That is, both 外丹修煉 and the oriental medicine consider that the death and disease are caused by the deficiency of something. However, there also exists difference between 外丹修煉 and the oriental medicine. 外丹修煉 supplements through withdrawal prohibition due to the characteristic of unchangeability and stern or immortal while oriental medicine provides concrete object of deficiency. 精(essence of life), 氣(ki, functional activity), and fe(vitality) not only have been considered as basic component of human body, but they also have been an important subject of health preservation for longevity with health in Taoism and oriental medicine. In oriental medicine, 精 and 氣 have been perceived as physical basis of human body and 神 as controller. 內丹修煉(Training of internal active substances) 掠nds to return to '虛', the early state of life through individual training, and attempts to withdraw death through continuous recurrence. The oriental medicine and 內丹修煉 held great value of 神 among health preservation of 精, 氣, and 神. They seek theoretical basis from philosophical Taoism. However, '虛' in Taoism is different from that in training by internal substances and oriental medicine: '虛' in philosophical Taoism has metaphysical concept which refers overcome of life and death, but '虛' in 內丹修煉 and oriental medicine have empirical concept. '太虛' is considered as formless space where it is emp Dut filled with 氣. It is conceptualized with the premise of the relevant adaptation of human body to natural environment theory referring that the interaction between the heaven and the earth makes changes; all creation is originated , and human is affected by the interaction of the heaven and the earth. Furthermore, in $\ulcorner$運氣七篇$\lrcorner$ (Seven chapters described about the five circuit phases and the six atmospheric influences), the expression that the earth is in the center of '太虛' and huge amount of 氣 supports it proves that $\ulcorner$運氣七篇$\lrcorner$ adapts '渾天設'(Chaotic universe thee). In Taoism, '虛' is the grounds where all creation is generated in the optimal condition of Tao. As regards the aspect of mentality, it is the condition in which one can free from the dualistic concepts such as right and wrong, beauty and ugliness, life and death, and so on. Although the ultimate goal of oriental medicine, the achievement of longevity without sickness, might contrast with the Taoist belief that perceives life and death as the natural phenomena or the flowing of the 氣, and eliminates all international, the idea of Taoism that one should live substantial life with naivety, and make Harmony with the nature might be influential to the oriental medicine.

• (The) Research of the performance art and culture
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• no.39
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• pp.669-700
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• 2019

Farmers' band music is a religious ritual in Korea. It is a solemn ritual to exhibit the auspicious holiness of the people to the God. Most of the ritual is accomplished by music. The music of the farmers 'band, in this sense, has its meaning as the expression of holiness by sound. In this paper, I will explore the principle to make various rhythms of farmers' band music, especially focusing on the chaegut (lit. "stroke music"). It is very symbolic because the name of the music shows the strokes of the gong, called jing, in a rhythmic phrase. In this sense, the chaegut is man-made music based on the specific principles in accordance with the strokes of the gong. Among many chaegut rhythms, samchae (lit. "three strokes") to chilchae (lit. "seven strokes") are the main rhythms. They were made after the principle of 'forward with drums, backward with gongs' in Five way procession. It the basic principle of military procession from the early Joseon Dynasty. The procession follows with the sound of the drums and gongs. There was always a principle of "five strokes" to control the procession. The "five strokes" became the basis of the making of chaegut rhythms. The rhythms of the samchae to chilchae are based on the rhythm of samchae. The samchae has three gong strokes in a cycle, which exhibits the chaotic moment with the rhythmic noise. The name of the rhythm exhibits the correspondence of the signifiant, that is the name "three strokes" and the signifié, that is the real three strokes of gongs in music. Other four rhythms has made up from the samchae with half cycles are added in accordance with the strokes of the gongs. In this way, the chaegut shows the principle of "five strokes" in the military procession. The rhythm of ochae jilgut is a mixture of ochae (lit. "five strokes") and jilgut (lit. "road music") which is usually performed on the road to a mountain shrine. The musical structure of ochae jilgut corresponds to the colotomic structure of Southeast Asian music and the 15th-century music of old musical scores. The rhythm of gilgunak chilchae is a mixture of gilgunak (lit. "road military music") and chilchae (lit. "seven strokes"). The rhythmic structure is similar to other regional music, sijo ("short song") of the literati music and norae garak (lit. "some melody") of the shaman music. In sum, the chaegut is very artistic music made from the military procession of the Joseon Dynasty. The name of the rhythm corresponds with the strokes of the gong in a cycle. In this way, the chaegut shows the principle of music-making to exhibit the ritual characteristics of the Korean people.

• Sim-seong Yeon-gu
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• v.38 no.2
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• pp.269-304
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• 2023

The purpose of this paper is to present the psychological meaning of the creation myths by utilizing related myths, analysand's dreams, active imagination, and artwork to reveal the creative function of the unconscious. The creation myth is the phenomenon of projection when a new order is demanded in the chaotic phase of personal and human history. Depending on the attitude of the ego, it can be a sign of a reconstruction/alteration of consciousness or an invasion. Related literature such as Jung, von Franz, Neumann, Harding, and Edinger, domestic papers, and case reports are introduced to identify the background for this research. The psychological meaning of 'darkness' in creation myths is regarded as unconscious that is too dark to see. The Eskimo creation myth and an analysand's dreams of being blind and wandering in darkness are discussed in relation to nigredo in Alchemy. The psychological meaning of 'massa confusa' regards Uroboros, pleroma, early childhood experience, and a psychological womb in which everything is contained in one. With related myths and unconscious materials, a discussion is followed on how this realm can be a precursor of creation but also be trapped in an abyss. The psychological meaning of 'separation of world parent' is related to splitting one into two when unconscious contexts were touched before it became consciousness. Related myths, 'the world created between heaven and earth,' 'celestial being descending to the earth,' and 'the legend of relocation of a mountain,' as well as clinical material, are examined. Then this paper discusses the clinical implications of the separation of heaven and earth occurring on its own, that the creator's emotional aspects, such as loneliness and anxiety, are involved, and that delayed separation leads to the death of creatura and sudden separation leads to the death of the chaos. Then, the meaning of 'separation of world parent' is discussed in relation with separatio, the alchemical process of acquiring light/consciousness from darkness/unconsciousness. The psychological meaning of the creation of 'land/island' refers to the emergence of consciousness, the contents of the unconscious material into the realm of the ego. Related myths, such as the 'body of the monster/dragon becoming land' and analysand's dreams, are introduced, referring to the embodiment of Mercurius. This is followed by discussing related myths in creating the land to coagulatio in alchemy and utilizing creative work such as active imagination, art, music, and dance that can coagulate or concretize unconscious material in clinical approaches. Finally, myths of resurfaced land after the Flood or the complete destruction of the world in relation to the reconstruction of ego are discussed with related clinical material to show the importance of the analyst/therapist/supervisor's mental stability and capacity.