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A Study on Automated Stock Trading based on Volatility Strategy and Fear & Greed Index in U.S. Stock Market (미국주식 매매의 변동성 전략과 Fear & Greed 지수를 기반한 주식 자동매매 연구)

  • Sunghyuck Hong
    • Advanced Industrial SCIence
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    • v.2 no.3
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    • pp.22-28
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    • 2023
  • In this study, we conducted research on the automated trading of U.S. stocks through a volatility strategy using the Fear and Greed index. Volatility in the stock market is a common phenomenon that can lead to fluctuations in stock prices. Investors can capitalize on this volatility by implementing a strategy based on it, involving the buying and selling of stocks based on their expected level of volatility. The goal of this thesis is to investigate the effectiveness of the volatility strategy in generating profits in the stock market.This study employs a quantitative research methodology using secondary data from the stock market. The dataset comprises daily stock prices and daily volatility measures for the S&P 500 index stocks. Over a five-year period spanning from 2016 to 2020, the stocks were listed on the New York Stock Exchange (NYSE). The strategy involves purchasing stocks from the low volatility group and selling stocks from the high volatility group. The results indicate that the volatility strategy yields positive returns, with an average annual return of 9.2%, compared to the benchmark return of 7.5% for the sample period. Furthermore, the findings demonstrate that the strategy outperforms the benchmark return in four out of the five years within the sample period. Particularly noteworthy is the strategy's performance during periods of high market volatility, such as the COVID-19 pandemic in 2020, where it generated a return of 14.6%, as opposed to the benchmark return of 5.5%.

Multi-Object Goal Visual Navigation Based on Multimodal Context Fusion (멀티모달 맥락정보 융합에 기초한 다중 물체 목표 시각적 탐색 이동)

  • Jeong Hyun Choi;In Cheol Kim
    • KIPS Transactions on Software and Data Engineering
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    • v.12 no.9
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    • pp.407-418
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    • 2023
  • The Multi-Object Goal Visual Navigation(MultiOn) is a visual navigation task in which an agent must visit to multiple object goals in an unknown indoor environment in a given order. Existing models for the MultiOn task suffer from the limitation that they cannot utilize an integrated view of multimodal context because use only a unimodal context map. To overcome this limitation, in this paper, we propose a novel deep neural network-based agent model for MultiOn task. The proposed model, MCFMO, uses a multimodal context map, containing visual appearance features, semantic features of environmental objects, and goal object features. Moreover, the proposed model effectively fuses these three heterogeneous features into a global multimodal context map by using a point-wise convolutional neural network module. Lastly, the proposed model adopts an auxiliary task learning module to predict the observation status, goal direction and the goal distance, which can guide to learn the navigational policy efficiently. Conducting various quantitative and qualitative experiments using the Habitat-Matterport3D simulation environment and scene dataset, we demonstrate the superiority of the proposed model.

Association of Korean Medicine Pattern Identifications and Liver Blood Markers with the Severity of Cognitive Impairment in an Elderly Population (경도인지장애와 경도치매 단계에서의 한의 변증 및 간 혈액지표 연관성 탐색 연구)

  • Kahye Kim;Jiyun Cha;Seul Gee Kim;Hyung-Won Kang;Yeoung-Su Lyu;In Chul Jung;Jaeuk U. Ki
    • Journal of Oriental Neuropsychiatry
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    • v.34 no.3
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    • pp.141-150
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    • 2023
  • Objectives: This study aimed to comprehend the characteristics of Korean medicine patterns in relation to varying degrees of cognitive impairment in an elderly population. Methods: The dataset included 127 elderly individuals with cognitive impairment obtained from three Korean medicine hospitals between 2018 and 2021. The participants were categorized into two groups based on Clinical Dementia Rating-Sum of Boxes (CDR-SB) scores: those with questionable impairment (QI) and those with very mild dementia (VMD). A diagnostic framework for Korean medicine patterns encompassing Qi deficiency, Yin deficiency, Phlegm dampness, and Heat-fire was employed. Liver blood markers, including aspartate aminotransferase (AST), alanine aminotransferase (ALT), and the AST/ALT ratio, were also analyzed. Results: The scores of the cognitive assessment tools (MoCA-K, MMSE-DS, and K-IADL) of the QI group significantly differed from those of the VMD group. CDR-SB exhibited a positive correlation with the scores of each pattern of Qi deficiency, Yin deficiency, Phlegm dampness, and Heat-fire, whereas ALT and AST values displayed negative correlations. Binomial logistic analysis, controlling for potential confounders, such as age, education years, body mass index, the presence of chronic disease, and the presence of medication, verified that the VMD group showed higher pattern scores and lower ALT and AST values than the QI group. Conclusions: Increases in pattern scores along with decreased AST and ALT levels might be indicative of more severe cognitive impairment.

Enhancing CT Image Quality Using Conditional Generative Adversarial Networks for Applying Post-mortem Computed Tomography in Forensic Pathology: A Phantom Study (사후전산화단층촬영의 법의병리학 분야 활용을 위한 조건부 적대적 생성 신경망을 이용한 CT 영상의 해상도 개선: 팬텀 연구)

  • Yebin Yoon;Jinhaeng Heo;Yeji Kim;Hyejin Jo;Yongsu Yoon
    • Journal of radiological science and technology
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    • v.46 no.4
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    • pp.315-323
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    • 2023
  • Post-mortem computed tomography (PMCT) is commonly employed in the field of forensic pathology. PMCT was mainly performed using a whole-body scan with a wide field of view (FOV), which lead to a decrease in spatial resolution due to the increased pixel size. This study aims to evaluate the potential for developing a super-resolution model based on conditional generative adversarial networks (CGAN) to enhance the image quality of CT. 1761 low-resolution images were obtained using a whole-body scan with a wide FOV of the head phantom, and 341 high-resolution images were obtained using the appropriate FOV for the head phantom. Of the 150 paired images in the total dataset, which were divided into training set (96 paired images) and validation set (54 paired images). Data augmentation was perform to improve the effectiveness of training by implementing rotations and flips. To evaluate the performance of the proposed model, we used the Peak Signal-to-Noise Ratio (PSNR), Structural Similarity Index Measure (SSIM) and Deep Image Structure and Texture Similarity (DISTS). Obtained the PSNR, SSIM, and DISTS values of the entire image and the Medial orbital wall, the zygomatic arch, and the temporal bone, where fractures often occur during head trauma. The proposed method demonstrated improvements in values of PSNR by 13.14%, SSIM by 13.10% and DISTS by 45.45% when compared to low-resolution images. The image quality of the three areas where fractures commonly occur during head trauma has also improved compared to low-resolution images.

A Study on Effective Adversarial Attack Creation for Robustness Improvement of AI Models (AI 모델의 Robustness 향상을 위한 효율적인 Adversarial Attack 생성 방안 연구)

  • Si-on Jeong;Tae-hyun Han;Seung-bum Lim;Tae-jin Lee
    • Journal of Internet Computing and Services
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    • v.24 no.4
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    • pp.25-36
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    • 2023
  • Today, as AI (Artificial Intelligence) technology is introduced in various fields, including security, the development of technology is accelerating. However, with the development of AI technology, attack techniques that cleverly bypass malicious behavior detection are also developing. In the classification process of AI models, an Adversarial attack has emerged that induces misclassification and a decrease in reliability through fine adjustment of input values. The attacks that will appear in the future are not new attacks created by an attacker but rather a method of avoiding the detection system by slightly modifying existing attacks, such as Adversarial attacks. Developing a robust model that can respond to these malware variants is necessary. In this paper, we propose two methods of generating Adversarial attacks as efficient Adversarial attack generation techniques for improving Robustness in AI models. The proposed technique is the XAI-based attack technique using the XAI technique and the Reference based attack through the model's decision boundary search. After that, a classification model was constructed through a malicious code dataset to compare performance with the PGD attack, one of the existing Adversarial attacks. In terms of generation speed, XAI-based attack, and reference-based attack take 0.35 seconds and 0.47 seconds, respectively, compared to the existing PGD attack, which takes 20 minutes, showing a very high speed, especially in the case of reference-based attack, 97.7%, which is higher than the existing PGD attack's generation rate of 75.5%. Therefore, the proposed technique enables more efficient Adversarial attacks and is expected to contribute to research to build a robust AI model in the future.

Study on the Prediction of Motion Response of Fishing Vessels using Recurrent Neural Networks (순환 신경망 모델을 이용한 소형어선의 운동응답 예측 연구)

  • Janghoon Seo;Dong-Woo Park;Dong Nam
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.29 no.5
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    • pp.505-511
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    • 2023
  • In the present study, a deep learning model was established to predict the motion response of small fishing vessels. Hydrodynamic performances were evaluated for two small fishing vessels for the dataset of deep learning model. The deep learning model of the Long Short-Term Memory (LSTM) which is one of the recurrent neural network was utilized. The input data of LSTM model consisted of time series of six(6) degrees of freedom motions and wave height and the output label was selected as the time series data of six(6) degrees of freedom motions. The hyperparameter and input window length studies were performed to optimize LSTM model. The time series motion response according to different wave direction was predicted by establised LSTM. The predicted time series motion response showed good overall agreement with the analysis results. As the length of the time series increased, differences between the predicted values and analysis results were increased, which is due to the reduced influence of long-term data in the training process. The overall error of the predicted data indicated that more than 85% of the data showed an error within 10%. The established LSTM model is expected to be utilized in monitoring and alarm systems for small fishing vessels.

Seasonal Changes in the Microbial Communities on Lettuce (Lactuca sativa L.) in Chungcheong-do, South Korea

  • Woojung Lee;Min-Hee Kim;Juyeon Park;You Jin Kim;Eiseul Kim;Eun Jeong Heo;Seung Hwan Kim;Gyungcheon Kim;Hakdong Shin;Soon Han Kim;Hae-Yeong Kim
    • Journal of Microbiology and Biotechnology
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    • v.33 no.2
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    • pp.219-227
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    • 2023
  • Lettuce is one of the most consumed vegetables worldwide. However, it has potential risks associated with pathogenic bacterial contamination because it is usually consumed raw. In this study, we investigated the changes in the bacterial community on lettuce (Lactuca sativa L.) in Chungcheong-do, South Korea, and the prevalence of foodborne pathogens on lettuce in different seasons using 16S rRNA gene-based sequencing. Our data revealed that the Shannon diversity index showed the same tendency in term of the number of OTUs, with the index being greatest for summer samples in comparison to other seasons. Moreover, the microbial communities were significantly different between the four seasons. The relative abundance of Actinobacteriota varied according to the season. Family Micrococcaceae was most dominant in all samples except summer, and Rhizobiaceae was predominant in the microbiome of the summer sample. At the genus level, the relative abundance of Bacillus was greatest in spring samples, whereas Pseudomonas was greatest in winter samples. Potential pathogens, such as Staphylococcus and Clostridium, were detected with low relative abundance in all lettuce samples. We also performed metagenome shotgun sequencing analysis on the selected summer and winter samples, which were expected to be contaminated with foodborne pathogens, to support 16S rRNA gene-based sequencing dataset. Moreover, we could detect seasonal biomarkers and microbial association networks of microbiota on lettuce samples. Our results suggest that seasonal characteristics of lettuce microbial communities, which include diverse potential pathogens, can be used as basic data for food safety management to predict and prevent future outbreaks.

A Study on Machine Learning-Based Real-Time Automated Measurement Data Analysis Techniques (머신러닝 기반의 실시간 자동화계측 데이터 분석 기법 연구)

  • Jung-Youl Choi;Jae-Min Han;Dae-Hui Ahn;Jee-Seung Chung;Jung-Ho Kim;Sung-Jin Lee
    • The Journal of the Convergence on Culture Technology
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    • v.9 no.1
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    • pp.685-690
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    • 2023
  • It was analyzed that the volume of deep excavation works adjacent to existing underground structures is increasing according to the population growth and density of cities. Currently, many underground structures and tracks are damaged by external factors, and the cause is analyzed based on the measurement results in the tunnel, and measurements are being made for post-processing, not for prevention. The purpose of this study is to analyze the effect on the deformation of the structure due to the excavation work adjacent to the urban railway track in use. In addition, the safety of structures is evaluated through machine learning techniques for displacement of structures before damage and destruction of underground structures and tracks due to external factors. As a result of the analysis, it was analyzed that the model suitable for predicting the structure management standard value time in the analyzed dataset was a polynomial regression machine. Since it may be limited to the data applied in this study, future research is needed to increase the diversity of structural conditions and the amount of data.

Implementation of AI-based Object Recognition Model for Improving Driving Safety of Electric Mobility Aids (전동 이동 보조기기 주행 안전성 향상을 위한 AI기반 객체 인식 모델의 구현)

  • Je-Seung Woo;Sun-Gi Hong;Jun-Mo Park
    • Journal of the Institute of Convergence Signal Processing
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    • v.23 no.3
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    • pp.166-172
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    • 2022
  • In this study, we photograph driving obstacle objects such as crosswalks, side spheres, manholes, braille blocks, partial ramps, temporary safety barriers, stairs, and inclined curb that hinder or cause inconvenience to the movement of the vulnerable using electric mobility aids. We develop an optimal AI model that classifies photographed objects and automatically recognizes them, and implement an algorithm that can efficiently determine obstacles in front of electric mobility aids. In order to enable object detection to be AI learning with high probability, the labeling form is labeled as a polygon form when building a dataset. It was developed using a Mask R-CNN model in Detectron2 framework that can detect objects labeled in the form of polygons. Image acquisition was conducted by dividing it into two groups: the general public and the transportation weak, and image information obtained in two areas of the test bed was secured. As for the parameter setting of the Mask R-CNN learning result, it was confirmed that the model learned with IMAGES_PER_BATCH: 2, BASE_LEARNING_RATE 0.001, MAX_ITERATION: 10,000 showed the highest performance at 68.532, so that the user can quickly and accurately recognize driving risks and obstacles.

Ground Subsidence Risk Grade Prediction Model Based on Machine Learning According to the Underground Facility Properties and Density (기계학습 기반 지하매설물 속성 및 밀집도를 활용한 지반함몰 위험도 예측 모델)

  • Sungyeol Lee;Jaemo Kang;Jinyoung Kim
    • Journal of the Korean GEO-environmental Society
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    • v.24 no.4
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    • pp.23-29
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    • 2023
  • Ground subsidence shows a mechanism in which the upper ground collapses due to the formation of a cavity due to the movement of soil particles in the ground due to the formation of a waterway because of damage to the water supply/sewer pipes. As a result, cavity is created in the ground and the upper ground is collapsing. Therefore, ground subsidence frequently occurs mainly in downtown areas where a large amount of underground facilities are buried. Accordingly, research to predict the risk of ground subsidence is continuously being conducted. This study tried to present a ground subsidence risk prediction model for two districts of ○○ city. After constructing a data set and performing preprocessing, using the property data of underground facilities in the target area (year of service, pipe diameter), density of underground facilities, and ground subsidence history data. By applying the dataset to the machine learning model, it is evaluated the reliability of the selected model and the importance of the influencing factors used in predicting the ground subsidence risk derived from the model is presented.