• Title/Summary/Keyword: equivalence problem

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Prediction of the Movement Directions of Index and Stock Prices Using Extreme Gradient Boosting (익스트림 그라디언트 부스팅을 이용한 지수/주가 이동 방향 예측)

  • Kim, HyoungDo
    • The Journal of the Korea Contents Association
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    • v.18 no.9
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    • pp.623-632
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    • 2018
  • Both investors and researchers are attentive to the prediction of stock price movement directions since the accurate prediction plays an important role in strategic decision making on stock trading. According to previous studies, taken together, one can see that different factors are considered depending on stock markets and prediction periods. This paper aims to analyze what data mining techniques show better performance with some representative index and stock price datasets in the Korea stock market. In particular, extreme gradient boosting technique, proving itself to be the fore-runner through recent open competitions, is applied to the prediction problem. Its performance has been analyzed in comparison with other data mining techniques reported good in the prediction of stock price movement directions such as random forests, support vector machines, and artificial neural networks. Through experiments with the index/price datasets of 12 years, it is identified that the gradient boosting technique is the best in predicting the movement directions after 1 to 4 days with a few partial equivalence to the other techniques.

The Research of Commercial HTPB Polymer Binder Characteristics for Castable Plastic Bonded Explosive (주조형 복합화약용 HTPB 고분자 바인더의 상용모델 특성연구)

  • Lee, Seung-Jae;Kim, Jae-Woo;Park, Jong-Wan
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2011.11a
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    • pp.441-444
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    • 2011
  • Type A and Type B and are commercial HTPB models, which are very popular prepolymer for polyurethane binder family. So the study has been performed on the physical, chemical characteristic of HTPB and viscosity, mechanical property of PBX-A applying to HTPB. But We excluded the Type A from Appication test, because of law Hydroxyl value. And in the case of Type B, Type B-1, 2 has mechanical disadvatage to apply to HTPB in the process comparing with B-3. It seems to make no problem if we change equivalence ratio or curing condition within standards. But if we are to apply process condition like R-45HT(US-sample), it would be essential to apply HTPB with higher Hydroxyl Value and hydroxyl Functionality.

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Fun Labor and User Identity of Virtual Worlds (가상세계의 재미노동과 사용자 정체성)

  • Lyou, Chul-Gyun;Shin, Sae-Mi
    • The Journal of the Korea Contents Association
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    • v.7 no.8
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    • pp.182-190
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    • 2007
  • Virtual world is the 3D graphical interactive environment that networked by electronic communications. Virtual Worlds offered flow experience for a long time to their users. They blur the boundaries of work and play, so bring out the concept of Fun Labor. If we can accept the principle of equivalence between Fun Labor and Real Labor, the Fun Labor may be one of the solutions of the large unemployment problem in the information society. And the Fun Labor is the new type of labor that corresponds the subjectivity of users who want interesting experience as much as they spend money and times. This situation means that the users of Virtual worlds are structuring the identities as the Residents who act the Fun Labor. It'll be very important to examine the social effects of this situation.

Lateral Stiffness of Steel Moment Frames Having Dogbone Seismic Connection (독본(dogbone) 내진접합부를 갖는 철골 모멘트골조의 횡강성 평가)

  • 이철호
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.15 no.4
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    • pp.639-647
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    • 2002
  • A simplified analytical procedure is presented to estimate the reduction of elastic lateral stiffness of steel moment frames arising from the radius-cut dogbone weakening. With the original radius-cut dogbone shape, it is almost impossible or too complicated to integrate analytically the mathematical expressions encountered when applying the conjugate beam method to compute the beam deflection component. In this study, the problem is circumvented by replacing the original radius-cut dogbone with an equivalent dogbone of constant width. The equivalence between the two is established by imposing an equal dogbone elongation criterion. This approach is justified by using a calibrated finite clement analysis. Then, the elastic lateral deflection components from the column, panel zone, and beam are derived for a typical beam-column subassembly. The derived results can be used to evaluate the reduction of the frame lateral stiffness. Case studies conducted within some practical ranges of frame configurations show that the reduction in frame lateral stiffness due to the presence of dogbone cut is on the order of 1 to 2 percent and is reasonably negligible in practical sense.

PILOT INJECTION OF DME FOR IGNITION OF NATURAL GAS AT DUAL FUEL ENGINE-LIKE CONDITIONS

  • MORSY M. H.;AHN D. H.;CHUNG S. H.
    • International Journal of Automotive Technology
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    • v.7 no.1
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    • pp.1-7
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    • 2006
  • The ignition delay of a dual fuel system has been numerically investigated by adopting a constant volume chamber as a model problem simulating diesel engine relevant conditions. A detailed chemical kinetic mechanism, consisting of 28 species and 135 elementary reactions, of dimethyl ether (DME) with methane ($CH_{4}$) sub-mechanism has been used in conjunction with the multi-dimensional reactive flow KIVA-3V code to simulate the autoignition process. The start of ignition was defined as the moment when the maximum temperature in the combustion vessel reached to 1900 K with which a best agreement with existing experiment was achieved. Ignition delays of liquid DME injected into air at various high pressures and temperatures compared well with the existing experimental results in a combustion bomb. When a small quantity of liquid DME was injected into premixtures of $CH_{4}$/air, the ignition delay times of the dual fuel system are longer than that observed with DME only, especially at higher initial temperatures. The variation in the ignition delay between DME only and dual fuel case tend to be constant for lower initial temperatures. It was also found that the predicted values of the ignition delay in dual fuel operation are dependent on the concentration of the gaseous $CH_{4}$ in the chamber charge and less dependent on the injected mass of DME. Temperature and equivalence ratio contours of the combustion process showed that the ignition commonly starts in the boundary at which near stoichiometric mixtures could exists. Parametric studies are also conducted to show the effect of additive such as hydrogen peroxide in the ignition delay. Apart from accurate predictions of ignition delay, the coupling between multi-dimensional flow and multi-step chemistry is essential to reveal detailed features of the ignition process.

Static Type Inference Based on Static Single Assignment for Bytecode (바이트코드를 위한 정적 단일 배정문 기반의 정적 타입 추론)

  • Kim Ji-Min;Kim Ki-Tea;Kim Je-Min;Yoo Weon-Hee
    • Journal of the Korea Society of Computer and Information
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    • v.11 no.4 s.42
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    • pp.87-96
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    • 2006
  • Although bytecode has many good features, it has slow execution speed and it is not an ideal representation for program analysis or optimization. For analysises and optimizations. bytecode must be translated to a Static Single Assignment Form(SSA Form) But when bytecode is translated a SSA Form it has lost type informations of son variables. For resolving these problem in this paper, we create extended control flow graph on bytecode. Also we convert the control flow graph to SSA Form for static analysis. Calculation about many informations such as dominator, immediate dominator. dominance frontier. ${\phi}$-Function. renaming are required to convert to SSA Form. To obtain appropriate type for generated SSA Form, we proceed the followings. First. we construct call graph and derivation graph of classes. And the we collect information associated with each node. After finding equivalence nodes and constructing Strongly Connected Component based on the collected informations. we assign type to each node.

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A Tree-structured XPath Query Reduction Scheme for Enhancing XML Query Processing Performance (XML 질의의 수행성능 향상을 위한 트리 구조 XPath 질의의 축약 기법에 관한 연구)

  • Lee, Min-Soo;Kim, Yun-Mi;Song, Soo-Kyung
    • The KIPS Transactions:PartD
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    • v.14D no.6
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    • pp.585-596
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    • 2007
  • XML data generally consists of a hierarchical tree-structure which is reflected in mechanisms to store and retrieve XML data. Therefore, when storing XML data in the database, the hierarchical relationships among the XML elements are taken into consideration during the restructuring and storing of the XML data. Also, in order to support the search queries from the user, a mechanism is needed to compute the hierarchical relationship between the element structures specified by the query. The structural join operation is one solution to this problem, and is an efficient computation method for hierarchical relationships in an in database based on the node numbering scheme. However, in order to process a tree structured XML query which contains a complex nested hierarchical relationship it still needs to carry out multiple structural joins and results in another problem of having a high query execution cost. Therefore, in this paper we provide a preprocessing mechanism for effectively reducing the cost of multiple nested structural joins by applying the concept of equivalence classes and suggest a query path reduction algorithm to shorten the path query which consists of a regular expression. The mechanism is especially devised to reduce path queries containing branch nodes. The experimental results show that the proposed algorithm can reduce the time requited for processing the path queries to 1/3 of the original execution time.

A Study on the Errors for the Improved Version of the Virtual Transmission-Line Model (개선된 가상의 전송선로 모델의 오차 연구)

  • 조유선;김세윤;김영식
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.13 no.10
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    • pp.971-981
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    • 2002
  • An open-ended coaxial probe method has been considered as one of effective tools for measuring electrical properties of its contacted material without shaping and fitting. The measured reflection coefficient at the probe's end is able to convert into the corresponding complex permittivity by employing the improved version of virtual transmission-line model Presented by our lab already. But the error of complex permittivity converted by equivalent model increases as the operating frequency ascends high. The errors of complex permittivity in the open-ended coaxial probe can be yielded compositively by the imperfect contact or probe, manufacture error of probe and complex permittivity error of reference material etc. Therefore it is necessary to limit the problem to identify the error causes in high frequency. In this paper, the errors which are resulted from the measurement of reflection coefficient are removed by using the FDTD(Finite-Difference Time-Domain) method, the error causes are limited the conversion model problem. And the error study of the improved conversion model is performed from several viewpoints. At first, the local minimum of parameter to be calculated by the iteration method in the conversion model is checked. At second, the modeling of the equivalent model is checked in the frequency range. From this study, we know the valid range of the improved conversion model.

The Design and Implementation of Automata-based Testing Environments for Multi-thread Java Programs (Java 다중 스레드 프로그램을 위한 오토마타 기반 테스팅 환경의 설계 및 구현)

  • 서희석;정인상;김병만;권용래
    • Journal of KIISE:Software and Applications
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    • v.29 no.12
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    • pp.883-894
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    • 2002
  • Classical deterministic testing controls the execution of concurrent programs based on the equivalence between specifications and programs. However, it is not directly applicable to a situation in which synchronization sequences, being valid but infeasible, are taken into account. To resolve this problem, we had proposed automata-based deterministic testing in our previous works, where a concurrent program is executed according to one of the sequences accepted by the automaton recognizing all sequences semantically equivalent to a given sequence. In this paper, we present the automata-based testing environment for Java multi-thread programs, and we design and implement "Deterministic Executor" in the testing environment. "Deterministic Executor" transforms a Java multi-thread program by applying automata-based deterministic testing, the transformed program presents testing results. "Deterministic Executor" uses "Automata Generator", which generates an equivalent automaton of a test sequence, and "Replay Controller", which controls the execution of programs according to the sequence accepted by the automaton. By illustrating automata-based testing procedures with a gas station example, we show how the proposed approach does works in a Java multi-threaded program.roach does works in a Java multi-threaded program.

An Equality-Based Model for Real-Time Application of A Dynamic Traffic Assignment Model (동적통행배정모형의 실시간 적용을 위한 변동등식의 응용)

  • Shin, Seong-Il;Ran, Bin;Choi, Dae-Soon;Baik, Nam-Tcheol
    • Journal of Korean Society of Transportation
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    • v.20 no.3
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    • pp.129-147
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    • 2002
  • This paper presents a variational equality formulation by Providing new dynamic route choice condition for a link-based dynamic traffic assignment model. The concepts of used paths, used links, used departure times are employed to derive a new link-based dynamic route choice condition. The route choice condition is formulated as a time-dependent variational equality problem and necessity and sufficiency conditions are provided to prove equivalence of the variational equality model. A solution algorithm is proposed based on physical network approach and diagonalization technique. An asymmetric network computational study shows that ideal dynamic-user optimal route condition is satisfied when the length of each time interval is shortened. The I-394 corridor study shows that more than 93% of computational speed improved compared to conventional variational inequality approach, and furthermore as the larger network size, the more computational performance can be expected. This paper concludes that the variational equality could be a promising approach for real-time application of a dynamic traffic assignment model based on fast computational performance.