• Title/Summary/Keyword: experimental market method

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Rough Set Analysis for Stock Market Timing (러프집합분석을 이용한 매매시점 결정)

  • Huh, Jin-Nyung;Kim, Kyoung-Jae;Han, In-Goo
    • Journal of Intelligence and Information Systems
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    • v.16 no.3
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    • pp.77-97
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    • 2010
  • Market timing is an investment strategy which is used for obtaining excessive return from financial market. In general, detection of market timing means determining when to buy and sell to get excess return from trading. In many market timing systems, trading rules have been used as an engine to generate signals for trade. On the other hand, some researchers proposed the rough set analysis as a proper tool for market timing because it does not generate a signal for trade when the pattern of the market is uncertain by using the control function. The data for the rough set analysis should be discretized of numeric value because the rough set only accepts categorical data for analysis. Discretization searches for proper "cuts" for numeric data that determine intervals. All values that lie within each interval are transformed into same value. In general, there are four methods for data discretization in rough set analysis including equal frequency scaling, expert's knowledge-based discretization, minimum entropy scaling, and na$\ddot{i}$ve and Boolean reasoning-based discretization. Equal frequency scaling fixes a number of intervals and examines the histogram of each variable, then determines cuts so that approximately the same number of samples fall into each of the intervals. Expert's knowledge-based discretization determines cuts according to knowledge of domain experts through literature review or interview with experts. Minimum entropy scaling implements the algorithm based on recursively partitioning the value set of each variable so that a local measure of entropy is optimized. Na$\ddot{i}$ve and Booleanreasoning-based discretization searches categorical values by using Na$\ddot{i}$ve scaling the data, then finds the optimized dicretization thresholds through Boolean reasoning. Although the rough set analysis is promising for market timing, there is little research on the impact of the various data discretization methods on performance from trading using the rough set analysis. In this study, we compare stock market timing models using rough set analysis with various data discretization methods. The research data used in this study are the KOSPI 200 from May 1996 to October 1998. KOSPI 200 is the underlying index of the KOSPI 200 futures which is the first derivative instrument in the Korean stock market. The KOSPI 200 is a market value weighted index which consists of 200 stocks selected by criteria on liquidity and their status in corresponding industry including manufacturing, construction, communication, electricity and gas, distribution and services, and financing. The total number of samples is 660 trading days. In addition, this study uses popular technical indicators as independent variables. The experimental results show that the most profitable method for the training sample is the na$\ddot{i}$ve and Boolean reasoning but the expert's knowledge-based discretization is the most profitable method for the validation sample. In addition, the expert's knowledge-based discretization produced robust performance for both of training and validation sample. We also compared rough set analysis and decision tree. This study experimented C4.5 for the comparison purpose. The results show that rough set analysis with expert's knowledge-based discretization produced more profitable rules than C4.5.

Low-Cost Position Sensorless Switched Relutance Motor Drive Using a Single-Controllable Switch Converter

  • Yang, Hyong-Yeol;Kim, Jae-Hyuck;Krishnan, R.
    • Journal of Power Electronics
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    • v.12 no.1
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    • pp.75-82
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    • 2012
  • Elimination of rotor position sensors mechanically coupled with the rotor shaft is attractive to variable speed drives primarily due to increased system reliability and cost reduction. In this regard, search for a simple and robust position sensorless control has been intensified in past few years specifically for low-cost, high-volume applications such as home appliances. This paper describes a new parameter insensitive position sensorless control for switched reluctance motor (SRM) drives satisfying such a need in this market segment. Two consecutive switch-on times of the controllable switch in hysteresis current control are compared to estimate the rotor position and speed. The proposed sensorless control algorithm is very simple to implement since it does not depend on extensive computation or any additional hardware. In addition, the proposed method is robust in that its dynamic performance is least affected by system parameter variations. The proposed approach is demonstrated on a single-controllable-switch-converter-driven SRM with two-phases that lends itself to a system with low cost and compact packaging which comes close to the intended applications. Analysis and simulation results followed by experimental verification are presented to demonstrate the feasibility of the proposed sensorless control method.

Optimal Design of Ladder Type SAW Filters (사다리형 SAW 필터의 최적 설계)

  • 노용래
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.1
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    • pp.16-24
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    • 1999
  • Design of SAW ladder filters has been performed by a rather trial and error method, that is, by modifying the design variables step by step until designed performance of the filter satisfies given specifications. In this work, optimal design method has been developed that automatically determines the detailed pattern of the SAW ladder filter to meet the specification once desired performance is given. As a first step for the development, the analysis tool for the SAW ladder filter has been produced by means of the Smith equivalent circuit analysis technique, and its validity has been verified through comparison of its calculation result with experimental data. With the analysis tool, we have investigated the performance variation of the filter with the change of its design factors, and the result has led to the optimal design algorithm. Validity and efficiency of the algorithm has been checked through test design of several SAW ladder filter samples on the market.

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Music Recommendation Technique Using Metadata (메타데이터를 이용한 음악 추천 기법)

  • Lee, Hye-in;Youn, Sung-dae
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2018.05a
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    • pp.75-78
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    • 2018
  • Recently, the amount of music that can be heard is increasing exponentially due to the growth of the digital music market. Because of this, online music service users have had difficulty choosing their favorite music and have wasted a lot of time. In this paper, we propose a recommendation technique to minimize the difficulty of selection and to reduce wasted time. The proposed technique uses an item - based collaborative filtering algorithm that can recommend items without using personal information. For more accurate recommendation, the user's preference is predicted by using the metadata of the music source and the top-N music with high preference is finally recommended. Experimental results show that the proposed method improves the performance of the proposed method better than it does when the metadata is not used.

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Application of numerical models to evaluate wind uplift ratings of roofs: Part II

  • Baskaran, A.;Molleti, S.
    • Wind and Structures
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    • v.8 no.3
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    • pp.213-233
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    • 2005
  • Wind uplift rating of roofing systems is based on standardized test methods. Roof specimens are placed in an apparatus with a specified table size (length and width) then subjected to the required wind load cycle. Currently, there is no consensus on the table size to be used by these testing protocols in spite of the fact that the table size plays a significant role in wind uplift performance. Part I of this paper presented a study with the objective to investigate the impact of table size on the performance of roofing systems. To achieve this purpose, extensive numerical experiments using the finite element method have been conducted and benchmarked with results obtained from the experimental work. The present contribution is a continuation of the previous research and can be divided into two parts: (1) Undertake additional numerical simulations for wider membranes that were not addressed in the previous works. Due to the advancement in membrane technology, wider membranes are now available in the market and are used in commercial roofing practice as it reduces installation cost and (2) Formulate a logical step to combine and generalize over 400 numerical tests and experiments on various roofing configurations and develop correction factors such that it can be of practical use to determine the wind uplift resistance of roofs.

Seismic Retrofit in Educational Facilities Using Attaching Composite Material (부착형 복합소재를 이용한 교육시설의 내진보강)

  • Park, Choon-Wook;Song, Geon-Su;Park, Ik-Hyun;Kim, Dong-Hwi
    • Journal of Korean Association for Spatial Structures
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    • v.13 no.3
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    • pp.73-81
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    • 2013
  • In paper after the strong earthquake of recently the Korea neighborhood, the Korean government survey show that the 86% of school buildings in Korea are in potential damage risk and only 14% of them are designed as earthquake-resistance buildings. Earthquake Reinforcing projects of school have been a leading by the ministry of education, however their reinforcing methods done by not proved a engineering by experiment which results in uneconomical and uneffective rehabilitation for the future earthquake. An experimental and analytical study have been conducted for the shear reinforcing method of column by axis and horizontal axis load using attaching composite beam. Based on the previous research, in this study, Design examples are given to show the performance evaluation for the column reinforcing of old school buildings using nonlinear analysis is going to be conducted and strengthening method is going to be on the market after their performance is proved by the test.

A Study on the Seismic Retrofit of Column in Educational Facilities Using Composite Material (복합소재를 이용한 교육시설의 기둥 내진보강공법에 관한 연구)

  • Park, Choon-Wook;Lee, Hung-Joo;Joo, Chi-Hong;Hong, Won-Hwa
    • Journal of the Korean Institute of Educational Facilities
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    • v.20 no.1
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    • pp.45-52
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    • 2013
  • In paper after the strong earthquake of recently the Korea neighborhood, the Korean government survey show that the 86% of school buildings in Korea are in potential damage risk and only 14% of them are designed as earthquake-resistance buildings. Reinforcing projects of school have been conducting by the ministry of education, however their reinforcing methods done by not proved a engineering by experiment which results in uneconomical and uneffective rehabilitation for the future earthquake. An experimental and analytical study have been conducted for the shear and flexural reinforcing method of RC beam using composite beam. Based on the previous research, in this study, performance evaluation for the column reinforcing of old school buildings using nonlinear analysis is going to be conducted and strengthening method is going to be on the market after their performance is proved by the test.

Evaluation on Flexural Behavior of Double-tee Slabs with the Least Depth from Optimization Process (최적이론에 의하여 설계된 최소 깊이 더블티 슬래브의 휨거동 평가)

  • 유승룡;김대훈;유재천
    • Journal of the Korea Concrete Institute
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    • v.11 no.3
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    • pp.141-152
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    • 1999
  • Precast prestressed double-tee slab may be designed by the PCI Design Handbook. It is based on the bridge construction and is required for reorganization for the use of buildings in the domestic construction environments. Much enhanced sections are developed from the reforming process on the determined design factors in the previous experimental works on double tees. Pre-determined shape, reinforcement detail, and 5000 psi concrete strength can not be expected as the best solution for the domestic construction requirements because large amount of use on that systems are anticipated. Flexural tests are performed on four full-scale 12.5m proto-type models, "least depth double tee", which are resulted from the optimization process. Domestic superimposed live load regulation, domestic material properties which is available to product, building design requirements and economy in construction are considered as the main factors to establish. the first two sections are double tee section for 1.2 ton/$\m^2$ market live load with straight and one-point depressed strands and the second two are for 0.6 ton/$\m^2$ parking live load with those strand types. All of the specimens tested fully comply with the flexural strength requirements as specified by ACI 318-95. However, the research has shown that following improved considerations are needed for better result in practice. The locations and method of connection for the lowest bottom mild bar, connection method between precast and cast-in-place concrete, and dap-end reinforcement are need to be improved.

A experimental study about plasma ion treatment to improve hardness of electro-polished surface (전해연마면의 표면경도 향상을 위한 플라즈마 이온질화 처리법에 관한 실험적 연구)

  • Kim, Jin-Beom;Hong, Pil-Gi;Seo, Tae-Il;Son, Chang-Woo
    • Design & Manufacturing
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    • v.13 no.1
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    • pp.13-18
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    • 2019
  • The size and prospects of the domestic semiconductor equipment market are increasing every year. In the case of various parts used inside semiconductor equipments, high durability such as high strength and abrasion resistance is demanded. Particularly, the gases used in semiconductor production processes are toxic. In order to prevent such toxic gas leakage, a precision processing technique and a surface treatment technique for preventing corrosion are required. Electro-polishing is an electro-chemical method of polishing a metal surface to make it smooth and polished. Electro-polishing is mainly used in the finishing process of metal surface. Unlike mechanical polishing, electro-polishing is used in many fields, such as fine chemical etching equipment, since no damaged layer or burr, fine polishing groove and particles are generated. However, in order to withstand the gas used in the semiconductor equipment, the parts must have high corrosion resistance. However, the surface hardness generally become lowered through electro-polishing. Therefore, in this study, surface hardness were experimentally observed before and after electro-polishing. Then, a method of improving hardness by preparing a nitrided layer by plasma ion nitriding treatment.

Prediction of KOSPI using Data Editing Techniques and Case-based Reasoning (자료편집기법과 사례기반추론을 이용한 한국종합주가지수 예측)

  • Kim, Kyoung-Jae
    • Journal of the Korea Society of Computer and Information
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    • v.12 no.6
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    • pp.287-295
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    • 2007
  • This paper proposes a novel data editing techniques with genetic algorithm (GA) in case-based reasoning (CBR) for the prediction of Korea Stock Price Index (KOSPI). CBR has been widely used in various areas because of its convenience and strength in compelax problem solving. Nonetheless, compared to other machine teaming techniques, CBR has been criticized because of its low prediction accuracy. Generally, in order to obtain successful results from CBR, effective retrieval of useful prior cases for the given problem is essential. However. designing a good matching and retrieval mechanism for CBR system is still a controversial research issue. In this paper, the GA optimizes simultaneously feature weights and a selection task for relevant instances for achieving good matching and retrieval in a CBR system. This study applies the proposed model to stock market analysis. Experimental results show that the GA approach is a promising method for data editing in CBR.

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