• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.31 no.3
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• pp.52-60
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• 2008

This paper proposed a service satisfaction index in the service design. We utilize the service blueprint as the basic tool for the service process analysis, construct a service flow fishbone diagram which consists of the encounters representing the interaction between customer and service deliverer. To evaluate the service satisfactions of the service element a service satisfaction function is used. The service satisfaction function has the generic properties of the prospect theory with the probabilistic utility value in order to evaluate the service bundle which Is constructed by tangible and intangible service elements. A numerical example using the A/S service of Electronic Co. is presented for the verification.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.984-987
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• 1996

We consider a feedback control system including interval plant where uncertain parameters expressed in the hyperrectangular box X. Here we define the maximum value of the integral of the error(ISE) as the worst performance index(WPI) due to the plant parameter uncertainty. Suppose that the closed loop system retains robust stability and it belongs to type I. Then we show that the WPI occurs only on the exposed edges of Q. In particular, it is also shown that if ISE is a convex function relative to X, the WPI is attained at one of vertices of X. Some examples are given.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.13 no.2
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• pp.149-159
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• 1988

In this paper, the Fourier Transform is employed to solve the coupled differential equations of modal power and three equations of the mode coupling coeficient are dierived using the phasor form trial soluation. The theory of the mode coupling coefficient contains a few theories proposed by earlier authers. Also it is seen that in case the optical source is modulated by a sinusoidal function, this theory is applied as well. In experiment, the mode coupling coefficient is determinded for a multimode graded-index fiber by using the optical source, which modulated by a sinusoidal function.

• Journal of Korean Society of Rural Planning
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• v.19 no.3
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• pp.107-116
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• 2013

In this study, it provides the diagnostic index for the rural landscape formation. For the development of diagnostic index, this study first analyzed documents and papers on the landscape formation. Landscape types are also classified by their function and then landscape index was developed by AHP method. Classification system was categorized as three steps: 2 items for 1st step, 10 items for 2nd step, and 20 items(criteria) for 3rd step. In the survey of weighting values with AHP method, the analysis result for the first step showed that rural village landscape is more important than landscape around the village by approximately 20%. In the second step, residence is rated as the most important, followed by village tree planting, and then farmland around the rural villages, greenery, and water environment. In the third step, the feng shui is rated as the most important, followed by tree planting, village forest, culture, and history. While vehicle maintenance, village alleys and pedestrian facilities are rated lower. In index of the around the village, weighting value for index of the farm land and skyline has the highest value. While species richness, water quality and water resources were rated relatively low. In the future, the rural landscapes diagnosis index will be applied to measure the level of the rural villages landscapes and it is expected to propose political support for the landscapes formation.

• Journal of Korean Physical Therapy Science
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• v.30 no.4
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• pp.29-43
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• 2023

Background: In the rehabilitation of stroke patients, regular physical activity is very important not only as a treatment for maximal functional recovery but also as a strategy to prevent the recurrence of stroke. The purpose of this study was to objectively measure the amount of physical activity in people with stroke, and to examine the differences in motor and cognitive function according to a level of physical activity. Design: A cross-sectional study. Methods: Physical activity (GENEActiv), motor function (Fugl-Meyer Assessment), cognitive function (Montreal Cognitive Assessment-Korean version), and the Korean version of Modified Barthel Index were evaluated in adult stroke patients with hemiplegia. Results: There was no statistically significant difference in the level of physical activity according to the motor and cognitive function. There was no statistically significant difference in motor and cognitive function according to the level of physical activity, but there was a statistically significant difference in the MBI (p<.01). Conclusion: As a result of the difference in the MBI according to the level of physical activity, it was found that the more moderate to vigorous physical activities are performed, the higher the independence in daily living. These results can be interpreted as that the more often you participate in physical activities such as physical therapy (gait training), the better your independence in ADL. Since regular physical activity participation of adult stroke patients can improve daily living performance, it is considered necessary to participate in physical activities such as continuous physical therapy.

• Proceedings of the IEEK Conference
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• 1999.06a
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• pp.962-965
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• 1999

We designed and fabricated a travelingwave CPW(coplanar waveguide) electrode for LiNbO$_3$ optical modulator. To Investigate the variation of microwave refractive index of these electrodes, we prepared the CPW electrode samples as a function of electrode thickness and measured the TDR and S-parameter. From this results, we could know the electrode conditions of index matching to 2.20 for 1550nm optical wave index for applying LiNbO$_3$ optical modulator and described. Also, we discussed the some properties of CPW electrode for applying LiNbO$_3$ optical modulator.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.40 no.1
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• pp.41-49
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• 2017

Process quality control, which prevents problems and risks that may occur in products and processes, has been recognized as an important issue, and SPC techniques have been used for this purpose. Process Capability Index (PCI) is useful Statistical Process Control (SPC) tool that is measure of process diagnostic and assessment tools widely use in industrial field. It has advantage of easy to calculate and easy to use in the field. $C_p$ and $C_{pk}$ are traditional PCIs. These traditional $C_p$ and $C_{pk}$ were used only as a measure of process capability, taking into account the quality variance or the bias of the process mean. These are not given information about the characteristic value does not match the target value of the process and this has the disadvantage that it is difficult to assess the economic losses that may arise in the enterprise. Studies of this process capability index by many scholars actively for supplement of its disadvantage. These studies to evaluate the capability of situation of various field has presented a new process capability index. $C_{pm}$ is considers both the process variation and the process deviation from target value. And $C_{pm}{^+}$ is considers economic loss for the process deviation from target value. In this paper we developed an improved Expected Loss Capability Index using Reflected Normal Loss Function of Spring. This has the advantage that it is easy to realistically reflect the loss when the specification is asymmetric around the target value. And check the correlation between existing traditional process capability index ($C_{pk}$) and new one. Finally, we propose the criteria for classification about developed process capability index.

• Proceedings of the KSME Conference
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• 2007.05a
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• pp.96-101
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• 2007

A new metallic sandwich panel with a quasi-Kagome truss core subjected to bending load has been analyzed. First, equations of the failure loads corresponding to the eight failure modes are presented. Then, non-dimensional forms of the equations are derived as functions of three geometric variables, one material parameter (yield strain), one load index and one weight index. Failure maps are presented for a given weight index. By using the dimensionless forms of equations as the design constraints, two kinds of optimization are performed. One is based on the weight, that is, the objective function, namely, the dimensionless load is to be maximized for a given weight. Another is based on the load, that is, the dimensionless weight is to be minimized for a given load. The results of the two optimization processes are found to agree each other. The optimized geometric variables are derived as a function of given weights or failure loads. The performance of the quasi-Kagome truss as the core of a sandwich panel is evaluated by comparison with those of honeycomb cored and octet truss cored panels

• Transactions of the Korean Society of Mechanical Engineers A
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• v.31 no.9
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• pp.943-950
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• 2007

A new metallic sandwich panel with a quasi-Kagome truss core subjected to bending load has been analyzed. First, equations of the failure loads corresponding to the eight failure modes are presented. Then, non-dimensional forms of the equations are derived as functions of three geometric variables, one material parameter (yield strain), one load index and one weight index. Failure maps are presented for a given weight index. By using the dimensionless forms of equations as the design constraints, two kinds of optimization are performed. One is based on the weight, that is, the objective function, namely, the dimensionless load is to be maximized for a given weight. Another is based on the load, that is, the dimensionless weight is to be minimized for a given load. The results of the two optimization processes are found to agree each other. The optimized geometric variables are derived as a function of given weights or failure loads. The performance of the quasi-Kagome truss as the core of a sandwich panel is evaluated by comparison with those of honeycomb cored and octet truss cored panels.