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Macromineral intake in non-alcoholic beverages for children and adolescents: Using the Fourth Korea National Health and Nutrition Examination Survey (KNHANES IV, 2007-2009) (어린이와 청소년의 비알콜성음료 섭취에 따른 다량무기질 섭취량 평가: 제 4기 국민건강영양조사 자료를 활용하여)

  • Kim, Sung Dan;Moon, Hyun-Kyung;Park, Ju Sung;Lee, Yong Chul;Shin, Gi Young;Jo, Han Bin;Kim, Bog Soon;Kim, Jung Hun;Chae, Young Zoo
    • Journal of Nutrition and Health
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    • v.46 no.1
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    • pp.50-60
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    • 2013
  • The aims of this study were to estimate daily intake of macrominerals from beverages, liquid teas, and liquid coffees and to evaluate their potential health risks for Korean children and adolescents (1-to 19 years old). Assessment of dietary intake was conducted using the actual level of sodium, calcium, phosphorus, potassium, and magnesium in non-alcoholic beverages and (207 beverages, 19 liquid teas, and 24 liquid coffees) the food consumption amount drawn from "The Fourth Korea National Health and Nutrition Examination Survey (2007-2009)". To estimate the dietary intake of non-alcoholic beverages, 6,082 children and adolescents (Scenario I) were compared with 1,704 non-alcoholic beverage consumption subjects among them (Scenario II). Calculation of the estimated daily intake of macrominerals was based on point estimates and probabilistic estimates. The values of probabilistic macromineral intake, which is a Monte-Carlo approach considering probabilistic density functions of variables, were presented using the probabilistic model. The level of safety for macrominerals was evaluated by comparison with population nutrient intake goal (Goal, 2.0 g/day) for sodium, tolerable upper intake level (UL) for calcium (2,500 mg/day) and phosphorus (3,000-3,500 mg/day) set by the Korean Nutrition Society (Dietary Reference Intakes for Koreans, KDRI). For total children and adolescents (Scenario I), mean daily intake of sodium, calcium, phosphorus, potassium, and magnesium estimated by probabilistic estimates using Monte Carlo simulation was, respectively, 7.93, 10.92, 6.73, 23.41, and 1.11, and 95th percentile daily intake of those was, respectively, 28.02, 44.86, 27.43, 98.14, and 3.87 mg/day. For consumers-only (Scenario II), mean daily intake of sodium, calcium, phosphorus, potassium, and magnesium estimated by probabilistic estimates using Monte Carlo simulation was, respectively, 19.10, 25.77, 15.83, 56.56, and 2.86 mg/day, and 95th percentile daily intake of those was, respectively, 62.67, 101.95, 62.09, 227.92, and 8.67 mg/day. For Scenarios I II, sodium, calcium, and phosphorus did not have a mean an 95th percentile intake that met or exceeded the 5% of Goal and UL.

A Model for Health Promoting Behaviors in Late-middle Aged Woman (중년후기 여성의 건강증진행위 모형구축)

  • Park, Chai-Soon
    • Women's Health Nursing
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    • v.2 no.2
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    • pp.298-331
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    • 1996
  • Recent improvements in living standard and development in medical care led to an increased interest in life expectancy and personal health, and also led to a more demand for higher quality of life. Thus, the problem of women's health draw a fresh interest nowadays. Since late-middle aged women experience various physical and socio-psychological changes and tend to have chronic illnesses, these women have to take initiatives for their health control by realizing their own responsibility. The basic elements for a healthy life of these women are understanding of their physical and psychological changes and acceptance of these changes. Health promoting behaviors of an individual or a group are actions toward increasing the level of well-being and self-actualization, and are affected by various variables. In Pender's health promoting model, variables are categorized into cognitive factors(individual perceptions), modifying factors, and variables affecting the likelihood for actions, and the model assumes the health promoting behaviors are affected by cognitive factors which are again affected by demographic factors. Since Pender's model was proposed based on a tool broad conceptual frame, many studies done afterwards have included only a limited number of variables of Pender's model. Furthermore, Pender's model did not precisely explain the possibilities of direct and indirect paths effects. The objectives of this study are to evaluate Pender's model and thus propose a model that explains health promoting behaviors among late-middle aged women in order to facilitate nursing intervention for this group of population. The hypothetical model was developed based on the Pender's health promoting model and the findings from past studies on women's health. Data were collected by self-reported questionnaires from 417 women living in Seoul, between July and November 1994. Questionnaires were developed based on instruments of Walker and others' health promotion lifestyle profile, Wallston and others' multidimensional health locus of control, Maoz's menopausal symptom check list and Speake and others' health self-rating scale. IN addition, items measuring self-efficacy were made by the present author based on past studies. In a pretest, the questionnaire items were reliable with Cronbach's alpha ranging from .786 to .934. The models for health promoting behaviors were tested by using structural equation modelling technique with LISREL 7.20. The results were summarized as follows : 1. The overall fit of the hypothetical model to the data was good (chi-square=4.42, df=5, p=.490, GFI=.995, AGFI=.962, RMSR=.024). 2. Paths of the model were modified by considering both its theoretical implication and statistical significance of the parameter estimates. Compared to the hypothetical model, the revised model has become parsimonious and had a better fit to the data (chi-square =4.55, df=6, p=.602, GFI=.995, AGFI=.967, RMSR=.024). 3. The results of statistical testing were as follows : 1) Family function internal health locus of control, self-efficacy, and education level exerted significant effects on health promoting behaviors(${\gamma}_{43}$=.272, T=3.714; ${\beta}_[41}$=.211, T=2.797; ${\beta}_{42}$=.199, T=2.717; ${\gamma}_{41}$=.136, T=1.986). The effect of economic status, physical menopausal symptoms, and perceived health status on health promoting behavior were insignificant(${\gamma}_{42}$=.095, T=1.456; ${\gamma}_{44}$=.101, T=1.143; ${\gamma}_{43}$=.082, T=.967). 2) Family function had a significance direct effect on internal health locus of control (${\gamma}_{13}$=.307, T=3.784). The direct effect of education level on internal health locus of control was insignificant(${\gamma}_{11}$=-.006, T=-.081). 3) The directs effects of family functions & internal health locus of control on self-efficacy were significant(${\gamma}_{23}$=.208, T=2.607; ${\beta}_{21}$=.191, T=2.2693). But education level and economic status did not exert a significant effect on self-efficacy(${\gamma}_{21}$=.137, T=1.814; ${\beta}_{22}$=.137, T=1.814; ${\gamma}_{22}$=.112, T=1.499). 4) Education level had a direct and positive effect on perceived health status, but physical menopausal symptoms had a negative effect on perceived health status and these effects were all significant(${\gamma}_{31}$=.171, T=2.496; ${\gamma}_{34}$=.524, T=-7.120). Internal health locus and self-efficacy had an insignificant direct effect on perceived health status(${\beta}_{31}$=.028, T=.363; ${\beta}_{32}$=.041, T=.557). 5) All predictive variables of health promoting behaviors explained 51.8% of the total variance in the model. The above findings show that health promoting behaviors are explained by personal, environmental and perceptual factors : family function, internal health locus of control, self-efficacy, and education level had stronger effects on health promoting behaviors than predictors in the model. A significant effect of family function on health promoting behaviors reflects an important role of the Korean late-middle aged women in family relationships. Therefore, health professionals first need to have a proper evaluation of family function in order to reflect the family function style into nursing interventions and development of strategies. These interventions and strategies will enhance internal health locus of control and self-efficacy for promoting health behaviors. Possible strategies include management of health promoting programs, use of a health information booklets, and individual health counseling, which will enhance internal health locus of control and self-efficacy of the late-middle aged women by making them aware of health responsibilities and value for oneself. In this study, an insignificant effect of physical menopausal symptoms and perceived health status on health promoting behaviors implies that they are not motive factors for health promoting behaviors. Further analytic researches are required to clarify the influence of physical menopausal symptoms and perceived health status on health promoting behaviors with-middle aged women.

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Usefulness of Non-coplanar Helical Tomotherapy Using Variable Axis Baseplate (Variable Axis Baseplate를 이용한 Non-coplanar 토모테라피의 유용성)

  • Ha, Jin-Sook;Chung, Yoon-Sun;Lee, Ik-Jae;Shin, Dong-Bong;Kim, Jong-Dae;Kim, Sei-Joon;Jeon, Mi-Jin;Cho, Yoon-Jin;Kim, Ki-Kwang;Lee, Seul-Bee
    • The Journal of Korean Society for Radiation Therapy
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    • v.23 no.1
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    • pp.31-39
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    • 2011
  • Purpose: Helical Tomotherapy allows only coplanar beam delivery because it does not allow couch rotation. We investigated a method to introduce non-coplanar beam by tilting a patient's head for Tomotherapy. The aim of this study was to compare intrafractional movement during Tomotherapy between coplanar and non-coplanar patient's setup. Materials and Methods: Helical Tomotherapy was used for treating eight patients with intracranial tumor. The subjects were divided into three groups: one group (coplanar) of 2 patients who lay on S-plate with supine position and wore thermoplastic mask for immobilizing the head, second group (non-coplanar) of 3 patients who lay on S-plate with supine position and whose head was tilted with Variable Axis Baseplate and wore thermoplastic mask, and third group (non-coplanar plus mouthpiece) of 3 patients whose head was tilted and wore a mouthpiece immobilization device and thermoplastic mask. The patients were treated with Tomotherapy after treatment planning with Tomotherapy Planning System. Megavoltage computed tomography (MVCT) was performed before and after treatment, and the intrafractional error was measured with lateral(X), longitudinal(Y), vertical(Z) direction movements and vector ($\sqrt{x^2+y^2+z^2}$) value for assessing overall movement. Results: Intrafractional error was compared among three groups by taking the error of MVCT taken after the treatment. As the correction values (X, Y, Z) between MVCT image taken after treatment and CT-simulation image are close to zero, the patient movement is small. When the mean values of movement of each direction for non-coplanar setup were compared with coplanar setup group, X-axis movement was decreased by 13%, but Y-axis and Z-axis movement were increased by 109% and 88%, respectively. Movements of Y-axis and Z-axis with non-coplanar setup were relatively greater than that of X-axis since a tilted head tended to slip down. The mean of X-axis movement of the group who used a mouthpiece was greater by 9.4% than the group who did not use, but the mean of Y-axis movement was lower by at least 64%, and the mean of Z-axis was lower by at least 67%, and the mean of Z-axis was lower by at least 67%, and the vector was lower by at least 59% with the use of a mouthpiece. Among these 8 patients, one patient whose tumor was located on left frontal lobe and left basal ganglia received reduced radiation dose of 38% in right eye, 23% in left eye, 30% in optic chiasm, 27% in brain stem, and 8% in normal brain with non-coplanar method. Conclusion: Tomotherapy only allows coplanar delivery of IMRT treatment. To complement this shortcoming, Tomotherapy can be used with non-coplanar method by artificially tilting the patient's head and using an oral immobilization instrument to minimize the movement of patient, when intracranial tumor locates near critical organs or has to be treated with high dose radiation.

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An Analysis of the Differences in Management Performance by Business Categories from the Perspective of Small Business Systematization (영세 소상공인 조직화에 대한 직능업종별 차이분석과 경영성과)

  • Suh, Geun-Ha;Seo, Mi-Ok;Yoon, Sung-Wook
    • Journal of Distribution Science
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    • v.9 no.2
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    • pp.111-122
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    • 2011
  • The purpose of this study is to survey the successful cases of small and medium Business Systematization Cognition by examining their entrepreneurial characteristics and analysing the factors affecting their success. To that end, previous studies on the association types of small businesses were studied. A research model was developed, and research hypotheses for an empirical analysis were established upon it. Suh et al. (2010) insist on the importance of Small Business Systematization in Korea but also show that small business performance is suffering: they are too small to stand alone. That is why association is so crucial for them: they must stand together. Unfortunately, association is difficult, as they have few specific links and little motivation. Even in franchising networks, association tends to be initiated by big franchisers, not small ones. In that sense, association among small businesses is crucial for their long-term survival. With this in mind, this study examines how they think and feel about the issue of 'Industrial Classification', how important Industrial Classification is to their business success, and what kinds of problems it raises in the markets. This study seeks the different cognitions among the association types of small businesses from the perspectives of participation motivation, systematization expectation, policy demand level, and management performance. We assume that different industrial classification types of small businesses will have different cognitions concerning these factors. There are four basic industrial classification types of small businesses: retail sales, restaurant, service, and manufacturing. To date, most of the studies in this area have focused on collecting data on the external environments of small businesses or performing statistical analyses on their status. In this study, we surveyed 4 market areas in Busan, Masan, and Changwon in Korea, where business associations consist of merchants, shop owners, and traders. We surveyed 330 shops and merchants by sending a questionnaire or visiting. Finally, 268 questionnaires were collected and used for the analysis. An ANOVA, T-test, and regression analyses were conducted to test the research hypotheses. The results demonstrate that there are differences in cognition depending upon the industrial classification type. Restaurants generally have a higher cognition concerning job offer problems and a lower cognition concerning their competitiveness. Restaurants also depend more on systematization expectation than do the other industrial classification types. On the policy demand level, restaurants have a higher cognition. This study identifies several factors that are contributing to management performance through differences in cognition that depend upon association type: systematization expectation and policy demand level have positive effects on management performance; participation motivation has a negative effect on management performance. We confirm also that the image factors of different cognitions are linked to an awareness of the value of systematization and that these factors show sequential and continual patterns in the course of generating performances. In conclusion, this study carries significant implications in its classifying of small businesses into the four different associational types (retail sales, restaurant, services, and manufacturing). We believe our study to be the first one to conduct an empirical survey in this subject area. More studies in this area will likely use our research frameworks. The data show that regionally based industrial classification associations such as those in rural cities or less developed areas tend to suffer more problems than those in urban areas. Moreover, restaurants suffer more problems than the norm. Most of the problems raised in this study concern the act of 'associating itself'. Most associations have serious difficulties in associating. On the other hand, the area where they have the least policy demand is that of service types. This study contributes to the argument that associating, rather than financial assistance or management consulting, promotes the start-up and managerial performance of small businesses. This study also has some limitations. The main limitation is the number of questionnaires. We could not survey all the industrial classification types across the country because of budget and time limitations. If we had, we could have produced many more useful results and enhanced the precision of our analysis. The history of systemization is very short and the number of industrial classification associations is relatively low in Korea. We should keep in mind, though, that this is very crucial to systemization entrepreneurs starting their businesses, as it can heavily affect their chances of success. Being strongly associated with each other might be critical to the business success of industrial classification members. Thus, the government needs to put more effort and resources into supporting the drive of industrial classification members to become more strongly associated.

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Historical Studies on the Characteristics of Buyongjeong in the Rear Garden of Changdeok Palace (창덕궁 후원 부용정(芙蓉亭)의 조영사적 특성)

  • Song, Suk-ho;Sim, Woo-kyung
    • Journal of the Korean Institute of Traditional Landscape Architecture
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    • v.34 no.1
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    • pp.40-52
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    • 2016
  • Buyongjeong, a pavilion in the Rear Garden of Changdeok Palace, was appointed as Treasure No. 1763 on March 2, 2012, by the South Korea government since it shows significant symmetry and proportion on its unique planar shape, spatial configuration, building decoration, and so forth. However, the designation of Treasure selection was mainly evaluated by concrete science, in that the selection has not clearly articulated how and why Buoungjeong was constructed as a present unique form. Therefore, this study aims to clarify the identity of Buyongjeong at the time of construction by considering its historical, ideological, philosophical background and building intention. Summary are as follows: First, Construction backgrounds and characters of Buyongjeong: Right after the enthronement, King Jeongjo had founded Kyujanggak(奎章閣), and sponsored civil ministers who were elected by the national examination, as a part of political reform. In addition, he established his own political system by respecting "Kaksin(閣臣)", Kyujanggak's officials as much as "Kain(家人)", internal family members. King Jeongjo's aggressive political reform finally enabled King's lieges to visit King's Rear Garden. In the reign of King Jeongjo's 16th year(1792), Naekaksangjohoe(內閣賞釣會) based on "Kaksin" was officially launched and the Rear Garden visitation became a regular meeting. The Rear Garden visitation consisted of "Sanghwajoeoyeon(賞花釣魚宴)" - enjoying flowers and fishing, and activities of "Nanjeongsugye". Afterward, it eventually became a huge national event since high rank government officials participated the event. King Jeongjo shared the cultural activities with government officials together to Buyongjeong as a place to fulfill his royal politics. Second, The geographical location and spatial characteristics of Buyongjeong: On the enthronement of King Jeongjo(1776), he renovated Taeksujae. Above all, aligning and linking Gaeyuwa - Taeksujae - a cicular island - Eosumun - Kyujangkak along with the construction axis is an evidence for King Jeongjo to determine how the current Kyujangkak zone was prepared and designed to fulfill King Jeonjo's political ideals. In 17th year(1793) of the reign of King Jeongjo, Taeksujae, originally a square shaped pavilion, was modified and expanded with ranks to provide a place to get along with the King and officials. The northern part of Buyongjeong, placed on pond, was designed for the King's place and constructed one rank higher than others. Discernment on windows and doors were made with "Ajasal" - a special pattern for the King. The western and eastern parts were for government officials. The center part was prepared for a place where government officials were granted an audience with the King, who was located in the nortern part of Buyongjeong. Government officials from the western and eastern parts of Buyongjeong, could enter the central part of the Buyongjeong from the southern part by detouring the corner of Buyongjeong. After all, Buyongjeong is a specially designed garden building, which was constructed to be a royal palace utilizing its minimal space. Third, Cultural Values of Buyongjeong: The Buyongjeong area exhibits a trait that it had been continuously developed and it had reflected complex King's private garden cultures from King Sejo, Injo, Hyunjong, Sukjong, Jeongjo and so forth. In particular, King Jeongjo had succeded physical, social and imaginary environments established by former kings and invited their government officials for his royal politics. As a central place for his royal politics, King Jeongjo completed Buyongjeong. Therefore, the value of Buyongjeong, as a garden building reflecting permanency of the Joseon Dynasty, can be highly evaluated. In addition, as it reflects Confucianism in the pavilion - represented by distinguishing hierarchical ranks, it is a unique example to exhibit its distinctiveness in a royal garden.

A Study on the Distribution Status and Management Measures of Naturalized Plants Growing in Seongeup Folk Village, Jeju Island (제주 성읍민속마을의 귀화식물 분포현황 및 관리방안)

  • Rho, Jae-Hyun;Oh, Hyun-Kyung;Han, Yun-Hee;Choi, Yung-Hyun;Byun, Mu-Sup;Kim, Young-Suk;Lee, Won-Ho
    • Journal of the Korean Institute of Traditional Landscape Architecture
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    • v.32 no.1
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    • pp.107-119
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    • 2014
  • The purpose of this study is to examine the current status of vascular plants and naturalized plants growing in the Seongeup Folk Village in Jeju and to consider and compare their distribution patterns and the characteristics of emergence of naturalized plants in other folk villages and all parts of Jeju, thereby exploring measures to well manage naturalized plants. The result of this study is as follows.11) The total number of vascular plants growing in Seongeup Folk Village is identified to be 354 taxa which include 93 families, 260 genus, 298 species, 44 varieties and 12 breeds. Among them, the number of naturalized plants is 55 taxa in total including 22 families, 46 genus, 53 species, and 2 varieties, which accounts for 21.7% of the total of 254 taxa identified all over the region of Jeju. The rate of naturalization in Seongeup Folk Village is 15.5%, which is far higher than the rates of plant naturalization in Hahoi Village in Andong, Yangdong Village in Gyeongju, Hangae Village in Seongju, Wanggok Village in Goseong, and Oeam Village in Asan. Among the naturalized plants identified within the targeted villages, the number of those growing in Jeju is 9 taxa including Silene gallica, Modiola caroliniana, Oenothera laciniata, Oenothera stricta, Apium leptophyllum, Gnaphalium purpureum, Gnaphalium calviceps, Paspalum dilatatum and Sisyrinchium angustifolium. It is suggested that appropriate management measures that consider the characteristics of the gateway to import and the birthplace of the naturalized plants are necessary. In the meantime, 3 more taxa that have not been included in the reference list of Jeju have been identified for the first time in Seongeup Folk Village, which include Bromus sterilis, Cannabis sativa and Veronica hederaefolia. The number of naturalized plants identified within the gardens of unit-based cultural properties is 20 taxa, among which the rate of prevalence of Cerastium glomeratum is the highest at 62.5%. On the other hand, the communities of plants that require landscape management are Brassica napus and other naturalized plants, including Cosmos bipinnatus, Trifolium repens, Medicago lupulina, Oenothera stricta, O. laciniata, Lotus corniculatus, Lolium perenne, Silene gallica, Hypochaeris radicata, Plantago virginica, Bromus catharticus and Cerastium glomeratum. As a short-term measure to manage naturalized plants growing in Seongeup Folk Village, it is important to identify the current status of Cosmos bipinnatus and Brassica napus that have been planted for landscape agriculture, and explore how to use flowers during the blooming season. It is suggested that Ambrosia artemisiifolia and Hypochaeris radicata, designated as invasive alien plants by the Ministry of Health and Welfare, should be eradicated initially, followed by regular monitoring in case of further invasion, spread or expansion. As for Hypochaeris radicata, in particular, some physical prevention measures need to be explored, such as for example, identifying the habitat density and eradication of the plant. In addition, it is urgent to remove plants, such as Sonchus oleraceus, Houttuynia cordata, Crassocephalum crepidioides, Erigeron annuus and Lamium purpureum with high index of greenness visually, growing wild at around high Jeongyi town walls. At the same time, as the distribution and dominance value of the naturalized plants growing in deserted or empty houses are high, it is necessary to find measures to preserve and manage them and to use the houses as lodging places.

Methods for Integration of Documents using Hierarchical Structure based on the Formal Concept Analysis (FCA 기반 계층적 구조를 이용한 문서 통합 기법)

  • Kim, Tae-Hwan;Jeon, Ho-Cheol;Choi, Joong-Min
    • Journal of Intelligence and Information Systems
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    • v.17 no.3
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    • pp.63-77
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    • 2011
  • The World Wide Web is a very large distributed digital information space. From its origins in 1991, the web has grown to encompass diverse information resources as personal home pasges, online digital libraries and virtual museums. Some estimates suggest that the web currently includes over 500 billion pages in the deep web. The ability to search and retrieve information from the web efficiently and effectively is an enabling technology for realizing its full potential. With powerful workstations and parallel processing technology, efficiency is not a bottleneck. In fact, some existing search tools sift through gigabyte.syze precompiled web indexes in a fraction of a second. But retrieval effectiveness is a different matter. Current search tools retrieve too many documents, of which only a small fraction are relevant to the user query. Furthermore, the most relevant documents do not nessarily appear at the top of the query output order. Also, current search tools can not retrieve the documents related with retrieved document from gigantic amount of documents. The most important problem for lots of current searching systems is to increase the quality of search. It means to provide related documents or decrease the number of unrelated documents as low as possible in the results of search. For this problem, CiteSeer proposed the ACI (Autonomous Citation Indexing) of the articles on the World Wide Web. A "citation index" indexes the links between articles that researchers make when they cite other articles. Citation indexes are very useful for a number of purposes, including literature search and analysis of the academic literature. For details of this work, references contained in academic articles are used to give credit to previous work in the literature and provide a link between the "citing" and "cited" articles. A citation index indexes the citations that an article makes, linking the articleswith the cited works. Citation indexes were originally designed mainly for information retrieval. The citation links allow navigating the literature in unique ways. Papers can be located independent of language, and words in thetitle, keywords or document. A citation index allows navigation backward in time (the list of cited articles) and forwardin time (which subsequent articles cite the current article?) But CiteSeer can not indexes the links between articles that researchers doesn't make. Because it indexes the links between articles that only researchers make when they cite other articles. Also, CiteSeer is not easy to scalability. Because CiteSeer can not indexes the links between articles that researchers doesn't make. All these problems make us orient for designing more effective search system. This paper shows a method that extracts subject and predicate per each sentence in documents. A document will be changed into the tabular form that extracted predicate checked value of possible subject and object. We make a hierarchical graph of a document using the table and then integrate graphs of documents. The graph of entire documents calculates the area of document as compared with integrated documents. We mark relation among the documents as compared with the area of documents. Also it proposes a method for structural integration of documents that retrieves documents from the graph. It makes that the user can find information easier. We compared the performance of the proposed approaches with lucene search engine using the formulas for ranking. As a result, the F.measure is about 60% and it is better as about 15%.

A Time Series Graph based Convolutional Neural Network Model for Effective Input Variable Pattern Learning : Application to the Prediction of Stock Market (효과적인 입력변수 패턴 학습을 위한 시계열 그래프 기반 합성곱 신경망 모형: 주식시장 예측에의 응용)

  • Lee, Mo-Se;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.167-181
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    • 2018
  • Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN(Convolutional Neural Network), which is known as the effective solution for recognizing and classifying images or voices, has been popularly applied to classification and prediction problems. In this study, we investigate the way to apply CNN in business problem solving. Specifically, this study propose to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. As mentioned, CNN has strength in interpreting images. Thus, the model proposed in this study adopts CNN as the binary classifier that predicts stock market direction (upward or downward) by using time series graphs as its inputs. That is, our proposal is to build a machine learning algorithm that mimics an experts called 'technical analysts' who examine the graph of past price movement, and predict future financial price movements. Our proposed model named 'CNN-FG(Convolutional Neural Network using Fluctuation Graph)' consists of five steps. In the first step, it divides the dataset into the intervals of 5 days. And then, it creates time series graphs for the divided dataset in step 2. The size of the image in which the graph is drawn is $40(pixels){\times}40(pixels)$, and the graph of each independent variable was drawn using different colors. In step 3, the model converts the images into the matrices. Each image is converted into the combination of three matrices in order to express the value of the color using R(red), G(green), and B(blue) scale. In the next step, it splits the dataset of the graph images into training and validation datasets. We used 80% of the total dataset as the training dataset, and the remaining 20% as the validation dataset. And then, CNN classifiers are trained using the images of training dataset in the final step. Regarding the parameters of CNN-FG, we adopted two convolution filters ($5{\times}5{\times}6$ and $5{\times}5{\times}9$) in the convolution layer. In the pooling layer, $2{\times}2$ max pooling filter was used. The numbers of the nodes in two hidden layers were set to, respectively, 900 and 32, and the number of the nodes in the output layer was set to 2(one is for the prediction of upward trend, and the other one is for downward trend). Activation functions for the convolution layer and the hidden layer were set to ReLU(Rectified Linear Unit), and one for the output layer set to Softmax function. To validate our model - CNN-FG, we applied it to the prediction of KOSPI200 for 2,026 days in eight years (from 2009 to 2016). To match the proportions of the two groups in the independent variable (i.e. tomorrow's stock market movement), we selected 1,950 samples by applying random sampling. Finally, we built the training dataset using 80% of the total dataset (1,560 samples), and the validation dataset using 20% (390 samples). The dependent variables of the experimental dataset included twelve technical indicators popularly been used in the previous studies. They include Stochastic %K, Stochastic %D, Momentum, ROC(rate of change), LW %R(Larry William's %R), A/D oscillator(accumulation/distribution oscillator), OSCP(price oscillator), CCI(commodity channel index), and so on. To confirm the superiority of CNN-FG, we compared its prediction accuracy with the ones of other classification models. Experimental results showed that CNN-FG outperforms LOGIT(logistic regression), ANN(artificial neural network), and SVM(support vector machine) with the statistical significance. These empirical results imply that converting time series business data into graphs and building CNN-based classification models using these graphs can be effective from the perspective of prediction accuracy. Thus, this paper sheds a light on how to apply deep learning techniques to the domain of business problem solving.

A Study on Risk Parity Asset Allocation Model with XGBoos (XGBoost를 활용한 리스크패리티 자산배분 모형에 관한 연구)

  • Kim, Younghoon;Choi, HeungSik;Kim, SunWoong
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.135-149
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    • 2020
  • Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.

The Gradient Variation of Thermal Environments on the Park Woodland Edge in Summer - A Study of Hadongsongrim and Hamyangsangrim - (여름철 공원 수림지 가장자리의 온열환경 기울기 변화 - 하동송림과 함양상림을 대상으로 -)

  • Ryu, Nam-Hyong;Lee, Chun-Seok
    • Journal of the Korean Institute of Landscape Architecture
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    • v.43 no.6
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    • pp.73-85
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    • 2015
  • This study investigated the extent and magnitude of the woodland edge effects on users' thermal environments according to distance from woodland border. A series of experiments to measure air temperature, relative humidity, wind velocity, MRT and UTCI were conducted over six days between July 31 and August 5, 2015, which corresponded with extremely hot weather, at the south-facing edge of Hadongsongrim(pure Pinus densiflora stands, tree age: $100{\pm}33yr$, tree height: $12.8{\pm}2.7m$, canopy closure: 75%, N $35^{\circ}03^{\prime}34.7^{{\prime}{\prime}}$, E $127^{\circ}44^{\prime}43.3^{{\prime}{\prime}}$, elevation 7~10m) and east-facing edge of Hamyangsangrim (Quercus serrata-Carpinus tschonoskii community, tree age: 102~125yr/58~123yr, tree height: tree layer $18.6{\pm}2.3m/subtree$ layer $5.9{\pm}3.2m/shrub$ layer $0.5{\pm}0.5m$, herbaceous layer coverage ratio 60%, canopy closure: 96%, N $35^{\circ}31^{\prime}28.1^{{\prime}{\prime}}$, E $127^{\circ}43^{\prime}09.8^{{\prime}{\prime}}$, elevation 170~180m) in rural villages of Hadong and Hamyang, Korea. The minus result value of depth means woodland's outside. The depth of edge influence(DEI) on the maximum air temperature, minimum relative humidity and wind speed at maximum air temperature time during the daytime(10:00~17:00) were detected to be $12.7{\pm}4.9$, $15.8{\pm}9.8$ and $23.8{\pm}26.2m$, respectively, in the mature evergreen conifer woodland of Hadongsongrim. These were detected to be $3.7{\pm}2.2$, $4.9{\pm}4.4$ and $2.6{\pm}7.8m$, respectively, in the deciduous broadleaf woodland of Hamyansangrim. The DEI on the maximum 10 minutes average MRT, UTCI from the three-dimensional environment absorbed by the human-biometeorological reference person during the daytime(10:00~17:00) were detected to be $7.1{\pm}1.7$ and $4.3{\pm}4.6m$, respectively, in the relatively sparse woodland of Hadongsongrim. These were detected to be $5.8{\pm}4.9$ and $3.5{\pm}4.1m$, respectively, in the dense and closed woodland of Hadongsongrim. Edge effects on the thermal environments of air temperature, relative humidity, wind speed, MRT and UTCI in the sparse woodland of Hadongsongrim were less pronounced than those recorded in densed and closed woodland of Hamyansangrim. The gradient variation was less steep for maximum 10 minutes average UTCI with at least $4.3{\pm}4.6m$(Hadongsongrim) and $3.5{\pm}4.1m$(Hamyansangrim) being required to stabilize the UTCI at mature woodlands. Therefore it is suggested that the woodlands buffer widths based on the UTCI values should be 3.5~7.6 m(Hamyansangrim) and 4.3~8.9(Hadongsongrim) m on each side of mature woodlands for users' thermal comfort environments. The woodland edge structure should be multi-layered canopies and closed edge for the buffer effect of woodland edge on woodland users' thermal comfort.