• Title/Summary/Keyword: multinomial logistic model

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A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

The Impact of Parental Style, Parent-Adolescent Communication on Parent's Perception Types of Online Game (부모의 양육태도, 부모-자녀 간 의사소통 방식이 온라인 게임에 대한 부모의 인식에 미치는 영향)

  • Kim, Jee Yeon;Doh, Young Yim
    • Journal of Korea Game Society
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    • v.15 no.6
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    • pp.65-76
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    • 2015
  • This study attempts to investigate the parent's perception types of online game and their related factors. The data was collected through the online survey from 485 parents. As a result, the parent's perception types of online game were classified as 4 types. Each perception type shows differences in an attitude and reaction to online game and gender. Next, this study employed a multinomial logistic regression model to examine variables influencing the parent's perception types of online game. The result shows that parent's gender, controlling parental style, and problematic communication have statistically significant effects on the parent's perception types of online game. This study holds its significance in considering the game use of children in the context of parent-child relationship by exploring the parent's perception of online game and its influencing variables.

Identifying Latent Profiles in School Adaptation of School Absentee Adolescents and Testing the Effects of Predictive Variables (학교결석 청소년의 학교적응 유형과 예측요인 검증)

  • Kim, Dongha
    • Korean Journal of Social Welfare
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    • v.66 no.3
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    • pp.5-28
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    • 2014
  • School absenteeism, one of the early warning signs of behavioral problems, has been known to be a complex and heterogeneous problem. However, much of the research assumes that school absentee adolescents comprise a homogeneous group. This study explored the heterogeneity of school absentee adolescents, based on school adaptation, to provide a more nuanced understanding of school absenteeism and examined predictive and risk factors associated with each typology of school absentee adolescents. Latent profile analysis was conducted using sample 477 middle school students who were reported absent in the previous year from the 3rd wave of Korean Children and Youth Panel Study. Multinomial logistic regression and ANOVA was also employed to examine the effects of predictive variables. As a result, three profiles were identified: low, middle, and high adaptive group. Group membership was found to be associated deferentially with gender, mental health, parenting neglect, delinquent friends, and delinquent behaviors. These findings propose more specific and targeted interventions designed to meet the needs and risk factors associated with the different typologies of school absentee adolescents.

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Fraud and Error in the Social Assistance Program (국민기초생활보장제도 수급자격 적격성 연구 - 사각지대와 부정수급집단의 특성을 중심으로 -)

  • Park, Neung-hoo;Song, Mi-young
    • Korean Journal of Social Welfare Studies
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    • no.39
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    • pp.287-314
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    • 2008
  • This paper tests the stigma hypothesis and administration hypothesis on the illegal take-up group and non take-up group in the National Livelihood Security Program. A set of survey data, using multinomial logistic model, was analyzed for this purpose. Compared with the legal take-up group, the feature of illegal take-up group which has more workable household supports the administration hypothesis - the low skill of means-test office would increase the possibility of benefit fraud. The features of non take-up group support both the stigma hypothesis - the stigma prevents eligible person from participating in the social assistance program, and the administration hypothesis - the administration office is apt to make error to deny the eligibility of person who has supposed family supporters.

Identifying and Predicting Adolescent Smoking Trajectories in Korea (청소년기 흡연 발달궤적 변화와 예측요인)

  • Chung, Ick-joong
    • Korean Journal of Social Welfare Studies
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    • no.39
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    • pp.5-28
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    • 2008
  • The purpose of this study is two-fold: 1) to identify different adolescent smoking trajectories in Korea; and 2) to examine predictors of those smoking trajectories within a social developmental frame. Data were from the Korea Youth Panel Survey(KYPS), a longitudinal study of 3,449 youths followed since 2003. Using semi-parametric group-based modeling, four smoking trajectories were identified: non initiators, late onsetters, experimenters, and escalators. Multinomial logistic regressions were then used to identify risk and protective factors that distinguish the trajectory groups from one another. Among non smokers at age 13, late onsetters were distinguished from non initiators by a variety of factors in every ecological domain. Among youths who already smoked at age 13, escalators who increased their smoking were distinguished from experimenters who almost desisted from smoking by age 17 by self-esteem and academic achievement. Finally, implications for youth welfare practice from this study were discussed.

An Exploratory Study on International Undergraduate Students' Satisfaction with Life of Studying Abroad -Focusing on Multidimensional Approach- (외국인 학부 유학생의 유학생활만족에 관한 탐색적 연구 -다차원적 접근을 중심으로-)

  • Hwang, Dongjin
    • The Journal of the Korea Contents Association
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    • v.21 no.6
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    • pp.415-424
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    • 2021
  • The life of studying abroad includes not only school life, but also various areas such as economy, social relationship, and culture, so the level of satisfaction in each area could be differently shown in each individual. Based on this critical mind, this study aims to analyze the satisfaction with life of studying abroad in the multidimensional perspective. To analyze this, a latent class analysis was applied to identify subgroups, and a multinomial logistic regression model was applied to verify factors influencing group classification. The results of the analysis could be summarized into two. First, there were sub-groups showing different satisfaction with life of studying abroad. The sub-groups showed different levels of satisfaction in five areas such as housing, economy, social relationship, study, and culture, which were not discerned in single dimension. Second, the classification of group was complexly influenced by academic factor, psychological/emotional factor, and environmental factor. Especially, the predictive factor had different influences on each sub-factor. Based on such results of this study, this study aims to seek for the practical and policy-level suggestions for improving foreign students' satisfaction with life of studying abroad.

Relevance between cognitive function and oral health status in the elderly: Focusing on Korean Longitudinal Study of Aging (노인의 인지기능과 구강건강상태의 관련성: 고령화연구패널조사(Korean Longitudinal Study of Aging)를 중심으로)

  • Kim, In-Ja;Moon, Hee-Jung
    • Journal of Korean society of Dental Hygiene
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    • v.22 no.5
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    • pp.333-340
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    • 2022
  • Objectives: This study aimed to confirm the association between cognitive function and oral health status in the elderly. Methods: In this study, 5,794 respondents, aged 55 or older, who had participated in the 7th aging research panel survey were used. Statistical analyses were performed using a complex samples cross-tabulation analysis, complex samples general linear model, and a complex sample multinomial logistic regression analysis. Results: After analyzing the cognitive function of the elderly according to their oral health conditions, it was found that suspicions of dementia (19.6%) and cognitive function decline (25.9%) were more common for those who wore dentures than for those who did not wear dentures (p<0.001). Compared to those who did not wear dentures, those who wore dentures were linked to a 1.665 times higher suspicion of dementia (p<0.001). In comparison, cognitive decline was 0.964 times lower when the number of natural teeth increased by 1, and it was 0.941 times lower when the oral health evaluation index for the elderly increased by 1 point (p<0.001). Conclusions: As a result of this study, it was confirmed that cognitive function and oral health status are related in the elderly. Therefore, systematic measures for oral health management and oral health promotion should be prepared in tandem with awareness of possible cognitive decline in the elderly.

Rhabdomyolysis induced by venomous snake bite (독사 교상 후 발생하는 횡문근 융해증)

  • Jungho Lee;Jeongmi Moon;Byeongjo Chun
    • Journal of The Korean Society of Clinical Toxicology
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    • v.20 no.2
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    • pp.51-57
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    • 2022
  • Purpose: Despite previous studies reporting the development of rhabdomyolysis (RM), this affliction tends to be neglected as an envenomation sign in South Korea. The current retrospective study investigates the prevalence and prognosis of RM after a snakebite. We further searched for predictors of snakebite-induced RM, which can be observed at presentation. Methods: This study included 231 patients who presented to the ED within 24 hours after a snakebite. The patients were classified according to the severity of RM, and the data, comprising baseline characteristics and clinical course including the level of creatine kinase (CK), were collected and compared according to the severity of RM. Results: The prevalence of RM and severe RM were determined to be 39% and 18.5%, respectively. Compared to the group without RM or with mild RM, the group with severe RM had a higher grade of local swelling, a higher frequency of acute kidney injury and neurotoxicity, and a greater need for renal replacement therapy and vasopressor administration. However, the incidence of acute renal injury in the RM group was 7.7%, with two patients needing renal replacement therapy. No mortalities were reported at discharge. Results of the multinomial logistic regression model revealed that the WBC levels are significantly associated with the risk of severe RM. Conclusion: RM should be considered the primary clinical sign of snake envenomation in South Korea, although it does not seem to worsen the clinical course. In particular, physicians should pay attention to patients who present with leukocytosis after a snakebite, which indicates the risk of developing RM, regardless of the CK level at presentation.

Analysis of Student's Satisfaction Types of the Campus-Life and Affecting Factors using Latent Profile Analysis (잠재프로파일 분석을 이용한 대학생활 만족유형 분류 및 영향요인 분석)

  • Ryu, HoJun;Kil, HyeJi;Rah, Min-Joo
    • The Journal of the Korea Contents Association
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    • v.22 no.8
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    • pp.482-491
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    • 2022
  • The purpose of this study was to classify latent profiles based on satisfaction of student by the campus-life&educational-experiences and to identify factors affecting satisfaction according to each type. For this study, data from the survey of the A univ(1,952 data) were used. To analyze this, a latent profiles analysis was applied to identify subgroups, in which the students by the campus-life&educational-experiences satisfaction, and a multinomial logistic regression model was applied to verify factors affecting group classification. As a result of the analysis, first four groups were classified in the order of 'average·class·highest·relationship satisfaction type'. Second the factors affecting the classification into the remaining three types with 'the average satisfaction type' as a reference group were found to be significant influencing factors(gender, grade, admission process, GPA grade). Based on these results, this study suggested implications for planning and promoting student-tailored education and student support policies at the university level.

Analysis of eating behavior of Indonesian women from multicultural and non-multicultural families

  • Ulya Ardina;Su-In Yoon;Jin Ah Cho
    • Journal of Nutrition and Health
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    • v.57 no.2
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    • pp.228-243
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    • 2024
  • Purpose: This study aimed to identify the distinctions in dietary and health-related behaviors among Indonesian women who marry Koreans or into multicultural families (MF) and those who marry Indonesians living in Korea (IK) and in Indonesia (II). Methods: The study was performed with 192 subjects using an online questionnaire regarding food choice, dietary and health behavior, and nutrition quotient (NQ). The analysis used Pearson's chi-squared test, the Fisher's exact test, multinomial logistic regression, and the general linear model. Results: The MF group consumed Korean food more than once a day and Indonesian food 1-2 times monthly (p < 0.001). The main challenge for the IK and II groups in consuming Korean food was the presence of pork and the different food flavors (p < 0.001). The MF group tended to have normal body mass index, consumed more vitamin and mineral supplements (p = 0.014), and exercised regularly ≥150 min/week compared to the IK and II groups (p < 0.001). However, the MF group had the highest rate of skipping breakfast (p = 0.040). When evaluating the NQ of the participants, the MF group consumed more vegetables (p = 0.026), mixed grains (p = 0.031), and spicy and salt soups (p = 0.006). The II group consumed more fish (p = 0.005), beans (p = 0.009), and nuts (p = 0.003). The IK group checked the nutrition labels the most (p = 0.005), while their consumption of vegetables, fish, beans, and nuts was lowest. The MF group had a higher balance score, which resulted in a substantially more nutritious food intake compared to the other two groups (p = 0.037). Conclusion: The MF group consumed more vegetables and mixed grains, adequate fish, beans, and nuts, and engaged in longer daily physical activity. However, the IK group had a relatively low-quality diet and nutritional intake status compared to the other two groups, and this needs to be improved in the future.