• Title/Summary/Keyword: probability index

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Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

A Study of Insomnia and Depression of Elderly Welfare Facility Users in a City (일 도시 노인복지시설 이용자들의 불면증 및 우울증에 대한 연구)

  • Jo, Mo A;Kim, Hyun;Lee, Kang Joon
    • Korean Journal of Psychosomatic Medicine
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    • v.25 no.2
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    • pp.200-209
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    • 2017
  • Objectives : The aim of this study was to analyze the relationship between depressive symptoms and sociodemographic factors associated with geriatric depression and insomnia and to examine the effects of these factors on depression. Methods : The severities of insomnia and depression in elderly aged 60 and older lived in Gwangmyeong city were evaluated and the related sociodemographic factors were investigated. From April 20, 2016 to December 1, 2016, Gwangmyeong city Mental Health Sevices consignment by department of psychiatry of a university-affiliated general hospital conducted surveys and interviews for total 837 elderly peoples lived in Gwangmyeong city by visiting welfare center and wards located in the city. Structured interviews were conducted using Insomnia Severity Index(ISI) and Short form-Geriatric Depression Scale(S-GDS) to examine the relationship between sociodemographic factors and the severities of insomnia and depression. Results : There were significant differences in S-GDS mean scores and age(below 70 years old, 70s, 80s, above 90 years old), type of health care(health insurance, medical aid), type of residency(own, not own) and marital status(single, married, divorced or widowed).There was a significant difference in education level, especially between not educated(and/or) elementary graduates and college graduate(F=3.227, p=0.012). Also, there were significant differences in age, type of health care, type of residency, number of household on divided S-GDS score above and below 10 scores(p<0.05). Insomnia measured by ISI was not significantly associated with sociodemographic factors(p>0.05), but was significantly associated with depressive symptoms(p<0.05). These findings suggest more severe insomnia symptom indicated the higher probability of depression and elderly with depressive symptoms had more severe insomnia. Conclusions : Geriatric depression has significant relationships with age, type of health care, type of residency, marital status, education and number of households. In addition, insomnia which is main symptom of depression in elderly, has important role in predicting the severity and diagnosis of depression.

A Study of Health Condion and Shift Service of the Nurse in (종합병원 간호사의 교대근무와 건강상태에 관한 연구)

  • Kim, Soon-Ok
    • Journal of Korean Academy of Nursing Administration
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    • v.3 no.1
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    • pp.119-133
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    • 1997
  • Continuing shift service of clinical nurses can be not only the cause of occupational dissatisfaction by being connected with the change of circadian rhythm and the burden of duties to be applicable to such changes. But also of inviting the lowering of nursing quality by being affected to the resignation of the nurses as the threat to the health of the nurses. This study has selected 500 nurses at random under non-probability sampling who have been serving by shift in 7 general hospitals which have over 400 sickbeds for the purpose of cross-sectional survey design from Sep. 7 through 20, 1996. Standardized modification of the CMI has been used which was designed for Koreans with Cornell Medical Index developed by Broadman and his fellow workers as the study device. The structure of the device was composed of 35 questions on physical appeal(Chronbach's ${\alpha}=8507$) and 22 questions of mental appeal(Cronbach's ${\alpha}=.8166$ totalling 57 questions. The collected data has been computerrized by using SPSS. General character, present symptom, perceived symptom and others are sought by practical number and percentage, and the health condition comparison followed by general characters was conducted by t-test and ANOVA. The post test was by Duncan's test by the level of p<.05. 1) The items of the answer that they have the physical symptom presently by 50% or over of the nurses were as "Do you often have spells of severe dizziness", "Are your eyes often red or inflamed", "Does press or pain in the head often make like miserable", "Are your ankles often badly swollen", "Do pains in the back make it hard for you to keep up with your work". 2) The items of the answer by over 50% of the nurses as the mental symptom at present were "do you fell bad when criticized?", "Do you get angry when everything is against your will?", "do you get angry when ordered to do this and that?", "do you feel uneasy by such a trifle thing?", "do you tremble or are you freightened by sudden sound?". The mental and physical symptoms which have appeared presently in connection with the shift service have been agreed with each other. But the physical condition has been worse than the mental one. 3) In the physical health conditions followed by demosociological character, there were the significant differences by sex, religion and place of residence(p<.05), and in the mental health conditions, there were the significant differences by age, marital status, residence place and the required time for attending hospital(p<.05). 4) There was significant difference by the degree of satisfaction about the duty in both the physical and mental health conditions. In short, the higher the degree of duty satisfaction, the better the health conditions. 5) There were the significant difference according to the times of night duty and whether they take the drug or not or the kinds of the drugs in the physical health conditions related with the characters of night shift. Mental health conditions in the night shift case showed significant differences according to their taking drug or not or the kinds of the drugs(p<.05). I can confirm that the nurses have been affected continuously by the shift service mentally and physically. The maintenance of the physical and mental health of the nurses and its promotion are very important problem to guarantee the quality nursing in the performance of the nursing service continuously and effectively, so the hospital should make every effort to improve the duty conditions by finding out the causes affecting to their health. In the nursing management viewpoint, I think that elevating the satisfaction degree about the duty would be a great help to the promotion of physical and mental health conditions. But what is most important is that the nurses themselves should take care of themselves in maintaining the good conditions in their service in the hospital.

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A Study on Business Diversification and Business Performance of Korean Mass Media Enterprises (국내 매스미디어 기업의 사업다각화와 경영성과에 관한 연구)

  • Chang, Yun-Hi
    • Korean journal of communication and information
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    • v.43
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    • pp.173-208
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    • 2008
  • This study analyses the business performance according to the business diversification of Korean mass media enterprises from year 2003 to 2006. The conclusions drawn which could be divided into five main parts are the followings: First, newspaper companies pursue unrelated diversification in various industrial areas, in order to gain maximum profit while broadcasting companies exert themselves to provide better service by diversifying the major contents. Second, overall the interviewed companies display a constant decline in profit gained from their major business area thus establishing strategies to broaden their focus on diversification of any sort. Third, the researcher completed group analysis in regard of diversification measure resulting in division of three groups. The group which had the most immense diversification range gained the highest ROE, the lowest ROE volatility, and lesser probability of risk taking. The analysis adresses the companies broadening their business areas by researching and focusing on diversification are relatively stable in terms of the profit they gain. Fourth, the middle level group in terms of sales scale, debts, enterprise history, major share rate and high ROE group carry out diversification progressively. The sales scale affects positively to diversification, while the major share rate affects negatively to diversification. Fifth, in accordance to the research, diversification overall contributes to obtainance of successful outcome. Since there was not an immense amount of studies to be referred in the media area, the researcher interviewed and did panel discussion with numerous strategists and managers who are in charge of diversification of media companies. However, collection of only 4 years of data limits the research to be considered to be a generalized study, and does not reflect time gap between business diversification and business performance. Development is required in future studies to be established regarding the media companies' specificity different to other industries, classified the media companies into media types, and consider the time gap in the diversification activities and business performance.

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Assessment of Carotid Geometry by Using the Contrast-enhanced MR Angiography (조영증강 MR 혈관 조영술을 이용한 경동맥 기하학의 평가)

  • Lee, Chung-Min;Ryu, Chang-Woo;Kim, Keun-Woo
    • Investigative Magnetic Resonance Imaging
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    • v.14 no.1
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    • pp.47-55
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    • 2010
  • Purpose : To evaluate the geometry of carotid artery by assessing the images of contrast-enhanced MR angiography (CE-MRA) and interrelationships between the geometry of carotid artery and clinical factors. Materials and Methods : 216 consecutive patients who performed supraaortic CE-MRA with fast spoiled gradient-echo imaging were included. Their medical records were reviewed for variable information including risk factors predictive of generalized atherosclerotic disease (age, hypertension (HTN), diabetes mellitus, hyperlipidema, and smoking), sex, body weight, height, and body mass index (BMI). We reviewed the CE-MRA with carotid origin (3 types), carotid artery tortuosity, angle of internal carotid artery bifurcation, the type of aortic arch branching, and the presence of the coiling of carotid artery. Results : Multinomial logistic regression analysis showed that significantly contributed clinical backgrounds for carotid origin were the age and the BMI. With an increase of age at 1, the probability that the type of carotid origin become from type 1 to type 2 was 0.9 times (p=0.004) in right carotid artery (RCA), 0.9 times (p = 0.031) in left carotid artery (LCA), 0.9 times that are likely to be type3 from type 2 (p<0.001) in RCA and 0.9 times in LCA (p=0.009). Increase in BMI at 1 increased odds of becoming type 2 as 1.1 times (p = 0.067) in RCA, 1.1 times (p=0.009) in LCA and increased chance of becoming type 3 as 1.2 times (p = 0.001) in RCA, 1.2 times (p=0.003) in LCA. Mean value of right and left carotid tortuosity were $240.9{\pm}69.0^{\circ}$and $154.4{\pm}55.0^{\circ}$, respectively. Conclusion : The BMI, age, sex and presence of HTN affects the geometry of carotid arteries, the site of origin and tortuosity of carotid artery specifically.

An Empirical Study on Verifying the Estimated Discrimination and Parentage Test Powers of the 13 Traceability Microsatellite Markers for Commercial Pigs Produced by a Three-way Cross (3원교잡 비육돈 집단에 대한 이력추적용 13 Microsatellite Marker의 판별효율 및 혈연관계 추정효율 실증 연구)

  • Lim, Hyun-Tae;Kim, Byeong-Woo;Cho, In-Cheol;Yoo, Chae-Kyoung;Park, Moon-Sung;Park, Hee-Bok;Lee, Jae-Bong;Lee, Jung-Gyu;Jeon, Jin-Tae
    • Journal of Animal Science and Technology
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    • v.53 no.1
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    • pp.29-34
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    • 2011
  • Using the materials collected from nine farms in a three-way cross system to produce commercial pigs produced from F1 sows (Landrace $\times$ Large White) $\times$ Duroc, the power of individual discrimination and parentage of the 13 microsatellite (MS) marker set that has been suggested for individual/brand identification (traceability) was empirically tested. Initially, genotypes of the parental population ($F_1$ sows and Duroc), and commercial pigs were determined and the genotype frequency and polymorphic index were estimated using the Cervus 2.0 program. The probability of identity among genotypes of random individuals, that random half sibs and that of full sib individuals, based on the genotypes from 91 $F_1$ sows and Duroc were expected to be $4.94{\times}10^{-34}$, $8.16{\times}10^{-23}$ and $2.01{\times}10^{-08}$, respectively, using the API-CALC version 1.0 program. When commercial pigs were included, the estimates increased to $3.74{\times}10^{-35}$, $5.48{\times}10^{-25}$ and $2.96{\times}10^{-11}$, respectively. For the empirical verification of the estimated powers of individual discrimination and parentage, the parentage test was performed for 452 commercial pigs using PAPA version 2.0, and individuals with the same genotype were investigated using the Cervus version 2.0 program. Parents for all commercial pigs were successfully estimated and no identical individual was identified in the pedigree. Although the individual discriminating power was not fully verified because of the lack of individuals corresponding with the theoretical power, the 100% efficiency of parentage test was clearly confirmed. Therefore, we believe that the 13 MS marker set in conjunction with management record/information for the pig production kept in a farm/brand should be useful in the pork traceability in a brand unit.

The NCAM Land-Atmosphere Modeling Package (LAMP) Version 1: Implementation and Evaluation (국가농림기상센터 지면대기모델링패키지(NCAM-LAMP) 버전 1: 구축 및 평가)

  • Lee, Seung-Jae;Song, Jiae;Kim, Yu-Jung
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.18 no.4
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    • pp.307-319
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    • 2016
  • A Land-Atmosphere Modeling Package (LAMP) for supporting agricultural and forest management was developed at the National Center for AgroMeteorology (NCAM). The package is comprised of two components; one is the Weather Research and Forecasting modeling system (WRF) coupled with Noah-Multiparameterization options (Noah-MP) Land Surface Model (LSM) and the other is an offline one-dimensional LSM. The objective of this paper is to briefly describe the two components of the NCAM-LAMP and to evaluate their initial performance. The coupled WRF/Noah-MP system is configured with a parent domain over East Asia and three nested domains with a finest horizontal grid size of 810 m. The innermost domain covers two Gwangneung deciduous and coniferous KoFlux sites (GDK and GCK). The model is integrated for about 8 days with the initial and boundary conditions taken from the National Centers for Environmental Prediction (NCEP) Final Analysis (FNL) data. The verification variables are 2-m air temperature, 10-m wind, 2-m humidity, and surface precipitation for the WRF/Noah-MP coupled system. Skill scores are calculated for each domain and two dynamic vegetation options using the difference between the observed data from the Korea Meteorological Administration (KMA) and the simulated data from the WRF/Noah-MP coupled system. The accuracy of precipitation simulation is examined using a contingency table that is made up of the Probability of Detection (POD) and the Equitable Threat Score (ETS). The standalone LSM simulation is conducted for one year with the original settings and is compared with the KoFlux site observation for net radiation, sensible heat flux, latent heat flux, and soil moisture variables. According to results, the innermost domain (810 m resolution) among all domains showed the minimum root mean square error for 2-m air temperature, 10-m wind, and 2-m humidity. Turning on the dynamic vegetation had a tendency of reducing 10-m wind simulation errors in all domains. The first nested domain (7,290 m resolution) showed the highest precipitation score, but showed little advantage compared with using the dynamic vegetation. On the other hand, the offline one-dimensional Noah-MP LSM simulation captured the site observed pattern and magnitude of radiative fluxes and soil moisture, and it left room for further improvement through supplementing the model input of leaf area index and finding a proper combination of model physics.

Effects of Planting Density and Tiller Removal Growth and Yield of Sweet Corn Hybrids (재식밀도와 얼자제거가 단 옥수수의 생육 및 수량에 미치는 영향)

  • Keun Yong, Park;Young Kil, Kang;Seung Ue, Park;Hyeon Gui, Moon
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.34 no.2
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    • pp.192-197
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    • 1989
  • Two sweet corn hybrids, 'Tanok l' and 'Golden Cross Bantam 70 (GCB 70)' were grown at five plant densities, of 4, 167. 5,556, 6,667. 8, 333, and 11, 111 plants per 10 ares, with or without tiller removal, to determine effects of tiller removal on growth and yield of sweet corn hybrids at various plant densities. Tillers were pulled when less than 15 cm tall. The number of tillers per plant linearly decreased as plant density increased. The two hybrids had similar plant height, ear length and diameter, ear weight and the number of ears per plant and 10 ares. Tanok 1 lodged approximately 20% at above 8,333 plants per 10 ares, while GCB 70 did not lodge at all, at any plant density. Tanok 1 had higher leaf area index (LAI), ear and stover yields than GCB 70. Except for root lodging and LAI, hybrid x plant density interaction was not significant at 5% probability level. Plant density did not affect silking data. Increasing plant density linearly increased plant height, LAI, and stover yield, but linearly decreased ear length, ear weight, and the number of ears per plant. Increase in LAI was greater in Tanok 1 than in GCB 70, with increasing plant density. The relationships between the number of ears and ear yield per 10 ares and plant density were Quadratic. The optimum plant density was estimated to be approximately 6500 plants per 10 ares, using the equation based on ear yield. Except for ear height and LA I, hybrid x tiller removal and plant density x tiller removal interactions were not significant. Hybrid x plant density x tiller removal interaction was not significant for any characters. When averaged over hybrids and plant densities, tiller removal reduced plant height and ear and stover yields by about 3, 10, and 16%, respectively, but did not significantly affect silking date, root lodging, ear length and diameter and the number of ears per plant and per 10 ares. The results indicate that the optimum plant density is approximately 6500 plants per 10 ares, regardless of tiller removal and tillers are not to be removed at any plant density.

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Development of the Risk Evaluation Model for Rear End Collision on the Basis of Microscopic Driving Behaviors (미시적 주행행태를 반영한 후미추돌위험 평가모형 개발)

  • Chung, Sung-Bong;Song, Ki-Han;Park, Chang-Ho;Chon, Kyung-Soo;Kho, Seung-Young
    • Journal of Korean Society of Transportation
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    • v.22 no.6
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    • pp.133-144
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    • 2004
  • A model and a measure which can evaluate the risk of rear end collision are developed. Most traffic accidents involve multiple causes such as the human factor, the vehicle factor, and the highway element at any given time. Thus, these factors should be considered in analyzing the risk of an accident and in developing safety models. Although most risky situations and accidents on the roads result from the poor response of a driver to various stimuli, many researchers have modeled the risk or accident by analyzing only the stimuli without considering the response of a driver. Hence, the reliabilities of those models turned out to be low. Thus in developing the model behaviors of a driver, such as reaction time and deceleration rate, are considered. In the past, most studies tried to analyze the relationships between a risk and an accident directly but they, due to the difficulty of finding out the directional relationships between these factors, developed a model by considering these factors, developed a model by considering indirect factors such as volume, speed, etc. However, if the relationships between risk and accidents are looked into in detail, it can be seen that they are linked by the behaviors of a driver, and depending on drivers the risk as it is on the road-vehicle system may be ignored or call drivers' attention. Therefore, an accident depends on how a driver handles risk, so that the more related risk to and accident occurrence is not the risk itself but the risk responded by a driver. Thus, in this study, the behaviors of a driver are considered in the model and to reflect these behaviors three concepts related to accidents are introduced. And safe stopping distance and accident occurrence probability were used for better understanding and for more reliable modeling of the risk. The index which can represent the risk is also developed based on measures used in evaluating noise level, and for the risk comparison between various situations, the equivalent risk level, considering the intensity and duration time, is developed by means of the weighted average. Validation is performed with field surveys on the expressway of Seoul, and the test vehicle was made to collect the traffic flow data, such as deceleration rate, speed and spacing. Based on this data, the risk by section, lane and traffic flow conditions are evaluated and compared with the accident data and traffic conditions. The evaluated risk level corresponds closely to the patterns of actual traffic conditions and counts of accident. The model and the method developed in this study can be applied to various fields, such as safety test of traffic flow, establishment of operation & management strategy for reliable traffic flow, and the safety test for the control algorithm in the advanced safety vehicles and many others.

Relationship between health behaviors and high level of low density lipoprotein-cholesterol applying cardiovascular risk factors among Korean adults: based on the sixth Korea National Health and Nutrition Examination Survey (KNHANES VI), 2013 ~ 2015 (성인의 심혈관계 위험인자를 적용한 고저밀도지단백-콜레스테롤혈증과 건강행태의 관련성 연구 : 국민건강영양조사 제6기 (2013 ~ 2015) 자료 이용)

  • Cha, Bo-Kyoung
    • Journal of Nutrition and Health
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    • v.51 no.6
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    • pp.556-566
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    • 2018
  • Purpose: This study was designed to determine the relationship between health behaviors and high levels of low-density lipoprotein-cholesterol (LDL-cholesterol) according to cardiovascular risk factors among Korean adults. Methods: This cross-sectional study was based on the sixth Korea national health and nutrition examination survey (KNHANES VI). Participants were 13,841 adults aged 19 years and older. Cardiovascular risk factors were stroke, myocardial infarction or angina, diabetes mellitus, smoking, hypertension, aging, high density lipoprotein-cholesterol (HDL-cholesterol) under 40 mg/dL and HDL-cholesterol over 60 mg/dL. Cardiovascular risk groups were classified as very high risk (stroke, myocardial infarction or angina), high risk (diabetes mellitus), moderate risk (over 2 risk factors), and low risk (below 1 risk factor). The prevalence of high LDL-cholesterol was calculated using the LDL-cholesterol target level according to cardiovascular risk group. Results: The prevalence of high LDL-cholesterol was 25.5% in males and 21.7% in females. Complex sample cross tabulation demonstrated that the high LDL-cholesterol and normal groups differed significantly according to age, education, body mass index, percentage of energy from carbohydrate, fat, saturated fat and n-6 in males and females. These two groups were also significantly different according to smoking in males and the percentage of energy from n-3 in females. Complex sample multiple logistic regression analysis adjusted for multiple confounding factors demonstrated that the probability of high LDL-cholesterol was significantly associated with current smoking (OR: 1.66, 95% CI: 1.40-1.99), obesity (OR: 1.95, 95% CI: 1.64-2.31) in males, and current smoking (OR: 1.73, 95% CI: 1.19-2.52), obesity (OR: 1.63, 95% CI: 1.39-1.90), percentage of energy from n-3 (quartile 1 vs. quartile 2; OR: 0.77, 95% CI: 0.62-0.96; quartile 1 vs. quartile 3; OR: 0.73, 95% CI: 0.56-0.94; quartile 1 vs. quartile 4: OR: 0.67, 95% CI: 0.51-0.87) in females. Conclusion: This study reveals the impact of smoking, obesity, energy percentage of nutrient intake on LDL-cholesterol.