• Title/Summary/Keyword: risk model

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Performance Comparison of Reinforcement Learning Algorithms for Futures Scalping (해외선물 스캘핑을 위한 강화학습 알고리즘의 성능비교)

  • Jung, Deuk-Kyo;Lee, Se-Hun;Kang, Jae-Mo
    • The Journal of the Convergence on Culture Technology
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    • v.8 no.5
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    • pp.697-703
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    • 2022
  • Due to the recent economic downturn caused by Covid-19 and the unstable international situation, many investors are choosing the derivatives market as a means of investment. However, the derivatives market has a greater risk than the stock market, and research on the market of market participants is insufficient. Recently, with the development of artificial intelligence, machine learning has been widely used in the derivatives market. In this paper, reinforcement learning, one of the machine learning techniques, is applied to analyze the scalping technique that trades futures in minutes. The data set consists of 21 attributes using the closing price, moving average line, and Bollinger band indicators of 1 minute and 3 minute data for 6 months by selecting 4 products among futures products traded at trading firm. In the experiment, DNN artificial neural network model and three reinforcement learning algorithms, namely, DQN (Deep Q-Network), A2C (Advantage Actor Critic), and A3C (Asynchronous A2C) were used, and they were trained and verified through learning data set and test data set. For scalping, the agent chooses one of the actions of buying and selling, and the ratio of the portfolio value according to the action result is rewarded. Experiment results show that the energy sector products such as Heating Oil and Crude Oil yield relatively high cumulative returns compared to the index sector products such as Mini Russell 2000 and Hang Seng Index.

A Study on the 3D Precise Modeling of Old Structures Using Merged Point Cloud from Drone Images and LiDAR Scanning Data (드론 화상 및 LiDAR 스캐닝의 정합처리 자료를 활용한 노후 구조물 3차원 정밀 모델링에 관한 연구)

  • Chan-hwi, Shin;Gyeong-jo, Min;Gyeong-Gyu, Kim;PuReun, Jeon;Hoon, Park;Sang-Ho, Cho
    • Explosives and Blasting
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    • v.40 no.4
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    • pp.15-26
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    • 2022
  • With the recent increase in old and dangerous buildings, the demand for technology in the field of structure demolition is rapidly increasing. In particular, in the case of structures with severe deformation of damage, there is a risk of deterioration in stability and disaster due to changes in the load distribution characteristics in the structure, so rapid structure demolition technology that can be efficiently dismantled in a short period of time is drawing attention. However, structural deformation such as unauthorized extension or illegal remodeling occurs frequently in many old structures, which is not reflected in structural information such as building drawings, and acts as an obstacle in the demolition design process. In this study, as an effective way to overcome the discrepancy between the structural information of old structures and the actual structure, access to actual structures through 3D modeling was considered. 3D point cloud data inside and outside the building were obtained through LiDAR and drone photography for buildings scheduled to be blasting demolition, and precision matching between the two spatial data groups was performed using an open-source based spatial information construction system. The 3D structure model was completed by importing point cloud data matched with 3D modeling software to create structural drawings for each layer and forming each member along the structure slab, pillar, beam, and ceiling boundary. In addition, the modeling technique proposed in this study was verified by comparing it with the actual measurement value for selected structure member.

Characteristics of Patients with Surgical Closure of an Atrial Septal Defect during Infancy

  • Byeong A Yoo;Su Jin Kwon;Yu-Mi Im;Dong-Hee Kim;Eun Seok Choi;Bo Sang Kwon;Chun Soo Park;Tae-Jin Yun
    • Journal of Chest Surgery
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    • v.56 no.3
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    • pp.155-161
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    • 2023
  • Background: Surgical closure of an atrial septal defect (ASD) is infrequently indicated during infancy. We evaluated the clinical characteristics and outcomes of patients who underwent surgical ASD closure during infancy. Methods: A single-center retrospective review was performed for 39 patients (19 males) who underwent surgical ASD closure during infancy between 1993 and 2020. The median body weight percentile at the time of operation was 9.3. Results: During a median follow-up of 60.9 months, 4 late deaths occurred due to chronic respiratory failure. A preoperative history of bronchopulmonary dysplasia (BPD) was the only risk factor for late mortality identified in Cox regression (hazard ratio, 3.54; 95% confidence interval [CI], 1.75-163.04; p=0.015). The 5-year survival rate was significantly lower in patients with preoperative history of BPD (97.0% vs. 50.0%, p<0.001) and preoperative ventilatory support (97.1% vs. 40.4%, p<0.001). There were significant postoperative increases in left ventricular end-diastolic (p=0.017), end-systolic (p=0.014), and stroke volume (p=0.013) indices. A generalized estimated equation model showed significantly better postoperative improvement in body weight percentiles in patients with lower weight percentiles at the time of operation (<10th percentile, p=0.01) and larger indexed ASD diameter (≥45 mm/m2, p=0.025). Conclusion: Patients with ASD necessitating surgical closure during infancy are extremely small preoperatively and remain small even after surgical closure. However, postoperative somatic growth was more prominent in smaller patients with larger defects, which may be attributable to an increase in postoperative cardiac output due to changes in ventricular septal configuration. The benefits of ASD closure in patients with BPD are undetermined.

The Effect of Information Quality and Self-efficacy on Car-sharing Usage Intention (정보품질과 자기효능감이 카셰어링 재이용의도에 미치는 영향)

  • Liu, Bo;Byun, Sookeun
    • Journal of Service Research and Studies
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    • v.13 no.3
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    • pp.20-38
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    • 2023
  • Recently, car sharing has shown the most remarkable growth among sharing economy services. In the process of analyzing the intention to reuse the car sharing service, this study tried to reflect the unique characteristics of the service, which consists of non-face-to-face self-service, such as reservation, approval, handover, inspection, and return of the vehicle. Specifically, in addition to the perceived benefits and the perceived risks, we considered 'information quality' as a platform characteristic and 'self-efficacy' as a personal characteristic. To collect data, an online survey was conducted on adults with experience in car sharing, and a total of 320 responses were used for analysis. As a result of analyzing the structural equation model, it was found that information quality and self-efficacy increased the perceived benefits of services, and the higher the information quality, the higher the self-efficacy. On the other hand, the role of information quality and self-efficacy in lowering perceived risks was insignificant, and the intention to reuse services was more affected by perceived benefits than perceived risks. As a result of further analysis using Process Macro, it was found that the effect of self-efficacy on reuse intention was mediated by perceived benefits. It was analyzed that the indirect effects of information quality on reuse intention through perceived benefits or self-efficacy were all significant. These results suggest that providing timely, sufficient, and easy-to-understand information required by users on the platform improves self-efficacy and increases service reuse intention. In order to increase the number of service users, it is important for service providers not only to provide promotional activities such as offering attractive prices, but also to provide high-quality information so that users can use it more easily.

Disease vector occurrence and ecological characteristics of chiggers on the chestnut white-bellied rat Niviventer fulvescens in Southwest China between 2001 and 2019

  • Yan-Ling Chen;Xian-Guo Guo;Wen-Yu Song;Tian-Guang Ren;Lei Zhang;Rong Fan;Cheng-Fu Zhao;Zhi-Wei Zhang;Wen-Ge Dong;Xiao-Bin Huang;Dao-Chao Jin
    • Parasites, Hosts and Diseases
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    • v.61 no.3
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    • pp.272-281
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    • 2023
  • Chigger mites are the vector of scrub typhus. This study estimates the infestation status and ecological characteristics of chiggers on the chestnut white-bellied rat Niviventer fulvescens in Southwest China between 2001 and 2019. Chiggers were identified under the microscope, and infestation indices were calculated. The Preston's log-normal model was used to fit the curve of species abundance distribution. A total of 6,557 chiggers were collected in 136 of 342 N. fulvescens rats, showing high overall infestation indices (prevalence=39.8%, mean abundance=19.2, mean intensity=48.2) and high species diversity (S=100, H'=3.0). Leptotrombidium cangjiangense, Neotrombicula japonica, and Ascoschoengastia sifanga were the three dominant chigger species (constituent ratio=42.9%; 2,736/6,384) and exhibited an aggregated distribution among different rat individuals. We identified 100 chigger species, with 3 of them (Leptotrombidium scutellare, Leptotrombidium wenense, and Leptotrombidium deliense) as the main vectors of scrub typhus in China and nine species as potential vectors of this disease. Disease vector occurrence on N. fulvescens may increase the risk of spreading scrub typhus from rats to humans. Chigger infestation on N. fulvescens varied significantly in different environments. The species abundance distribution showed a log-normal distribution pattern. The estimated number of chigger species on N. fulvescens was 126 species.

Factors affecting Non-suicidal self-injury: Ecological Momentary Assessment using a Daily Diary Method study (일상생활에서의 비자살적 자해에 영향을 미치는 요인: 생태순간평가 일기법 연구)

  • Hoin Kwon ;Sunjin Kim
    • Korean Journal of Culture and Social Issue
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    • v.29 no.3
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    • pp.321-340
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    • 2023
  • This study was conducted to understand the emotional and situational context where non-suicidal self-injury occurs in everyday life. Sixty adults(age 19-35) completed daily surveys assessing positive and negative emotions, stressful events, self-injury thoughts, and behaviors for two weeks. Using a total of 663 collected entries, we analyzed specific personal emotions and stressful events related to non-suicidal self-injurious thoughts and behaviors. As a result, high negative emotions, low positive emotions, and total stress event scores were significantly related to self-injury thoughts and behaviors. In the model in which both emotion and stress were inserted as predictors, the low level of positive emotion showed a significant related to non-suicidal self-injurious behavior. These results suggest that negative emotion management and overall positive emotion reinforcement are important in emotion regulation intervention for non-suicidal self-injurious patients. The meaning of this study is that it searched for risk factors of non-suicidal injury in everyday life using a short-term longitudinal method.

High-resolution Urban Flood Modeling using Cellular Automata-based WCA2D in the Oncheon-cheon Catchment in Busan, South Korea (셀룰러 오토마타 기반 WCA2D 모형을 이용한 부산 온천천 유역 고해상도 도시 침수 해석)

  • Choi, Hyeonjin;Lee, Songhee;Woo, Hyuna;Noh, Seong Jin
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.43 no.5
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    • pp.587-599
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    • 2023
  • As climate change increasesthe frequency and risk of flooding in major cities around theworld, the importance ofsimulation technology that can quickly and accurately analyze high-resolution 2D flooding information in large-scale areasis emerging. The physically-based approaches based on the Shallow Water Equations (SWE) often requires huge computer resources hindering high-resolution flood prediction. This study investigated the theoretical background of Weighted Cellular Automata 2D (WCA2D), which simulates spatio-temporal changes offlooding using transition rules and weight-based system, and assessed feasibility to simulate pluvial flooding in the urbancatchment, theOncheon-cheon catchmentinBusan, SouthKorea.Inaddition,the computation performancewas compared by applying versions using OpenComputing Language (OpenCL) andOpenMulti-Processing (OpenMP) parallel computing techniques. Simulationresultsshowed that the maximuminundation depthmap by theWCA2Dmodel cansimilarly reproduce historical inundation maps. Also, it can precisely simulate spatio-temporal changes of flooding extent in the urban catchment with complex topographic characteristics. For computation efficiency, parallel computing schemes, theOpenCLandOpenMP, improved the computation by about 8~14 and 5~6 folds respectively, compared to the sequential computation.

The Effect of Ampelopsis japonica (Thunb.) Makino on Osteoclastogenesis and Expression of Osteoclast-Related Gene (백렴(白蘞)의 파골세포 분화 및 관련 유전자 발현 억제에 미치는 영향)

  • Hongsik Kim;Sumin Lee;Minsun Kim;Jae-Hyun Kim;Yejin Kang;Seoung Jun Kwon;Youngwoo Nam;Seungwoo Yoo;Hong-Seok Choi;SeonJin Huh;Youngjoo Sohn;Hyuk-Sang Jung
    • The Korea Journal of Herbology
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    • v.38 no.5
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    • pp.9-19
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    • 2023
  • Objectives : Osteoporosis is a systemic skeletal disorder characterized by reduced bone mineral density and increased risk of fractures. Bisphosphonates and selective estrogen receptors, which are bone resorption inhibitors that are currently widely used as osteoporosis treatments, show serious side effects when administered for a long time. Research on bone resorption inhibitors that complement the problems of existing treatments is needed. The purpose of this study was to investigate the effect of inhibiting osteoclast differentiation and activity on the tuberous root of Ampelopsis japonica (Thunb.) Makino (AM). Methods : After extracting AM using distilled water and ethanol, the inhibitory effects of the two solvents on osteoclast differentiation were compared using the RANKL-induced in vitro experimental model and the TRAP assay kit. The impact of AM on bone resorption was investigated through the pit formation assay, and its effect on F-actin formation was assessed through fluorescent staining. Additionally, protein and mRNA expression levels of osteoclast differentiation markers (NFATc1, c-Fos, TRAP and ATP6v0d2) and resorption markers (MMP-9, CTK, and CA2) were analyzed via western blot and RT-PCR. Results : AM treatment significantly decreased the number of TRAP-positive cells and pit formation area. Furthermore, AM suppressed both the protein and mRNA expression of NFATc1 and c-Fos, key transcription factors involved in osteoclast differentiation and it downregulated the expression of osteoclast-associated genes such as TRAP, CTK, MMP-9, CA2, and ATP6v0d2. Conclusions : These results suggest that AM can inhibit bone resorption and osteoclast differentiation, indicating its potential for use in the treatment and prevention of osteoporosis.

Development of real-time defect detection technology for water distribution and sewerage networks (시나리오 기반 상·하수도 관로의 실시간 결함검출 기술 개발)

  • Park, Dong, Chae;Choi, Young Hwan
    • Journal of Korea Water Resources Association
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    • v.55 no.spc1
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    • pp.1177-1185
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    • 2022
  • The water and sewage system is an infrastructure that provides safe and clean water to people. In particular, since the water and sewage pipelines are buried underground, it is very difficult to detect system defects. For this reason, the diagnosis of pipelines is limited to post-defect detection, such as system diagnosis based on the images taken after taking pictures and videos with cameras and drones inside the pipelines. Therefore, real-time detection technology of pipelines is required. Recently, pipeline diagnosis technology using advanced equipment and artificial intelligence techniques is being developed, but AI-based defect detection technology requires a variety of learning data because the types and numbers of defect data affect the detection performance. Therefore, in this study, various defect scenarios are implemented using 3D printing model to improve the detection performance when detecting defects in pipelines. Afterwards, the collected images are performed to pre-processing such as classification according to the degree of risk and labeling of objects, and real-time defect detection is performed. The proposed technique can provide real-time feedback in the pipeline defect detection process, and it would be minimizing the possibility of missing diagnoses and improve the existing water and sewerage pipe diagnosis processing capability.

Modeling of algal fluctuations in the reservoir according to the opening of Yeongju Dam (영주댐 개방에 따른 호내 조류 변동 모의)

  • Lee, Dong Yeol;Kim, Seong Eun;Baek, Kyong Oh
    • Journal of Korea Water Resources Association
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    • v.56 no.3
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    • pp.173-184
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    • 2023
  • Due to climate change, algal blooms frequently occur not only in Korea but also around the world, and the risk of toxicity of harmful algae has recently been issued. It is known that the representative harmful algae, cyanobacteria, are caused by the intersection of three factors: water temperature, residence time, and nutrients. In this study, water quality simulation was carried out using EFDC, a three-dimensional numerical model, to analyze the variations in water quality due to the decrease of residence time according to the opening of Yeongju Dam in Naeseong-Cheon. In fact, the concentration of chlorophyll-a in Yeongju Dam in the summer of 2021 was significant, exceeding the 'algae warning' for a long time based on the previous algae warning system. On the other hand, as a result of performing the simulation under the condition that the dam gate was completely opened, the concentration of chlorophyll-a was mostly reduced below the 'algae warning' level during the simulation period. It was confirmed that reducing the residence time by restoring the flow of Naeseong-Cheon is a way to immediately reduce algae in Yeongju Dam.