Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.
Journal of the Korean Institute of Landscape Architecture
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v.16
no.3
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pp.21-37
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1989
Environmental design pattern of the nine Small Urban Spaces at C.B.D. in City of Seoul are surveyed and analyzed for user's satisfaction and behavior under the environmental design evaluation by using Christopher Alexander's Pattern Language. Small Urban Spaces as a part of streetscape are formed by physical factors as well as visual environment and interacting user's behavior. Therefore, user's satisfaction and behavior at the nine Urban Small Spaces were investigated under the further search for some possibilities of application of those Pattern Languages. A pattern language has a structure of a network. It is used in sequence, going through the patterns, moving always from large patterns to smaller, always from the ones which create comes simply from the observation that most of the wonderful places of the city were not blade by architects but by the people. It defines the limited number of arrangements of spaces that make sense in any given culture. And it actually gives us the power to generate these coherent arrangement of space. As a results, 'Plaza', 'Seats'and 'Aecessibility' related design Patterns are highly evaluated by Pattern Frequency, Pattern Interaction and their Composition ranks, thus reconfirm Whyte's Praise of urban Small Spaces in our inner city design environments. According to the multiple regression analysis of user's evaluation, the environmental functions related to the satisfaction were 'Plaza', 'Accessibility' and 'Paving'. According to the free response, user's prefer such visually pleasing environmental design object as 'Waterscape' and 'Setting'. In addition to, the basic needs in Urban Small Spaces are amenity facilities as bench, drinking water and shade for rest.
Journal of the Korean Institute of Landscape Architecture
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v.38
no.1
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pp.98-106
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2010
Bangseonmun(訪仙門) is the attractive spots where Shinseon(神仙: Taoist hermit) ideas that makes Mt. Younju(瀛洲山) or the current Mt. Halla mystique has still remained and situated at Hancheon(漢川) Valley. Bangseonmun, which is known as 'Landscape Setting Here($L_{SH}$)' of Youngguchunhwa(瀛丘春花), which is one of ten famous spots in Youngjusipkyung(瀛洲十景), and Deulreonggui refer to 'the gate to the place where Shinseon is living.' It is described as the path to Mt. Youngju for Shinseon and the boundary between the mundane world and the world beyond the mundane. The old scholars at Mt. Halla entered the gate and met Shinseon, carving the word or picture of Bangseonmun, Whanseonmun, Wuseondae or Deungyounggu so as to structure the enchanting image on Bangseonmun. It is the poetic expression of the taste for the arts, breaking from the troublesome mundane world and riding the white deer to become the Shinseon, the desire for the ideal world in Taoism, and the identity of four famous scenic spots of Bangseonmun. Besides its enchanting meaning and the locational value of Bangseonmun, geological features of the valley and river and ecological value prove its unique value as a natural scenic beauty. Not to mention the locational identity and enchanting meaning of the poets carved in Meeaegak of Bangseonmun and the scenic view of 'Youngguchunhwa' as the subject of 10 famous scenes of Youngju, it is the place for communing with nature with the natural beauty of Bangseonmun Valley. As the cultural place for being together with Jeju people, it simultaneously shows the typical model as a scenic spot in our living. Viewing the scenic value and standard from the aspect of the Cultural Properties Protection Law, Bangseonmun Valley in Jeju must be the typical place and space that meet the requirements to become scenic sites.
Jang, Se Bok;Park, Sang Yun;Song, Seong Hwan;Jeong, Mi Suk;Kim, Yang
Journal of the Korean Chemical Society
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v.40
no.7
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pp.474-482
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1996
Two crystal structures of the vacuum dehydrated $Ag^+$-exchanged zeolite X have been determined by single-crystal X-ray diffraction techniques in the cubic space group Fd3 at 21(1)$^{\circ}C$ (a=24.922(1)${\AA}$ and a=24.901(1)${\AA}$, respectively). Each crystal was ion exchanged in flowing streams of aqueous $AgNO_3$ for three days. The first crystal was dehydrated at 300$^{\circ}C$ and $2{\times}10^{-6$torr for two days. The second crystal was similarly dehydrated at 350$^{\circ}C$. Their structures were refined to the final error indices, $R_1=0.095\;and\;R_2=0.092$ with 227 reflections, and $R_1=0.096\;and\;R_2=0.087$ with 334 reflections, respectively, for which I > 3${\sigma}$(I). In the first crystal, Ag species are found at five different crystallographic sites: sixteen $Ag^+$ ions fill the site I, the center of the double 6-ring, thirty-two Ag0 atoms fill the I' site in the sodalite cavities opposite double six-rings, seventeen $Ag^+$ ions lie at the 32-fold site II' inside the sodalite cavity at the single six-oxygen ring in the supercage, fifteen Ag+ ions lie at the 32-fold site II, in the supercage, and the remaining twelve $Ag^+$ ions lie at site III' in the supercage at a little off two-fold axes. In the second crystal, all Ag species are located similarly as crystal 1; 16 at site I, 28 at site I', 16 at site II, 16 at site II', 6 at site III and 6 at site III'. Total 88 silver species were found per unit cell. The remaining four Ag atoms were migrated out of the zeolite framework to form small silver crystallites on the surface of the zeolite single crystal. In the first structure, the numbers of Ag atoms per unit cell are approximately 32.0 and these may form tetrahedral $Ag_4$ clusters at the centers of the sodalite cavities. The probable four-atom cluster is stabilized by coordination to two $Ag^+$ ions. The Ag-Ag distance in the cluster, ca. 3.05 ${\AA}$, is a little longer than 2.89 ${\AA}$, Ag-Ag distance in silver metal. At least two six-ring $Ag^+$ ions on sodalite cavity (site II') must necessarily approach this cluster and this cluster may be viewed as a distorted octahedral silver cluster, (Ag6)2+.
This study examines the spatial characteristics of postal office patronage in rural areas. in the light of future possible relocation and closures of the postal facilities. Most of private services have flown out small rural central places due to the decrease of supporting population, and there consequently remain only a few public services including government-run post offices at the Myon seats, the lowest level among rural central places in Korea. The small local population and its further decline undermine the rationale for maintaining such public services in depleted rural areas. For the worse of it, the government recently plans to transform the postal system to a quasi-private, corporational structure. One can fear that the profit-seeking nature of the new postal corporation will inevitably force to close many of such small rural facilities. The study first analysed nation-wide censuses of postal offices for the years of 1986 and 1992. The postal services examined are per capita number of postal stamps and revenue stamps sold, and letters, parcels, telegrams and monetary transactions handled at the post offices. It is found that, while the usage of postal services has increased substantially throughout the nation during the period of 1986-1992, the increment has largely been occurred by urban post offices rather than by those in Gun seats (i.e., rural counties); and that the gap of the service levels between urban and rural post offices is ever widening. The study further examined the service differentials among the post offices within rural counties to find that those post offices adjacent to the county (Gun) seats and larger urban centers rendered less amount of services than remote rural post offices, indicating that rural residents tend to partonize larger centers more and more than local Myon seats. At the second stage of the study, questionnaire surveys were conducted in Muju, Kimpo, and Hongsung-Gun's. These three counties are meant to represent respectively the remote, suburban, and intermediary counties in Korea. The analyses of survey data reveal that the postal hinterlands of the county seats extend to much of nearby Myons, the subdivisions of a Gun. It is also found that the extent of postal hinterlands of the three counties and the magnitude of patronage and quite different from each other depending upon the topography, population density, and the propinquity of the counties to metropolitan centers. The findings suggest to reappraise the current flat allocation scheme of public facilites to each of rural subdivisions throughout the nation. A detailed analysis on the travel behavior of the survey respondents yields that age is the most salient variable to distinguish activity spaces of rural residents. The activity spaces of older respondents tend to be more limited within their Myon, whereas those of younger respondents extend across the Myon boundary, toward the central towns and even distant larger cities. The very existence of several activity spaces in rural areas calls for an attention in the future locational decisions of public facilities. The locational criteria, employed by the Ministry of Communication of Korean government to establish a post office, are the size of hinterland population and the distance from adjacent postal facilities. The present study findings suggest two additional criteria: the order in rural central place hierarchy and the propinquity to the upper-level centers of the central hierarchy. These old and new criteria are complementary each other in that the former criteria are employed to determine new office locations, whereas the latter are appropriate to determine facility relocation and closures.
Journal of the Korean Institute of Landscape Architecture
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v.48
no.4
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pp.1-7
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2020
This study quantified annual uptake and storage of carbon by urban greenspace in institutional lands and suggested improvement of greenspace structures to enhance carbon reduction effects. The study selected a total of five study cities including Seoul, Daejeon, Daegu, Chuncheon, and Suncheon, based on areal size and nationwide distribution. Horizontal and vertical greenspace structures were field-surveyed, after institutional greenspace lots were selected using a systematic random sampling method on aerial photographs of the study cities. Annual uptake and storage of carbon by woody plants were computed applying quantitative models of each species developed for urban landscape trees and shrubs. Tree density and stem diameter (at breast height) in institutional lands averaged 1.4±0.1 trees/100 ㎡ and 14.9±0.2 cm across the study cities, respectively. Of the total planted area, the ratio of single-layered planting only with trees, shrubs, or grass was higher than that of multi-layered structures. Annual uptake and storage of carbon per unit area by woody plants averaged 0.65±0.04 t/ha/yr and 7.37±0.47 t/ha, which were lower than those for other greenspace types at home and abroad. This lower carbon reduction was attributed to lower density and smaller size of trees planted in institutional lands studied. Nevertheless, the greenspace in institutional lands annually offset carbon emissions from institutional electricity use by 0.6 (Seoul)~1.9% (Chuncheon). Tree planting in potential planting spaces was estimated to sequester additionally about 18% of the existing annual carbon uptake. Enhancing carbon reduction effects requires active tree planting in the potential spaces, multi-layered/clustered planting composed of the upper trees, middle trees and lower shrubs, planting of tree species with greater carbon uptake capacity, and avoidance of the topiary tree maintenance. This study was focused on finding out greenspace structures and carbon offset levels in institutional lands on which little had been known.
Proceedings of the Korean Institute of Navigation and Port Research Conference
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2003.05a
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pp.181-186
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2003
The satellite navigation system is widely used for identifying a user's position regardless of weather or geographic conditions and also make effect on new technology of marine LBS(Location Based Service), which has the technology of geographic information such as the ENC. Generally, there are conceivable systems of marine LBS such as ECDIS, or ECS that use the ENC itself with powerful processor in installed type on ships bridge. Since the ENC is relatively heavy structure with dummy format for data transfer between different systems, we should reduce the ENC to small and compact size in order to use it in mobile platform. In this paper, we assumed that the mobile system like PDA, or Webpad can be used for small capability of mobile platform. However, the ENC should be updated periodically by update profile data produced by HO. If we would reduce the ENC without a consideration of update, we could not get newly updated data furthermore. As summary, we studied considerations for ENC reduction with update capability. It will make the ENC be useful in many mobile platforms for various applications.
Journal of the Korean Institute of Traditional Landscape Architecture
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v.30
no.4
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pp.1-13
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2012
Landscape Garden tradition of excellent examples of places that are focused on hydroponics management. South Korea and China, this thing was noticeable among them South Korea which emphasizes the natural contours of the natural streams in accordance with the basic idea to use examples that feature will do. Gardens in China by constructing a flat terrain also naturally expect to find examples of conscious ideas depending on the water and the mountains are characterized. These differences and similarities through the Gardens of the tradition of separating the two countries to build their Garden by site Soswaewon and Zolzengwon appear in the target hand is to identify the characteristics between the director. Research methods literature survey, field survey of the natural environment through the plantation, background history, the people who intend to study, to configure the ground water space, Jian, construction and management has been studied in hydroponics. As a result, Damyang-gun, Jeollanam-do, South Korea in the Garden of the Soswaewon(瀟灑園) organization with inner garden and outer garden of a small, but the scale of production to Yang San-Bo's 'eunilgwan' implement security based rock mooring takes the form of a linear channel and the water came down from riding pending to avoid artifacts gathered again took the form of streams flowing into that. Hutton was a rubble pile structure Jian. Building an Gwangpunggak, Jewoldang, as Daebongdae consist, respectively, depending on the purpose of the mooring was deployed by focusing. The other hand, is located at Suzhou, Jiangsu of China Zolzengwon(拙政園) flat terrain is located on. Largely divided eastern gardens, Central Gardens and the Gardens of the West was conducted by five thirds of the total area of Water accounted for. Pavilion the center of the pond, Seokgasan achieve a variety of landscapes and architectural features that are most of the Ming. The two countries, each region's natural environment and human environment, different, unique characteristics to each other in the implementation of a unique hydroponic Garden tube and ideological backgrounds, but especially the 'eunilgwan' and the terrain that is divided according to the conditions of this study, so fulfilling Garden was conducted.
Journal of the Korean Institute of Traditional Landscape Architecture
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v.28
no.3
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pp.60-71
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2010
The purpose of this paper is to provide a unified examination of apparently quite different gardens in terms of Carl Jung's psychological concepts such as Archetypes, Individualization, and a natural tendency towards balance or wholeness. In Jung's psychological framework, Archetypes are innate, universal prototypes for ideas and function as the first original models upon which all other similar persons, objects or concepts are derived, copied or patterned. Jung proposes that Individualization be achieved through a natural tendency towards balance, especially the balance between the conscious and the unconscious. This paper deals with three gardens, each of which represents a distinct cultural region: Bu-Yong Ji(芙蓉池) at the Changdeok Palace(Oriental), the Patio of the Lions at the Alhambra(Islamic), and the Fountain of Apollo at the Versailles Palace(Western). It is argued that all of three have in common a natural tendency towards balance and symbolize mandala, the archetype of wholeness. Bu-Yong Ji is in the form of quadrangle which embodies Yin and Yang. In the Patio of the Lions, the basin at the center and the four channels, which symbolize the waterway of the Garden of Eden and the four rivers in Paradise respectively, are constructed in the form of a quadripartite composition. The overlapped circle and rectangular shaped pond of the Fountain of Apollo also represents mandala. Symbols representing the same archetype can vary from culture to culture. This explains the differences among the three gardens with respect to specific aspects of external forms. In other words, an archetypal image can give rise to various forms in different cultures, and thus quite different mediums of design or design details may be developed. In conclusion, the three gardens give us a good example as to how an archetypal image can be expressed in different ways from culture to culture and how seemingly different design details can be analyzed in a unified way.
We present X-tree Diff, a change detection algorithm for tree-structured data. Our work is motivated by need to monitor massive volume of web documents and detect suspicious changes, called defacement attack on web sites. From this context, our algorithm should be very efficient in speed and use of memory space. X-tree Diff uses a special ordered labeled tree, X-tree, to represent XML/HTML documents. X-tree nodes have a special field, tMD, which stores a 128-bit hash value representing the structure and data of subtrees, so match identical subtrees form the old and new versions. During this process, X-tree Diff uses the Rule of Delaying Ambiguous Matchings, implying that it perform exact matching where a node in the old version has one-to one corrspondence with the corresponding node in the new, by delaying all the others. It drastically reduces the possibility of wrong matchings. X-tree Diff propagates such exact matchings upwards in Step 2, and obtain more matchings downwsards from roots in Step 3. In step 4, nodes to ve inserted or deleted are decided, We aldo show thst X-tree Diff runs on O(n), woere n is the number of noses in X-trees, in worst case as well as in average case, This result is even better than that of BULD Diff algorithm, which is O(n log(n)) in worst case, We experimented X-tree Diff on reat data, which are about 11,000 home pages from about 20 wev sites, instead of synthetic documets manipulated for experimented for ex[erimentation. Currently, X-treeDiff algorithm is being used in a commeercial hacking detection system, called the WIDS(Web-Document Intrusion Detection System), which is to find changes occured in registered websites, and report suspicious changes to users.
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