• Journal of the Korea Society of Computer and Information
• /
• v.27 no.11
• /
• pp.147-155
• /
• 2022

In this study, we developed a system to dynamically balance a daily stock portfolio and performed trading simulations using gradient boosting and genetic algorithms. We collected various stock market data from stocks listed on the KOSPI and KOSDAQ markets, including investor-specific transaction data. Subsequently, we indexed the data as a preprocessing step, and used feature engineering to modify and generate variables for training. First, we experimentally compared the performance of three popular gradient boosting algorithms in terms of accuracy, precision, recall, and F1-score, including XGBoost, LightGBM, and CatBoost. Based on the results, in a second experiment, we used a LightGBM model trained on the collected data along with genetic algorithms to predict and select stocks with a high daily probability of profit. We also conducted simulations of trading during the period of the testing data to analyze the performance of the proposed approach compared with the KOSPI and KOSDAQ indices in terms of the CAGR (Compound Annual Growth Rate), MDD (Maximum Draw Down), Sharpe ratio, and volatility. The results showed that the proposed strategies outperformed those employed by the Korean stock market in terms of all performance metrics. Moreover, our proposed LightGBM model with a genetic algorithm exhibited competitive performance in predicting stock price movements.

• Asian Pacific Journal of Cancer Prevention
• /
• v.14 no.4
• /
• pp.2461-2476
• /
• 2013

To assess environmental contamination with carcinogens, carbonaceous compounds, water-soluble ionic species and trace gaseous species were identified and quantified every three hours for three days st three different atmospheric layer at the heart of chiang-Mai, bangkok and hat-Yai from December 2006 to February 2007. A DRI model 2001 Themal/Optical Carbon Analyzer with the IMPROVE thermal/optical reflectance (TOR) protocol was used to quantify the organic carbon(OC) and elemental carbon content in $PM_{10}$. Diurnal and vertical variability was also carefully investigated. In general, OC and EC contenttration shoeed the highest values at the monitoring period o 21.00-00.00 as consequences of human activities at night bazaar coupled with reduction of mixing layer, decreased wind speed and termination of photolysis nighttime. Morning peaks of carboaceous compounds were observed during the sampling period of 06:00 -09:00, emphasizing the main contribution of traffic emission in the three cities. The estimation of incremental lifetime partculate matter exposure (ILPE) raises concern of high risk of carbonaceous accumulation over workers and residents living close to the observatory sites. The average values of incremental lifrtime particulate matter exposure (ILPE) of total carbon at Baiyoke Suit Hotel and Baiyoke Sky Hotel are approsimately ten time shigher then those air sample collected at prince of songkla University Hat-Yai campus corpse incinerator and fish-can maufacturing factory but only slightly higher than those of rice straw burnig in Songkla province. This indicates a high risk of developing lung cancer and other respiratory diseases across workers and residents living in high buildings located in Pratunam area. Using knowledge of carbonaceous fractions in $PM_{10}$, one can estimate the gas-particle partitioning of polycyclic aromatic hydrocarbons (PAHs). Dachs-Eisenreich model highlights the crucial role of adsorption in gas-particle partitioning of low molecular weight PAHs, whereas both absorption and adsorption tend to account for gas-particle partitioning of high molecular weight PAHs in urban residential zones of Thailand. Interestingly, the absorption mode alone plays a minor role in gas-partcle partitiining of PAHs in Chiang-Mai, Bangkok and hat-Yai.

• Journal of KIISE
• /
• v.44 no.5
• /
• pp.476-485
• /
• 2017

The tactical operation centers of future anti-aircraft missile systems provide the environment for the research on future air threats, tactical information, integrated battlefield environment creation and management, engagement control and command and control algorithms. To develop the key functional elements of integrated battlefield situation creation and processing and tactical operation automation processing operations, battery/battalion tactical operation control and reconfiguration design software are required. Therefore, the algorithm software of each function and the tactical operation display software and link software for interworking between equipment were developed as reconfigurable through a data-centric design. In this paper, a tactical operation display framework that can be reconfigured on the operation display of the tactical operations according to the battery/battalion is introduced. This tactical operation display framework was used to develop a common data model design for the reconfigurable structure of multi-role tactical operations with battery / battalion and mission views, and a display configuration tool that provides a tactical operation display framework for view development was also developed using the MVC pattern. If the tactical operation display framework is used, it will be possible to reuse the view design through the common base structure, and a view that can be reconfigured easily and quickly will also be developed.

• Journal of Korean Society on Water Environment
• /
• v.29 no.1
• /
• pp.88-96
• /
• 2013

Much attention has been needed in water resource management at the watershed due to drought and flooding issues caused by climate change in recent years. Increase in air temperature and changes in precipitation patterns due to climate change are affecting hydrologic cycles, such as evaporation and soil moisture. Thus, these phenomena result in increased runoff at the watershed. The Soil and Water Assessment Tool (SWAT) model has been used to evaluate rainfall-runoff at the watershed reflecting effects on hydrology of various weather data such as rainfall, temperature, humidity, solar radiation, wind speed. For bias-correction of RCP data, at least 30 year data are needed. However, for most gaging stations, only precipitation data have been recorded and very little stations have recorded other weather data. In addition, the RCP scenario does not provide all weather data for the SWAT model. In this study, two scenarios were made to evaluate whether it would be possible to estimate streamflow using measured precipitation and long-term average values of other weather data required for running the SWAT. With measured long-term weather data (scenario 1) and with long-term average values of weather data except precipitation (scenario 2), the estimate streamflow values were almost the same with NSE value of 0.99. Increase/decrease by ${\pm}2%$, ${\pm}4%$ in temperature and humidity data did not affect streamflow. Thus, the RCP precipitation data for Hongcheon watershed were bias-corrected with measured long-term precipitation data to evaluate effects of climate change on streamflow. The results revealed that estimated streamflow for 2055s was the greatest among data for 2025s, 2055s, and 2085s. However, estimated streamflow for 2085s decreased by 9%. In addition, streamflow for Spring would be expected to increase compared with current data and streamflow for Summer will be decreased with RCP data. The results obtained in this study indicate that the streamflow could be estimated with long-term precipitation data only and effects of climate change could be evaluated using precipitation data as shown in this study.

• Korean Journal of Food Science and Technology
• /
• v.40 no.2
• /
• pp.178-183
• /
• 2008

This study investigated the effects of osmotic dehydration (OD) and vacuum impregnation (VI) on the quality of dried apple products. Weight reduction and water loss increased during OD, but these decreased in the apples during VI. In particular, VI's effect on increasing solid gain was superb. For apples in 40% sucrose solution, OD and VI were followed by hot-air drying at 50$^{\circ}C$. The experimental data were fitted successfully using the modified Page model. OD and VI increased drying time and decreased the drying rate constant of these apples as compared to the control. Shrinkage and rehydration capacity greatly decreased in the apples dried by OD and increased in the apples dried by VI as compared to the control. OD also decreased titratable acidity and ascorbic acid content considerably. Sensory evaluations of the products indicated that the apples prepared by OD had higher palatability in their rehydrated form in yoghurt, and the apple products prepared by VI had higher palatability in their dried form.

• Korean Journal of Food Science and Technology
• /
• v.31 no.1
• /
• pp.128-137
• /
• 1999

In this study, shiitake mushrooms were dried by hot air, vacuum and freeze drying methods and theire physical properties were compared. Since the pore size affects the amount of absorption, the characteristics of water sorption were investigated at various humidities and temperatures. Results showed that the freeze dried product had the greatest pore area and the highest absorption capacity. However, all the dried samples showed similar quality. The browning degrees were severely changed with increased relative humidities and temperatures. Among these drying methods, the freeze drying gave the greatest change in browning degree. The GAB monolayer moisture contents of the dried shiitake mushroom were $5.3{\sim}7.7%$. The prediction model was also provided using parameters such as relative humidity, temperature and pore area.

• Journal of the Korea Organic Resources Recycling Association
• /
• v.8 no.2
• /
• pp.154-160
• /
• 2000

Landfill gas (LFG) utilization in old landfill was estimated using LFG models. The results showed that Scholl Canyon model best described the LFG generation. LFG was extracted more than the amount of natural production which caused air inflow from outside that resulted in dilution of methane concentration and increase of oxygen concentration. It was negative for the LFG utilization. Therefore, to use LFG, the plan of stabilization by LFG extraction should be ineffective. The use of LFG will have no problem if LFG is extracted less than the amount of natural production which was estimated based on modeling. At 8 years elapsed from landfill, now, the amount of natural landfill gas production was decreased sharply. The plan for using LFG from old landfill is feasible if LFG is used for the less than the amount of natural production as a small scale even though for the aspect of efficiency, it was less economic than use of LFG just after closing landfilling and it was helpful for stabilization of landfill by LFG extraction.

• Journal of Bio-Environment Control
• /
• v.9 no.4
• /
• pp.201-206
• /
• 2000

A certain system to overcome high temperature should be introduced for the stable year-round cultivation in greenhouses. There are efficient methods to overcome high temperature such as ventilation system with shading screen, fan and pad system with screen, and fog system with screen. This study was carried out to find a means to determine the capacity of such system. Heat balance equations for each system were established and verified by experimental results. The calculated ventilation rates from heat balance equations showed a good agreement with the measured ones. The evapotranspiration coefficient was the most important parameter affecting the ventilation requirement among input parameter affecting the ventilation requirement among input parameters except weather data. When the evaportanspiration coefficient increased 1%, the ventilation requirement decreased 1.3%. Therefore the data of evapotranspiration coefficient should be accumulated by various experiments, and then design standards and selection guidelines should be provided. The simulation results for same design conditions shown that air exchanges requirement and evaporating water of fan and pad system were 5.1∼7.7% and 6.8∼9.3% larger than those of fog system, respectively.

• The Journal of the Acoustical Society of Korea
• /
• v.38 no.2
• /
• pp.184-192
• /
• 2019

Compared to 31-mode rings, 33-mode rings are highly utilized as wide bandwidth underwater acoustic transducers because the electro-mechanical coupling and piezoelectric constant d are high. On the other hand, the 31-mode ring is an axial symmetry structure, so it is possible to model it as a simple two-dimensional asymmetrical model for numerical analysis, but the 33-mode ring requires a three-dimensional numerical analysis. That is, a lot of computing resources and computation time are required. In this study, the effective material properties of an equivalent 31-mode ring were derived to simulate the electro-mechano-acoustical responses of the 33-mode ring transducer. Using the effective material properties derived from this study, a numerical analysis of rings in vacuum, air backed rings in water, and FFR (Free Flooded Ring) transducers were performed to compare the responses of 33-mode rings.

• Journal of Korean Society of Environmental Engineers
• /
• v.33 no.9
• /
• pp.644-655
• /
• 2011

VOCs (Volatile Organic Compounds) have adverse effects on human health and have caused serious global air pollution problems such as ozone depletion and cimate changes. The total of 56 target VOCs were selected to be monitored in this study for 4 years (2006~2009). The VOCs were measured every hour. The concentration of BTEX was higher than the other target compounds. Generally, the levels of VOCs measured in this study were higher than those measured by the other studies because Gamjeon and Jangrim monitering sites are located in industrial areas. The seasonal variations showed that the VOCs were the highest in winter. The temporal variations showed that the VOCs were high during commuting time on weekday. PMF model was used to resolve source types and source contributions of VOCs in this study. Identified sources and quantified contributions resolved by PMF were vehicle exhaust (15.22%), thinning solvent (29.83%), surface coating (17.13%), industries (13.95%), LPG vehicle (15.22%), combustion boiler (7.11%) and biogenic source (6.61%). Thinning solvent and Surface coating were the most contributed sources possibly due to manufactures and automobile garages in Gamjeon and solvent and paint manufactures in Sasang-Gu.