• The Korean Journal of Financial Management
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• v.20 no.2
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• pp.151-180
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• 2003

We examine the interdependence of the major Asia-Pacific stock markets including S&P 500, FTSE 100, Kualar Lumpur Composite, Straits Times, Hang Seng, NIKKEI 225 and KOSPI 200 from October 4, 1995 to March 31,2000. The analysis employs the vector-auto-regression, Granger causality, impulse response function and variance decomposition using daily returns on the national stock market indices. The findings in this paper indicate that the volatilities of all countries has grown after IMF crisis, while there is no significance in cointegration test of both total period and sub-periods. This result implies that investors are able to get abnormal returns by investment diversification according to the portfolio theory. We find that while the effect from NIKKEI 225 to others is relatively weak, the interdependence from S&P 500 to other countries is strong. Also we find that the strong effect from Straits Times to Hang Seng exists. This study suggests that there is slight feedback relation between KOSPI 200 and Kualar Lumpur Composite, Straits Times, Hang Seng stock market.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.7
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• pp.607-615
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• 2020

The purpose of this study was to analyze the research status and trends related to the industrial mathematics based on text mining techniques with a sample of 4910 papers collected in the SIAM Journal on Applied Mathematics from 1970 to 2019. The R program was used to collect titles, abstracts, and key words from the papers and to analyze topic modeling techniques based on LDA algorithm. As a result of the coherence score on the collected papers, 20 topics were determined optimally using the Gibbs sampling methods. The main results were as follows. First, studies on industrial mathematics were conducted in a variety of mathematics fields, including computational mathematics, geometry, mathematical modeling, topology, discrete mathematics, probability and statistics, with a focus on analysis and algebra. Second, 5 hot topics (mathematical biology, nonlinear partial differential equation, discrete mathematics, statistics, topology) and 1 cold topic (probability theory) were found based on time series regression analysis. Third, among the fields that were not reflected in the 2015 revised mathematics curriculum, numeral system, matrix, vector in space, and complex numbers were extracted as the contents to be covered in the high school mathematical curriculum. Finally, this study suggested strategies to activate industrial mathematics in Korea, described the study limitations, and proposed directions for future research.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.18 no.4
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• pp.825-832
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• 2014

Previous works for detecting arrhythmia have mostly used nonlinear method such as artificial neural network, fuzzy theory, support vector machine to increase classification accuracy. Most methods require accurate detection of P-QRS-T point, higher computational cost and larger processing time. Even if some methods have the advantage in low complexity, but they generally suffer form low sensitivity. Also, it is difficult to detect PVC accurately because of the various QRS pattern by person's individual difference. Therefore it is necessary to design an efficient algorithm that classifies PVC based on QRS pattern in realtime and decreases computational cost by extracting minimal feature. In this paper, we propose PVC classification based on QRS pattern using QS interval and R wave amplitude. For this purpose, we detected R wave, RR interval, QRS pattern from noise-free ECG signal through the preprocessing method. Also, we classified PVC in realtime through QS interval and R wave amplitude. The performance of R wave detection, PVC classification is evaluated by using 9 record of MIT-BIH arrhythmia database that included over 30 PVC. The achieved scores indicate the average of 99.02% in R wave detection and the rate of 93.72% in PVC classification.

• Journal of KIISE:Computer Systems and Theory
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• v.33 no.12
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• pp.894-906
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• 2006

There are many difficulties to develop a mobile contents due to many constraints on mobile environments. It is difficult to make a good mobile contents with only visual reduction of existing contents on wire Internet. Therefore, it is essential to devise the data representation and to develop the authoring tool to meet the needs of the mobile contents market. We suggest the compact mobile contents to learn Chinese characters and developed its authoring tool. The animation which our system produces is realistic as if someone writes letters with pen or brush. Moreover, our authoring tool makes a user generate a Chinese character animation easily and rapidly although she or he has not many knowledge in computer graphics, mobile programming or Chinese characters. The method to generate the stroke animation is following: We take basic character shape information represented with several contours from TTF(TrueType Font) and get the information for the stroke segmentation and stroke ordering from simple user input. And then, we decompose whole character shape into some strokes by using polygonal approximation technique. Next, the stroke animation for each stroke is automatically generated by the scan line algorithm ordered by the stroke direction. Finally, the ordered scan lines are compressed into some integers by reducing coordinate redundancy As a result, the stroke animation of our system is even smaller than GIF animation. Our method can be extended to rendering and animation of Hangul or general 2D shape based on vector graphics. We have the plan to find the method to automate the stroke segmentation and ordering without user input.

• The Journal of the Acoustical Society of Korea
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• v.21 no.4
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• pp.339-438
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• 2002

This paper presents a method to simulate noise propagation by a computer for outdoor environment. Sound propagated in 3 dimensional space generates reflected waves whenever it hits boundary surfaces. If a receiver is away from a sound source, it receives multiple sound waves which are reflected from various boundary surfaces in space. The algorithm being developed in this paper is based on a ray sound theory. If we get 3 dimensional geometry input as well as sound sources, we can compute sound effects all over the boundary surfaces. In this paper, we present two approaches to compute sound: the first approach, called forward tracing, traces sounds forwards from sound sources. while the second approach, called geometry based computation, computes possible propagation routes between sources and receivers. We compare two approaches and suggest the geometry based sound computation for outdoor simulation. Also this approach is very efficient in the sense we can save computational time compared to the forward sound tracing. Sound due to impulse-response is governed by physical environments. When a sound source waveform and numerically computed impulse in time is convoluted, the result generates a synthetic sound. This technique can be easily generalized to synthesize realistic stereo sounds for virtual reality, while the simulation result is visualized using VRML.

• Journal of the Korean Institute of Intelligent Systems
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• v.18 no.4
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• pp.456-462
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• 2008

The classification is that a new data is classified into one of given classes and is one of the most generally used data mining techniques. Memory-Based Reasoning (MBR) is a reasoning method for classification problem. MBR simply keeps many patterns which are represented by original vector form of features in memory without rules for reasoning, and uses a distance function to classify a test pattern. If training patterns grows in MBR, as well as size of memory great the calculation amount for reasoning much have. NGE, FPA, and RPA methods are well-known MBR algorithms, which are proven to show satisfactory performance, but those have serious problems for memory usage and lengthy computation. In this paper, we propose DPA (Dynamic Partition Averaging) algorithm. it chooses partition points by calculating GINI-Index in the entire pattern space, and partitions the entire pattern space dynamically. If classes that are included to a partition are unique, it generates a representative pattern from partition, unless partitions relevant partitions repeatedly by same method. The proposed method has been successfully shown to exhibit comparable performance to k-NN with a lot less number of patterns and better result than EACH system which implements the NGE theory and FPA, and RPA.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.17 no.8
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• pp.1947-1954
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• 2013

Previous works for detecting arrhythmia have mostly used nonlinear method such as artificial neural network, fuzzy theory, support vector machine to increase classification accuracy. Most methods require accurate detection of P-QRS-T point, higher computational cost and larger processing time. But it is difficult to detect the P and T wave signal because of person's individual difference. Therefore it is necessary to design efficient algorithm that classifies different arrhythmia in realtime and decreases computational cost by extrating minimal feature. In this paper, we propose arrhythmia detection based on binary coding using QRS feature varibility. For this purpose, we detected R wave, RR interval, QRS width from noise-free ECG signal through the preprocessing method. Also, we classified arrhythmia in realtime by converting threshold variability of feature to binary code. PVC, PAC, Normal, BBB, Paced beat classification is evaluated by using 39 record of MIT-BIH arrhythmia database. The achieved scores indicate the average of 97.18%, 94.14%, 99.83%, 92.77%, 97.48% in PVC, PAC, Normal, BBB, Paced beat classification.

• Journal of KIISE:Software and Applications
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• v.32 no.7
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• pp.581-591
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• 2005

Collaborative filtering systems have problems involving sparsity and the provision of recommendations by making correlations between only two users' preferences. These systems recommend items based only on the preferences without taking in to account the contents of the items. As a result, the accuracy of recommendations depends on the data from user-rated items. When users rate items, it can be expected that not all users ran do so earnestly. This brings down the accuracy of recommendations. This paper proposes a collaborative recommendation method for extracting typical group preferences using user-item matrix optimization and user profiles in collaborative tittering systems. The method excludes unproven users by using entropy based on data from user-rated items and groups users into clusters after generating user profiles, and then extracts typical group preferences. The proposed method generates collaborative user profiles by using association word mining to reflect contents as well as preferences of items and groups users into clusters based on the profiles by using the vector space model and the K-means algorithm. To compensate for the shortcoming of providing recommendations using correlations between only two user preferences, the proposed method extracts typical preferences of groups using the entropy theory The typical preferences are extracted by combining user entropies with item preferences. The recommender system using typical group preferences solves the problem caused by recommendations based on preferences rated incorrectly by users and reduces time for retrieving the most similar users in groups.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.1A
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• pp.31-43
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• 2009

In this study, the numerical method is presented, which can consider the various train types and can solve the equations of motion for a vehicle-bridge interaction analysis by non-iteration procedure through formulating the coupled equations of motion. The coupled equations of motion for the vehicle-bridge interaction are solved by the Newmark ${\beta}$ of a direct integration method, and by composing the effective stiffness matrix and the effective force vector according to a analysis step, those can be solved with the same manner of the solving procedure of equilibrium equations in static analysis. Also, the effective stiffness matrix is reconstructed by the Skyline method for increasing the analysis effectiveness. The Cholesky's matrix decomposition scheme is applied to the analysis procedure for minimizing the numerical errors that can be generated in directly calculating the inverse matrix. The equations of motion for the conventional trains are derived, and the numerical models of the conventional trains are idealized by a set of linear springs and dashpots with 16 degrees of freedom. The bridge models are simplified by the 3 dimensional space frame element which is based on the Euler-Bernoulli theory. The rail irregularities of vertical and lateral directions are generated by the PSD functions of the Federal Railroad Administration (FRA). The results of the vehicle-bridge interaction analysis are verified by the experimental results for the railway plate girder bridges of a span length with 12 m, 18 m, and the experimental and analytical data are applied to the low pass filtering scheme, and the basis frequency of the filtering is a 2 times of the 1st fundamental frequency of a bridge bending.

• Asia pacific journal of information systems
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• v.24 no.2
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• pp.233-253
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• 2014

Can the stock market really be predicted? Stock market prediction has attracted much attention from many fields including business, economics, statistics, and mathematics. Early research on stock market prediction was based on random walk theory (RWT) and the efficient market hypothesis (EMH). According to the EMH, stock market are largely driven by new information rather than present and past prices. Since it is unpredictable, stock market will follow a random walk. Even though these theories, Schumaker [2010] asserted that people keep trying to predict the stock market by using artificial intelligence, statistical estimates, and mathematical models. Mathematical approaches include Percolation Methods, Log-Periodic Oscillations and Wavelet Transforms to model future prices. Examples of artificial intelligence approaches that deals with optimization and machine learning are Genetic Algorithms, Support Vector Machines (SVM) and Neural Networks. Statistical approaches typically predicts the future by using past stock market data. Recently, financial engineers have started to predict the stock prices movement pattern by using the SNS data. SNS is the place where peoples opinions and ideas are freely flow and affect others' beliefs on certain things. Through word-of-mouth in SNS, people share product usage experiences, subjective feelings, and commonly accompanying sentiment or mood with others. An increasing number of empirical analyses of sentiment and mood are based on textual collections of public user generated data on the web. The Opinion mining is one domain of the data mining fields extracting public opinions exposed in SNS by utilizing data mining. There have been many studies on the issues of opinion mining from Web sources such as product reviews, forum posts and blogs. In relation to this literatures, we are trying to understand the effects of SNS exposures of firms on stock prices in Korea. Similarly to Bollen et al. [2011], we empirically analyze the impact of SNS exposures on stock return rates. We use Social Metrics by Daum Soft, an SNS big data analysis company in Korea. Social Metrics provides trends and public opinions in Twitter and blogs by using natural language process and analysis tools. It collects the sentences circulated in the Twitter in real time, and breaks down these sentences into the word units and then extracts keywords. In this study, we classify firms' exposures in SNS into two groups: positive and negative. To test the correlation and causation relationship between SNS exposures and stock price returns, we first collect 252 firms' stock prices and KRX100 index in the Korea Stock Exchange (KRX) from May 25, 2012 to September 1, 2012. We also gather the public attitudes (positive, negative) about these firms from Social Metrics over the same period of time. We conduct regression analysis between stock prices and the number of SNS exposures. Having checked the correlation between the two variables, we perform Granger causality test to see the causation direction between the two variables. The research result is that the number of total SNS exposures is positively related with stock market returns. The number of positive mentions of has also positive relationship with stock market returns. Contrarily, the number of negative mentions has negative relationship with stock market returns, but this relationship is statistically not significant. This means that the impact of positive mentions is statistically bigger than the impact of negative mentions. We also investigate whether the impacts are moderated by industry type and firm's size. We find that the SNS exposures impacts are bigger for IT firms than for non-IT firms, and bigger for small sized firms than for large sized firms. The results of Granger causality test shows change of stock price return is caused by SNS exposures, while the causation of the other way round is not significant. Therefore the correlation relationship between SNS exposures and stock prices has uni-direction causality. The more a firm is exposed in SNS, the more is the stock price likely to increase, while stock price changes may not cause more SNS mentions.