• Title/Summary/Keyword: yield line model

Search Result 86, Processing Time 0.028 seconds

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
    • /
    • v.8 no.5
    • /
    • pp.697-703
    • /
    • 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 Groundwater Potential Map for the Nakdonggang River Basin (낙동강권역의 지하수 산출 유망도 평가)

  • Soonyoung Yu;Jaehoon Jung;Jize Piao;Hee Sun Moon;Heejun Suk;Yongcheol Kim;Dong-Chan Koh;Kyung-Seok Ko;Hyoung-Chan Kim;Sang-Ho Moon;Jehyun Shin;Byoung Ohan Shim;Hanna Choi;Kyoochul Ha
    • Journal of Soil and Groundwater Environment
    • /
    • v.28 no.6
    • /
    • pp.71-89
    • /
    • 2023
  • A groundwater potential map (GPM) was built for the Nakdonggang River Basin based on ten variables, including hydrogeologic unit, fault-line density, depth to groundwater, distance to surface water, lineament density, slope, stream drainage density, soil drainage, land cover, and annual rainfall. To integrate the thematic layers for GPM, the criteria were first weighted using the Analytic Hierarchical Process (AHP) and then overlaid using the Technique for Ordering Preferences by Similarity to Ideal Solution (TOPSIS) model. Finally, the groundwater potential was categorized into five classes (very high (VH), high (H), moderate (M), low (L), very low (VL)) and verified by examining the specific capacity of individual wells on each class. The wells in the area categorized as VH showed the highest median specific capacity (5.2 m3/day/m), while the wells with specific capacity < 1.39 m3/day/m were distributed in the areas categorized as L or VL. The accuracy of GPM generated in the work looked acceptable, although the specific capacity data were not enough to verify GPM in the studied large watershed. To create GPMs for the determination of high-yield well locations, the resolution and reliability of thematic maps should be improved. Criterion values for groundwater potential should be established when machine learning or statistical models are used in the GPM evaluation process.

Regulatory Mechanism of Radiation-induced Cancer Cell Death by the Change of Cell Cycle (세포주기 변화에 타른 방사선 유도 암세포 사망의 조절기전)

  • Jeong Soo-Jin;Jeong Min-Ho;Jang Ji-Yeon;Jo Wol-Soon;Nam Byung-Hyouk;Jeong Min-Za;Lim Young-Jin;Jang Byung Gon;Youn Seon-Min;Lee Hyung Sik;Hur Won Joo;Yang Kwang Mo
    • Radiation Oncology Journal
    • /
    • v.21 no.4
    • /
    • pp.306-314
    • /
    • 2003
  • Purpose : In our Previous study, we have shown the main cel1 death pattern Induced by irradiation or protein tyrosine kinase (PTK) inhibitors in K562 human myeiogenous leukemic cell line. Death of the cells treated with irradiation alone was characterized by mitotic catastrophe and typical radiation-induced apoptosis was accelerated by herblmycin A (HMA). Both types of cell death were inhibited by genistein. In this study, we investigated the effects of HMA and genistein on cell cycle regulation and its correlation with the alterations of radiation-induced cell death. Materials and Methods: K562 cells In exponential growth phase were used for this study. The cells were Irradiated with 10 Gy using 6 MeV Linac (200-300 cGy/min). Immediately after irradiation, cells were treated with 250 nM of HMA or 25 $\mu$N of genistein. The distributions of cell cycle, the expressions of cell cycle-related protein, the activities of cyclin-dependent kinase, and the yield of senescence and differentiation were analyzed. Results: X-irradiated cells were arrested In the G2 phase of the cell cycle but unlike the p53-positive cells, they were not able to sustain the cell cycle arrest. An accumulation of cells in G2 phase of first ceil-cycle post-treatment and an increase of cyclin Bl were correlated with spontaneous, premature, chromosome condensation and mitotic catastrophe. HMA induced rapid G2 checkpoint abrogation and concomitant p53-independent Gl accumulation. HMA-induced cell cycle modifications correlated with the increase of CDK2 kinase activity, the decrease of the expressions of cyclins I and A and of CDK2 kinase activity, and the enhancement of radiation-induced apoptosis. Genistein maintained cells that were arrested in the G2-phase, decreased the expressions of cyclin Bl and cdc25c and cdc25C kinase activity, increased the expression of pl6, and sustained senescence and megakaryocytic differentiation. Conclusion: The effects of HMA and genistein on the radiation-induced cell death of KS62 cells were closely related to the cell cycle regulatory activities. In this study, we present a unique and reproducible model in which for investigating the mechanisms of various, radiation-induced, cancer cell death patterns. Further evaluation by using this model will provide a potent target for a new strategy of radiotherapy.

In Vivo Image and Biodistribution of $^{123}I$-15-(p-iodophenyl)-3-R, S-methylpentadecanoic acid (BMIPP) in Liposarcoma Bearing Nude Mice (지방육종형성 동물모델에서 $^{123}I$-15-(p-iodophenyl)-3-R, S-methylpentadecanoic acid (BMIPP)의 생체분포와 생체영상)

  • Lee, Tae-Sup;Suh, Yong-Sup;Choi, Chang-Woon;Woo, Kwang-Sun;Chung, Wee-Sup;Lim, Soo-Jung;Lim, Sang-Moo;Awh, Ok-Doo
    • The Korean Journal of Nuclear Medicine
    • /
    • v.35 no.5
    • /
    • pp.324-333
    • /
    • 2001
  • Purpose: $^{123}I$-labeled fatty acids have been used in the evaluation of regional myocardial energy metabolism. This study aimed to evaluate the usefulness of $^{123}I$-BMIPP as a liposarcoma-imaging agent. Materials and Methods: We compared in vitro uptakes between liposarcoma(SW872) and glioma(9L) cell lines, and examined biodistribution and in vivo images of $^{123}I$-BMIPP in liposarcoma-bearing nude mice. Cold-BMIPP was labeled with $^{123}I\;using\;Cu^{2+}$ as catalyst. After purification by Sep-pak, radiochemical purity was determined by TLC. We compared cellular uptake between glioma and liposarcoma after incubation of 5, 10, 15, 30, 60, 120, and 180 mins with culture medium containing $^{123}I$-BMIPP. The difference in biodistribution was determined between non-feeding (water only) group for 18 hr and feeding group in normal mice (n=6/group) at 0.5, 2, and 24 hr. In liposarcoma-hearing nude mice model, liposarcoma, SW872, ceil lines were injected subcutaneously into the felt thigh of nude mice. The biodistribution of $^{123}I$-BMIPP was evaluated at 0.5, 2, and 24 hr (n:5 / group) and in vivo Image of $^{123}I$-BMIPP was obtained with gamma camera at 2 and 24 hr in liposarcoma-hearing nude mice. Results: Radiolabeling yield and radiochemical purity were 95% and above 99%, respectively. SW872 cell line showed more increased uptake than 9L with 1.5 times at 180 mins. The clearance of $^{123}I$-BMIPP in various tissues was more delayed in the non-feeding group than in the feeding group, especially at delayed time (24 hr) in normal mice, and the major excreting organ was the gastrointestinal tract. In liposarcoma-bearing nude mice, tumor/blood ratio of $^{123}I$-BMIPP was 0.94, 0.75, and 1.38 and tumor/muscle ratio was 0.66, 1.53, and 1.11 at 0.5, 2, and 24hr, respectively. $^{123}I$-BMIPP was selectively localized in liposarcoma at 24 hr image. Conclusions: These results suggest that $^{123}I$-BMIPP can be used as a liposarcoma-imaging agent.

  • PDF

Views on Life and Humanity in Daesoon Thought (대순사상의 생명관과 인생관)

  • Choi, Chi-bong
    • Journal of the Daesoon Academy of Sciences
    • /
    • v.33
    • /
    • pp.319-349
    • /
    • 2019
  • This study aims to elucidate the origin and yield of life and its characteristics and purpose in Daesoon Thought. Thereby, Taegeuk (the Great Ultimate) and Sangje (the Supreme God) have been deemed the source and ontology of life. The structure of each living creature is explained through reason (理), energy (氣) and spirit (神). In addition, through vital reason and living energy, the purpose of life makes the realization of the benevolent characteristics of life possible through the mind of Sangje. This line of research is unique among currently available research views of life as it perceives the spirit to be an ontological entity with functions and interactive engagement. By way of contrast, prior research suggests that spirit is life itself and includes it in the category of life and death. The Daesoon view of life is unique in that it is somewhat influenced by ontology and developmental theories from Confucianism, yet the concept of divine beings suggests a humanistic Sangje, who presides over the Great Ultimate. The realization of reason in this model is rather thought-provoking. Humans, just like other living things, are born with vital essence and function and interact as a main source to preside over the innate spirits inside themselves. Humans take responsibility for a certain sphere in the Three Realms that make up the world. They are also recognized as a significant feature in the world. Such an idea in Daesoon Thought depicts that 'the enshrinement of spirit into human being (神封於人),' follows Heaven and Earth. This is done to rectify humans in order to meet the needs of the universe and ultimately establish the era of the enshrinement of spirits into human beings. As for humanity, this possibility exists because of the spirits contained within their inner-selves. When cultivating oneself, humans and outer spirits actively interact with each other. This is likely to cause changes in a human's constitution and characteristics. In the end, one can be enshrined with corresponding divine beings according to one's degree of cultivation. Humans are born through the command of Sangje and the accomplishments of their ancestors as well as the energy of the universe. Present day humans encounter the era of human nobility and the era of humankind's divine salvation. Thereby, the purpose of human life is to contribute to the universe. To achieve this goal, the most important thing is to wholly realize that one's nature and reason were endowed by Heaven, which emerged from virtuous conduct in society. This is also akin to the movement of reason in Jeungsanist Thought. Sangsaeng (mutual beneficence) among oneself and others and between human beings and divine beings can be completed through the resolution of grievances for mutual beneficence and the grateful reciprocation of favors for mutual beneficence. If one accomplishes the perfected state of one's own nature and reveals it wholly, then one will be fully able to interact with spirits and reach the state of the human nobility.

Analysis and Implication on the International Regulations related to Unmanned Aircraft -with emphasis on ICAO, U.S.A., Germany, Australia- (세계 무인항공기 운용 관련 규제 분석과 시사점 - ICAO, 미국, 독일, 호주를 중심으로 -)

  • Kim, Dong-Uk;Kim, Ji-Hoon;Kim, Sung-Mi;Kwon, Ky-Beom
    • The Korean Journal of Air & Space Law and Policy
    • /
    • v.32 no.1
    • /
    • pp.225-285
    • /
    • 2017
  • In regard to the regulations related to the RPA(Remotely Piloted Aircraft), which is sometimes called in other countries as UA(Unmanned Aircraft), ICAO stipulates the regulations in the 'RPAS manual (2015)' in detail based on the 'Chicago Convention' in 1944, and enacts provisions for the Rules of UAS or RPAS. Other contries stipulates them such as the Federal Airline Rules (14 CFR), Public Law (112-95) in the United States, the Air Transport Act, Air Transport Order, Air Transport Authorization Order (through revision in "Regulations to operating Rules on unmanned aerial System") based on EASA Regulation (EC) No.216/2008 in the case of unmanned aircaft under 150kg in Germany, and Civil Aviation Act (CAA 1998), Civil Aviation Act 101 (CASR Part 101) in Australia. Commonly, these laws exclude the model aircraft for leisure purpose and require pilots on the ground, not onboard aricraft, capable of controlling RPA. The laws also require that all managements necessary to operate RPA and pilots safely and efficiently under the structure of the unmanned aircraft system within the scope of the regulations. Each country classifies the RPA as an aircraft less than 25kg. Australia and Germany further break down the RPA at a lower weight. ICAO stipulates all general aviation operations, including commercial operation, in accordance with Annex 6 of the Chicago Convention, and it also applies to RPAs operations. However, passenger transportation using RPAs is excluded. If the operational scope of the RPAs includes the airspace of another country, the special permission of the relevant country shall be required 7 days before the flight date with detail flight plan submitted. In accordance with Federal Aviation Regulation 107 in the United States, a small non-leisure RPA may be operated within line-of-sight of a responsible navigator or observer during the day in the speed range up to 161 km/hr (87 knots) and to the height up to 122 m (400 ft) from surface or water. RPA must yield flight path to other aircraft, and is prohibited to load dangerous materials or to operate more than two RPAs at the same time. In Germany, the regulations on UAS except for leisure and sports provide duty to avoidance of airborne collisions and other provisions related to ground safety and individual privacy. Although commercial UAS of 5 kg or less can be freely operated without approval by relaxing the existing regulatory requirements, all the UAS regardless of the weight must be operated below an altitude of 100 meters with continuous monitoring and pilot control. Australia was the first country to regulate unmanned aircraft in 2001, and its regulations have impacts on the unmanned aircraft laws of ICAO, FAA, and EASA. In order to improve the utiliity of unmanned aircraft which is considered to be low risk, the regulation conditions were relaxed through the revision in 2016 by adding the concept "Excluded RPA". In the case of excluded RPA, it can be operated without special permission even for commercial purpose. Furthermore, disscussions on a new standard manual is being conducted for further flexibility of the current regulations.

  • PDF