• Title/Summary/Keyword: 누적분석

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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.

Effects of Temperature on the Development and Reproduction of Ostrinia scapulalis (Lepidoptera: Crambidae) (콩줄기명나방(Ostrinia scapulalis) (나비목: 포충나방과)의 발육과 산란에 미치는 온도의 영향)

  • Jeong Joon, Ahn;Eun Young, Kim;Bo Yoon, Seo;Jin Kyo, Jung
    • Korean journal of applied entomology
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    • v.61 no.4
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    • pp.577-590
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    • 2022
  • Ostrinia scapulalis is one of important pests in leguminous crops, especially red bean. In order to understand the biological characteristics of the insect, we investigated the effects of temperature on development of each life stage, adult longevity and fecundity of O. scapulalis at eleven constant temperatures of 7, 10, 13, 16, 19, 22, 25, 28, 31, 34, and 36℃. Eggs and larvae successfully developed next life stage at most temperature subjected except 7, 10 and 13℃. The developmental period of egg, larva and pupa decreased as temperature increased. Lower and higher threshold temperature (TL and TH) were calculated by the Lobry-Rosso-Flandrois (LRF) and Sharpe-Schoolfield-Ikemoto (SSI) models. The lower developmental threshold (LDT) and thermal constant (K) from egg hatching to adult emergence of O. scapulalis were estimated by linear regression as 13.5℃ and 384.5DD, respectively. TL and TH from egg hatching to adult emergence using SSI model were 19.4℃ and 39.8℃. Thermal windows, i.e., the range in temperature between the minimum and maximum rate of development, of O. scapulalis was 20.4℃. Adults produced viable eggs at the temperature range between 16℃ and 34℃, and showed a maximum number, ca. 416 offsprings, at 25℃. Adult models including aging rate, age-specific survival rate, age-specific cumulative oviposition, and temperature-dependent fecundity were constructed, using the temperature-dependent adult traits. Temperature-dependent development models and adult oviposition models will be useful components to understand the population dynamics of O. scapulalis and will be expected using a basic data for establishing the strategy of integrated pest management in leguminous crops.

Methods of Estimating Growing Degree Days to Predict Growth Duration in Maize (옥수수의 생육기간 예측을 위한 Growing Degree Days의 계산방법)

  • Jong, Seung-Keun;Lee, Suk-Soon;Park, Keun-Yong
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.31 no.2
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    • pp.186-194
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    • 1986
  • In an attempt to find better ways to relate growth with temperature and to estimate maturity differences in corn (Zea mays L.), various formulas of computing Growing Degree Days (GDD) were evaluated. Utilizing data from 17 plantings of a single cross, Suweon 19, over a 3 year period, 24 different methods of computing GDD were compared for their ability to reduce variations over different plantings. The best equation was to compute GDD with a base temperature of 10$^{\circ}C$ and an optimum of 30$^{\circ}C$. The excess temperature above 30$^{\circ}C$ was subtracted to account for high temperature stress. GDDs required for emergence and silking of Suweon 19 were 64${\pm}$12$^{\circ}$ and 794${\pm}$19$^{\circ}$, respectively. Based on these GDD values, emergence and silking dates could be estimated with a variation less than 3 days. The observed and estimated number of days from planting to emergence and silking were not significantly different.

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Analysis of Contribution of Climate and Cultivation Management Variables Affecting Orchardgrass Production (오차드그라스의 생산량에 영향을 미치는 기후 및 재배관리의 기여도 분석)

  • Moonju Kim;Ji Yung Kim;Mu-Hwan Jo;Kyungil Sung
    • Journal of The Korean Society of Grassland and Forage Science
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    • v.43 no.1
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    • pp.1-10
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    • 2023
  • This study aimed to confirm the importance ratio of climate and management variables on production of orchardgrass in Korea (1982-2014). For the climate, the mean temperature in January (MTJ, ℃), lowest temperature in January (LTJ, ℃), growing days 0 to 5 (GD 1, day), growing days 5 to 25 (GD 2, day), Summer depression days (SSD, day), rainfall days (RD, day), accumulated rainfall (AR, mm), and sunshine duration (SD, hr) were considered. For the management, the establishment period (EP, 0-6 years) and number of cutting (NC, 2nd-5th) were measured. The importance ratio on production of orchardgrass was estimated using the neural network model with the perceptron method. It was performed by SPSS 26.0 (IBM Corp., Chicago). As a result, EP was the most important variable (100%), followed by RD (82.0%), AR (79.1%), NC (69.2%), LTJ (66.2%), GD 2 (63.3%), GD 1 (61.6%), SD (58.1%), SSD (50.8%) and MTJ (41.8%). It implies that EP, RD, AR, and NC were more important than others. Since the annual rainfall in Korea is exceed the required amount for the growth and development of orchardgrass, the damage caused by heavy rainfall exceeding the appropriate level could be reduced through drainage management. It means that, when cultivating orchardgrass, factors that can be controlled were relatively important. Although it is difficult to interpret the specific effect of climates on production due to neural networking modeling, in the future, this study is expected to be useful in production prediction and damage estimation by climate change by selecting major factors.

The Effects of Life Events and Social Support in Pre-adulthood On Psychological Well-being in Mid Adulthood (중년기 성인의 심리적 복지감에 대한 성인기 이전 생활사건과 사회적 지지의 영향)

  • Kim, Yu-jeong;An, Jeong-shin
    • 한국노년학
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    • v.31 no.3
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    • pp.445-461
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    • 2011
  • The purpose of this study was to examine if there was difference of psychological well-being in mid adulthood on experience of life events and social support in pre-adulthood and the effects of life events and social support in pre-adulthood on psychological well-being in mid adulthood fromlife course perspective. The data came from 511 mid-life adults aged from 40 to 59. The main results were as follows: (1) middle aged who were experienced life events concerning school, parent, violence, and death in pre-adulthood showed lower psychological well-being than those who didn't experience life events in pre-adulthood. Psychological well-being of middle aged who received social support in emotional, material, and informational area in pre-adulthood was higher than one of the whom didn't receive social support in pre-adulthood. (2) the experienced life events concerning parent, violence, and death in pre-adulthood effect on psychological well-being in mid adulthood. Also, the received emotional support and informational support in pre-adulthood influence on psychological well-being in mid adulthood. And there were adjusting effects of life events concerning parent and received informational support in pre-adulthood on the psychological well-being in mid adulthood. These findings support life course perspective that past experiences have cumulative and interconnected effect and the individual life was closely connected with other people having meaningful relationships. Also, the intervention on psychological well-being requires not only prevent life events but augment social support that can protect after experience of life events. The intervention should suggest suitable and specific method on life events.

Production of Digital Climate Maps with 1km resolution over Korean Peninsula using Statistical Downscaling Model (통계적 상세화 모형을 활용한 한반도 1km 농업용 전자기후도 제작)

  • Jina Hur;Jae-Pil Cho;Kyo-Moon Shim;Sera Jo;Yong-Seok Kim;Min-Gu Kang;Chan-Sung Oh;Seung-Beom Seo;Eung-Sup Kim
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.25 no.4
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    • pp.404-414
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    • 2023
  • In this study, digital climate maps with high-resolution (1km, daily) for the period of 1981 to 2020 were produced for the use as reference data within the procedures for statistical downscaling of climate change scenarios. Grid data for the six climate variables including maximum temperature, minimum temperature, precipitation, wind speed, relative humidity, solar radiation was created over Korean Peninsula using statistical downscaling model, so-called IGISRM (Improved GIS-based Regression Model), using global reanalysis data and in-situ observation. The digital climate data reflects topographical effects well in terms of representing general behaviors of observation. In terms of Correlation Coefficient, Slope of scatter plot, and Normalized Root Mean Square Error, temperature-related variables showed satisfactory performance while the other variables showed relatively lower reproducibility performance. These digital climate maps based on observation will be used to downscale future climate change scenario data as well as to get the information of gridded agricultural weather data over the whole Korean Peninsula including North Korea.

Plant Species Richness in Korea Utilizing Integrated Biological Survey Data (생물기초조사 통합자료를 활용한 우리나라 식물종 풍부도 분석)

  • Seungbum Hong;Jieun Oh;Jaegyu Cha;Kyungeun Lee
    • Korean Journal of Ecology and Environment
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    • v.56 no.4
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    • pp.363-374
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    • 2023
  • The limitation in deriving the species richness representing the entire country of South Korea lies in its relatively short history of species field observations and the scattered observation data, which has been collected by various organizations in different fields. In this study, a comprehensive compilation of the observation data for plants held by agencies under the Ministry of Environment was conducted, enabling the construction of a time series dataset spanning over 100 years. The data integration was carried out using minimal criteria such as species name, observed location, and time (year) followed by data verification and correction processes. Based on the integrated plant species data, the comprehensive collection of plant species in South Korea has occurred predominantly since 2000, and the number of plant species explored through these surveys appears to be converging recently. The collection of species survey data necessary for deriving national-level biodiversity information has recently begun to meet the necessary conditions. Applying the Chao 2 method, the species richness of indigenous plants estimated at 3,182.6 for the 70-year period since 1951. A minimum cumulative period of 7 years is required for this estimation. This plant species richness from this study can be a baseline to study future changes in species richness in South Korea. Moreover, the integrated data with the estimation method for species richness used in this study appears to be applicable to derive regional biodiversity indices such as for local government units as well.

A Study on the Predictability of Moist Convection during Summer based on CAPE and CIN (대류가용잠재에너지와 대류억제도에 입각한 여름철 습윤 대류 예측성에 대한 연구)

  • Doyeol Maeng;Songlak Kang
    • Journal of the Korean earth science society
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    • v.44 no.6
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    • pp.540-556
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    • 2023
  • This study analyzed rawinsonde soundings observed during the summer and early fall seasons (June, July, August and September) on the Korean peninsula to examine the utility of the Convective Available Potential Energy (CAPE) and Convective Inhibition (CIN) in predicting the occurrence of deep moist convection and precipitation. Rawinsonde soundings are categorized into two groups based on thermodynamic criteria: high CAPE and low CIN represent a high potential for deep moist convection; low CAPE and high CIN indicate conditions unfavorable for deep convection. A statistical hypothesis test is conducted to determine whether the two groups are significantly different in terms of 12-hour cumulative precipitation, 12-hour mean cloud base, and 12-hour mean mid-level cloud cover. The results, in the case of no-precipitation, reveal statistically significant differences between the two groups, except for the 12-hour mean cloud base during the 21:01-09:00 KST time period. This suggests that the group characterized by high CAPE and low CIN is more conducive to the occurrence of deep moist convection and precipitation than the group with low CAPE and high CIN.

Climate Variability and Chum Salmon Production in the North Pacific (북태평양 기후변화와 연어 생산력 변동)

  • Kim, Su-Am;Kang, Su-Kyung;Seo, Hyun-Ju;Kim, Eun-Jung;Kang, Min-Ho
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.12 no.2
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    • pp.61-72
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    • 2007
  • The relationship between North Pacific chum salmon (Oncorhynchus keta) population and climate variability was investigated in the North Pacific ecosystem. Time-series for the Aleutian Low Pressure, Southern Oscillation, Arctic Oscillation, and Pacific Decadal Oscillation (PDO) indices dating back to 1950 are compared with the chum salmon catch using a cross-correlation function (CCF) and cumulative sum (CuSum) of anomalies. The results of CCF and CuSum analyses indicated that there was a major change in climate during the mid 1970s, and that the chum salmon population responded to this climate event with a time-lag. The PDO and chum salmon returns showed a highly significant correlation with a time-lag of 3 years, while the AOI with a time-lag of $6{\sim}7$ years. The favorable environments for fry chum salmon might cause better growth in the coastal areas, but higher growth rate during the early stage does not seem to be related to the improved return rate of spawning adults. Rather, growth in the Okhotsk Sea or the Bering Sea during immature stages has a significant correlation with return rate, which implies the size-related mortality process. The development of a local climate index is necessary to elucidate the effect of climate variability on the marine ecosystem around the Korean Peninsula.

Clinical Efficacy of the Transradial Approach in Percutaneous Intervention for a Malfunctioning Arteriovenous Fistula (혈액 투석 동정맥루의 기능 부전에 대한 인터벤션 치료 시 경요골 동맥 접근법의 유용성)

  • Hyun Young Choi;Gyoo-Sik Jung;Hee Kang;Ye Na Kim;Hyung Hwan Moon;Jong Hyouk Yun
    • Journal of the Korean Society of Radiology
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    • v.83 no.3
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    • pp.658-668
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    • 2022
  • Purpose To evaluate the effectiveness of the transradial artery approach (TRA) for treating malfunctioning arteriovenous fistulas (AVFs) in patients on hemodialysis. Materials and Methods A retrospective analysis was conducted in this single-center study of TRA endovascular procedures in 73 patients (43 male and 30 female; mean age of 67.4 years (range, 42-92 years) with malfunctioning AVFs, between January 2008 and April 2019. Patients' baseline and lesion characteristics, technical and clinical success, and complications were evaluated, and functional patency was analyzed using the Kaplan-Meier method. Results Radial artery approaches were successful in all patients. Angioplasty performed using the TRA achieved technical and clinical success rates of 98.6%(72/73) and 91.7%(67/73), respectively. The median primary patency time was 18.8 ± 15.9 months. The primary functional patency rates at 3, 6, and 12 months were 82.1%, 68.6%, and 63.9%, respectively. There were no major complications or adverse events, such as hand ischemia, related to the radial artery approach. Conclusion In selected cases, the TRA can be used complementary to the transvenous approach to treat malfunctioning AVFs.