• Title/Summary/Keyword: 다중 계층

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Predicting stock movements based on financial news with systematic group identification (시스템적인 군집 확인과 뉴스를 이용한 주가 예측)

  • Seong, NohYoon;Nam, Kihwan
    • Journal of Intelligence and Information Systems
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    • v.25 no.3
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    • pp.1-17
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    • 2019
  • Because stock price forecasting is an important issue both academically and practically, research in stock price prediction has been actively conducted. The stock price forecasting research is classified into using structured data and using unstructured data. With structured data such as historical stock price and financial statements, past studies usually used technical analysis approach and fundamental analysis. In the big data era, the amount of information has rapidly increased, and the artificial intelligence methodology that can find meaning by quantifying string information, which is an unstructured data that takes up a large amount of information, has developed rapidly. With these developments, many attempts with unstructured data are being made to predict stock prices through online news by applying text mining to stock price forecasts. The stock price prediction methodology adopted in many papers is to forecast stock prices with the news of the target companies to be forecasted. However, according to previous research, not only news of a target company affects its stock price, but news of companies that are related to the company can also affect the stock price. However, finding a highly relevant company is not easy because of the market-wide impact and random signs. Thus, existing studies have found highly relevant companies based primarily on pre-determined international industry classification standards. However, according to recent research, global industry classification standard has different homogeneity within the sectors, and it leads to a limitation that forecasting stock prices by taking them all together without considering only relevant companies can adversely affect predictive performance. To overcome the limitation, we first used random matrix theory with text mining for stock prediction. Wherever the dimension of data is large, the classical limit theorems are no longer suitable, because the statistical efficiency will be reduced. Therefore, a simple correlation analysis in the financial market does not mean the true correlation. To solve the issue, we adopt random matrix theory, which is mainly used in econophysics, to remove market-wide effects and random signals and find a true correlation between companies. With the true correlation, we perform cluster analysis to find relevant companies. Also, based on the clustering analysis, we used multiple kernel learning algorithm, which is an ensemble of support vector machine to incorporate the effects of the target firm and its relevant firms simultaneously. Each kernel was assigned to predict stock prices with features of financial news of the target firm and its relevant firms. The results of this study are as follows. The results of this paper are as follows. (1) Following the existing research flow, we confirmed that it is an effective way to forecast stock prices using news from relevant companies. (2) When looking for a relevant company, looking for it in the wrong way can lower AI prediction performance. (3) The proposed approach with random matrix theory shows better performance than previous studies if cluster analysis is performed based on the true correlation by removing market-wide effects and random signals. The contribution of this study is as follows. First, this study shows that random matrix theory, which is used mainly in economic physics, can be combined with artificial intelligence to produce good methodologies. This suggests that it is important not only to develop AI algorithms but also to adopt physics theory. This extends the existing research that presented the methodology by integrating artificial intelligence with complex system theory through transfer entropy. Second, this study stressed that finding the right companies in the stock market is an important issue. This suggests that it is not only important to study artificial intelligence algorithms, but how to theoretically adjust the input values. Third, we confirmed that firms classified as Global Industrial Classification Standard (GICS) might have low relevance and suggested it is necessary to theoretically define the relevance rather than simply finding it in the GICS.

Performance Optimization of Numerical Ocean Modeling on Cloud Systems (클라우드 시스템에서 해양수치모델 성능 최적화)

  • JUNG, KWANGWOOG;CHO, YANG-KI;TAK, YONG-JIN
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.27 no.3
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    • pp.127-143
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    • 2022
  • Recently, many attempts to run numerical ocean models in cloud computing environments have been tried actively. A cloud computing environment can be an effective means to implement numerical ocean models requiring a large-scale resource or quickly preparing modeling environment for global or large-scale grids. Many commercial and private cloud computing systems provide technologies such as virtualization, high-performance CPUs and instances, ether-net based high-performance-networking, and remote direct memory access for High Performance Computing (HPC). These new features facilitate ocean modeling experimentation on commercial cloud computing systems. Many scientists and engineers expect cloud computing to become mainstream in the near future. Analysis of the performance and features of commercial cloud services for numerical modeling is essential in order to select appropriate systems as this can help to minimize execution time and the amount of resources utilized. The effect of cache memory is large in the processing structure of the ocean numerical model, which processes input/output of data in a multidimensional array structure, and the speed of the network is important due to the communication characteristics through which a large amount of data moves. In this study, the performance of the Regional Ocean Modeling System (ROMS), the High Performance Linpack (HPL) benchmarking software package, and STREAM, the memory benchmark were evaluated and compared on commercial cloud systems to provide information for the transition of other ocean models into cloud computing. Through analysis of actual performance data and configuration settings obtained from virtualization-based commercial clouds, we evaluated the efficiency of the computer resources for the various model grid sizes in the virtualization-based cloud systems. We found that cache hierarchy and capacity are crucial in the performance of ROMS using huge memory. The memory latency time is also important in the performance. Increasing the number of cores to reduce the running time for numerical modeling is more effective with large grid sizes than with small grid sizes. Our analysis results will be helpful as a reference for constructing the best computing system in the cloud to minimize time and cost for numerical ocean modeling.

Association between Risk of Obstructive Sleep Apnea and Subjective Health and Health-Related Quality of Life of the Korean Middle-Aged and Elderly Population (한국 중고령층의 폐쇄성 수면무호흡증 위험과 주관적 건강 및 건강 관련 삶의 질 간의 연관성)

  • Nu-Ri Jun;Min-Soo Kim;Jeong-Min Yang;Jae-Hyun Kim
    • Health Policy and Management
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    • v.34 no.2
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    • pp.141-155
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    • 2024
  • Background: This study aimed to identified the relationship between the risk of obstructive sleep apnea, subjective health, and health-related quality of life among the middle-aged and elderly population in Korea. Methods: Adults aged 40 or older were extracted from the total 22,559 respondents to the 2019-2020 Korea National Health and Nutrition Examination Survey VIII, and secondary analysis was conducted on a total of 6,659 middle-aged and elderly people with no missing values. Logistic regression analysis and multiple regression analysis were conducted to examine the relationship between obstructive sleep apnea risk factors and subjective health as well as quality of life. Results: The subjective health status decline in the high-risk group compared to the non-risk group for obstructive sleep apnea was statistically significantly higher, with an odds ratio of 1.84 (p<0.001). The health-related quality of life was also statistically significantly lower by 0.02 points (β, -0.02; p<0.001). As a result of subgroup analysis on specific variables, the association between the risk of obstructive sleep apnea and subjective health and health-related quality of life was statistically significant depending on gender, sleep time, presence of depression, household income, and number of household members. Based on the obstructive sleep apnea risk group, women had a higher correlation with low subjective health and lower health-related quality of life scores than men. Sleeping time of more than 8 hours or less than 6 hours was more associated with low subjective health and lower health-related quality of life score than sleeping time of 6-8 hours. Patients with depression were more likely to have low subjective health than those without depression. The lower the household income level and the smaller the number of household members, the higher the association with low subjective health and the lower the health-related quality of life score. Conclusion: It is essential to recognize that the risk of obstructive sleep apnea not only directly affects sleep disorders but also impacts individuals' subjective health and quality of life. Consequently, social support and education should be provided to raise awareness of this issue. Particularly, programs for preventing and managing obstructive sleep apnea should target vulnerable groups such as women, individuals in single-person households, low household income, and those with depression, aiming to improve their subjective health and quality of life.

Critical Success Factor of Noble Payment System: Multiple Case Studies (새로운 결제서비스의 성공요인: 다중사례연구)

  • Park, Arum;Lee, Kyoung Jun
    • Journal of Intelligence and Information Systems
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    • v.20 no.4
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    • pp.59-87
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    • 2014
  • In MIS field, the researches on payment services are focused on adoption factors of payment service using behavior theories such as TRA(Theory of Reasoned Action), TAM(Technology Acceptance Model), and TPB (Theory of Planned Behavior). The previous researches presented various adoption factors according to types of payment service, nations, culture and so on even though adoption factors of identical payment service were presented differently by researchers. The payment service industry relatively has strong path dependency to the existing payment methods so that the research results on the identical payment service are different due to payment culture of nation. This paper aims to suggest a successful adoption factor of noble payment service regardless of nation's culture and characteristics of payment and prove it. In previous researches, common adoption factors of payment service are convenience, ease of use, security, convenience, speed etc. But real cases prove the fact that adoption factors that the previous researches present are not always critical to success to penetrate a market. For example, PayByPhone, NFC based parking payment service, successfully has penetrated to early market and grown. In contrast, Google Wallet service failed to be adopted to users despite NFC based payment method which provides convenience, security, ease of use. As shown in upper case, there remains an unexplained aspect. Therefore, the present research question emerged from the question: "What is the more essential and fundamental factor that should takes precedence over factors such as provides convenience, security, ease of use for successful penetration to market". With these cases, this paper analyzes four cases predicted on the following hypothesis and demonstrates it. "To successfully penetrate a market and sustainably grow, new payment service should find non-customer of the existing payment service and provide noble payment method so that they can use payment method". We give plausible explanations for the hypothesis using multiple case studies. Diners club, Danal, PayPal, Square were selected as a typical and successful cases in each category of payment service. The discussion on cases is primarily non-customer analysis that noble payment service targets on to find the most crucial factor in the early market, we does not attempt to consider factors for business growth. We clarified three-tier non-customer of the payment method that new payment service targets on and elaborated how new payment service satisfy them. In case of credit card, this payment service target first tier of non-customer who can't pay for because they don't have any cash temporarily but they have regular income. So credit card provides an opportunity which they can do economic activities by delaying the date of payment. In a result of wireless phone payment's case study, this service targets on second of non-customer who can't use online payment because they concern about security or have to take a complex process and learn how to use online payment method. Therefore, wireless phone payment provides very convenient payment method. Especially, it made group of young pay for a little money without a credit card. Case study result of PayPal, online payment service, shows that it targets on second tier of non-customer who reject to use online payment service because of concern about sensitive information leaks such as passwords and credit card details. Accordingly, PayPal service allows users to pay online without a provision of sensitive information. Final Square case result, Mobile POS -based payment service, also shows that it targets on second tier of non-customer who can't individually transact offline because of cash's shortness. Hence, Square provides dongle which function as POS by putting dongle in earphone terminal. As a result, four cases made non-customer their customer so that they could penetrate early market and had been extended their market share. Consequently, all cases supported the hypothesis and it is highly probable according to 'analytic generation' that case study methodology suggests. We present for judging the quality of research designs the following. Construct validity, internal validity, external validity, reliability are common to all social science methods, these have been summarized in numerous textbooks(Yin, 2014). In case study methodology, these also have served as a framework for assessing a large group of case studies (Gibbert, Ruigrok & Wicki, 2008). Construct validity is to identify correct operational measures for the concepts being studied. To satisfy construct validity, we use multiple sources of evidence such as the academic journals, magazine and articles etc. Internal validity is to seek to establish a causal relationship, whereby certain conditions are believed to lead to other conditions, as distinguished from spurious relationships. To satisfy internal validity, we do explanation building through four cases analysis. External validity is to define the domain to which a study's findings can be generalized. To satisfy this, replication logic in multiple case studies is used. Reliability is to demonstrate that the operations of a study -such as the data collection procedures- can be repeated, with the same results. To satisfy this, we use case study protocol. In Korea, the competition among stakeholders over mobile payment industry is intensifying. Not only main three Telecom Companies but also Smartphone companies and service provider like KakaoTalk announced that they would enter into mobile payment industry. Mobile payment industry is getting competitive. But it doesn't still have momentum effect notwithstanding positive presumptions that will grow very fast. Mobile payment services are categorized into various technology based payment service such as IC mobile card and Application payment service of cloud based, NFC, sound wave, BLE(Bluetooth Low Energy), Biometric recognition technology etc. Especially, mobile payment service is discontinuous innovations that users should change their behavior and noble infrastructure should be installed. These require users to learn how to use it and cause infra-installation cost to shopkeepers. Additionally, payment industry has the strong path dependency. In spite of these obstacles, mobile payment service which should provide dramatically improved value as a products and service of discontinuous innovations is focusing on convenience and security, convenience and so on. We suggest the following to success mobile payment service. First, non-customers of the existing payment service need to be identified. Second, needs of them should be taken. Then, noble payment service provides non-customer who can't pay by the previous payment method to payment method. In conclusion, mobile payment service can create new market and will result in extension of payment market.