• Title/Summary/Keyword: 차트패턴

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Expert System for Predicting the Stock Market Timing Using Candlesticks Chart (캔들스틱 차트 분석을 이용한 주식 매매 타이밍 예측을 위한 전문가 시스템)

  • 이강희;양인실;조근식
    • Journal of Intelligence and Information Systems
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    • v.3 no.2
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    • pp.57-70
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    • 1997
  • 주식 시장을 예측하는 문제는 금융 분야에서 중요한 관심이 되어왔다. 주식 시세는 시장 환경의 변화에 따라 급격한 변화를 갖는다. 따라서 주식 투자로부터 이윤을 창출하기 위해서 주식을 사고 파는 시점을 결정하는 문제는 중요하다. 본 연구에서는 주시 매매 타이밍을 예측하기 위해서 캔들스틱 차트(Candlesticks chart)분석을 이용한 전문가 시스템(Expert System)으로서 '차트 해석기 (Chart Interpreter)'를 설계, 개발하였다. 주식 가격의 변동을 예고하는 패턴들을 정의하고 그 패턴들의 의미에 따라 매미결정을 첨가한 규칙을 생성하였다. 정의된 패턴들은 의미에 따라 크게 하락형, 상승형, 중립형, 추세지속형, 추세 전환형으로 분류된다. 정의된 패턴과 지식베이스의 유용성을 검증하기 위해서 수행된 1992년부터 1997년에 걸친 과거 한국 주식 시장 실거래 투자 데이터에 대한 실험결과는 평균 투자 성공률이 약 72%로서 주식시장에서 투자자들의 투자를 돕는데 우수한 지표로서 사용될 수 있음을 보였다. 또한, 개발된 지식베이스는 특정 연도나 특정 분야에 따라 예측력이 크게 변하지 않은 시간 독립적이고 분야 독립적인 특성을 가짐으로 분야나 시간에 구애받지 않고 사용할 수 있다는 장점을 갖는다.

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A Study on Essential Concepts, Tools, Techniques and Methods of Stock Market Trading: A Guide to Traders and Investors (주식 거래의 필수 개념, 도구, 기법 및 방법에 관한 연구: 거래자와 투자자를 위한 안내서)

  • Sukhendu Mohan Patnaik;Debahuti Mishra
    • Advanced Industrial SCIence
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    • v.2 no.1
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    • pp.21-38
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    • 2023
  • An attempt has been made in this article to discuss the fundamentals of technical analysis of the stock market. A retail investor or trader may not have the wherewithal to source that kind of information. Technical analysis requires a candlestick chart only. Most of the brokers in India provide charting solutions as well. Studying the price action of a security or commodity or Forex generally indicates a price pattern. Prices react at certain levels and widely known as support and resistance levels. Since whatever is happening with the price of the security is considered to be a part of a pattern or cycle which has already played out sometime in the past, these studies help a keen technical analyst to identify with certain probability, the future movement of the price. Study of the candlestick patterns, price action, volumes and indicators offer the opportunities to identify a high probability trade with probable target and a stop loss. A trader or investor can take high probability trade or position and control only her losses.

In-situ plasma monioring using neural network model-coupled CUSUM control chart (신경망 모델과 CUSUM 제어차트를 결합한 인-시츄 플라즈마 감시)

  • Kim, Dae-Hyeon;Kim, Byeong-Hwan;Yu, Im-Su;U, Bong-Ju
    • Proceedings of the Korean Institute of Surface Engineering Conference
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    • 2011.05a
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    • pp.89-90
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    • 2011
  • 플라즈마 공정 중에 발생하는 플라즈마 누설은 챔버 압력의 변화를 초래하여 증착 또는 식각 중인 박막패턴을 손상시킨다. 따라서 플라즈마 누설을 실시간으로 탐지하는 것이 요구되며, 본 연구에서는 광방사분광기 (Optical emisison spectroscopy), 신경망, 그리고 제어차트를 결합한 플라즈마 누설의 인-시츄 탐지기술을 보고한다. 비교평가 결과 소수의 라디칼 정보를 감시하는 것보다 신경망 모델로부터의 예측정보를 이용할 때 보다 증진된 누설탐지 성능을 확인하였다.

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Increasing Accuracy of Stock Price Pattern Prediction through Data Augmentation for Deep Learning (데이터 증강을 통한 딥러닝 기반 주가 패턴 예측 정확도 향상 방안)

  • Kim, Youngjun;Kim, Yeojeong;Lee, Insun;Lee, Hong Joo
    • The Journal of Bigdata
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    • v.4 no.2
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    • pp.1-12
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    • 2019
  • As Artificial Intelligence (AI) technology develops, it is applied to various fields such as image, voice, and text. AI has shown fine results in certain areas. Researchers have tried to predict the stock market by utilizing artificial intelligence as well. Predicting the stock market is known as one of the difficult problems since the stock market is affected by various factors such as economy and politics. In the field of AI, there are attempts to predict the ups and downs of stock price by studying stock price patterns using various machine learning techniques. This study suggest a way of predicting stock price patterns based on the Convolutional Neural Network(CNN) among machine learning techniques. CNN uses neural networks to classify images by extracting features from images through convolutional layers. Therefore, this study tries to classify candlestick images made by stock data in order to predict patterns. This study has two objectives. The first one referred as Case 1 is to predict the patterns with the images made by the same-day stock price data. The second one referred as Case 2 is to predict the next day stock price patterns with the images produced by the daily stock price data. In Case 1, data augmentation methods - random modification and Gaussian noise - are applied to generate more training data, and the generated images are put into the model to fit. Given that deep learning requires a large amount of data, this study suggests a method of data augmentation for candlestick images. Also, this study compares the accuracies of the images with Gaussian noise and different classification problems. All data in this study is collected through OpenAPI provided by DaiShin Securities. Case 1 has five different labels depending on patterns. The patterns are up with up closing, up with down closing, down with up closing, down with down closing, and staying. The images in Case 1 are created by removing the last candle(-1candle), the last two candles(-2candles), and the last three candles(-3candles) from 60 minutes, 30 minutes, 10 minutes, and 5 minutes candle charts. 60 minutes candle chart means one candle in the image has 60 minutes of information containing an open price, high price, low price, close price. Case 2 has two labels that are up and down. This study for Case 2 has generated for 60 minutes, 30 minutes, 10 minutes, and 5minutes candle charts without removing any candle. Considering the stock data, moving the candles in the images is suggested, instead of existing data augmentation techniques. How much the candles are moved is defined as the modified value. The average difference of closing prices between candles was 0.0029. Therefore, in this study, 0.003, 0.002, 0.001, 0.00025 are used for the modified value. The number of images was doubled after data augmentation. When it comes to Gaussian Noise, the mean value was 0, and the value of variance was 0.01. For both Case 1 and Case 2, the model is based on VGG-Net16 that has 16 layers. As a result, 10 minutes -1candle showed the best accuracy among 60 minutes, 30 minutes, 10 minutes, 5minutes candle charts. Thus, 10 minutes images were utilized for the rest of the experiment in Case 1. The three candles removed from the images were selected for data augmentation and application of Gaussian noise. 10 minutes -3candle resulted in 79.72% accuracy. The accuracy of the images with 0.00025 modified value and 100% changed candles was 79.92%. Applying Gaussian noise helped the accuracy to be 80.98%. According to the outcomes of Case 2, 60minutes candle charts could predict patterns of tomorrow by 82.60%. To sum up, this study is expected to contribute to further studies on the prediction of stock price patterns using images. This research provides a possible method for data augmentation of stock data.

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Nondestructive Quantification of Corrosion in Cu Interconnects Using Smith Charts (스미스 차트를 이용한 구리 인터커텍트의 비파괴적 부식도 평가)

  • Minkyu Kang;Namgyeong Kim;Hyunwoo Nam;Tae Yeob Kang
    • Journal of the Microelectronics and Packaging Society
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    • v.31 no.2
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    • pp.28-35
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    • 2024
  • Corrosion inside electronic packages significantly impacts the system performance and reliability, necessitating non-destructive diagnostic techniques for system health management. This study aims to present a non-destructive method for assessing corrosion in copper interconnects using the Smith chart, a tool that integrates the magnitude and phase of complex impedance for visualization. For the experiment, specimens simulating copper transmission lines were subjected to temperature and humidity cycles according to the MIL-STD-810G standard to induce corrosion. The corrosion level of the specimen was quantitatively assessed and labeled based on color changes in the R channel. S-parameters and Smith charts with progressing corrosion stages showed unique patterns corresponding to five levels of corrosion, confirming the effectiveness of the Smith chart as a tool for corrosion assessment. Furthermore, by employing data augmentation, 4,444 Smith charts representing various corrosion levels were obtained, and artificial intelligence models were trained to output the corrosion stages of copper interconnects based on the input Smith charts. Among image classification-specialized CNN and Transformer models, the ConvNeXt model achieved the highest diagnostic performance with an accuracy of 89.4%. When diagnosing the corrosion using the Smith chart, it is possible to perform a non-destructive evaluation using electronic signals. Additionally, by integrating and visualizing signal magnitude and phase information, it is expected to perform an intuitive and noise-robust diagnosis.

Derivation of Digital Music's Ranking Change Through Time Series Clustering (시계열 군집분석을 통한 디지털 음원의 순위 변화 패턴 분류)

  • Yoo, In-Jin;Park, Do-Hyung
    • Journal of Intelligence and Information Systems
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    • v.26 no.3
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    • pp.171-191
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    • 2020
  • This study focused on digital music, which is the most valuable cultural asset in the modern society and occupies a particularly important position in the flow of the Korean Wave. Digital music was collected based on the "Gaon Chart," a well-established music chart in Korea. Through this, the changes in the ranking of the music that entered the chart for 73 weeks were collected. Afterwards, patterns with similar characteristics were derived through time series cluster analysis. Then, a descriptive analysis was performed on the notable features of each pattern. The research process suggested by this study is as follows. First, in the data collection process, time series data was collected to check the ranking change of digital music. Subsequently, in the data processing stage, the collected data was matched with the rankings over time, and the music title and artist name were processed. Each analysis is then sequentially performed in two stages consisting of exploratory analysis and explanatory analysis. First, the data collection period was limited to the period before 'the music bulk buying phenomenon', a reliability issue related to music ranking in Korea. Specifically, it is 73 weeks starting from December 31, 2017 to January 06, 2018 as the first week, and from May 19, 2019 to May 25, 2019. And the analysis targets were limited to digital music released in Korea. In particular, digital music was collected based on the "Gaon Chart", a well-known music chart in Korea. Unlike private music charts that are being serviced in Korea, Gaon Charts are charts approved by government agencies and have basic reliability. Therefore, it can be considered that it has more public confidence than the ranking information provided by other services. The contents of the collected data are as follows. Data on the period and ranking, the name of the music, the name of the artist, the name of the album, the Gaon index, the production company, and the distribution company were collected for the music that entered the top 100 on the music chart within the collection period. Through data collection, 7,300 music, which were included in the top 100 on the music chart, were identified for a total of 73 weeks. On the other hand, in the case of digital music, since the cases included in the music chart for more than two weeks are frequent, the duplication of music is removed through the pre-processing process. For duplicate music, the number and location of the duplicated music were checked through the duplicate check function, and then deleted to form data for analysis. Through this, a list of 742 unique music for analysis among the 7,300-music data in advance was secured. A total of 742 songs were secured through previous data collection and pre-processing. In addition, a total of 16 patterns were derived through time series cluster analysis on the ranking change. Based on the patterns derived after that, two representative patterns were identified: 'Steady Seller' and 'One-Hit Wonder'. Furthermore, the two patterns were subdivided into five patterns in consideration of the survival period of the music and the music ranking. The important characteristics of each pattern are as follows. First, the artist's superstar effect and bandwagon effect were strong in the one-hit wonder-type pattern. Therefore, when consumers choose a digital music, they are strongly influenced by the superstar effect and the bandwagon effect. Second, through the Steady Seller pattern, we confirmed the music that have been chosen by consumers for a very long time. In addition, we checked the patterns of the most selected music through consumer needs. Contrary to popular belief, the steady seller: mid-term pattern, not the one-hit wonder pattern, received the most choices from consumers. Particularly noteworthy is that the 'Climbing the Chart' phenomenon, which is contrary to the existing pattern, was confirmed through the steady-seller pattern. This study focuses on the change in the ranking of music over time, a field that has been relatively alienated centering on digital music. In addition, a new approach to music research was attempted by subdividing the pattern of ranking change rather than predicting the success and ranking of music.

Analysis of Color Error and Distortion Pattern in Underwater images (수중 영상의 색상 오차 및 왜곡 패턴 분석)

  • Jeong Yeop Kim
    • Journal of Platform Technology
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    • v.12 no.3
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    • pp.16-26
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    • 2024
  • Videos shot underwater are known to have significant color distortion. Typical causes are backscattering by floating objects and attenuation of red colors in proportion to the depth of the water. In this paper, we aim to analyze color correction performance and color distortion patterns for images taken underwater. Backscattering and attenuation caused by suspended matter will be discussed in the next study. In this study, based on the DeepSeeColor model proposed by Jamieson et al., we verify color correction performance and analyze the pattern of color distortion according to changes in water depth. The input images were taken in the US Virgin Islands by Jamieson et al., and out of 1,190 images, 330 images including color charts were used. Color correction performance was expressed as angular error using the input image and the correction image using the DeepSeeColor model. Jamieson et al. calculated the angular error using only black and white patches among the color charts, so they were unable to provide an accurate analysis of overall color distortion. In this paper, the color correction error was calculated targeting the entire color chart patch, so an appropriate degree of color distortion can be suggested. Since the input image of the DeepSeeColor model has a depth of 1 to 8, color distortion patterns according to depth changes can be analyzed. In general, the deeper the depth, the greater the attenuation of red colors. Color distortion due to depth changes was modeled in the form of scale and offset movement to predict distortion due to depth changes. As the depth increases, the scale for color correction increases and the offset decreases. The color correction performance using the proposed method was improved by 41.5% compared to the conventional method.

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A Study on Rule Trend Representation for Knowledge-based System (지식기반 시스템의 규칙 경향 표현에 관한 연구)

  • Choi, Rock-Hyun;Son, Chang-Sik
    • Proceedings of the Korea Information Processing Society Conference
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    • 2019.10a
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    • pp.984-985
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    • 2019
  • 건강검진 데이터 공유로 일반인의 다양한 상태 분석 연구가 가능해졌다. 규칙추론 알고리즘으로 다양한 건강 데이터의 패턴을 파악할 수 있으나, 산출된 규칙이 많아지면 쉽게 해석하기가 힘들다. 본 연구에서는 스타차트를 활용하여 다수의 규칙을 보다 편하게 표현 할 수 있는 방법을 제안했다.

Research on the Application of Rap Music and Music Expression of Popular Songs in the 2020 Melon Chart (2020년 멜론차트 내 대중가요의 랩 음악 적용 현황과 음악표현 연구)

  • Shim, In-Sup
    • Journal of Korea Entertainment Industry Association
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    • v.15 no.4
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    • pp.101-111
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    • 2021
  • This paper is a study that analyzes the use and techniques of rap in music that entered Melon Chart, one of the major music sites in Korea, during 2020. Among the songs that entered the chart, reflecting the public's preference, the trend of rap music, an important element of hip-hop music, is analyzed and musical features such as representative artists or frequently used rhythm patterns are analyzed. Through this paper, characteristics of rap music favored by the public and artists in recent popular music have been organized and formalized, and based on this, the elements of etude development for technical polishing are summarized. Through this, it is hoped that just like the long-time analyzed and structured performance techniques such as vocals and instruments, various styles of rap music can develop into a systematic and step-by-step technique system for students who want to learn and practice it.

A Study on the transformation of real-time visual information of bar charts into complementary sound information (봉차트의 실시간 시각정보를 보완적 음향정보로 변환하는 방법에 관한 연구)

  • Goo, Bon-Cheol
    • 한국HCI학회:학술대회논문집
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    • 2006.02a
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    • pp.717-722
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    • 2006
  • 경제지표, 주식시세, 전자상거래 등 시각적으로 제공되는 정보 중에 정확한 숫자가 중요한 정보인 경우도 있지만 2 차 정보로서 변화의 추세나 패턴이 중요한 경우도 있다. 주식을 포함한 유가증권이나 선물거래의 경우 주로 미국식 봉차트를 사용하는데 개인투자자가 늘고 있는 우리나라 실정으로 볼때 식음을 전폐하고 전광판에 매달리는 문제점이 지적되고 있고, 전문투자자들도 시각정보를 놓치지 않기 위해 일상 업무에 소홀해지는 경우가 많다. 이러한 경우 음향정보도 함께 제공한다면 인간은 다양한 감각기관을 가지고 있기 때문에 시각정보를 주로 이용하다가도 잠시 휴식을 취하거나 다른 용무가 있을 때 청각정보를 보완적으로 사용하여 스트레스를 줄일 수 있고 명철한 판단력을 유지할 수 있으며, 경우에 따라서는 음향정보가 상황판단을 위해 더욱 효과적일 수도 있을 것으로 본다. 음향정보가 시각정보를 대체하기 보다는 2 차 정보로서 상호보완성이 목적이라면 정확한 숫자의 표현보다는 거래패턴 등을 음악적으로 표현하여 음악 감상의 기능까지 갖춘다면 시각정보와는 차별화된 음향정보의 독자성을 찾을 수 있다. 간혹 종목별 등락을 읽어주거나 중요한 매매시점에 신호음을 내는 청각적인 방법이 사용되기도 하지만 상당히 제한적이고 단순한 상태이다. 그러므로 본 연구의 진정한 개발목적은 정보성 이외에 예술적 표현을 융합하는 것이며, 시각장애인이나 네트워크 환경이 열악한 사람들도 주식투자에 있어서 평등성을 보장하여 건전한 투자문화를 형성하기 위함이다. 실시간 거래정보를 음악적으로 표현하여 업무를 보면서도 들려오는 음악을 통해 거래상황을 파악할 수 있는 연구방법으로 거래빈도는 음의 빠르기로, 거래가는 음의 높낮이, 거래량은 음의 세기, 종목은 악기의 음색으로 표현하였으며, 컴퓨터에 내장된 사운드카드를 통해 소리를 들을 수 있도록 MIDI 데이터로 변환하였다. 통계정보는 주로 한국증권선물거래소(KRX: The Korea Exchange)에서 발췌하였으며, 시뮬레이션을 위한 프로그래밍 언어로는 Cycling74 의 Max/MSP 를 사용하였다.

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