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Rough Set Analysis for Stock Market Timing (러프집합분석을 이용한 매매시점 결정)

  • Huh, Jin-Nyung;Kim, Kyoung-Jae;Han, In-Goo
    • Journal of Intelligence and Information Systems
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    • v.16 no.3
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    • pp.77-97
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    • 2010
  • Market timing is an investment strategy which is used for obtaining excessive return from financial market. In general, detection of market timing means determining when to buy and sell to get excess return from trading. In many market timing systems, trading rules have been used as an engine to generate signals for trade. On the other hand, some researchers proposed the rough set analysis as a proper tool for market timing because it does not generate a signal for trade when the pattern of the market is uncertain by using the control function. The data for the rough set analysis should be discretized of numeric value because the rough set only accepts categorical data for analysis. Discretization searches for proper "cuts" for numeric data that determine intervals. All values that lie within each interval are transformed into same value. In general, there are four methods for data discretization in rough set analysis including equal frequency scaling, expert's knowledge-based discretization, minimum entropy scaling, and na$\ddot{i}$ve and Boolean reasoning-based discretization. Equal frequency scaling fixes a number of intervals and examines the histogram of each variable, then determines cuts so that approximately the same number of samples fall into each of the intervals. Expert's knowledge-based discretization determines cuts according to knowledge of domain experts through literature review or interview with experts. Minimum entropy scaling implements the algorithm based on recursively partitioning the value set of each variable so that a local measure of entropy is optimized. Na$\ddot{i}$ve and Booleanreasoning-based discretization searches categorical values by using Na$\ddot{i}$ve scaling the data, then finds the optimized dicretization thresholds through Boolean reasoning. Although the rough set analysis is promising for market timing, there is little research on the impact of the various data discretization methods on performance from trading using the rough set analysis. In this study, we compare stock market timing models using rough set analysis with various data discretization methods. The research data used in this study are the KOSPI 200 from May 1996 to October 1998. KOSPI 200 is the underlying index of the KOSPI 200 futures which is the first derivative instrument in the Korean stock market. The KOSPI 200 is a market value weighted index which consists of 200 stocks selected by criteria on liquidity and their status in corresponding industry including manufacturing, construction, communication, electricity and gas, distribution and services, and financing. The total number of samples is 660 trading days. In addition, this study uses popular technical indicators as independent variables. The experimental results show that the most profitable method for the training sample is the na$\ddot{i}$ve and Boolean reasoning but the expert's knowledge-based discretization is the most profitable method for the validation sample. In addition, the expert's knowledge-based discretization produced robust performance for both of training and validation sample. We also compared rough set analysis and decision tree. This study experimented C4.5 for the comparison purpose. The results show that rough set analysis with expert's knowledge-based discretization produced more profitable rules than C4.5.

Subject-Balanced Intelligent Text Summarization Scheme (주제 균형 지능형 텍스트 요약 기법)

  • Yun, Yeoil;Ko, Eunjung;Kim, Namgyu
    • Journal of Intelligence and Information Systems
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    • v.25 no.2
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    • pp.141-166
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    • 2019
  • Recently, channels like social media and SNS create enormous amount of data. In all kinds of data, portions of unstructured data which represented as text data has increased geometrically. But there are some difficulties to check all text data, so it is important to access those data rapidly and grasp key points of text. Due to needs of efficient understanding, many studies about text summarization for handling and using tremendous amounts of text data have been proposed. Especially, a lot of summarization methods using machine learning and artificial intelligence algorithms have been proposed lately to generate summary objectively and effectively which called "automatic summarization". However almost text summarization methods proposed up to date construct summary focused on frequency of contents in original documents. Those summaries have a limitation for contain small-weight subjects that mentioned less in original text. If summaries include contents with only major subject, bias occurs and it causes loss of information so that it is hard to ascertain every subject documents have. To avoid those bias, it is possible to summarize in point of balance between topics document have so all subject in document can be ascertained, but still unbalance of distribution between those subjects remains. To retain balance of subjects in summary, it is necessary to consider proportion of every subject documents originally have and also allocate the portion of subjects equally so that even sentences of minor subjects can be included in summary sufficiently. In this study, we propose "subject-balanced" text summarization method that procure balance between all subjects and minimize omission of low-frequency subjects. For subject-balanced summary, we use two concept of summary evaluation metrics "completeness" and "succinctness". Completeness is the feature that summary should include contents of original documents fully and succinctness means summary has minimum duplication with contents in itself. Proposed method has 3-phases for summarization. First phase is constructing subject term dictionaries. Topic modeling is used for calculating topic-term weight which indicates degrees that each terms are related to each topic. From derived weight, it is possible to figure out highly related terms for every topic and subjects of documents can be found from various topic composed similar meaning terms. And then, few terms are selected which represent subject well. In this method, it is called "seed terms". However, those terms are too small to explain each subject enough, so sufficient similar terms with seed terms are needed for well-constructed subject dictionary. Word2Vec is used for word expansion, finds similar terms with seed terms. Word vectors are created after Word2Vec modeling, and from those vectors, similarity between all terms can be derived by using cosine-similarity. Higher cosine similarity between two terms calculated, higher relationship between two terms defined. So terms that have high similarity values with seed terms for each subjects are selected and filtering those expanded terms subject dictionary is finally constructed. Next phase is allocating subjects to every sentences which original documents have. To grasp contents of all sentences first, frequency analysis is conducted with specific terms that subject dictionaries compose. TF-IDF weight of each subjects are calculated after frequency analysis, and it is possible to figure out how much sentences are explaining about each subjects. However, TF-IDF weight has limitation that the weight can be increased infinitely, so by normalizing TF-IDF weights for every subject sentences have, all values are changed to 0 to 1 values. Then allocating subject for every sentences with maximum TF-IDF weight between all subjects, sentence group are constructed for each subjects finally. Last phase is summary generation parts. Sen2Vec is used to figure out similarity between subject-sentences, and similarity matrix can be formed. By repetitive sentences selecting, it is possible to generate summary that include contents of original documents fully and minimize duplication in summary itself. For evaluation of proposed method, 50,000 reviews of TripAdvisor are used for constructing subject dictionaries and 23,087 reviews are used for generating summary. Also comparison between proposed method summary and frequency-based summary is performed and as a result, it is verified that summary from proposed method can retain balance of all subject more which documents originally have.

EFFECT OF THE SOCIAL SKILL TRAINING IN ADHD CHILDREN (주의력 결핍 과잉운동장애 아동에서 사회기술훈련의 효과)

  • Park, Soon-Young;Kwack, Young-Sook;Kim, Mi-Koung
    • Journal of the Korean Academy of Child and Adolescent Psychiatry
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    • v.9 no.2
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    • pp.154-164
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    • 1998
  • Medication is widely accepted as an effective method to reduce the problem of attention deficit, hyperactivity, impulsivity, resistance and violence of ADHD children. However, it does not provide us with the solution on the conflicting routinized behavioral patterns to gain a high level of self-control and acceptable behavior. As a way of replacing medication, this study applies the social skills training program for ADHD children and measures the level of improvement of social skills and the change of the behavioral patterns. The experiment is carried out on 16 children ranged from 6 to 13 years of age for 10 weeks. The patients are divided into three groups:a pure ADHD group, an ADHD group with conduct disorder, an ADHD group with mental retardation and other symptoms. The change of symptoms and the change of social skills are measured by the Child Behavior Checklist(CBCL), the ADD-H Comprehensive Teacher’s Rating Scale(ACTeRS) and the Social Skills Rating Scale(SSRS), and finally Mastson Evaluation of Social Skills for Youth(MESSY). Wilcoxon signed ranks test is used to evaluate the effect of the treatment, and Kruskal-Wallis test is also used to measure the change after the treatment in each of the three groups. In the ADHD group with conduct disorder, the examination of the effect of the treatment shows a significant reduction of violence in the area of behavior(p<.05), and a significant difference of activity and social skills in the area of social competent(p<.001). In the ADHD group with mental retardation and other symptoms, a significant rise of social skills is found in the area of social skills evaluation (p<.05). However, there is no significant difference of effect by the treatment among the three groups. In addition, the current examination shows that the social skills training program does not make a statistically significant contribution to the social skills of the ADHD children. On the other hand, the training helps some children, when it is suitable for the characteristics and accompanying symptoms of the children:it reduces the level of violence in the ADHD group with conduct disorder, and it raises the social skills in the ADHD group with mental retardation. In other words, the social skills training program will reduce the conduct disorder and helps peer relation for ADHD children.

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A Descriptive Study of Oral Health Knowledge & Behaviors in Middle School Students (일부지역 중학생의 구강건강 지식 및 행동에 관한 조사연구)

  • Yoo, Jung-Sook;Kim, Jung-Hee;Han, Su-Jin;Sim, Sang-Hyo;Kim, Yoon-Shin
    • The Journal of Korean Society for School & Community Health Education
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    • v.9 no.1
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    • pp.85-97
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    • 2008
  • Objectives: This study was designed to understand the oral health knowledge & conduct of middle-school students, search for the learning objective and the educational method in line with the subjects and of utilizing as the basic data for an effective oral health-care program. Methods: The samples to achieve the purpose of this research are composed of 139 students in middle-school, OO county. Chungcheongbuk-do, the number of male students 64, and female students 75. Data were statistically analyzed by frequency analysis, $x^2$-test or Fisher's exact test by using SPSS WIN Ver. 12.0. Results: Among items on oral-health knowledge in middle-school students. the awareness ratio on a cause and preventive method for oral disease was surveyed to be lower than the awareness ratio on symptoms of oral disease. As a result of examining by comparing knowledge and behavior on the time of tooth brush. both awareness and behavior were the level of 50% or less than it. In particular, 46.2% perceived after lunch. but practice just accounted for 33.0%. The frequency of tooth brush a day was the largest in a case(47.5%) of doing twice a day. However. there was also the response (5.8%) with saying of brushing once or not brushing even once. Thus, the practice of tooth brush was surveyed to be very low even if being a minority of students. The frequency of taking a light meal was 68.8% in less than twice a day. However, even students of taking more than five times were surveyed to be 9.8%. Out of the whole-body health in over 50%-59.9%. the oral health was surveyed to be perceived to be very important. Compared to the awareness level on importance of a tooth, the ratio of visiting a dentistry was analyzed to be very low. Conclusions: The study results suggest that the school oral-health project was examined to have the necessity of being expanded and carried out even in middle-and-high schools, by which the specific oral-health promotion program including oral-health education in this period is developed.

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Natural Language Processing Model for Data Visualization Interaction in Chatbot Environment (챗봇 환경에서 데이터 시각화 인터랙션을 위한 자연어처리 모델)

  • Oh, Sang Heon;Hur, Su Jin;Kim, Sung-Hee
    • KIPS Transactions on Computer and Communication Systems
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    • v.9 no.11
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    • pp.281-290
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    • 2020
  • With the spread of smartphones, services that want to use personalized data are increasing. In particular, healthcare-related services deal with a variety of data, and data visualization techniques are used to effectively show this. As data visualization techniques are used, interactions in visualization are also naturally emphasized. In the PC environment, since the interaction for data visualization is performed with a mouse, various filtering for data is provided. On the other hand, in the case of interaction in a mobile environment, the screen size is small and it is difficult to recognize whether or not the interaction is possible, so that only limited visualization provided by the app can be provided through a button touch method. In order to overcome the limitation of interaction in such a mobile environment, we intend to enable data visualization interactions through conversations with chatbots so that users can check individual data through various visualizations. To do this, it is necessary to convert the user's query into a query and retrieve the result data through the converted query in the database that is storing data periodically. There are many studies currently being done to convert natural language into queries, but research on converting user queries into queries based on visualization has not been done yet. Therefore, in this paper, we will focus on query generation in a situation where a data visualization technique has been determined in advance. Supported interactions are filtering on task x-axis values and comparison between two groups. The test scenario utilized data on the number of steps, and filtering for the x-axis period was shown as a bar graph, and a comparison between the two groups was shown as a line graph. In order to develop a natural language processing model that can receive requested information through visualization, about 15,800 training data were collected through a survey of 1,000 people. As a result of algorithm development and performance evaluation, about 89% accuracy in classification model and 99% accuracy in query generation model was obtained.

Watt, Who is he? (와트, 그는 누구인가?)

  • Choi, Jun-Seop;Yu, Jae-Young;Im, Mee-Ga
    • 대한공업교육학회지
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    • v.42 no.2
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    • pp.108-122
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    • 2017
  • This research paper is to examine James Watt who led the 1st industrial revolution successfully. His great work was called monumental achievement in the human history of civilization. Here, we looked over the Watts' educational environment during his infant, juvenile, and adolescence period and also, his learning attitude about his own field through literature review. The basic infra of soft and hard wares for the industrial revolution through the process of R & D on new developing steam engine resulted from the very industrial revolution and its R & D environment were to be investigated. The useful information and knowledge from this process of the research are able to give an appropriate educational guidance to bring up the development of creativity in schooling systems. And also a lesson from the past could be used to provide the desirable direction for the 4th industrial revolution which is just begun to start now. The main results from this study are as follows; First, Watts' parents positively guided him onto the technology of manual field because they recognized their son was interested in technology field. The parents' attitude stimulated and guided his sons' self-development, had been equal to the aims of education. Second, Watt made a chance of making friendships with professors of Glasgow University. He spontaneously had done self-directed learning for getting knowledge and technology, and thus he became an expert of practical engineer and theorist. Third, the Lunar society, which was jumping over one's social position in their society of the 18th century through new thinking way, leading new ages had been very good R & D social infra for Watt to open and connect new advanced level of science and technology in his age. This society provided a study environment fields for their members to exchange their ideas of scientific curiosity and freely inquiry, technology informations. They had discussed and understood the issues to be occurred in their own fields and accumulated necessary knowledge for problem-solving, respectively. Such as this R & D system environment will be also considered in the modern research group. Fourth, the entrepreneur such as Boulton, who understand technology and grasp its value in future, is needed. The system of 'grue of management' will support the researcher with financial support, which is necessary in R & D. And the researcher like Watt who takes pleasure in technology itself and study eagerly in his field without financial problems, that is, 'grue of technical expert' is essential when leading to success in the industrial revolution.

A Study on NCS-based Team Teaching Operation in Animation Related Department (애니메이션 관련학과 NCS기반 팀 티칭 운영방안에 관한 연구)

  • Jung, Dong-hee;An, Dong-kyu;Choi, Jung-woong
    • Cartoon and Animation Studies
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    • s.47
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    • pp.31-52
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    • 2017
  • NCS education was created to realize a society in which skills and abilities are respected, such as transcending specifications, establishing recruitment systems, and developing and disseminating national incompetence standards. At the university level, special lectures and job training are being strengthened to raise industrial experts. Especially, in the field of animation, new technologies are rapidly emerging and demanding convergent talents with various fields. In order to meet these social demands, there is a limit to the existing one-class teaching method. In order to solve this problem, it is necessary to participate in a variety of specialized teachers. In other words, rather than solving problems of students' job training and job creation, It is aimed to solve jointly, Team teaching was suggested as a method for this. The expected effects that can be obtained through this are as follows. First, the field of animation is becoming more diverse and complex. The ability to use NCS job-related skills pools can be matched with professors from other departments to enable a wider range of professional instruction. Second, it is possible to use partial professorships in other departments by actively utilizing professors in the university. This leads to the strengthening of the capacity of teachers in universities. Third, it is possible to build a broader and more integrated educational system through cooperative teaching of professors in other departments. Finally, the advantages of special lectures and mentor support of college professors' pools are broader than those of field specialists. A variety of guidance for students can be made with responsible professors. In other words, time and space constraints can be avoided because the mentor is easily met and guided by the university.

The Actual Conditions and Improvement of the Eco-Forests Mater Plan, South Korea (우리나라 생태숲조성 기본계획 실태 및 개선방향)

  • Heo, Jae-Yong;Kim, Do-Gyun;Jeong, Jeong-Chae;Lee, Jeong
    • Korean Journal of Environment and Ecology
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    • v.24 no.3
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    • pp.235-248
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    • 2010
  • This study was carried out to the actual conditions and improvement of the eco-forests master plan in South Korea, and suggested its problems and improvement direction. Results from survey and analysis of limiting factors or constraints in the construction plans of eco-forests in Korea revealed that there were highly frequent problems involving site feasibility, topographic aspect, and existing vegetation. The results of survey on the status of land use indicated that the average ratio of the use of private estate was 29.7%, so then it was estimated that a great amount of investment in purchase of eco-forest site would be required. Results from survey on major introduced facilities showed that there was high frequency of introduction of infrastructure, building facility, recreational facility, convenience facility, and information facility, and that there was low frequency of introduction of plant culture system, ecological facility, structural symbol and sculpture, and the likes. There was just one eco-forest park where more than 500 species of plants grew, and the result of investigation indicated that the diversity of plant species in 11 eco-forest parks was lower than the standards for construction of eco-forest. Results from analysis of the projects costs revealed that investment cost in facilities was higher than planting costs, and that a large amount of investment was made in the initial stage of the project. There was no planned budget for the purpose of cultivating and maintaining the plants and vegetation after construction of eco-forest. The basic concepts in construction of eco-forests were established according to the guidelines presented by the Korea Forest Service; however, the detailed work of the project was planned with its user-oriented approach. Then the construction of eco-forest was being planned following the directions, which would lead to development of a plant garden similar to arboretum or botanical garden. Therefore, it is required that the architect who designs eco-forest as well as the public officer concerned firmly establish the concepts of eco-forest, and that, through close analysis of development conditions, a candidate site to fit the purpose of constructing eco-forest be selected, and also a substantive management plan be established upon completion of construction of eco-forest.

A Meta-Analysis on the Effects of Integrated Education Research (통합교육의 효과에 대한 메타분석)

  • Kim, Jiyoung;Park, Eunmi;Park, Jieun;Bang, Dami;Lee, Yoonha;Yoon, Heojoeng
    • Journal of The Korean Association For Science Education
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    • v.35 no.3
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    • pp.403-417
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    • 2015
  • The purpose of this study was to investigate the effectiveness of integrated education research conducted in Korea and to propose a meaningful discussion for further research. Among the studies conducted for last three years, the relevant 161 research articles were selected, and 236 effect sizes were calculated. Effect sizes were analyzed with different dependant variables including creativity, problem solving ability, academic achievement, inquiry skills, creative personality, scientific attitude, and interests. In addition, effect sizes with different moderating variables, such as characteristics of subjects, sample sizes, class types, core disciplines and publication types, were compared. The results are as follows: The overall effect size of integrated education program produced a huge effect (effect size=0.88, U3=81.06%). Integrated education program showed the highest effect size on scientific attitude among other dependant variables. However, all of the other dependant variables represented more than medium size effect size. Integrated program proved to be more effective on kindergarten pupils and gifted students compared to other school levels and regular students. The effect size for group of less then thirty students were larger than other groups. Programs implemented in after school hours were more effective than in regular school hours. Considering the core subject of program, arts-centered integrated programs showed the largest effect size, while all the others showed above medium effect sizes. Finally, doctoral dissertation showed the highest effect size compared to master's thesis and academic journal articles. Conclusions and recommendations for further research were provided.

Exploratory Study on the Phenomena of Entrepreneurship Education in Food and Agriculture Sectors Based on the Grounded Theory Approach (근거이론접근법에 기반한 농식품분야 창업교육현상에 관한 탐색적 연구)

  • Seol, Byung Moon
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.15 no.3
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    • pp.33-46
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    • 2020
  • This study analyzes the entrepreneurship education phenomena for agri-food entrepreneurs whose main business is the production of agricultural products and the sale of processed products, using the qualitative study Strauss & Corbin(1998)'s evidence theory approach. From the entrepreneur's point of view, I would like to summarize the phenomena that appear in education, and to prepare a theoretical basis for explaining the phenomena. The importance of entrepreneurship education is emphasized to cultivate the ability to develop and provide products tailored to customers. The necessity of education leads to an increase in demand according to the situational awareness of the founders, and the quantitative increase in entrepreneurship education in the agri-food sector is a clear trend. Inevitably, the need for various discussions on systematic and effective entrepreneurship education is raised. For the study, an interview was conducted with preliminary or entrepreneur who have experienced entrepreneurship education in the agri-food sector. As a research method, I use Strauss & Corbin(1998)'s approach and analyze qualitative data using QSR's NVIVO 12 program. Through this study, it was found that contextual and systematic entrepreneurship education in the agri-food sector has the effect of strengthening competitiveness and strengthening sales. There is a need for follow-up management of trainees. Strengthening the competitiveness of start-ups is based on training professional manpower through education and linking regions with cities. Strengthening sales is based on product planning and market development. This study explores entrepreneurship education in the agri-food sector, which has not been actively conducted in the past. Exploratory analysis on the experiences of the founders of agri-food sector as education demanders has an important meaning for understanding the phenomenon of start-up education.