• Title/Summary/Keyword: Active Data Collection

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Performance of Investment Strategy using Investor-specific Transaction Information and Machine Learning (투자자별 거래정보와 머신러닝을 활용한 투자전략의 성과)

  • Kim, Kyung Mock;Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.27 no.1
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    • pp.65-82
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    • 2021
  • Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.

An Effect of Aquatic Exercise Program with Self-help Group Activites and Strategies for Promoting Self-efficacy on Pain, Physiological Parameters and Quality of Life in Patients having Rheumatoid Arthritis. (자조집단 활동과 자기효능성 증진법을 이용한 수중운동 프로그램이 류마티스 관절염 환자의 통증, 생리적 지수 및 삶의 질에 미치는 영향)

  • Kim, Jong-Im
    • Journal of muscle and joint health
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    • v.1 no.1
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    • pp.1-30
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    • 1994
  • Rheumatoid arthritis is a chronic systematic disease with unpredictable course of exacerbation and remission, characterized by pain, joint deformity and reduced activity by joint limitation. The growing public awareness of the need for health management of chronic illnesses, provides impetus for nursing to demonstrate social effectiveness by active nursing intervention in this vast area in general, and with rheumatoid condition in particular. However, nursing interventions to date have not demonstrated its active participation in the management of chronic conditions. Nursing intervention for the patients having rheumatoid arthritis is one such area that needs to be studied intensively and to demonstrate their effectiveness empirically. The purposes of this study were two fold : first, to develop a comprehensive program that was intensified with therapeutic joint exercises in water, self-help group activities and utilization of self-efficacy promoting strategies : and secondly, to determine the effect of aquatic exercise program on pain, physiological changes and quality of life in the rheumatoid arthritis patients. Thirty five female subjects participating in this study were selected from outpatients in the Rheumatism Center, Hanyang University hospital. The period of data collection was from December, 1992 to March, 1993 in seoul and Taejeon. Subjects in Taejeon were assigned to the experimental group. The comprehensive aquatic exercise program for the experimental group was carried out three times a week for 6 weeks in regular swimming pool. Subjects in Seoul did not participated in the program, and treated as the control group. Data were analyzed with repeated measure MANCOVA, t-test, ANCOVA, percentage of change, Kruskal-Wallis 1-Way ANOVA using SPSS $PC^+$ program. Results were obtained as follows : 1) Scores on Korean pain scale, Numeric pain score, and RAI score of the experimental group were significantly lower than those of the control group (t=2.11, p=0.022 ; F=4.40, p=0.044 : t=3.10, p=0.002). 2) There was significant improvement in the physiological parameters (higher joint movement parameters, F=15.64, p=0.024 ; higher lean body mass, percentage of change=+12.2, lower body weight, t=1.01, p=0.026 : lower ESR, t=1.69, p=0.001) in the experimental group compaired with subjects In the control group. 3) There was significant improvement in the specific self-efficacy score through the comprehensive aquatic exercise program(t=2.73, p=0.011), but not in the general self- efficacy score(t=0.62, p=0.113). 4) The quality of life failed to show significant improvement in the experimental group as compaired with the control group (F=3.69, p=0.064). 5) In the experimental group, findings from additional analysis showed no significant difference in the specific self-efficacy between those who continued to aquatic exercise after completing 6 week program and those who stopped (X2=0.086, p=0.690). Therefore, adherence to aquatic exercise program for 6 weeks seem to be affected mainly by self-help group activities. An indepth study to delve into articulation of mechanisms affecting the effect of aquatic exercise program be recommended. A further study is necessary to determine the difference in the effect of group and individual aquatic exercise program, to assess factors affecting adherence to exercise for an extended length of time.

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Present Status of Rooftop Gardening in Sylhet City Corporation of Bangladesh: an Assessment Based on Ecological and Economic Perspectives

  • Rahman, Md. Habibur;Rahman, Mizanur;Kamal, Md. Mostafa;Uddin, Md. Jasim;Fardusi, Most. Jannatul;Roy, Bishwajit
    • Journal of Forest and Environmental Science
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    • v.29 no.1
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    • pp.71-80
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    • 2013
  • Present study analyzes the rooftop gardening status, floristic composition and cost and return of the rooftop garden in Sylhet City Corporation of northeastern Bangladesh. Data was collected from 450 rooftop gardeners randomly during July-September 2010. Study reveal that rooftop gardening is generally for mental satisfaction (95.3%) followed by leisure time activity (87.8%) in the study area and almost all the family members of gardeners' were involved; while collection of planting materials, sites preparation and marketing of products were reported to be carried out by males only (male 71.33%). Middle income classes were most interested in rooftop gardening (43.78%). The survey recorded 53 plant species (35 families) of which Cucurbitaceae family represented highest eight species. Shrubs (28%) were highest followed by herbs (26%) among agri-crops (36%) and flower species (30%). About 89% of the rooftop gardeners procured planting materials from nursery, market, fair, neighbor, relative and friends and they mostly prefer to use seedlings (48%) for roof gardening followed by direct seed sowing (21%). Gardeners sell products sporadically in different local markets, directly or through intermediaries, with no uniform pricing for system. Rooftop gardening improves the food security and meet nutritional deficiency to the gardeners. Survey revealed that generally very few people consider rooftop gardening commercially to get profit and from the cost-return analysis this gardening system can be economically viable if proper and scientifically managed. The study conclude that active government and NGOs could play vital role to increasing this activities by providing training and motivate people with technical aspects of rooftop gardening.

Conceptual Model for Women s Health (여성건강을 위한 개념적 모형)

  • 이경혜
    • Journal of Korean Academy of Nursing
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    • v.27 no.4
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    • pp.933-942
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    • 1997
  • There has recently been an increased interest in women's health from, various disciplines, with different perspectives presented according to each profession's academic background. This has led to many instances of incorrectly defining, or misinterpretation, of the issues even among professionals. Nurse scholars as well as practitioners who work in women's health care need to have a clear conceptual understanding of women's health in order to build a body of knowledge, delineate curricular activities, and set directions for professional nursing interventions. In addition, a conceptual model that may be directly utilized in practice is needed to maintain and promote women's health issues. The purpose of this study was to apply a Hybrid model, analyzing conceptual definitions and discussions related to women's health gathered from review of the literature. Further to compare analyticals the concepts and properties observed from field work, so as to present a final definition of women's health and, build a conceptual framework for a united comprehensive perspective on the concept as well as on nursing practice. Data collection and analysis consisted of a theoretical stage, field work stage, and final analysis. A heterogeneous group of professionals and lay persons, 39 in all, participated in the field work. Study findings Include several subconcepts under the concept of women's health : a woman's whole life, holistic health, quality of life, awareness of being a woman, individual nursing, self care ability, reproductive health, and family health. Thus, a comprehensive definition was built, 1. e., "Women's health care be defined as improvement in the quality of life of women through attainment of holistic health throughout the life span. With reproductive health at the core, the concept is directly related to family and national health, and includes taking care of one's own health based on awareness of being a woman and utilizing self care activities. Women's health care issues are unique and allow various responses, therefore women's health professionals need to apply individual approaches to reach solutions in attaining holistic health and improving quality of life." The constructual factors of women's health were found to be reproductive functions, diseases more common in woman, self actualization, mental health, women's health policies, sexuality, midlife changes, and marital relations, with each factor having more than three properties. Positive factors affecting women's health were found to be a normal childbearing process, a healthy lifestyle, active health management, health information, support, and resources, and interpersonal relationships. Negative factors were found to be overwhelming role stress, cultural oppression, gender inequality, distorted sexual identity, economic difficulties, misuse and/or abuse of substances, and stress. The model of women's health may be visualized as a balance scale set upon a woman's life, supporting 4 concentric circles. The innermost circle and second circle incorporate conceptual definitions of women's health, and the outer two circles represent the constructional factors and properties of women's health. Each circle has its own color that symbolizes the conceptual meaning. Positive and negative factors are represented as weights at either end of the scale, and are affected by nursing intervention, i. e., health and wellness increase when positive factors are stronger, whereas disease and illness increase when negative factors are stronger. This model is only a preliminary effort and requires much discussion and testing to be further developed. Continuous research is also required.

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Development of the Algofithm for Gaussian Mixture Models based Traffic Accident Auto-Detection in Freeway (GMM(Gaussian Mixture Model)을 적용한 영상처리기법의 연속류도로 사고 자동검지 알고리즘 개발)

  • O, Ju-Taek;Im, Jae-Geuk;Yeo, Tae-Dong
    • Journal of Korean Society of Transportation
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    • v.28 no.3
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    • pp.169-183
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    • 2010
  • Image-based traffic information collection systems have entered widespread adoption and use in many countries since these systems are not only capable of replacing existing loop-based detectors which have limitations in management and administration, but are also capable of providing and managing a wide variety of traffic related information. In addition, these systems are expanding rapidly in terms of purpose and scope of use. Currently, the utilization of image processing technology in the field of traffic accident management is limited to installing surveillance cameras on locations where traffic accidents are expected to occur and digitalizing of recorded data. Accurately recording the sequence of situations around a traffic accident in a freeway and then objectively and clearly analyzing how such accident occurred is more urgent and important than anything else in resolving a traffic accident. Therefore, in this research, existing technologies, this freeway attribute, velocity changes, volume changes, occupancy changes reflect judge the primary. Furthermore, We pointed out by many past researches while presenting and implementing an active and environmentally adaptive methodology capable of effectively reducing false detection situations which frequently occur even with the Gaussian Mixture model analytical method which has been considered the best among well-known environmental obstacle reduction methods. Therefore, in this way, the accident was the final decision. Also, environmental factors occur frequently, and with the index finger situations, effectively reducing that can actively and environmentally adaptive techniques through accident final judgment. This implementation of the evaluate performance of the experiment road of 12 incidents in simulated and the jang-hang IC's real-time accident experiment. As a result, the do well detection 93.33%, false alarm 6.7% as showed high reliability.

AFLRS: An AODV-based Fast Local Repair Scheme in Ad Hoc Networks (AFLRS: 애드 혹 네트워크에서 AODV에 기반한 빠른 경로 복구 기법)

  • 서현곤;김기형;서재홍
    • Journal of KIISE:Information Networking
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    • v.31 no.1
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    • pp.81-90
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    • 2004
  • A Mobile Ad Hoc Network (MANET) is a collection of wireless mobile nodes dynamically self-organizing in arbitrary and temporary network topologies without the use of any existing network infrastructure. The AODV (Ad Hoc On-Demand Distance Vector) Protocol is one of the typical reactive routing protocols, in that mobile nodes initiate routing activities only in the presence of data packets in need of a route. In this paper, we focus upon the local repair mechanism of AODV. When a link is broken, the upstream node of the broken link repairs the route to the destination by initiating a local route discovery process. The process involves the flooding of AODV control messages in every node within a radius of the length from the initiating node to the destination. In this paper, we propose an efficient local repair scheme for AODV called AFLRS (AODV-based Fast Local Repair Scheme). AFLRS utilizes the existing routing information in the intermediate nodes which have been on the active route to the destination before a link break occurs. AFLRS can reduce the flooding range of AODV control messages and the route recovery time because it can repair route through the intermediate nodes. For the performance evaluation of the proposed AFLRS, we have simulated the local repair mechanisms by using NS2 and AODV-UU. The performance results show that AFLRS can achieve faster route recovery than the local repair mechanism of AODV.

Korean University Students' Attitude toward a Task Recording Activity : Based on the TOEIC Speaking Test (한국대학생의 과업녹음활동에 대한 태도연구 : 토익스피킹 시험을 기반으로)

  • Im, Hee-Joo
    • The Journal of the Korea Contents Association
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    • v.14 no.7
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    • pp.550-558
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    • 2014
  • The purposes of the study are to introduce and apply an activity that can help improve student-initiated learning on the TOEIC Speaking Test (TOEICST) performance and to see students' attitude toward the activity. Twenty-eight university students in Chungcheong province engaged in learning based on this activity. In the present study, the activity proposed by McCormick and Vercellotti (2013) and Stillwell, Curabba, Alexander, Kidd, Kim, Stone, & Wyle (2010) was modified and adapted[14][19]. The outline of the Task Recording Activity (TRA) consisted of three steps: preparation step, Task Recording Activity step, and evaluation step. As data collection of the study, a survey and students' journal were utilized and qualitatively analyzed. The results showed that student-initiated learning activity could be applied positively not only in communicative lessons, but in TOEICST specific lessons as well. Additionally, participants showed positive attitudes toward self-transcription and self-correction. Some implications of the study are that the TRA can be applied to generate autonomous learners studying for the TOEIC Speaking Test, that the guideline for different proficiency can be developed to help them improve their self-reflection, and that students need to have an active attitude to lead their own learning.

Qualitative Research on Common Features of Best Practices in the Secondary School Science Classroom (좋은 수업에 대한 질적 연구: 중등 과학 수업을 중심으로)

  • Kwak, Young-Sun;Kim, Joo-Hoon
    • Journal of The Korean Association For Science Education
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    • v.23 no.2
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    • pp.144-154
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    • 2003
  • This study investigated the common features of the best practices in the science classroom, which is the core of school education. The underlying assumption of this research is that the fulfillment of school education is possible with substantial instruction of school curricular areas. The substantial learning of any curricular area depends on each classroom lesson. Data from classroom observations in-depth interviews with teachers and a group of students, a collection of instructional materials were used to extract common characteristics of best practices implemented by 10 exemplary secondary-school science teachers. Common features of best science practices were analyzed in terms of (1)reorganization of science content, (2)pedagogical skills, (3)evaluation, and (4)teachers' efforts for professional development. Results indicated that exemplary science teachers adapted curriculum and textbook content according to students' level and learning context, were able to use a variety of instructional methods and strategies, provided cooperative and intellectually challenging learning environment, and improved their instruction based on assessment results. Also, these exemplary teachers not only improved their own classroom practices, but also participated actively in various professional community of science teachers to share their practical knowledge with their colleagues. They took an active role in teachers' in-service education.

Research on Cognition of Infection Control by Dental Hygienics Student's in some Areas (일부 지역 치위생학과 학생들의 감염방지에 관한 인식 조사)

  • Moon, Seon-Jeong;Ku, In-Young
    • The Journal of the Korea Contents Association
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    • v.12 no.12
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    • pp.313-320
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    • 2012
  • A dental treatment room is always exposed to diverse kinds of pathogenic bacteria, and may be a mediating place of cross-infection given being contaminated the interior of a room through several routes in the form of patient's secretion and aerosol. The main agent of preventing cross-infection is a dental hygienist in the dental treatment and the dental treatment room where are scattered about a risk of cross-infection. A dental hygienist needs to have right recognition on infection control before being active as a clinical expert. This infection-control recognition level is influenced from the clinical practice. Accordingly, to survey recognition of infection control, a self-administered questionnaire research was conducted targeting 314 students who are fixed the clinical practice as regular subject in the junior course out of curriculum for the Department of Dental Hygiene at some of 4-year universities. Data collection was performed from December 9, 2011 to February 22, 2012. Except 11 copies of questionnaire with insincere response among the collected materials, 303 copies were finally analyzed by using SPSS WIN 20.0. The following conclusions were obtained. In the infection disease section, both on and off campus showed 4.89 points from 'the importance of recognizing the infections prevention', 4.65 points from 'recognizing the compulsory preventative injection for hepatitis type B', 4.77 points from 'recognizing the necessity of the preventative injection for hepatitis type B', 4.71 points from 'whether practice the prevention in reality or not', and 4.76 points from 'the educational helps to the prevention'. In other words, the section recorded the highest and meaningful points. It is considered to be needed the development in systematic and diverse infection-control educational programs and the differentiated education depending on school year for dental hygiene students.

Morphological Description of Flying Fish, Cypselurus hiraii Larvae (Pisces: Exocoetidae) (제비날치(Cypselurus hiraii) 자어의 형태기재)

  • Park, Jae Min;Park, Jong Youn;Cho, Jae Kwon;Kim, Na Ri;Han, Kyeong Ho
    • Korean Journal of Ichthyology
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    • v.28 no.2
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    • pp.110-115
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    • 2016
  • This study was conducted in order to investigate the growth and morphological development of Cypselurus hiraii larvae and to obtain basic data for taxonomic research. Specimens for this study were collected using a scoop net (aperture Ø60 cm) at the Geomun Island in Yeosu-si, Jollanam-do in July and August of 2013, and the mean water temperature was $20.6{\pm}1.84^{\circ}C$ and the mean salinity was $32.1{\pm}0.46$‰ during the collection. In post-larvae of total length 9.58~9.69 mm (average $9.63{\pm}0.04mm$, n=5), the mouth was opened, and the maxilla was shorter than the mandible. The length of the dorsal fin did not exceed that of the ventral fin, and the dorsal fin was on the same line as that of the ventral fin. In post-larvae of total length 18.0~18.5 mm (average $18.2{\pm}0.22mm$, n=5), with the growth accelerated, the pectoral fin was developed broadly and their caudal fin was differentiated into the heterocercal tail. These characteristics suggest the development of swimming ability and resultant active feeding activities. In post-larvae of total length 22.4~23.0 mm (average $22.7{\pm}0.21mm$, n=5), striped melanophores deposited in the pectoral fin, and small spot-like melanophores expanded in the processes formed on the mandible. The dorsal and anal fins were on the same line, and the anal fin was situated behind the dorsal fin.