• The Journal of Asian Finance, Economics and Business
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• v.7 no.10
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• pp.9-21
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• 2020

The aim of this paper is to predict the Borsa Istanbul (BIST) 30 index movements to determine the most accurate buy and sell decisions using the methods of Artificial Neural Networks (ANN) and Genetic Algorithm (GA). We combined these two methods to obtain a hybrid intelligence method, which we apply. In the financial markets, over 100 technical indicators can be used. However, several of them are preferred by analysts. In this study, we employed nine of these technical indicators. They are moving average convergence divergence (MACD), relative strength index (RSI), commodity channel index (CCI), momentum, directional movement index (DMI), stochastic oscillator, on-balance volume (OBV), average directional movement index (ADX), and simple moving averages (3-day moving average, 5-day moving average, 10-day moving average, 14-day moving average, 20-day moving average, 22-day moving average, 50-day moving average, 100-day moving average, 200-day moving average). In this regard, we combined these two techniques and obtained a hybrid intelligence method. By applying this hybrid model to each of these indicators, we forecast the movements of the Borsa Istanbul (BIST) 30 index. The experimental result indicates that our best proposed hybrid model has a successful forecast rate of 75%, which is higher than the single ANN or GA forecasting models.

• Journal of the Korean Data and Information Science Society
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• v.23 no.3
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• pp.535-542
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• 2012

The consumer price index (CPI) data is one of the important economic measurement of the country. In this article, the Autoregressive Error (ARE) model has been considered for analyzing the monthly CPI data at Seoul, Pusan, Daegu, and Gwangju Cities in Korea, In the ARE model, nine economic variables are used as the explanatory variables for the CPI data set. The nine explanatory variables are CCI (coincident composite index), won-dollar rate, producer price index, oil import price, oil import volume, international current account, import price index, unemployment rate, and amount of currency. The result showed that the monthly ARE models explained about 46-52% for describing the CPI.

• Nuclear Engineering and Technology
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• v.53 no.5
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• pp.1658-1663
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• 2021

Research on climate change and global warming on the power generation systems are rapidly increasing because of the Importance of the sustainable energy supply, thus the electricity supply since its growing share, in the end, uses energy supply. However, some researchers conducted this field, but many research gaps are not mentioned and filled in this field's literature since the lack of general statements and the quantitative models and formulation of the issue. In this research, an exergy-based model is implemented to model a set of six power generation technologies (combined cycle, gas turbine, nuclear plant, solar PV, and wind turbine) and use this model to simulate each technology's responses to climate change impacts. Finally, using these responses to define and calculate a formulation for the relationship between the system's energy performance in different environmental situations and a dimensionless index to quantize each power technology's reliability against the climate change impacts called the Pahlev reliability index (P-index) of the power technology. The results have shown that solar and nuclear technologies are the most, and wind turbines are the least reliable power generation technologies.

• Journal of the Korean Society for Precision Engineering
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• v.12 no.10
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• pp.138-148
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• 1995

While Model-based Monitoring systems based on state observer theory have shown much promise in the laboratory, they have not been widely accepted by industry because, inpractice, these systems often have poor performance with respect to accuracy, band-width, reliability(false alarms), and robustness. In this paper, the linitations of the deterministic discrete-time state observer are investigated quantitatively from the machine monitoring viewpoint. The limitations in the transient and steady-state observer performance are quantified as estimation error bounds from which performance indices are selected. Each index represents the conditioning of the corresponding performance. By utilizing matrix norm theory, an unified main index is determined, that dominates all the indices. This index could from the basis for an observer design methodology that should improve the performance of model-based monitoring systems.

• Journal of the Korea Institute of Military Science and Technology
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• v.12 no.3
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• pp.299-308
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• 2009

In this paper, we have developed an evaluation model of technology green index(TGI) which includes 3 evaluation factors and 13 indicators. Furthermore, as presenting the degree of relative importance among evaluation factors and indicators for all R&D evaluation stages and all green technology areas, and applying the proposed model to 5 defense projects, we have found applicability of the model to evaluation of defense R&D projects. The results of evaluation using this model can be used to monitor the performance of project life cycle and develop R&D investment strategy of green technology using portfolio analysis.

• Journal of Construction Engineering and Project Management
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• v.7 no.3
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• pp.39-55
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• 2017

Preeminent performance of construction industry are unattainable with poor productivity resulting in time and cost over runs. Enhancement in productivity cannot be achieved without identifying and analyzing factors that adversely affect productivity. The objective therefore is to propose a productivity analysis model to quantify the probability of effect of factors influencing productivity by using fuzzy logic incorporated with relative importance index method, for various types of construction projects. To achieve this objective, a questionnaire survey was carried out targeting respondents of Indian construction industry, from four distinct projects, namely, residential, commercial, infrastructure and industrial projects. Based on questionnaire administered, the relative importance and ranks of factors demonstrated using relative importance index method. Probability assessment model to analyze productivity was then developed by using Fuzzy Logic Toolbox of MATLAB. The applicability of the proposed model was tested in seven construction projects and the probability of impact of factors on productivity evaluated. The results of application of model in the construction firms infers that the most contributing factor groups for most of the projects were discerned to be manpower, motivation and time group.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.34 no.5
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• pp.1395-1408
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• 2014

In this research, a River Recreation Index Model (RRIM) was developed to provide sufficient information on the water quality of rivers to the public in order to secure safety of publics. River Recreation Index (RRI) is an integrated water quality information for recreation activities in rivers and expressed as the point from 0 to 100. The proposed RRIM consisted of two sub models: Fecal Coliform Model (FCM) and Water Quality Index Model (WQIM). FCM predicted Fecal Coliform Grade (FCG) using a logistic regression and WQIM synthesized water quality parameters of, DO, pH, turbidity and chlorophyll a into Water Quality Index (WQI). FCG and WQI were integrated into RRI by the integrating algorithm. The proposed model was applied to upstream of Gangjeong Weir in Nakdong River, and compared with Real Time Water Quality Index (RTWQI) which is the existing water quality information system for recreation use. The results show that calculated RRI reflected change of integrated water quality parameters well. Especially chlorophyll a showed Pearson correlation coefficient -0.85 with RRI. Also, RRIM produced more conservative index than RTWQI because RRI was calculated considering uncertainty of water quality criteria. Further, RRI showed especially low values when fecal coliform was predicted as low grade.

• Journal of the Korean Society for Library and Information Science
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• v.47 no.4
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• pp.335-361
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• 2013

This study tries to develop the so-called LCSI (Library Customer Satisfaction Index) Lite for public library which can be used easily in the fields as a simplified model. Its conceptual model is developed from the former research about library service quality and customer satisfaction. Based on the analyses on the twenty Delphi-type AHP questionnaires both from the library researchers and from the public library practitioners, and on the analysis and testing of the structural equation model using the data from the more than 800 user questionnaires, it suggests a model which consists of total 15 items - namely 8 items for service quality (2 for personnel, 4 for library resources and services, 2 for facilities and environment), 3 items for customer satisfaction, and 2 items for loyalty. Library Satisfaction Index for public library will be calculated by the sum total of service quality (50%), customer satisfaction (40%), and loyalty (10%).

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.22 no.6
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• pp.509-523
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• 2012

The sound quality based on design optimization, throughout the development process of various electronic office equipments, needs to be considered in order to respond the increased needs for the emotional satisfaction of customers in terms of psycho-acoustics. This paper focuses on how to describe the characteristics of operating sound radiated from laser printers by using various sound attributes, and to model the sound quality index that can properly evaluate the subjective preference on modification conditions in the improvement study quantitatively. Especially, the proposed verification process, in the form of combining the correlation based method and the decision error based method, was applied to improve the generality and reliability of a group of participants in the jury evaluation. The modified Aures tonality model was also proposed to improve the correlation coefficient with the mean response of participants by optimizing some parameters. As a result, the loudness, articulation index, roughness, tonality, fluctuation strength were used to model the sound quality index for laser printers by using the multiple-linear regression method. Through the improvement study, it was confirmed that replacing the absorbing materials is effective to reduce the tonalness radiated from the side of a reference printer model. Based on above results, it can be concluded that the proposed model has enough usefulness as quantitative evaluation index to evaluate the difference between modification conditions in the improvement study.

• Journal of Korean Institute of Industrial Engineers
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• v.21 no.3
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• pp.371-385
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• 1995

The yield of semiconductor chips is dependent not only on the average defect density but also on the distribution of defects over a wafer. The distribution of defects leads to consider a cluster index. This paper briefly reviews the existing yield prediction models ad proposes a new cluster index, which utilizes the information about the defect location on a wafer in terms of the coefficient of variation. An extensive simulation is performed under a variety of defect distributions and a yield prediction model is derived through the regression analysis to relate the yield with the proposed cluster index and the average number of defects per chip. The performance of the proposed simulation-based yield prediction model is compared with that of the well-known negative binomial model.