• Title/Summary/Keyword: Optimal Study

Search Result 17,652, Processing Time 0.042 seconds

A Study on the Optimal Trading Frequency Pattern and Forecasting Timing in Real Time Stock Trading Using Deep Learning: Focused on KOSDAQ (딥러닝을 활용한 실시간 주식거래에서의 매매 빈도 패턴과 예측 시점에 관한 연구: KOSDAQ 시장을 중심으로)

  • Song, Hyun-Jung;Lee, Suk-Jun
    • The Journal of Information Systems
    • /
    • v.27 no.3
    • /
    • pp.123-140
    • /
    • 2018
  • Purpose The purpose of this study is to explore the optimal trading frequency which is useful for stock price prediction by using deep learning for charting image data. We also want to identify the appropriate time for accurate forecasting of stock price when performing pattern analysis. Design/methodology/approach In order to find the optimal trading frequency patterns and forecast timings, this study is performed as follows. First, stock price data is collected using OpenAPI provided by Daishin Securities, and candle chart images are created by data frequency and forecasting time. Second, the patterns are generated by the charting images and the learning is performed using the CNN. Finally, we find the optimal trading frequency patterns and forecasting timings. Findings According to the experiment results, this study confirmed that when the 10 minute frequency data is judged to be a decline pattern at previous 1 tick, the accuracy of predicting the market frequency pattern at which the market decreasing is 76%, which is determined by the optimal frequency pattern. In addition, we confirmed that forecasting of the sales frequency pattern at previous 1 tick shows higher accuracy than previous 2 tick and 3 tick.

Economic-based approach for predicting optimal water pipe renewal period based on risk and failure rate

  • Kim, Kibum;Seo, Jeewon;Hyung, Jinseok;Kim, Taehyeon;Kim, Jaehag;Koo, Jayong
    • Environmental Engineering Research
    • /
    • v.24 no.1
    • /
    • pp.63-73
    • /
    • 2019
  • This study suggests a method for calculating the benefits of water pipe renewal based on an estimate of the water supply suspension risk. The proposed method based on five benefit items is more direct and specific than other benefit estimation methods. In addition, a methodology evaluating the economics of pipe renewal based on pipe failure rate is proposed for estimating the optimal renewal point from an economic perspective. By estimating the optimal renewal period based on a yearly benefit cost ratio per pipe in a case study area, it was possible to draft an optimal renewal plan for the subject region from an economic perspective. Compared with other methodologies, a reasonable optimal renewal period was derived from an economic point of view. The result of this study may be used to develop future water pipe renewal plans. Moreover, the proposed methodologies and results derived from this study can be applied to asset management plans.

Machine Learning based Optimal Location Modeling for Children's Smart Pedestrian Crosswalk: A Case Study of Changwon-si (머신러닝을 활용한 어린이 스마트 횡단보도 최적입지 선정 - 창원시 사례를 중심으로 -)

  • Lee, Suhyeon;Suh, Youngwon;Kim, Sein;Lee, Jaekyung;Yun, Wonjoo
    • Journal of KIBIM
    • /
    • v.12 no.2
    • /
    • pp.1-11
    • /
    • 2022
  • Road traffic accidents (RTAs) are the leading cause of accidental death among children. RTA reduction is becoming an increasingly important social issue among children. Municipalities aim to resolve this issue by introducing "Smart Pedestrian Crosswalks" that help prevent traffic accidents near children's facilities. Nonetheless such facilities tend to be installed in relatively limited number of areas, such as the school zone. In order for budget allocation to be efficient and policy effects maximized, optimal location selection based on machine learning is needed. In this paper, we employ machine learning models to select the optimal locations for smart pedestrian crosswalks to reduce the RTAs of children. This study develops an optimal location index using variable importance measures. By using k-means clustering method, the authors classified the crosswalks into three types after the optimal location selection. This study has broadened the scope of research in relation to smart crosswalks and traffic safety. Also, the study serves as a unique contribution by integrating policy design decisions based on public and open data.

연결강도분석을 이용한 통합된 부도예측용 신경망모형

  • Lee Woongkyu;Lim Young Ha
    • Proceedings of the Korea Association of Information Systems Conference
    • /
    • 2002.11a
    • /
    • pp.289-312
    • /
    • 2002
  • This study suggests the Link weight analysis approach to choose input variables and an integrated model to make more accurate bankruptcy prediction model. the Link weight analysis approach is a method to choose input variables to analyze each input node's link weight which is the absolute value of link weight between an input nodes and a hidden layer. There are the weak-linked neurons elimination method, the strong-linked neurons selection method in the link weight analysis approach. The Integrated Model is a combined type adapting Bagging method that uses the average value of the four models, the optimal weak-linked-neurons elimination method, optimal strong-linked neurons selection method, decision-making tree model, and MDA. As a result, the methods suggested in this study - the optimal strong-linked neurons selection method, the optimal weak-linked neurons elimination method, and the integrated model - show much higher accuracy than MDA and decision making tree model. Especially the integrated model shows much higher accuracy than MDA and decision making tree model and shows slightly higher accuracy than the optimal weak-linked neurons elimination method and the optimal strong-linked neurons selection method.

  • PDF

Optimal Design for the Low Drag Tail Shape of the MIRA Model (MIRA Model 후미의 저저항 최적 설계)

  • Hur Nahmkeon;Kim Wook
    • Journal of computational fluids engineering
    • /
    • v.4 no.1
    • /
    • pp.34-40
    • /
    • 1999
  • Drag reduction on vehicles are the main concern for the body shape designers in order to lower the fuel consumption rate and to aid the driving stability. The drag of bluff bodies like transportation vehicles is mostly pressure drag due to the flow separation, which can be minimized by controlling the location and size of the separation bubble. In the present study, the TURBO-3D code is incorporated with optimal algorithm based on analytical approximation method to obtain an optimal afterbody shape of the MIRA Model corresponding to the lowest drag coefficient. For this purpose three mutually independent afterbody angles are chosen as design variables, while the drag coefficient is chosen as an objective function. It is demonstrated in the present study that an optimal body shape having the lowest drag coefficient which is about 6% lower than that of the original shape has been successfully obtained within number of iterations of tile optimal design loop.

  • PDF

A Study of Software Optimal Release Time for Based on Superposition NHPP Model (중첩 NHPP 모형에 근거한 소프트웨어 최적방출시기에 관한 연구)

  • Kim, Hee Cheul
    • Journal of Korea Society of Digital Industry and Information Management
    • /
    • v.6 no.3
    • /
    • pp.9-17
    • /
    • 2010
  • Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used superposition which has various intensity, if the system is complicated. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time. Through this study, in terms of superposition model and simply model, the optimal time to using superposition model release the software developer to determine how much could count will help.

Determining the Optimal Cut-off Point According to the Outcome Variables Using R (R을 이용한 결과 변수에 따른 최적의 Cut-off Point 결정)

  • Juyeon Yang;Hye Sun Lee
    • Journal of Digestive Cancer Research
    • /
    • v.10 no.2
    • /
    • pp.99-106
    • /
    • 2022
  • Clinical research ultimately aimed to promptly diagnose and prevent diseases through precise biomarker development. Finding the optimal cut-off point of a regularly measured biomarker can help its interpretation and ultimately help in disease investigation and diagnosis, more specifically in determining the presence of diseases. Therefore, this study aimed to use the characteristics of outcome variables in clinical research to explain how to determine the optimal cutoff point. The outcome variables can be divided into dichotomous, ordinal, and survival types. The optimal cut-off point can be determined by finding points that maximize the Youden index, extended Youden index, and log-rank statistics. This study will enable clinical researchers to accurately determine the optimal cut-off points for regularly measured biomarkers, thereby enabling prompt disease diagnosis for effective treatment.

Development of Stamping Process Optimization System through the Integration of Blank Design and Nesting (블랭크 설계와 배치의 일체화를 통한 스탬핑 공정 최적화 시스템의 개발)

  • 심현보;박종규
    • Transactions of Materials Processing
    • /
    • v.12 no.7
    • /
    • pp.615-622
    • /
    • 2003
  • In the automobile industry, the design of optimal blank shape becomes a significant part of the stamping. It provides many evident advantages, sush as enhancement of formability, reduction of material cost and product development period. However, the nesting process, required for the optimal usage of materials in the blanking becomes more complicated as the blank shape becomes complicated, like most optimal blank shape. In this study, stamping process optimization system for the optimal usage of material has been developed through the integration of optimal blank design and optimal nesting. For optimal blank design, a radius vector method, the modified version of the initial nodal velocity method, the past work of the present author, have been proposed. Both the optimal blank design and optimal nesting programs have been developed under the GUI environment for the convenience of engineers. The efficiency of the optimization system has been verified with some chosen problems.

Estimating Optimal Harvesting Production of Yellow Croaker Caught by Multiple Fisheries Using Hamiltonian Method (해밀토니안기법을 이용한 복수어업의 참조기 최적어획량 추정)

  • Nam, Jong-Oh;Sim, Seong-Hyun;Kwon, Oh-Min
    • The Journal of Fisheries Business Administration
    • /
    • v.46 no.2
    • /
    • pp.59-74
    • /
    • 2015
  • This study aims to estimate optimal harvesting production, fishing efforts, and stock levels of yellow croaker caught by the offshore Stow Net and the offshore Gill Net fisheries using the current value Hamiltonian method and the surplus production model. As analyzing processes, firstly, this study uses the Gavaris general linear model to estimate standardized fishing efforts of yellow croaker caught by the above multiple fisheries. Secondly, this study applies the Clarke Yoshimoto Pooley(CY&P) model among the various exponential growth models to estimate intrinsic growth rate(r), environmental carrying capacity(K), and catchability coefficient(q) of yellow croaker which inhabits in offshore area of Korea. Thirdly, the study determines optimal harvesting production, fishing efforts, and stock levels of yellow croaker using the current value Hamiltonian method which is including average landing price of yellow croaker, average unit cost of fishing efforts, and social discount rate based on standard of the Korean Development Institute. Finally, this study tries sensitivity analysis to understand changes in optimal harvesting production, fishing efforts, and stock levels of yellow croaker caused by changes in economic and biological parameters. As results drawn by the current value Hamiltonian model, the optimal harvesting production, fishing efforts, and stock levels of yellow croaker caught by the multiple fisheries were estimated as 19,173 ton, 101,644 horse power, and 146,144 ton respectively. In addition, as results of sensitivity analysis, firstly, if the social discount rate and the average landing price of yellow croaker continuously increase, the optimal harvesting production of yellow croaker increases at decreasing rate and then finally slightly decreases due to decreases in stock levels of yellow croaker. Secondly, if the average unit cost of fishing efforts continuously increases, the optimal fishing efforts of the multiple fisheries decreases, but the optimal stock level of yellow croaker increases. The optimal harvest starts climbing and then continuously decreases due to increases in the average unit cost. Thirdly, when the intrinsic growth rate of yellow croaker increases, the optimal harvest, fishing efforts, and stock level all continuously increase. In conclusion, this study suggests that the optimal harvesting production and fishing efforts were much less than actual harvesting production(35,279 ton) and estimated standardized fishing efforts(175,512 horse power) in 2013. This result implies that yellow croaker has been overfished due to excessive fishing efforts. Efficient management and conservative policy on stock of yellow croaker need to be urgently implemented.

An Experimental Study on Optimal Mixture Ratio of Hardening Agent for Surface Soil Stabilization (연약지반 표층안정처리를 위한 고화재의 최적조합 산정에 관한 실험적 연구)

  • 천병식;김진춘;최현석
    • Proceedings of the Korean Geotechical Society Conference
    • /
    • 2000.11a
    • /
    • pp.17-24
    • /
    • 2000
  • Hardening agent has been the traditional material for surface soil stabilization of soft ground. This study aims at determining optimal mixture ratio of hardening agent in accordance with the required design specifications. Hardening agent is properly mixtured with Fly ash, Gypsum, Slag and Cement for the ettringite hydrates which is effective for early stabilization of unconsolidated soil. The treated soil is the clay which are widely found here and there in Korea. In this study, preliminary tests were performed to get optimal mixture ratio of stabilizer ingredient, and marine clay in Jin-Hae was used to get physical and chemical properties. Laboratory tests of 50 stabilized soil were peformed to get optimal mixture ratio for 16 stabilizer material of 6 type, and stabilizer mixing was determined.

  • PDF