• Journal of Intelligence and Information Systems
• /
• v.22 no.4
• /
• pp.177-192
• /
• 2016

Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.

• Journal of Intelligence and Information Systems
• /
• v.24 no.4
• /
• pp.33-49
• /
• 2018

The impact of TV Drama success on TV Rating and the channel promotion effectiveness is very high. The cultural and business impact has been also demonstrated through the Korean Wave. Therefore, the early prediction of the blockbuster success of TV Drama is very important from the strategic perspective of the media industry. Previous studies have tried to predict the audience ratings and success of drama based on various methods. However, most of the studies have made simple predictions using intuitive methods such as the main actor and time zone. These studies have limitations in predicting. In this study, we propose a model for predicting the popularity of drama by analyzing the customer's viewing pattern based on various theories. This is not only a theoretical contribution but also has a contribution from the practical point of view that can be used in actual broadcasting companies. In this study, we collected data of 280 TV mini-series dramas, broadcasted over the terrestrial channels for 10 years from 2003 to 2012. From the data, we selected the most highly ranked and the least highly ranked 45 TV drama and analyzed the viewing patterns of them by 11-step. The various assumptions and conditions for modeling are based on existing studies, or by the opinions of actual broadcasters and by data mining techniques. Then, we developed a prediction model by measuring the viewing-time distance (difference) using Euclidean and Correlation method, which is termed in our study similarity (the sum of distance). Through the similarity measure, we predicted the success of dramas from the viewer's initial viewing-time pattern distribution using 1~5 episodes. In order to confirm that the model is shaken according to the measurement method, various distance measurement methods were applied and the model was checked for its dryness. And when the model was established, we could make a more predictive model using a grid search. Furthermore, we classified the viewers who had watched TV drama more than 70% of the total airtime as the "passionate viewer" when a new drama is broadcasted. Then we compared the drama's passionate viewer percentage the most highly ranked and the least highly ranked dramas. So that we can determine the possibility of blockbuster TV mini-series. We find that the initial viewing-time pattern is the key factor for the prediction of blockbuster dramas. From our model, block-buster dramas were correctly classified with the 75.47% accuracy with the initial viewing-time pattern analysis. This paper shows high prediction rate while suggesting audience rating method different from existing ones. Currently, broadcasters rely heavily on some famous actors called so-called star systems, so they are in more severe competition than ever due to rising production costs of broadcasting programs, long-term recession, aggressive investment in comprehensive programming channels and large corporations. Everyone is in a financially difficult situation. The basic revenue model of these broadcasters is advertising, and the execution of advertising is based on audience rating as a basic index. In the drama, there is uncertainty in the drama market that it is difficult to forecast the demand due to the nature of the commodity, while the drama market has a high financial contribution in the success of various contents of the broadcasting company. Therefore, to minimize the risk of failure. Thus, by analyzing the distribution of the first-time viewing time, it can be a practical help to establish a response strategy (organization/ marketing/story change, etc.) of the related company. Also, in this paper, we found that the behavior of the audience is crucial to the success of the program. In this paper, we define TV viewing as a measure of how enthusiastically watching TV is watched. We can predict the success of the program successfully by calculating the loyalty of the customer with the hot blood. This way of calculating loyalty can also be used to calculate loyalty to various platforms. It can also be used for marketing programs such as highlights, script previews, making movies, characters, games, and other marketing projects.

• Journal of the Korean Society of Hazard Mitigation
• /
• v.8 no.6
• /
• pp.101-111
• /
• 2008

Hangang Parks have been played an important role as the source of various Civilian activities by providing a natural space near Han River ever since it was developed. Due to the local-heavy rain caused by recent climate change, the Hangang Parks tends to be easily overflowed. Evacuation of the park in emergency and its controlled system should be made for the sake of Civilian's safety. In this study, various basic data and several parameters were analyzed to simulate the hydraulic effect of Hangang Parks based on the outflow in $P1/4{\div}1/4^3$ Dam. Rising effects of flood water level were investigated through the one-dimensional and twodimensional numerical hydraulic models. Relationships of water level and travel time of flood between key station and centeral part of each park were also identified. It can be used to forecast the future flood water level of each individual park in Hangang Parks. Obtained results can be used to establish the rational plan of usage, management, citizen's safety, and emergency action plan of the Hangang Parks as the flood is occurred from the outflow of Paldang dam.

• Korean Journal of Optics and Photonics
• /
• v.24 no.1
• /
• pp.1-8
• /
• 2013

In this paper, we report design, fabrication and characterization of the WBRM (Wide Band Receiver Module) for LADAR (LAser Detection And Ranging) application. The WBRM has been designed and fabricated using self-made APD (Avalanche Photodiode) and TIA (Trans-impedance Amplifier). The APD and TIA chips have been integrated on 12-pin TO8 header using self-made ceramic submount and circuit. The WBRM module showed 450 ps of rise time, and corresponding 780 MHz bandwidth. Furthermore, it showed very low output noise less than 0.8 mV, and higher SNR than 15 for 150 nW of MDS(Minimum Detectable Signal). To the author's knowledge, this is the best performance of an optical receiver module for LIDAR fabricated by 200 um InGaAs APD.

• KIPS Transactions on Software and Data Engineering
• /
• v.7 no.8
• /
• pp.287-296
• /
• 2018

In the recent commercial DBMS market, as the users' burden and complaint which are related to high price licensing policy and late technical support service are increasingly rising, the concern for use of open source DBMS which has no problem with compatibility or stability is escalating. Due to the fact, the cases saving the cost are growing by converting Oracle Corporation's applications, which has about 60% share in the DBMS market, to an open source DBMS. However, in converting non-interchange sentences to an ANSI standard-based open source DBMS because of the use of PL/SQL in Oracle Corporation provides, a lot of manual work accompanies, so there is a lot of loss of time and money. Therefore, a tool that automatically converts PL/SQL to standard SQL is required. The proposed automation tool for the conversion of applications converts PL/SQL to Java Stored Procedure, an open source DBMS-based ANSI standard programming language. Through carrying out a test on the automation tool, it is proved that the tool will contribute to shortening time and saving cost by verifying the identity of input-output data and its reliability after correcting errors in converting to Java Stored Procedure.

• Restorative Dentistry and Endodontics
• /
• v.31 no.2
• /
• pp.119-124
• /
• 2006

The purpose of this study was to evaluate the effect of newly developed endodontic root canal cleanser (MTAD) on the apical leakage of obturated root canal using an electrochemical method. Canals of 60 extracted single-rooted human teeth were prepared by using a crown-down technique with rotary nickel-titanium files. In Group 1 (positive control group) and 2 (negative centre) group), 5.25% NaOCl was used as a canal irrigant and no canal wall treatment was done. In group 3 only 5.25% NaOCl were used as canal irrigant, canal wall treatment and final rinse. In group 4, specimens were irrigated with 5.25% NaOCl, treated with 5 ml of 17% EDTA for 5 minutes and final rinsed with 5.25% NaOCl Specimens of group 5 were irrigated with 1 3% NaOCl and treated with 5 ml of MTAD for 5 minutes. All root canals are dried with paper points and obtuated with gutta-percha and AH plus as a sealer using a continuous wave of condensation technique except in the group 1. The electrical resistance between the standard and experimental electrodes in canals was measured over a period of 10 days. Rising of apical leakage with time was observed for all the groups. Group 4 and 5 showed lower apical leakage than group 3 but differences between the group 3, 4 and 5 were no statistical significance at any measurement time.

• Journal of the Korea Fashion and Costume Design Association
• /
• v.4 no.1
• /
• pp.61-72
• /
• 2002

This paper is the second part of a series of the research about the Teddy boy style which is to examine various fashion changes in subcultural styles in 1900s. The main concern of this research is to investigate the creation and meaning of the Teddy boy style, how it interacted with the elements of class and generation and how the materials needed by the group constructed and appropriated into the visible systematic cultural form of correspondence. The Teddy Boys are the first recognized members of the British youth culture, which is known as the new Edwardian because of their dress. They had created the concept of the "teenagers," which forms the basis of the sense of a "generation" in the 20th century. The Teds set the style that would be used and modified in the following generations. They adopted the Edwardian style of the upper class, and changed it into their own style by modifying it and adding to it some other elements. The Teddy boys style is a special version of the sartorial appropriation encountered in the sphere of the fashion history. It actually began immediately after the war by the upper class youth far from the working class neighborhood. In the late 1953, the elitist aura surrounding the Edwardian suit was suddenly shattered. Within just a few months, the Edwardian suit became a source of social anxiety and the focus of a symbolic battle. Although the Edwardian look had initially went back to the upper class root, it became a symbol of rootlessness. In appropriation of this image, The Teddy boys were also rejecting the sartorial conformism of the English working class with its modest tradition. In this respect, the Teds effected the ascent or fall of the working class in the area of fashion. The Teds dress was not a merely borrowed fashion, but was a bastard fashion in the form of American trends, the Zoot suit. At this time members of the working class possessed only work dress for the week and waist suits for the Sunday outings. Teds broke this pattern, and developed the working class dandyism of wearing clothes simply to show off. The results were that they succeeded in opening the teen market, and popularizing a working class style for the first time in British history. The Teds became the first British street style with ties music, and remain as an symbol of the rising of a new age of values and styles.f values and styles.

• Korean Journal of Environmental Agriculture
• /
• v.9 no.1
• /
• pp.39-45
• /
• 1990

We established HPLC method for MAs (mugineic acid and its analogous phytosiderophore) determination. It was found that major phytosiderophores existed in high heavy metal-induced rice roots were MA (mugineic acid) and DMA (2'-deoxymugineic acid). The two MAs (MA and DMA) were simultaneously secreted at maximum rate at 12 : 00-14 : 00. On the other hand, the secretion of amino acids gradually decreased from after sunrise (7 : 00) to sunset (21 : 00). Fluctuaton in daily MAs secretion had rhythmic variation which occurred at intervals of about 4 days. The stimulation of MAs secretion from the roots was attributed not only to the light/dark cycle but to the increase in temperature. Temperature variation played a more important role than a photoperiod in MAs secretion from the roots. The initiation time of MAs secretion was positively correlated with rising time in temperature($20-30^{\circ}$) during the dark period.

• Korean Security Journal
• /
• no.36
• /
• pp.29-55
• /
• 2013

In modern society, citizen's expectation about policing levels have been rising over time and it limited resources of the police to deal with the security services are insufficient. Until now, the state monopoly of the police activity was changing to subject of a variety in cooperation with public security system. The citizens considers community not the destination to police enforce the law but space for effective policing partners. Japanese police focus on cooperation oriented policing to strengthen the police and local residents with crime prevention for a long time. Also, the community through a variety of problem-solving policing activities to identify problems such as anxiety and anguish of the people. The legal basis for cooperative policing activity is that Nagaoka city crime prevention regulation in 1979. In recent years, Tokyo local government legislated the safe town development regulations(東京都安全 安心まちづくり條例) and set up the hot-spot area to promote the safety of public facilities. Cooperative policing not police intervention for crime prevention but national policy for the city reclamation in Japan. Police as well as the Ministry of Land and Transport, Ministry of Justice, Ministry of Education, Prime Minister and all government departments thread safe city, crime prevention, and has been working to make the safe city. Japan's cooperative policing is a system that receives the most attention and greater implications.

• Health Policy and Management
• /
• v.5 no.2
• /
• pp.35-69
• /
• 1995

The managerial environment of hospitals in Korea characterized by low levels of medical insurance fees is worsening by increasing government regulations as to the utilization of medical services, rising costs of labor, material, and medical equipments, growing patient expectations concerning the quality of services, and escalating competitions among large hospitals in the market. Hospitals should seek for their survival strategies in this harsh environment and they should have information about costs of their products in doing so. However, it has not been available due to the complexity of the production process of hospital services. The objectives of this study were to develop a service-based cost accounting model and to apply the developed model to a study hospital to obtain cost information of hospital services. A model commonly used for the job-order product cost accounting in the manufacturing industry was modified for the use in hospitals in Korea. Actual costs, instead of standard costs, incurred to produce a unit of services during a given period of time were estimated in the model. Data required to implement the model included financial information, statistics for the allocation of supportive cost center costs to final cost centers, statistics for the allocation of final cost center costs to services, and the volume of each services charged to patients during a study period. The model was executed using data of a university teaching hospital located in Seoul for the fiscal year 1992. Data for financial information, allocation statistics fo supportive service costs, and the volume of services, most of them in electronic form, were available to the study. Data for allocation statistics of final cost center costs were collected in the study. There were 15 types of evaluation and management service, 2, 923 types of technical service, and 2, 608 types of drug and material service charged to patients in the study hospital during the fiscal year 1992. Labor costs of each of seven types of pesonnel, material costs of 611 types of drugs and materials, and depreciation costs of 212 types of medical equipments, miscellaneous costs, and indirect costs incurred in producing a unit of each services were estimated. Medical insurance fees for basic services such as evaluation and management of inpatients and outpatients, injection, and filling prescriptions, and for operating procedures were found to be set lower than costs. Infrequent services which use expensive medical equipments showed negative revenuse as well. On the other hand, fees for services not covered by the insurance such as CT, MRI and Sonogram, and for laboratory tests were higher than costs. This study has a significance in making it possible for a hospital to obtain cost information for all types of services which produced income based on all types of expenses incurred during a given period of time. This information can assist the management of a hospital in finding an effective cost reduction strategy, an efficient service-mix strategy under a given fee structure, and an optimum strategy for within-hospital resource allocations.