• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.11 no.2
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• pp.204-208
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• 2018

In this paper, we proposed and evaluated the time series deep learning prediction model for learning fluctuation pattern of stock price. Recurrent neural networks, which can store previous information in the hidden layer, are suitable for the stock price prediction model, which is time series data. In order to maintain the long - term dependency by solving the gradient vanish problem in the recurrent neural network, we use LSTM with small memory inside the recurrent neural network. Furthermore, we proposed the stock price prediction model using bidirectional LSTM recurrent neural network in which the hidden layer is added in the reverse direction of the data flow for solving the limitation of the tendency of learning only based on the immediately preceding pattern of the recurrent neural network. In this experiment, we used the Tensorflow to learn the proposed stock price prediction model with stock price and trading volume input. In order to evaluate the performance of the stock price prediction, the mean square root error between the real stock price and the predicted stock price was obtained. As a result, the stock price prediction model using bidirectional LSTM recurrent neural network has improved prediction accuracy compared with unidirectional LSTM recurrent neural network.

• Proceedings of the Korean Society of Plant Pathology Conference
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• 2003.10a
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• pp.19-20
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• 2003

Helicobasidium mompa Tanaka and Resellinia necatrix Prillieux cause violet root rot and white root rot of various crops, respectively. Intensive cultural practices, such as the use of dwarf stock, glasshouse cultivation, etc., predispose plants to the diseases. The diseases can be controlled only by biennial drench of 50100L of chemicals for each tree. Biocontrol with soil microorganisms proved ineffective under field conditions. Long-term control may be hampered by the perennial growth of hosts and by the difficulty in the establishment of antagonists in soil. Crop rotation or soil amendment is not applicable, either. Fungal viruses with dsRNA genome (Buck 1986) are promising against root diseases of fruit trees since they exist within the cytoplasm of fungal hyphae and need no effort to help them persist in the field. The viruses are considered to spread though the network of fungal mycelia in the soil once they enter the fungal cytoplasm. Here, we present preliminary results from a project to control the root diseases of fruit trees with dsRNA.(중략)

• Research in Plant Disease
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• v.19 no.1
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• pp.25-30
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• 2013

Root-knot nematodes (Meloidogyne spp.) are among the main pathogens of greenhouse crops worldwide. Plant resistance is currently the method of choice for controlling these pests. To select resistant tomato against two common species of root-knot nematodes, M. incognita and M. arenaria, 36 commercial tomato (Lycopersicon esculentum Mill.) cultivars were screened. Seventeen tomato cultivars were resistant to both root-knot nematodes: six in cherry tomato, 'Tenten', 'Cadillac', 'Cutti', 'Sweet', 'Ppotto', 'Lycopin-9', eight in globe tomato, 'Lovely 240', 'Dotaerang Dia', 'Cupirang', 'Dotaerang Master', 'Super Dotaerang', 'Dotaerang Season', 'Miroku', 'Hoyong', and three in root stock, 'Special', 'Fighting', and 'Magnet'.

• The Korean Journal of Financial Management
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• v.21 no.2
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• pp.153-181
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• 2004

This study is to explore whether the relationship among financial markets changed according to financial development. For this study, data analysis was conducted through analytic methods incorporated structural breaks such as Zivot and Andrews'(1992) unit root test Gregory and Hansen's(1996a,b) cointegration test, etc. In study results, it was found that dynamic relationship between stock price and interest rate was changed from negative to positive after the structural break(Oct 1999). It may be resulted from the fact that asset substitutability between stock and bond was increased since stock investment became popularized The negative relationship between stock price and exchange rate was reinforced after the structural break(the foreign currency crisis). Also, the negative relationship between interest rate and exchange rate was strengthened after the structural break(Oct. 1999).

• International Area Studies Review
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• v.13 no.2
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• pp.277-297
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• 2009

This paper empirically investigates a long-run and short-run equilibrium relationships for exchange rate and stock prices in Korea and Japan from January 1998 to July 2008. Because using monthly data in my study, analyzes unit root test and VEC model including seasonality to overcome bias that happen in seasonal adjustment. The empirical evidence suggests that exists strong evidence supporting the long-run cointegration relationships between exchange rates and stock prices of the Korea and Japan. This implies that it is possible to predict one market from another for both countries, which seems to violate the efficient market hypothesis. In the long-run a negative relationship running from the KRW/JPY real exchange rate to the stock prices of Korea strongly argues for the traditional approach.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.89-99
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• 2003

The primary purpose of this paper is to estimate the wealth effect. We establish a linear relationships between household consumption, labor income, and stock price index. Each variable is nonstationary. And so, it contains a unit root. However, as the result of the test about cointegrating relations, the variables are cointegrated which implies the error term is stationary. The cointegrating parameter that the marginal propensity to consume out of stock price is 0.08%. The result of estimation shows the error correction is -0.62 and the significant level is also high. The error correction term indicates a rather rapid adjustment to deviations from the long run equilibrium relations.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2014.10a
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• pp.708-710
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• 2014

최근 금융 분야에서는 빅 데이터를 이용하여 주가예측 모형을 만들어내고 있으며, 특히 금융 시계열 자료의 변동성 집중 현상을 금융 빅 데이터를 이용하여 분석함으로써 세계 주식시장의 동조화 현상을 분석하고 있다. 본 논문에서는 한국과 중국의 일별 주가지수수익률과 일중 주가지수수익률을 이용하여 이들 2개 국가의 대표적인 주가지수 시계열 데이터에 변동성 집중 현상이 존재하는지를 보다 세밀하게 추적하여 양국 주식시장의 동조화 현상을 분석한다. 분석 결과, 한국의 KOSPI와 중국의 Shanghai 종합주가지수의 지수수익률 시계열 자료는 단위근이 존재하지 않으며, 변동성 집중 현상을 보이는 것으로 나타났다. 또한 한국보다는 중국 주식시장의 변동성 집중현상이 보다 강하게 나타나며, 이러한 현상은 일중 주가지수수익률 시계열 자료에서 보다 두드러지게 나타났다.

• Journal of Sericultural and Entomological Science
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• v.8
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• pp.1-9
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• 1968

This experiment was carried on to investigate the root system of the half bench terracing mulberry field of 170cm wide at slope 1and. The results obtained are as follows; 1. Total root weight per nest in case of p1anting two sapling is from 2.4 to 2.8kg, of which most are over l0mm in diameter, 1-5mm intermediate, and below 1mm and 5-10mm fewest. Total root length. per nest is 177-255 meter except less than 1mm in diameter, of which 1-5mm is longest and over l0mm shortest. 2. From the view of vertical distribution of root, the weight and length of root (90%) are mostly concentrated 20cm below and then 20-40cm from the surface of land. 3. Most roots have grown right and left within 30cm from the mulberry stock. 4. Most roots have grown at 35-70cm block and 70-105cm block from front side of terrace, if further than this, roots have become fewer. Root distribution at front side is more considerable than that at rear side of terrace. 5. There was no significant difference among the mulberry varieties.

• The Korean Journal of Financial Management
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• v.21 no.1
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• pp.125-148
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• 2004

This paper deals with the relationship between money supply and the stock market. However, unlike past works, it has employed a rational expectation hypothesis and an efficient market hypothesis drawn from new classical macroeconomics and new Keynesian macro-economics, respectively. Accordingly, hypothesis 1 states that if economic subjects have rational expectation, they will immediately respond to a change in money supply. On the other hand, hypothesis 2 supposes that the expectation of economic subjects has changed after the currency crisis. This paper has first identified unit root by using the augmented Dickey-Fuller test and the Phillips-Perron test, then testing both hypotheses by employing the Johansen Procedure and vector error correction model for the periods before and after a currency crisis.

• Journal of the Korean Operations Research and Management Science Society
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• v.31 no.1
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• pp.91-103
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• 2006

Given a bill of materials (BOM) tree T labeled by the breadth first search (BFS) order from node 0 to node n and a general network ${\Im}=(V,A)$, where V={1,2,...,m} is the set of production facilities and A is the set of arcs representing transportation links between any of two facilities, we assume that each node of T stands for not only a component. but also a production stage which is a possible stocking point and operates under a periodic review base-stock policy, We also assume that the random demand which can be achieved by a suitable service level only occurs at the root node 0 of T and has a normal distribution $N({\mu},{\sigma}^2)$. Then our integrated model of facility location problems and safety stock optimization problem (FLP&SSOP) is to identify both the facility locations at which partitioned subtrees of T are produced and the optimal assignment of safety stocks so that the sum of production cost, inventory holding cost, and transportation cost is minimized while meeting the pre-specified service level for the final product. In this paper, we first formulate (FLP&SSOP) as a nonlinear integer programming model and show that it can be reformulated as a 0-1 linear integer programming model with an exponential number of decision variables. We then show that the linear programming relaxation of the reformulated model has an integrality property which guarantees that it can be optimally solved by a column generation method.