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Deep learning forecasting for financial realized volatilities with aid of implied volatilities and internet search volumes (금융 실현변동성을 위한 내재변동성과 인터넷 검색량을 활용한 딥러닝)

  • Shin, Jiwon;Shin, Dong Wan
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.93-104
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    • 2022
  • In forecasting realized volatility of the major US stock price indexes (S&P 500, Russell 2000, DJIA, Nasdaq 100), internet search volume reflecting investor's interests and implied volatility are used to improve forecast via a deep learning method of the LSTM. The LSTM method combined with search volume index produces better forecasts than existing standard methods of the vector autoregressive (VAR) and the vector error correction (VEC) models. It also beats the recently proposed vector error correction heterogeneous autoregressive (VECHAR) model which takes advantage of the cointegration relation between realized volatility and implied volatility.

A Study on Improvement of Digital National Survey Map System (디지털국토통계지도 시스템 개선에 관한 연구)

  • Lee, Jong-Yong;An, Jung-Cheon;Cho, Sung-Ho
    • Journal of the Korean Association of Geographic Information Studies
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    • v.9 no.4
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    • pp.60-70
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    • 2006
  • National atlas map for provide various information is one part of National territorial Statatics Survey but National atlas map in 2004 year don't have stability and ability. National territorial Statatics Survey in 2005 years have octuple data compare with data in 2004 years but have only one map. One map is going to provide with stability and ability. We don't use DBMS, But We make a similarly struct in file based program. We programmed system of dynamic-linked data with spatial data. To dynamic-linked system, we make search engine to based index struct and make combobox search system. spatial data only have index codes(year, national terrial indicator, area). If spatial data request specfied data, search engine search index code and provide DB data. New system is middle step of using DBMS. We redraw map for display real Korea area (with dokdo). New map is shape and similar Korea map.

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CS-Tree : Cell-based Signature Index Structure for Similarity Search in High-Dimensional Data (CS-트리 : 고차원 데이터의 유사성 검색을 위한 셀-기반 시그니쳐 색인 구조)

  • Song, Gwang-Taek;Jang, Jae-U
    • The KIPS Transactions:PartD
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    • v.8D no.4
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    • pp.305-312
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    • 2001
  • Recently, high-dimensional index structures have been required for similarity search in such database applications s multimedia database and data warehousing. In this paper, we propose a new cell-based signature tree, called CS-tree, which supports efficient storage and retrieval on high-dimensional feature vectors. The proposed CS-tree partitions a high-dimensional feature space into a group of cells and represents a feature vector as its corresponding cell signature. By using cell signatures rather than real feature vectors, it is possible to reduce the height of our CS-tree, leading to efficient retrieval performance. In addition, we present a similarity search algorithm for efficiently pruning the search space based on cells. Finally, we compare the performance of our CS-tree with that of the X-tree being considered as an efficient high-dimensional index structure, in terms of insertion time, retrieval time for a k-nearest neighbor query, and storage overhead. It is shown from experimental results that our CS-tree is better on retrieval performance than the X-tree.

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The Relationship between Apartment Price Index and Naver Trend Index (아파트가격지수와 네이버 트렌드지수 간의 연관성)

  • Yoo, Han-Soo
    • Land and Housing Review
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    • v.13 no.4
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    • pp.45-53
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    • 2022
  • This paper investigates empirically the lead-lag relation between the 'apartment price index' and 'Internet search volume'. This study uses Naver Trend Index as a proxy for Internet search volume. An increase in Internet search volume on the apartment price index indicates an increase in people's attention to an apartment. Different from previous studies exploring the relation between 'the released price index of the apartment' and 'Naver Trend Index', this study investigates the relation of the Naver Trend Index with 'the fundamental price component of an apartment' and 'the transitory price component of an apartment', respectively. The results of the Granger causality test reveal that there are bidirectional Granger causalities between the 'released price' and Naver Trend Index. In addition, the 'fundamental price component of an apartment' and Naver Trend Index have a feedback relation, while 'the transitory price component of an apartment' Granger causes the Naver Trend Index uni-directionally. The impulse response function analysis indicates that the shock of apartment prices increases Naver Trend Index in the first month. Overall, The close relationship between apartment prices and Naver Trend Index suggests that increases in the movement of apartment prices are positively associated with public attention on the apartment market.

Cache Sensitive T-tree Main Memory Index for Range Query Search (범위질의 검색을 위한 캐시적응 T-트리 주기억장치 색인구조)

  • Choi, Sang-Jun;Lee, Jong-Hak
    • Journal of Korea Multimedia Society
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    • v.12 no.10
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    • pp.1374-1385
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    • 2009
  • Recently, advances in speed of the CPU have for out-paced advances in memory speed. Main-memory access is increasingly a performance bottleneck for main-memory database systems. To reduce memory access speed, cache memory have incorporated in the memory subsystem. However cache memories can reduce the memory speed only when the requested data is found in the cache. We propose a new cache sensitive T-tree index structure called as $CST^*$-tree for range query search. The $CST^*$-tree reduces the number of cache miss occurrences by loading the reduced internal nodes that do not have index entries. And it supports the sequential access of index entries for range query by connecting adjacent terminal nodes and internal index nodes. For performance evaluation, we have developed a cost model, and compared our $CST^*$-tree with existing CST-tree, that is the conventional cache sensitive T-tree, and $T^*$-tree, that is conventional the range query search T -tree, by using the cost model. The results indicate that cache miss occurrence of $CST^*$-tree is decreased by 20~30% over that of CST-tree in a single value search, and it is decreased by 10~20% over that of $T^*$-tree in a range query search.

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DGR-Tree : An Efficient Index Structure for POI Search in Ubiquitous Location Based Services (DGR-Tree : u-LBS에서 POI의 검색을 위한 효율적인 인덱스 구조)

  • Lee, Deuk-Woo;Kang, Hong-Koo;Lee, Ki-Young;Han, Ki-Joon
    • Journal of Korea Spatial Information System Society
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    • v.11 no.3
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    • pp.55-62
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    • 2009
  • Location based Services in the ubiquitous computing environment, namely u-LBS, use very large and skewed spatial objects that are closely related to locational information. It is especially essential to achieve fast search, which is looking for POI(Point of Interest) related to the location of users. This paper examines how to search large and skewed POI efficiently in the u-LBS environment. We propose the Dynamic-level Grid based R-Tree(DGR-Tree), which is an index for point data that can reduce the cost of stationary POI search. DGR-Tree uses both R-Tree as a primary index and Dynamic-level Grid as a secondary index. DGR-Tree is optimized to be suitable for point data and solves the overlapping problem among leaf nodes. Dynamic-level Grid of DGR-Tree is created dynamically according to the density of POI. Each cell in Dynamic-level Grid has a leaf node pointer for direct access with the leaf node of the primary index. Therefore, the index access performance is improved greatly by accessing the leaf node directly through Dynamic-level Grid. We also propose a K-Nearest Neighbor(KNN) algorithm for DGR-Tree, which utilizes Dynamic-level Grid for fast access to candidate cells. The KNN algorithm for DGR-Tree provides the mechanism, which can access directly to cells enclosing given query point and adjacent cells without tree traversal. The KNN algorithm minimizes sorting cost about candidate lists with minimum distance and provides NEB(Non Extensible Boundary), which need not consider the extension of candidate nodes for KNN search.

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Knowledge Level of Users of Keyword/Boolean Searching on an Online Public Access Catalog : SELIS (OPAC에 있어서 키워드/불연산자 탐색에 대한 이용자 지식수준 연구)

  • Koo Bon-Young
    • Journal of the Korean Society for Library and Information Science
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    • v.32 no.4
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    • pp.249-274
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    • 1998
  • It is the analyses of replies showed n the questionnaire consisted of four kinds of matters to see level of knowledge among SELIS (SEoul Women's University Library and Information System) OPAC users of keyword/boolean search. The result of this analyses is : in SELIS search, users who prefer keyword search than any other, who satisfy work of retrieval by means of boolean operator, and who think it easier, show lusher level of knowledge than those who deny it in the questionnaire. Knowledges Presented in the survey are ; characteristics of keyword search, single or double keys, using boolean operator in keyword, knowledge of index, knowledge of stop list, uncontrolled term. keyword search technique, right truncation, correct application of boolean logic operator, and selecting major subject in keyword browsing. The above mentioned knowledges will work as important factors n keyword/boolean search, OPAC. For successful search it requires conceptional knowledge of information retrieval processing, or inquiry word transformation how to search required information, and semantic ability to get result questioned In the given system, when and how to apply the characteristics of the system, and scientific record for user's inquiry, or fundamental computer technology and syntax knowledge to make search word in detail. But so far now important knowledge considered as user's online index search, has been emphasized on knowledge of scientific record, and has been lag of semantic and conceptional knowledge. So, it is recommendable for online index user to train to concentrate semantic knowledge, syntax ability, and conceptional knowledge, rather than scientific technique too much.

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Search scheme for parallel spatial index (병렬 공간 색인을 위한 검색 기법)

  • Seo, Young-Duk
    • Journal of Korea Spatial Information System Society
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    • v.7 no.2 s.14
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    • pp.81-89
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    • 2005
  • Declustering and parallel index structures are important research areas to improve a performance of databases. Previous researches proposed several distribution schemes for parallel R-trees, however there is no search schemes to be suitable for the index. In this paper, we propose schemes to improve the performance of range queries for distribute parallel indexes. The proposed schemes use the features that a parallel disk can read multiple nodes from various disks. The proposed schemes are verified using various implementations and performance evaluations. We propose new schemes which can read multiple nodes from multiple disks in contrast that to the previous schemes which can read a node from disk. The experimental evaluation shows that the proposed schemes give us the performance improvement by 40% from the previous researches.

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Embeded-type Search Function with Feedback for Smartphone Applications (스마트폰 애플리케이션을 위한 임베디드형 피드백 지원 검색체)

  • Kang, Moonjoong;Hwang, Mintae
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.21 no.5
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    • pp.974-983
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    • 2017
  • In this paper, we have discussed the search function that can be embedded and used on Android-based applications. We used BM25 to suppress insignificant and too frequent words such as postpositions, Pivoted Length Normalization technique used to resolve the search priority problem related to each item's length, and Rocchio's method to pull items inferred to be related to the query closer to the query vector on Vector Space Model to support implicit feedback function. The index operation is divided into two methods; simple index to support offline operation and complex index for online operation. The implementation uses query inference function to guess user's future input by collating given present input with indexed data and with it the function is able to handle and correct user's error. Thus the implementation could be easily adopted into smartphone applications to improve their search functions.

WebCam : A Web-based Remote Recordable Surveillance System using Index Search Algorithm (웹캠 : 새로운 인데스검색 알고리듬을 이용한 웹기반 원격 녹화 보안 시스템)

  • Lee, Myeong-Ok;Lee, Eun-Mi
    • The KIPS Transactions:PartC
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    • v.9C no.1
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    • pp.9-16
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    • 2002
  • As existing analog video surveillance systems could save and retrieve data only in a limited space within short distance, it had many constraints in developing into various application systems. However, on the back of development of the Internet and computer technologies, digital video surveillance systems can be controlled from a remote location by web browser without space limits. Moreover, data compression and management technologies with Index Search algorithm make it possible to efficiently handling, storing, and retrieving a large amount of data and further motion detection algorithm enhances a recording speed and efficiency for a practical application, that is, a practical remote recordable video surveillance system using our efficient algorithms as mentioned, called WebCam. The WebCam server system can intelligently record and save video images digitized through efficient database management, monitor and control cameras in a remote place through user authentication, and search logs.