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Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

Perception on the Nursing Accident Experience of the Nurses and Its Cause (간호사(看護師)들의 간호사고(看護事故) 경험(經驗)과 사고원인(事故原因)에 관한 지각(知覺))

  • Lee, Soon-Bok;Moon, Heui-Ja
    • Journal of Korean Academy of Nursing Administration
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    • v.1 no.2
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    • pp.246-267
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    • 1995
  • Recently the request of the patients to participate in the medical courses has been expanding due to the elevated sense of right on the people's health, merchandised medical treatment by mass supply, human right declaration of the patients, generalized medical informations by the mass media and the change of human relation between the medical personnels and the patients. Under these phenomena the patients have been in the thought of solving such accidents only by regulation of the laws which they think to be all powerful, Such trends are same in the area of nursing service. Also today the accident by the nurses have been increasing by the area of the nurses having been expanded and their independent roles having been increased. Such nursing accidents are the important subject which the professional occupation of the nurse has been facing but legal protective capability of the nurses has been very weak. Therefore this study has examined the degree of the experience of the nursing accident that happens in the clinical nursing scenes in the general hospital to provide the basic materials for the protection and the counter measures of the nursing accident. The following is the conclusion based by the above examination. 1) The experience degree of the whole nursing accidents has been appeared as 1.90 in average. And the degree according to service area has been 1.77 in the area of supervising management of patients, 1.54 in the area of the same management of patients by head-nurses, 1.84 in the area of doctors' treatment performances, 14 in the enforcement and education areas of the nursing technology, 2.04 in the area of observing patients and judgement and 2.07 in the area of nursing records and maintaining confidentials. Accordingly there has been higher degree of accidental experiences in the independent service areas of the patients than in the dependent ones directed by the doctors. 2) The perception of the nurses showed that the cause of the nursing accident has been due to the heavy work of the nurses with the 60.4% of the response rate, the highest rate. They report the accident to the head nurse first by 2/3 nurses after accident. And the hour of the accident has been frequently happened regardless of service hours with 48.1% in response rate, the highest rate, and the nursing accident happens in the night more than the daytime with the rate of 37.5% at night while 14. 4% daytime. 3) The nurses are in the perception that the patients are responsible for the accident with 48.2% response rate while 43.9% rate in response showed that it has been caused by many people. They are in the perception that 41.7% when the nursing power was lacking, 46.7% lower recognition of actual state about indivitual patient in the section of technical speciality and 35.8% when the patients were not cooperative and 37.8% when the wards were dirty and in disorder. 4) the attitude of the patients after the various nursing accidents has been violent words in 72.7%, violence in 17.4% and 3.9% in attending the court by the sue of the patient's side(18 nurses). 5) The action of the hospital has been : requesting the submission of the story of the accident in 22.8%, the report of the accidents in 14.4%, thus the written statement disposal was most, 4.5% was the transfer to the other departments when the accident was larger or the patients' guardians protested strongly and 0.6% of the dismissals of the nurses. 6) In regard to the responsiblity of the nurse accidents, 78.9% was the highest rate of supplying the nursing manpowers, 48.4% of mutual cooperation of the medical personnels, 37.2% of strengthening the education for the nurses and hospital facilities reformation in 32.7%. 7) The review of relation between the general characters of the object of the study and the degree of experience of nursing accidents showed the significant differences in ages (F=4.04, p=0.000).

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Investigating Dynamic Mutation Process of Issues Using Unstructured Text Analysis (비정형 텍스트 분석을 활용한 이슈의 동적 변이과정 고찰)

  • Lim, Myungsu;Kim, Namgyu
    • Journal of Intelligence and Information Systems
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    • v.22 no.1
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    • pp.1-18
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    • 2016
  • Owing to the extensive use of Web media and the development of the IT industry, a large amount of data has been generated, shared, and stored. Nowadays, various types of unstructured data such as image, sound, video, and text are distributed through Web media. Therefore, many attempts have been made in recent years to discover new value through an analysis of these unstructured data. Among these types of unstructured data, text is recognized as the most representative method for users to express and share their opinions on the Web. In this sense, demand for obtaining new insights through text analysis is steadily increasing. Accordingly, text mining is increasingly being used for different purposes in various fields. In particular, issue tracking is being widely studied not only in the academic world but also in industries because it can be used to extract various issues from text such as news, (SocialNetworkServices) to analyze the trends of these issues. Conventionally, issue tracking is used to identify major issues sustained over a long period of time through topic modeling and to analyze the detailed distribution of documents involved in each issue. However, because conventional issue tracking assumes that the content composing each issue does not change throughout the entire tracking period, it cannot represent the dynamic mutation process of detailed issues that can be created, merged, divided, and deleted between these periods. Moreover, because only keywords that appear consistently throughout the entire period can be derived as issue keywords, concrete issue keywords such as "nuclear test" and "separated families" may be concealed by more general issue keywords such as "North Korea" in an analysis over a long period of time. This implies that many meaningful but short-lived issues cannot be discovered by conventional issue tracking. Note that detailed keywords are preferable to general keywords because the former can be clues for providing actionable strategies. To overcome these limitations, we performed an independent analysis on the documents of each detailed period. We generated an issue flow diagram based on the similarity of each issue between two consecutive periods. The issue transition pattern among categories was analyzed by using the category information of each document. In this study, we then applied the proposed methodology to a real case of 53,739 news articles. We derived an issue flow diagram from the articles. We then proposed the following useful application scenarios for the issue flow diagram presented in the experiment section. First, we can identify an issue that actively appears during a certain period and promptly disappears in the next period. Second, the preceding and following issues of a particular issue can be easily discovered from the issue flow diagram. This implies that our methodology can be used to discover the association between inter-period issues. Finally, an interesting pattern of one-way and two-way transitions was discovered by analyzing the transition patterns of issues through category analysis. Thus, we discovered that a pair of mutually similar categories induces two-way transitions. In contrast, one-way transitions can be recognized as an indicator that issues in a certain category tend to be influenced by other issues in another category. For practical application of the proposed methodology, high-quality word and stop word dictionaries need to be constructed. In addition, not only the number of documents but also additional meta-information such as the read counts, written time, and comments of documents should be analyzed. A rigorous performance evaluation or validation of the proposed methodology should be performed in future works.

The Present State and Solutions for Archival Arrangement and Description of National Archives & Records Service of Korea (국가기록원의 기록물 정리기술의 현황과 개선방안)

  • Yoon, Ju-Bom
    • Journal of Korean Society of Archives and Records Management
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    • v.4 no.2
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    • pp.118-162
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    • 2004
  • Archival description in archives has an important role in document control and reference service. Archives has made an effort to do archival description. But we have some differences and problems about a theory and practical processes comparing with advanced countries. The serious difference in a theory is that a function classification, maintenance of an original order, arrangement of multi-level description are not reflected in practical process. they are arranged in shelves after they are arranged by registration order in a unit of a volume like an arrangement of book. In addition, there are problems in history of agency change or control of index. So these can cause inconvenience for users. For improving, in this study we introduced the meaning and importance of arrangement of description, the situation and problem of arrangement of description in The National Archives, and a description guideline in other foreign countries. The next is an example for ISAD(G). This paper has chapter 8, the chapter 1 is introduction, the chapter 2 is the meaning and importance of arrangement of description, excluding the chapter 8 is conclusion we can say like this from the chapter 3 to the chapter 7. In the chapter 3, we explain GOVT we are using now and description element category in situation and problem of arrangement of description in Archives. In the chapter 4, this is about guideline from Archives in U.S.A, England and Australia. 1. Lifecycle Date Requirement Guide from NARA is introduced and of the description field, the way of the description about just one title element is introduced. 2. This is about the guideline of the description from Public Record Office. That name is National Archives Cataloguing Guidelines Introduction. We are saying "PROCAT" from this guideline and the seven procedure of description. 3. This is about Commomon Record Series from National Archives of Australia. we studied Registration & description procedures for CRS system. In the chapter 5, This is about the example which applied ISAD to. Archives introduce description of documents produced from Appeals Commission in the Ministry of Government Administration. In the chapter 6, 7. These are about the problems we pointed after using ISAD, naming for the document at procedure section in every institution, the lack of description fields category, the sort or classification of the kind or form, the reference or identified number, the absence description rule about the details, function classification, multi-level description, input format, arrangement of book shelf, authority control. The plan for improving are that problems. The best way for arrangement and description in Archives is to examine the standard, guideline, manual from archives in the advanced countries. So we suggested we need many research and study about this in the academic field.

The Usefulness of Rapid Triple Test for Cardiac Marker in Forensic Paragnosis of Sudden Cardiac Death (심장표지물질 간이검사의 급성심장사 법의학적 사후진단 유용성에 관한 연구)

  • Lim, Chae-Won;Kim, Jin-Gak
    • Korean Journal of Clinical Laboratory Science
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    • v.49 no.2
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    • pp.108-113
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    • 2017
  • A sudden cardiac death (SCD) is defined as an unnatural sudden death caused by heart disease. To determine the cause of death, observation of the microscopic change in cardiac muscle tissue is suggested, rather than visual postmortem examination. However, this suggestion is time consuming to be applied in the field, is cost-ineffective, and is inconvenient. Therefore, the purpose of this study is to understand whether temporary inspection used to examine the cardiac marker (Myoglobin, CK-MB, cTn I) in postmortem blood via rapid cardiac triple test kit (which is used by clinics to diagnose patients with acute myocardial infarction) can effectively be utilized for the paragnosis of sudden, unnatural cardiac death. The results of postmortem examination and temporary investigation found that 23 groups (76.7%), among the 30 experimental groups, were assumed to be non-traumatic sudden cardiac deaths, which indicated a positive response (according to comparison with forensic autopsy); 4 groups, among the 10 control groups, were assumed to be cerebrovascular disease, which indicated a negative response; 1 group was assumed to be alcoholic and drug poisoning, indicating a positive response; and 1 group was assumed to be oxygen deficiency due to suffocation, indicating a positive response. Hence, it was found that the level of sensitivity and specificity of cardiac marker's temporary inspection showed significant result, 76.7% and 80% respectively. Given this, temporary inspection can be effectively used for the paragnosis of sudden cardiac death when the medical history, situation of the site, and postmortem interval are considered together. With the result of precedent research on time of first revelation and extinction in blood, and difference in concentration over time progress according to the characteristic of cardiac marker's (myoglobin, CK-MB, cTn I) individual material, further research on concentration of cardiac marker per each post time needs to be conducted in order to estimate time science death (which is required to identify the cause of death and investigation).

Evaluation of Movement Pattern of Erythroculter erythropterus Inhabit in the Mid-lower Part of Nakdong River Using Acoustic Telemetry (낙동강 중.하류 구간에서 수중 음향측정방식을 이용한 강준치의 이동성 평가)

  • Yoon, Ju-Duk;Kim, Jeong-Hui;In, Dong-Su;Yu, Jae Jeong;Hur, Moonsuk;Chang, Kwang-Hyeon;Jang, Min-Ho
    • Korean Journal of Ecology and Environment
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    • v.45 no.4
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    • pp.403-411
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    • 2012
  • Acoustic telemetry is used to obtain a relatively continuous record of fish movement. This method has several advantages for studying migrating fish populations that are moving from large rivers. The Nakdong River is the longest river in South Korea and the main stream has faced a change, which consists of the installation of the large weirs. In this study, we applied acoustic telemetry to monitor the movement pattern of Erythroculter erythropterus (family Cyprinidae) and identified home range and movement distance in the Nakdong River. A total of fourteen individuals were released at three different locations and around 80 km section from the estuary barrage was investigated. Eight individuals were tagged and released at estuary barrage (N02) utilized up to 15.9 km (home range) upstream from the release site as home range. Four individuals were tagged and released at Samrangjin (N07), most fish moved and stayed within 9.7 km (home range) downstream area, except E12, which did not show any movement. Two individuals were tagged and released at Changnyeong-Haman weir (N10), and all individuals migrated downstream from the release site. Especially, E14 recorded the longest accumulated detected distance, 36.7 km downstream during 32 days after release. There was no correlation identified between movement (accumulated detected distance and home range) and standard length (Spearman rank correlation, p>0.05). Although, this technique could be an available method to monitor behavior and ecology of freshwater fish effectively, increment of number of receivers and tags are required for more detailed results of fish migration.

Study on Glomerular Filtration Rate comparison according to renal depth measurement of kidney donors (신 공여자에서 신장 깊이 측정에 따른 사구체여과율의 비교에 관한 고찰)

  • Lee, Han Wool;Park, Min Soo;Kang, Chun Goo;Cho, Seok Won;Kim, Joo Yeon;Kwon, O Jun;Lim, Han Sang;Kim, Jae Sam;Park, Hoon-Hee
    • The Korean Journal of Nuclear Medicine Technology
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    • v.18 no.2
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    • pp.48-56
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    • 2014
  • Purpose $^{99m}Tc$-DTPA renal scintigraphy serves as a key indicator to measure a kidney donor's Glomerular Filtration Rate (GFR) and determine the possibility of kidney transplant. The Gates method utilized to measure GFR considers 3 variables of renal depth, injection dose, and net kidney counts. In this research, we seek to compare changes in kidney donors' GFR according to renal depth measurement methods of the 3 variables. Materials and Methods We investigated 32 kidney donors who had visited the hospital from October, 2013 to March, 2014 and received abdominal CT and $^{99m}Tc$-DTPA GFR examination. With the cross-section image of the CT and the lateral image from a gamma camera, we measured the renal depth and compared with renal depth calculation equations-Tonnesen, Taylor, and Itoh methods. Renal depth-specific GFR was calculated by using Xeleris Ver. 2.1220 of GE. Then the results were compared with MDRD (Modification of Diet Renal Disease) GFRs based on serum creatinine level. Results The renal depths measured based on the CT and gamma camera images showed high correlation. Tonessen equation gave the lowest GFR value while the value calculated by using the renal depth of CT image was the highest with a 16.62% gap. MDRD GFR showed no statistically significant difference among values calculated through Taylor, Itoh, CT and gamma camera renal depth application (P>0.05), but exhibited a statistically significant change in the value based on Tonnesen equation (P<0.05). Conclusion This research has found that, in GFR evaluation in kidney donors by utilizing $^{99m}Tc$-DTPA, Tonnesen equation-based Gates method underestimated the value than the MDRD GFR. Therefore, if a MDRD GFR value shows a huge difference from the actual examination value, using an image-based renal depth measurement, instead of Tonnesen equation applied to Gates method, is expected to give an accurate GFR value to kidney donors.

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Internal Waves and Surface Mixing Observed by CTD and Echo Sounder in the mid-eastern Yellow Sea (황해 중동부해역에서 CTD와 음향탐지기로 관측한 내부파와 표층 혼합)

  • Lee, Sang-Ho;Choi, Byoung-Ju;Jeong, Woo Jin
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.18 no.1
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    • pp.1-12
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    • 2013
  • Acoustic backscatter profiles were measured by Eco-sounder along an east-west section in the mid-eastern Yellow Sea and at an anchoring station in the low salinity region off the Keum River estuary in September 2012, with observing physical water property structure by CTD. Tidal front was established around the sand ridge developed in 50 m depth region. Internal waves measured by Eco-sounder during low tide period in the eastern side of the sand ridge were nonlinear depression waves with wave height of 15 m and mean wavelength of 500 m. These waves were interpreted into tidal internal waves that were produced by tidal current flowing over the sand ridge to the southeast. When weakly non-linear soliton model was applied, propagation speed and period of these internal depression wave were 50 m/s and 16~18 min. Red tides by Dinoflagelates Cochlodinium were observed in the sea surface where strong acoustic scattering layer was raised up to 7 m. Hourly CTD profiles taken at the anchoring station off the Keum River estuary showed the halocline depth change by tidal current and land-sea breeze. When tidal current flowed strongly to the northeast during flood period and land-breeze of 7 m/s blew to the west, the halocline was temporally raised up as much as 2 m and acoustic profile images showed a complex structure in the surface layer within 5-m depth: in tens of seconds the declined acoustic structure of strong and weak scattering signals alternatively appeared with entrainment and intrusion shape. These acoustic profile structures in the surface mixed layer were observed for the first time in the coastal sea of the mid-eastern Yellow Sea. The acoustic profile images and turbidity data suggest that relatively transparent low-layer water be intruded or entrained into the turbid upper-layer water by vertical shear between flood current and land breeze-induced surface current.

Variability of Satellite-derived Chlorophyll-a Concentration in Relation to Indian Ocean Dipole (IOD) Variation (인도양 쌍극진동 변동에 따른 위성에서 추정된 표층 클로로필-a 농도 변화 연구)

  • Son, Young Baek;Kim, Suk Hyun;Kim, Sang-Hyun;Rho, TaeKeun
    • Korean Journal of Remote Sensing
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    • v.33 no.6_1
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    • pp.917-930
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    • 2017
  • To understand the temporal and spatial variations of surface chlorophyll-a concentration (Chl-a) distribution in the Indian Ocean ($30^{\circ}E{\sim}120^{\circ}E$, $30^{\circ}S{\sim}30^{\circ}N$) by the Indian Ocean Dipole (IOD), we conducted EOF and K means analyses of monthly satellite-derived Chl-a data in the region during 1998~2016 periods. Chl-a showed low values in the central region of the Indian Ocean and relatively high values in the upwelling region and around the marginal regions of the Indian Ocean. It also had a strong seasonal variation of Chl-a, showing the lowest value in the spring and the highest value in summer due to the change of the monsoon and current system. The EOF analysis showed that Chl-a variation in EOF mode 1 is related to ENSO (El $Ni{\tilde{n}}o$/Southern Oscillation) and that of mode 2 is linked to IOD. Both modes explained spatially opposite trends of Chl-a in the east and west Indian Ocean. From K means analysis, the Chl-a variation in the east and west Indian Ocean, and around India have relatively good relationship with IOD while that in the tropical and middle Indian Ocean closely associated with ENSO. The spatial and temporal distribution of Chl-a also showed distinct spatial and temporal variations depend on the different types of IOD events. IOD classifies two patterns, which occurred during the developing ENSO (First Type IOD) and the year following ENSO event (Second Type IOD). Chl-a variation in the First Type IOD started in summer and peaked in fall around the east and west Indian Ocean. Chl-a variation in the Second Type IOD occurred started in spring, peaked in summer and fall, and disappeared in winter. In the Chl-a variation related to IOD, developing process appearing in the Chl-a difference between the east and west Indian ocean was similar. Chl-a variation in the northern Indian Ocean were opposite trend with changing developing phase of IOD.

Evaluation of apical canal shapes produced sequentially during instrumentation with stainless steel hand and Ni-Ti rotary instruments using Micro-computed tomography (Stainless steel hand file과 Ni-Ti rotary file을 이용한 근관 형성시 근단부 근관 형태의 순차적 변화에 대한 평가)

  • Lee, Woo-Jin;Lee, Jeong-Ho;Chun, Kyung-A;Seo, Min-Seock;Yoo, Yeon-Jee;Baek, Seung-Ho
    • Restorative Dentistry and Endodontics
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    • v.36 no.3
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    • pp.231-237
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    • 2011
  • Objectives: The purpose of this study was to determine the optimal master apical file size with minimal transportation and optimal efficiency in removing infected dentin. We evaluated the transportation of the canal center and the change in untouched areas after sequential preparation with a #25 to #40 file using 3 different instruments: stainless steel K-type (SS K-file) hand file, ProFile and LightSpeed using microcomputed tomography (MCT). Materials and Methods: Thirty extracted human mandibular molars with separated orifices and apical foramens on mesial canals were used. Teeth were randomly divided into three groups: SS K-file, Profile, LightSpeed and the root canals were instrumented using corresponding instruments from #20 to #40. All teeth were scanned with MCT before and after instrumentation. Cross section images were used to evaluate canal transportation and untouched area at 1-, 2-, 3-, and 5- mm level from the apex. Data were statistically analyzed according to 'repeated nested design' and Mann-Whitney test (p = 0.05). Results: In SS K-file group, canal transportation was significantly increased over #30 instrument. In the ProFile group, canal transportation was significantly increased after preparation with the #40 instrument at the 1- and 2- mm levels. LightSpeed group showed better centering ability than ProFile group after preparation with the #40 instrument at the 1 and 2 mm levels. Conclusions: SS K-file, Profile, and LightSpeed showed differences in the degree of apical transportation depending on the size of the master apical file.