• 제목/요약/키워드: Stock Application

검색결과 317건 처리시간 0.025초

Application of Support Vector Machines to the Prediction of KOSPI

  • Kim, Kyoung-jae
    • 한국지능정보시스템학회:학술대회논문집
    • /
    • 한국지능정보시스템학회 2003년도 춘계학술대회
    • /
    • pp.329-337
    • /
    • 2003
  • Stock market prediction is regarded as a challenging task of financial time-series prediction. There have been many studies using artificial neural networks in this area. Recently, support vector machines (SVMs) are regarded as promising methods for the prediction of financial time-series because they me a risk function consisting the empirical ewer and a regularized term which is derived from the structural risk minimization principle. In this study, I apply SVM to predicting the Korea Composite Stock Price Index (KOSPI). In addition, this study examines the feasibility of applying SVM in financial forecasting by comparing it with back-propagation neural networks and case-based reasoning. The experimental results show that SVM provides a promising alternative to stock market prediction.

  • PDF

철도차량 안전규정의 현장적용성 개선방안 연구 (A Study on the Applicability Improvement Enhance of Rolling Stock Safety Regulation)

  • 이창근;이수룡;왕종배
    • 한국철도학회:학술대회논문집
    • /
    • 한국철도학회 2008년도 추계학술대회 논문집
    • /
    • pp.1570-1594
    • /
    • 2008
  • Nowadays there are lots of changes in the domestic railroad industries because of the reorganization in the industries, operation of KTX and expansion of city train in local areas. To cope with these changes effectively, domestic & abroad safety guideline and regulation were investigated and reviewed by railroad safety technical development project. Based on this project, domestic rolling stock safety regulation was established in the July and December on 2005. It's been a 3 years after 2005 and to confirm whether there are some problems to applicate the regulation in the field like korail, the necessity of reviewing the regulation gains force. In this study, to improve the field application in rolling stock safety regulation, we investigated the results of integrated railroad audit system and internal safety regulation system in a train operator and also collected the opinions from train manufacturer. Then through the result of investigation and collection of the opinions, we proposed the amendment to the rolling stock safety regulation.

  • PDF

ERP시스템을 이용한 자동차부품 제조업의 효율적인 가용재고관리 프로세스에 대한 표준화 모델 개발 및 효과분석 (Standardization Model Development and its Effect Analysis for Effective Available Stock Management Process of Automobile Parts Manufacturing Industry using the ERP System)

  • 윤경배
    • 한국컴퓨터정보학회논문지
    • /
    • 제16권2호
    • /
    • pp.279-288
    • /
    • 2011
  • 본 연구는 자동차부품제조업의 전사적 자원관리(ERP : Enterprise Resource Planning)시스템 전체 모듈중 가용재고관리 프로세스에 대한 표준화 모델을 개발한다. 표준화 모델은 중소기업청 및 중소기업기술정보진흥원에서 제시한 정보화구축 개발 방법론에 준하여 단계별 방법론에 따라 시스템이 구축되게 된다. 표준화 모델은 가용 재고관리 프로세스를 위한 발주관리, 입고관리, 출고관리, 재고관리의 프로세스를 표준화 시키고 표준모듈을 개발한다. 본 연구로 ERP시스템 하에서 가용재고관리 프로세스를 구축하고자 하는 제조기업 및 관련 전문 IT업체 들이 표준화된 모듈을 적용하여 시스템을 보다 효과적으로 구축 할 수 있으며, 시스템에 대한 구축 용이성과 신뢰성을 제공한다. 본 연구 결과를 적용함으로써 기업의 원자재 및 제품의 과다보유를 방지하고 적정, 안전재고를 항시 보유할 수 있으며 실시간 재고파악, 고객납기 준수, 과다제품 생산 방지 및 재고비용 절감 등이 가능하다.

철도차량 RAMS 적용에 관한 연구 (Study on the Application of RAMS for Rolling Stock)

  • 오지은;강찬용;김철호
    • 한국철도학회:학술대회논문집
    • /
    • 한국철도학회 2004년도 춘계학술대회 논문집
    • /
    • pp.206-212
    • /
    • 2004
  • This paper is application of System Assurance(SA) for the rolling stock. As railway systems become more complex, design teams are increasingly under pressure to deliver, design solutions, which integrate both technical and Systems Assurance(SA). Systems Assurance is the application of management methods and analysis techniques to ensure that a design meets Reliability, Availability, Maintainability and Safety (RAMS) criteria. It should be clearly understood that the intent of System Assurance is not just to provide analytical techniques as a metric on performance, but more importantly it should provide a management tool with which to co-ordinate and assure the whole design. System Assurance encompasses the ongoing requirement to consider safety, and RAM through each stage of a Project, from feasibility study through to commissioning and operation. If System Assurance is undertaken properly at feasibility study at the design stages of a Project, the benefits of such analyses can be significant in identifying potential problems early enough for action to be taken before manufacture or installation. At commissioning, RAMS demonstration activities are undertaken to validate the predictive and analytical techniques undertaken during the design.

  • PDF

볏짚퇴비 사용이 논토양의 화학성 및 유기탄소 축적에 미치는 영향 (Effects of Rice Straw Compost Application on Soil Chemical Properties and Soil Organic Carbon Stock in Paddy Fields)

  • 변지은;김성헌;심재홍;전상호;이윤혜;권순익
    • 한국작물학회지
    • /
    • 제68권2호
    • /
    • pp.90-96
    • /
    • 2023
  • 본 연구는 볏짚퇴비의 사용량(7.5, 15, 22.5, 30 ton ha-1)이 토양 화학성 및 유기탄소 축적에 미치는 영향을 알아보고자 하였다. 연구결과 NPKC7.5 처리구에서 SOC와 SOC stock이 각각 15.3 g kg-1, 57.8 Mg C ha-1으로 NPKC22.5와 NPKC30 처리구보다 낮았으며, 볏짚퇴비 사용량이 가장 많았던 NPKC30 처리구는 SOC가 22.8 g kg-1, SOC stock이 71.2 Mg C ha-1로 NPKC 22.5처리구와 유의한 차이를 보이지 않았으나 처리구 중 높은 경향을 보여 퇴비 사용량이 많을수록 SOC의 축적이 많아진다는 것을 알 수 있었다. 그러나 교환성 칼륨과 칼슘이 퇴비 사용량이 늘어날수록 높아져 NPKC22.5와 NPKC30 처리구는 적정범위를 초과하였다. 과도한 유기물원 투입은 토양유기탄소 축적을 증가시키더라도 작물에 흡수되지 못한 양분이 수계로 유출되어 수질을 오염시키거나 토양에 축적되어 토양 환경에 악영향을 미칠 수 있으므로 지속적으로 볏짚퇴비를 투입하기 위해서는 토양, 수질 등 농업 환경을 고려하여 표준사용량을 사용하는 것이 적절할 것으로 판단된다.

젖소 사양관리의 통합전산화 시스템 개발 (Development of An Integrated Information System for Dairy Cattle Breeding Management)

  • 김동원;허은영;조민호;김봉혁
    • 산업공학
    • /
    • 제17권4호
    • /
    • pp.397-406
    • /
    • 2004
  • It is widely known that labor costs are continuously and rapidly growing in terms of the raw cost of products in Korea. The increased labor costs are degrading the competitiveness of dairy industry sector as in the other major industrial fields. Furthermore, the number of dairy farms is constantly decreasing while that of dairy cattle is increasing. Thus, mechanized and/or automated stockbreeding management systems are crucially required to support professional stockbreeding management, as well as to enhance the productivity of the sector. Hence this paper develops an IIS (Integrated Information System) for dairy cattle stockbreeding management. IIS is composed of five application modules and associated utility programs. The five modules are individual stock management, milking management, feeding management, propagation management, and disease management. The utility programs are involved in stock farm accounting, and handy unloading of individual stock data into a personal data acquisition device. Compared with existing foreign products, the developed system takes advantages of various stock body measurement data such as body weight, body temperature, milk conductivity, milking amount, and the number of walking steps. All the measured data are transmitted into a programmable logic controller that monitors and controls measurement devices. The transmitted data are finally aggregated into an integrated database located in the main personal computer. The integrated data are analyzed and reformed in the five modules of IIS, then, used for providing farmers with various farm states and information through application module scenes. Hence, IIS keeps the each module work in a systematic and compatible manner, while supervising the whole stockbreeding management system.

Modeling of Hydrodynamic Processes at a Large Leak of Water into Sodium in the Fast Reactor Coolant Circuit

  • Perevoznikov, Sergey;Shvetsov, Yuriy;Kamayev, Aleksey;Pakhomov, Ilia;Borisov, Viacheslav;Pazin, Gennadiy;Mirzeabasov, Oleg;Korzun, Olga
    • Nuclear Engineering and Technology
    • /
    • 제48권5호
    • /
    • pp.1162-1173
    • /
    • 2016
  • In this paper, we describe a physicomathematical model of the processes that occur in a sodium circuit with a variable flow cross-section in the case of a water leak into sodium. The application area for this technique includes the possibility of analyzing consequences of this leak as applied to sodium-water steam generators in fast neutron reactors. Hydrodynamic processes that occur in sodium circuits in the event of a water leak are described within the framework of a one-dimensional thermally nonequilibrium three-component gas-liquid flow model (sodium-hydrogen-sodium hydroxide). Consideration is given to the results of a mathematical modeling of experiments involving steam injection into the sodium loop of a circulation test facility. That was done by means of the computer code in which the proposed model had been implemented.

The Accuracy of Various Value Drivers of Price Multiple Method in Determining Equity Price

  • YOOYANYONG, Pisal;SUWANRAGSA, Issara;TANGJITPROM, Nopphon
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제7권1호
    • /
    • pp.29-36
    • /
    • 2020
  • Stock price multiple is one of the most well-known equity valuation technique used to forecast equity price. It measures by multiplying "the ratio of stock price to a value driver" by a value driver. The value driver can be earning per share (EPS), sales or other financial measurements. The objective of price multiple technique is to evaluate the value of assets and compare how similar assets are priced in the market. Although stock price multiple technique is common in financial filed, studies on the application of the technique in Thailand is still limited. The present study is conducted to serve three major objectives. The first objective is to apply the technique to measure value of firms in banking sector in the Stock Exchange of Thailand. The second objective is to develop composite price multiple index to forecast equity prices. The third objective is to compare valuation accuracy of different value drivers of price multiple (i.e. EPS, Earnings Growth, Earnings Before Interest Taxes Depreciation and Amortization, Sales, Book Value and Composite Index) in forecasting equity prices. Results indicated that EPS is the most accurate value drivers of price multiple used to forecast equity price of firms in baking sector.

Shrinkage Model Selection for Portfolio Optimization on Vietnam Stock Market

  • NGUYEN, Nhat;NGUYEN, Trung;TRAN, Tuan;MAI, An
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제7권9호
    • /
    • pp.135-145
    • /
    • 2020
  • This paper provides the practical application of a linear shrinkage framework on Vietnam stock market. The cumulative data points observed in this analysis are 468 weeks from January 2011 to December 2019. All the companies listed on Ho Chi Minh City Stock Exchange (HOSE), except the companies under two years period from Initial Public Offering (IPO), are considered. The cumulative number of stocks picked is therefore 350 companies. The VNINDEX, which is the Vietnam Stock Index, is used as a reference index for shrinking to a single-index model. The empirical results show that the shrinkage of covariance matrix for portfolio optimization gives the promising results for the investors on Vietnam stock market. The shrinkage method helps the investors to produce the optimal portfolio in the sense of having higher profit with lower levels of risk compared to the portfolio of the traditional SCM method. Moreover, the portfolio turnover of shrinkage method is always kept at low magnitudes, and this makes the shrinkage portfolios save much transaction costs and reduce the liquidity risks in the trading process. In addition, the ability of shrinkage method in making profit is once again confirmed by the Alpha coefficient that achieves a high positive value.