• 제목/요약/키워드: Stock Image

검색결과 64건 처리시간 0.025초

치과용 스캐닝 시스템의 개발과 가변형 상악용 트레이의 재현성 (Development of Dental Scanning System and Reproduction of Adjustable Upper Dental Impression Tray)

  • 차영엽;엄상호
    • 제어로봇시스템학회논문지
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    • 제16권3호
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    • pp.300-304
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    • 2010
  • This study was performed to development a dental three-dimensional laser scanning system and measure the accuracy of new adjustable upper dental impression tray. The metal stock, individual, and new adjustable stock trays were used for 30 stone casts(10 casts each) duplicated a resin master model of maxilla. The dental stone was poured in a vinyl polysiloxane impressions and allowed to set for on hour. The master model and the duplicated casts were digitized using an dental scanning system. The distance between the reference points were measured and analyzed on the graphic image of 3D graphic software of CATIA. The statistical significance of the differences between the groups was determined by a two-way ANOVA. There were no significant differences between the accuracies of the adjustable stock tray and the master model except only anterior arch width on the upper arch. The adjustable upper stock tray showed clinically acceptable accuracies of the study cast produced by them.

히스토그램 기반의 강인한 계층적 GLOCAL 해쉬 생성 방법 (Robust Hierarchical GLOCAL Hash Generation based on Image Histogram)

  • 최용수;김형중;이달호
    • 전자공학회논문지CI
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    • 제48권1호
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    • pp.133-140
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    • 2011
  • 최근 들어, 웹 응용의 하나로 이미지를 통합 관리하는 이미지 거래소(Image Stock), 이미지 도서관(Image Library)과 같은 응용들이 많이 만들어 지고 있다. 이미지의 등록, 관리, 검색에는 주로 이미지 해쉬라는 기술이 구분자(Identifier)로서 쓰이며 해쉬의 분별력을 높이기 위한 연구들이 많이 진행되어지고 있다. 본 논문에서는 계층적 히스토그램을 이용한 GLOCAL(Global to Local) 이미지 해쉬 생성 방법을 제안하였다. 많은 연구들이 이미지 처리 및 기하학적 공격에 강한 히스토그램 기반의 이미지 해쉬 기법들을 제안하였으며 제안된 논문에서는 GLOCAL 해쉬 생성과 가중치(Weighting Factor)를 적용하여 해쉬의 안정성을 높이는데 기여하였다. GLOCAL 해쉬 생성 방법에 의해 기존의 알고리즘들은 좀더 풍부한 길이의 이미지 해쉬를 생성하였다. 즉, 이미지 해쉬의 근본 목적인 Identification과 Discrimination 이라는 두 가지 목적을 잘 달성하였으며 그 결과는 통계학적 가설 검정 (Statistical Hypothesis Testing)을 통해 기존의 알고리즘과 비교하였으며 대부분의 공격종류에 대해 제안된 알고리즘이 향상된 성능을 보여줌을 확인하였다.

점포내 품절상황에서 소비자 반응행동유형별 결정요인 (Determinants of Consumer Responses to Retail Out-of-Stocks)

  • 전달영;최종래;주영진
    • 한국유통학회지:유통연구
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    • 제16권4호
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    • pp.29-64
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    • 2011
  • 상품의 이용가능성은 소비자 욕구를 충족시킬 수 있는 중요한 점포 능력 중의 하나이다. 그러나 구매하고자 하는 상품이 없는 품절(stockouts)상황이 발생했을때 소비자는 구매의사 결정의 어려움에 직면하고 이러한 어려움은 소비자의 부정적인 반응, 예컨대 점포에 대한 불만족을 야기한다. 본 연구에서는 상품의 이용가능성 상설, 즉 품절상황에서의 소비자 대체선택행동을 이끌어 내는 결정요인들을 파악하여, 이러한 변수들이 품절에 대한 소비자반응과 행동에 어떠한 영향을 미치는가를 규명하고자 한다. 세부적으로 본 연구에서는 기존 연구들과 달리 구매환경의 상황적인 특성(예: 구매 긴급성, 당황정도), 점포 특성(예: 상품구색, 매장편의성), 소비자 특성(예: 브랜드애호도, 점포애호도) 등에 초점을 맞추어 이러한 요인들이 품절시 소비자반응(상품대체, 구매연기, 점포전환 등의 대체선택행동)에 미치는 영향을 실증적으로 밝히는 것을 목적으로 하였다. 특히 본 연구에서는 선행연구에 비해 상품구색, 전반적인 점포 가격 이미지 등의 점포특성 변수들을 추가적으로 고려하여 분석하였다. 이러한 연구목적을 달성하기 위하여 대형할인마트, 슈퍼마켓 등의 다양한 소매업태에서 품절상황을 경험하고 나오는 353명의 소비자들로부터 자료를 수집하여 다항로짓분석(multinomial logit analysis)을 이용하여 연구모형과 연구가설을 검증하였다. 소비자 선택행동에 대한 MNL 모델 추정결과 품절상황에서 상품대체, 구매연기, 점포전환 행동에 대해 구매의 긴급성, 당황 정도, 구매량, 사전 계획구매, 상품구색, 전반적 점포가격 이미지, 브랜드애호도, 점포애호도 요인들이 소비자 선택행동에 유의한 영향을 미치는 것으로 나타났다. 구체적으로 살펴보면, 품절상황시 소비자의 점포 내 상품대체행동을 이끄는 결정요인으로 구매의 긴급성, 당황정도, 구매량, 사전 계획구매, 상품구색의 다양성, 저렴한 점포가격이미지, 브랜드애호도, 점포애호도 등이 유의하였으며, 구매연기를 유도하는 결정요인으로 구매의 긴급성, 구매량, 브랜드애호도 등으로 판명되었다. 품절시 소비자가 다른 점포로 전환하게 하는 요인은 구매의 긴급성, 구매량, 사전 계획구매, 상품구색의 다양성, 저렴한 점포가격이미지, 브랜드애호도, 점포애호도 등으로 파악되었다. 마지막으로 품절시 점포 편의성과 판매원 서비스 요인들은 소비자 대체 행동에 유의한 영향을 주지 못하였다.

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회계정보의 차별적 요인에 관한 실증연구 (An Empirical Study on Differential factors of Accounting Information)

  • 오성근;김현기
    • 경영과정보연구
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    • 제12권
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    • pp.137-160
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    • 2003
  • The association between accounting earnings and the stock price of an entity is the subject that has been most heavily researched during the past 25 years in accounting literature. Researcher's common finding is that there are positive relationships between accounting earnings and stock prices. However, the explanatory power of accounting earnings which was measured by $R^2$ of regression functions used was rather low. To be connected with these low results, The prior studies propose that there will be additional information, errors in variables. This study investigates empirically determinants of earnings response coefficients(ERCs), which measure the correlation between earnings and stock prices, using earnings level / change, as the dependent variable in the return/earnings regression. Specifically, the thesis tests whether the factors such as earnings persistence, growth, systematic risk, image, information asymmetry and firm size. specially, the determinable variables of ERC are explained in detail. The image / information asymmetry variables are selected to be connected with additional information stand point, The debt / growth variables are selected to be connected with errors in variables. In this study, The sample of firms, listed in Korean Stock Exchange was drawn from the KIS-DATA and was required to meet the following criteria: (1) Annual accounting earnings were available over the 1986-1999 period on the KIS-FAS to allow computation of variables parameter; (2) sufficient return data for estimation of market model parameters were available on the KIS-SMAT month returns: (3) each firm had a fiscal year ending in December throughout the study period. Implementation of these criteria yielded a sample of 1,141 firm-year observation over the 10-year(1990-1999) period. A conventional regression specification would use stock returns(abnormal returns) as a dependent variable and accounting earnings(unexpected earnings) changes interacted with other factors as independent variables. In this study, I examined the relation between other factors and the RRC by using reverse regression. For an empirical test, eight hypotheses(including six lower-hypotheses) were tested. The results of the performed empirical analysis can be summarized as follows; The first, The relationship between persistence of earnings and ERC have significance of each by itself, this result accord with one of the prior studies. The second, The relationship between growth and ERC have not significance. The third, The relationship between image and ERC have significance of each by itself, but a forecast code doesn't present. This fact shows that image cost does not effect on market management share, is used to prevent market occupancy decrease. The fourth, The relationship between information asymmetry variable and ERC have significance of each by. The fifth, The relationship between systematic risk$(\beta)$ and ERC have not significance. The sixth, The relationship between debt ratio and ERC have significance of each by itself, but a forecast code doesn't present. This fact is judged that it is due to the effect of financial leverage effect and a tendency of interest.

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딥러닝을 활용한 실시간 주식거래에서의 매매 빈도 패턴과 예측 시점에 관한 연구: KOSDAQ 시장을 중심으로 (A Study on the Optimal Trading Frequency Pattern and Forecasting Timing in Real Time Stock Trading Using Deep Learning: Focused on KOSDAQ)

  • 송현정;이석준
    • 한국정보시스템학회지:정보시스템연구
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    • 제27권3호
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    • pp.123-140
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    • 2018
  • Purpose The purpose of this study is to explore the optimal trading frequency which is useful for stock price prediction by using deep learning for charting image data. We also want to identify the appropriate time for accurate forecasting of stock price when performing pattern analysis. Design/methodology/approach In order to find the optimal trading frequency patterns and forecast timings, this study is performed as follows. First, stock price data is collected using OpenAPI provided by Daishin Securities, and candle chart images are created by data frequency and forecasting time. Second, the patterns are generated by the charting images and the learning is performed using the CNN. Finally, we find the optimal trading frequency patterns and forecasting timings. Findings According to the experiment results, this study confirmed that when the 10 minute frequency data is judged to be a decline pattern at previous 1 tick, the accuracy of predicting the market frequency pattern at which the market decreasing is 76%, which is determined by the optimal frequency pattern. In addition, we confirmed that forecasting of the sales frequency pattern at previous 1 tick shows higher accuracy than previous 2 tick and 3 tick.

데이터 증강을 통한 딥러닝 기반 주가 패턴 예측 정확도 향상 방안 (Increasing Accuracy of Stock Price Pattern Prediction through Data Augmentation for Deep Learning)

  • 김영준;김여정;이인선;이홍주
    • 한국빅데이터학회지
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    • 제4권2호
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    • pp.1-12
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    • 2019
  • 인공지능 기술이 발전하면서 이미지, 음성, 텍스트 등 다양한 분야에 적용되고 있으며, 데이터가 충분한 경우 기존 기법들에 비해 좋은 결과를 보인다. 주식시장은 경제, 정치와 같은 많은 변수에 의해 영향을 받기 때문에, 주식 가격의 움직임 예측은 어려운 과제로 알려져 있다. 다양한 기계학습 기법과 인공지능 기법을 이용하여 주가 패턴을 연구하여 주가의 등락을 예측하려는 시도가 있어왔다. 본 연구는 딥러닝 기법 중 컨볼루셔널 뉴럴 네트워크(CNN)를 기반으로 주가 패턴 예측률 향상을 위한 데이터 증강 방안을 제안한다. CNN은 컨볼루셔널 계층을 통해 이미지에서 특징을 추출하여 뉴럴 네트워크를 이용하여 이미지를 분류한다. 따라서, 본 연구는 주식 데이터를 캔들스틱 차트 이미지로 만들어 CNN을 통해 패턴을 예측하고 분류하고자 한다. 딥러닝은 다량의 데이터가 필요하기에, 주식 차트 이미지에 다양한 데이터 증강(Data Augmentation) 방안을 적용하여 분류 정확도를 향상 시키는 방법을 제안한다. 데이터 증강 방안으로는 차트를 랜덤하게 변경하는 방안과 차트에 가우시안 노이즈를 적용하여 추가 데이터를 생성하였으며, 추가 생성된 데이터를 활용하여 학습하고 테스트 집합에 대한 분류 정확도를 비교하였다. 랜덤하게 차트를 변경하여 데이터를 증강시킨 경우의 분류 정확도는 79.92%였고, 가우시안 노이즈를 적용하여 생성된 데이터를 가지고 학습한 경우의 분류 정확도는 80.98%이었다. 주가의 다음날 상승/하락으로 분류하는 경우에는 60분 단위 캔들 차트가 82.60%의 정확도를 기록하였다.

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가변형 치과 인상용 트레이로 제작된 모형의 재현성에 관한 연구 (ACCURACY OF STONE CAST PRODUCED BY ADJUSTABLE DENTAL IMPRESSION TRAY)

  • 엄상호;오상천
    • 대한치과보철학회지
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    • 제43권4호
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    • pp.453-465
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    • 2005
  • Purpose: This study was performed to measure the accuracy of adjustable dental impression trays by a scanning laser three-dimensional digitizer. Materials and methods: The metal stock, individual, and adjustable stock trays were used for 60 stone casts(10 casts each) duplicated a resin master model of mandible and maxilla. The type IV dental stone was poured in a vinyl polysiloxane impressions and allowed to set for one hour. The master model and the duplicated casts were digitized using an optical digitizer. The distance between the reference points were measured and analyzed on the graphic image of 3-D graphic software(CATIA version 5.0). The statistical significance of the differences between the groups was determined by a two-way ANOVA. Results : There were no significant differences between the accuracies of the adjustable stock tray and the master model except only anterior arch width on the upper arch and the diagonal arch length and arch length on one side of the lower arch. Conclusion: The adjustable stock trays showed clinically acceptable accuracies of the study cast produced by them.

기업의 동반성장 노력이 재무성과에 미치는 영향 (The Impact of Win-Win Growth Effort of Large Firms on Their Financial Performance)

  • 민재형;김범석
    • 경영과학
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    • 제30권2호
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    • pp.79-95
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    • 2013
  • In this study, we empirically examine the impact of win-win growth effort of domestic large firms on their financial performance. Specifically, we classify the financial performance into three aspects such as profitability, stability and efficiency, select corresponding financial ratios to each aspect, and analyze the causal relationship between the firms' win-win growth effort and each of the financial ratios. In addition, we figure out the impact of the firms' win-win growth effort on their stock rate of return. From the analysis, we show that the win-win growth effort has a positive impact on the firms' profitability, stability and stock prices; however, it does not give statistically significant impact on the firms' efficiency with even negative impact on it. These results imply that the firms' win-win growth effort could bring about inefficiency in their business operations, but the effort could increase the firms' profitability and make their financial structure more stable. Furthermore, the effort could enhance the firms' image of leading CSR (corporate social responsibility), which in turn increase their stock values.

The Effects of ESG on Returns : Focusing on Chinese IT Companies

  • Jun-Chen Lin;Ji-Young Kwak
    • International journal of advanced smart convergence
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    • 제12권2호
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    • pp.193-200
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    • 2023
  • This paper selects 100 IT companies listed on the Shenzhen Stock Exchange from 2016 to 2020, and the public announcement in Hwajung collects ESG integrated ratings and grades for each sector and empirically verifies the relationship between ESG ratings and stock returns. Huazheng ESG level data and QIANZHAN database Using corporate financial data, a total of 500 samples were selected through correlation analysis and linear regression analysis with SPSS23 to analyze the effect of ESG on Return. As a result of the analysis, first, the impact on stock returns was found to be a significant positive (+) value for ESG integrated ratings and ratings by E (environment), S (social), and G (governance) sectors, confirming that ESG ratings have a positive mold of corporate stock returns. Currently, the world's major economies have proposed sustainable development strategies and "carbon neutral" goals. Development strategies are very consistent with ESG concepts, and companies that agree and execute ESG concepts may have higher ratings than other companies in the same industry, resulting in certain evaluation premiums. In addition, capital market performance in recent years shows that companies with ESG concepts or "carbon neutrality" concepts are generally considered to have higher growth potential and stronger anti-risk capabilities in the market. For listed companies, they should focus on ESG investment, improve ESG performance, and actively disclose related information to investors. Improving ESG performance should deliver positive information to society, enhance corporate image, increase market confidence in the future development of listed companies, and positively improve corporate value to actively increase financial, financial, trading, and other aspects of negotiation.

The Effects of ESG on Returns : Focusing on Chinese IT Companies

  • Jun-Chen Lin;Ji-Young Kwak
    • International Journal of Advanced Culture Technology
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    • 제11권2호
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    • pp.389-396
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    • 2023
  • This paper selects 100 IT companies listed on the Shenzhen Stock Exchange from 2016 to 2020, and the public announcement in Hwajung collects ESG integrated ratings and grades for each sector and empirically verifies the relationship between ESG ratings and stock returns. Huazheng ESG level data and QIANZHAN database Using corporate financial data, a total of 500 samples were selected through correlation analysis and linear regression analysis with SPSS23 to analyze the effect of ESG on Return. As a result of the analysis, first, the impact on stock returns was found to be a significant positive (+) value for ESG integrated ratings and ratings by E (environment), S (social), and G (governance) sectors, confirming that ESG ratings have a positive mold of corporate stock returns. Currently, the world's major economies have proposed sustainable development strategies and "carbon neutral" goals. Development strategies are very consistent with ESG concepts, and companies that agree and execute ESG concepts may have higher ratings than other companies in the same industry, resulting in certain evaluation premiums. In addition, capital market performance in recent years shows that companies with ESG concepts or "carbon neutrality" concepts are generally considered to have higher growth potential and stronger anti-risk capabilities in the market. For listed companies, they should focus on ESG investment, improve ESG performance, and actively disclose related information to investors. Improving ESG performance should deliver positive information to society, enhance corporate image, increase market confidence in the future development of listed companies, and positively improve corporate value to actively increase financial, financial, trading, and other aspects of negotiation.