• Title/Summary/Keyword: Success Prediction

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Predicting The Direction of The Daily KOSPI Movement Using Neural Networks For ETF Trades (신경회로망을 이용한 일별 KOSPI 이동 방향 예측에 의한 ETF 매매)

  • Hwang, Heesoo
    • Journal of the Korea Convergence Society
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    • v.10 no.4
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    • pp.1-6
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    • 2019
  • Neural networks have been used to predict the direction of stock index movement from past data. The conventional research that predicts the upward or downward movement of the stock index predicts a rise or fall even with small changes in the index. It is highly likely that losses will occur when trading ETFs by use of the prediction. In this paper, a neural network model that predicts the movement direction of the daily KOrea composite Stock Price Index (KOSPI) to reduce ETF trading losses and earn more than a certain amount per trading is presented. The proposed model has outputs that represent rising (change rate in index ${\geq}{\alpha}$), falling (change rate ${\leq}-{\alpha}$) and neutral ($-{\alpha}$ change rate < ${\alpha}$). If the forecast is rising, buy the Leveraged Exchange Traded Fund (ETF); if it is falling, buy the inverse ETF. The hit ratio (HR) of PNN1 implemented in this paper is 0.720 and 0.616 in the learning and the evaluation respectively. ETF trading yields a yield of 8.386 to 16.324 %. The proposed models show the better ETF trading success rate and yield than the neural network models predicting KOSPI.

A study on frost prediction model using machine learning (머신러닝을 사용한 서리 예측 연구)

  • Kim, Hyojeoung;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.35 no.4
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    • pp.543-552
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    • 2022
  • When frost occurs, crops are directly damaged. When crops come into contact with low temperatures, tissues freeze, which hardens and destroys the cell membranes or chloroplasts, or dry cells to death. In July 2020, a sudden sub-zero weather and frost hit the Minas Gerais state of Brazil, the world's largest coffee producer, damaging about 30% of local coffee trees. As a result, coffee prices have risen significantly due to the damage, and farmers with severe damage can produce coffee only after three years for crops to recover, which is expected to cause long-term damage. In this paper, we tried to predict frost using frost generation data and weather observation data provided by the Korea Meteorological Administration to prevent severe frost. A model was constructed by reflecting weather factors such as wind speed, temperature, humidity, precipitation, and cloudiness. Using XGB(eXtreme Gradient Boosting), SVM(Support Vector Machine), Random Forest, and MLP(Multi Layer perceptron) models, various hyper parameters were applied as training data to select the best model for each model. Finally, the results were evaluated as accuracy(acc) and CSI(Critical Success Index) in test data. XGB was the best model compared to other models with 90.4% ac and 64.4% CSI, followed by SVM with 89.7% ac and 61.2% CSI. Random Forest and MLP showed similar performance with about 89% ac and about 60% CSI.

Availability of the metapopulation theory in research of biological invasion: Focusing on the invasion success (침입생물 연구에 대한 메타개체군 이론의 활용 가능성: 침입 성공을 중심으로)

  • Jaejun Song;Jinsol Hong;Kijong Cho
    • Korean Journal of Environmental Biology
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    • v.40 no.4
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    • pp.525-549
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    • 2022
  • The process of biological invasion is led by the dynamics of a population as a demographic and evolutionary unit. Spatial structure can affect the population dynamics, and it is worth being considered in research on biological invasion which is always accompanied by dispersal. Metapopulation theory is a representative approach to spatially structured populations, which is chiefly applied in the field of ecology and evolutionary biology despite the controversy about its definition. In this study, metapopulation was considered as a spatially structured population that includes at least one subpopulation with significant extinction probability. The early phase of the invasion is suitable to be analyzed in aspects of the metapopulation concept because the introduced population usually has a high extinction probability, and their ecological·genetic traits determining the invasiveness can be affected by the metapopulation structure. Although it is important in the explanation of the prediction of the invasion probability, the metapopulation concept is rarely used in ecological research about biological invasion in Korea. It is expected that applying the metapopulation theory can supply a more detailed investigation of the invasion process at the population level, which is relatively inadequate in Korea. In this study, a framework dividing the invasive metapopulation into long- and middle-distance scales by the relative distance of movement to the natural dispersal range of species is proposed to easily analyze the effect of a metapopulation in real cases. Increased understanding of the mechanisms underlying invasions and improved prediction of future invasion risk are expected with the metapopulation concept and this framework.

The Role of PK/PD Modeling and Simulation in Model-based New Drug Development (모델 기반학적 신약개발에서 약동/약력학 모델링 및 시뮬레이션의 역할)

  • Yun, Hwi-Yeol;Baek, In-Hwan;Seo, Jeong-Won;Bae, Kyung-Jin;Lee, Mann-Hyung;Kang, Won-Ku;Kwon, Kwang-Il
    • Korean Journal of Clinical Pharmacy
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    • v.18 no.2
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    • pp.84-96
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    • 2008
  • In the recent, pharmacokinetic (PK)/pharmacodynamic (PD) modeling has appeared as a critical path tools in new drug development to optimize drug efficacy and safety. PK/PD modeling is the mathematical approaches of the relationships between PK and PD. This approach in new drug development can be estimated inaccessible PK and PD parameters, evaluated competing hypothesis, and predicted the response under new conditions. Additionally, PK/PD modeling provides the information about systemic conditions for understanding the pharmacology and biology. These advantages of PK/PD model development are to provide the early decision-making information in new drug development process, and to improve the prediction power for the success of clinical trials. The purpose of this review article is to summarize the PK/PD modeling process, and to provide the theoretical and practical information about widely used PK/PD models. This review also provides model schemes and the differential equations for the development of PK/PD model.

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The Evaluation of Hydrodynamic Resistance and Motion Response Characteristics of Platform Supply Vessel (해양플랜트지원선의 저항성능과 운동응답특성에 관한 연구)

  • Seo, Kwang-Cheol;Gim, Ok-Sok;Ryu, Youn-Chul;Atlar, Mehmt;Lee, Gyoung-Woo
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.19 no.4
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    • pp.397-402
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    • 2013
  • In this study, numerical hull form development of a platform supply vessel, a full scale with the overall length of 26.75m, was performed to predict a bare-hull resistance and a large scale of model tests with a 1/10 scaled model were conducted to verify the success of numerical results. Numerical analysis on heave and pitch motion as a function of encounter frequency and ship's speed for the prediction of seakeeping characteristics are also presented. The experiment results of resistance agreed well with numerical analysis. As a result in the motion response characteristics, the heave RAO indicates high values with the range of encounter frequency 1.8~2.0. The Pitch RAO indicates high motion response characteristics at Beaufort scale No. 3 and 4 in rough seas.

Neurological Dynamic Development Cycles of Abstractions in Math Learning (수학학습의 추상적 개념발달에 대한 뇌신경학적 역동학습 연구)

  • Kwon, Hyungkyu
    • Journal of The Korean Association of Information Education
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    • v.18 no.4
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    • pp.559-566
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    • 2014
  • This is to understand the neurological dynamic cognitive processes of math learning based on the abstract mappings( level A2), abstract systems(level A3), and single principles(level A4), which are principles of Fischer's cognitive development theory. Math learning requires flexibility to adapt existing brain function in selecting new neurophysiological activities to learn desired knowledge. This study suggests a general statistical framework for the identification of neurological patterns in different abstract learning change with optimal support. We expected that functional brain networks derived from a simple math learning would change dynamically during the supportive learning associated with different abstract levels. Task based patterns of the brain structure and function on representations of underlying connectivity suggests the possible prediction for the success of the supportive learning.

Functional Reliability Estimation of Pin Pullers Based on a Probit Model (프로빗 모델 기반 핀풀러의 작동 신뢰도 추정)

  • Mun, Byeong Min;Lee, Chinuk;Kim, Nam-ho;Choi, Chang-Sun;Kim, Zaeill;Bae, Suk Joo
    • Journal of the Korea Institute of Military Science and Technology
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    • v.20 no.2
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    • pp.225-230
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    • 2017
  • To generate mechanical movements in one-shot devices such as missiles and space launch vehicles, pyrotechnic mechanical device(PMD) such as pin pullers using pyrotechnic charge has been widely used. Reliability prediction of pin pullers is crucial to successfully execute target missions for the one-shot devices. Because the pin pullers require destructive tests to evaluate their reliability, one would need about 3,000 samples of success to guarantee a reliability of 99.9 % with a confidence level of 95 %. This paper suggests the application of a probit model using the charge amount as a functional parameter for estimation of functional reliability of pin puller. To guarantee target reliability, we propose estimation methods of the lower bound of functional reliability by applying the probit model. Given lower bound of functional reliability, we quantitatively show that the optimum amount of charge increases as the number of samples decreases. Along with a variety of simulations the validity of our new model via real test results is confirmed.

Theoretical Proposal and Consideration on Longitudinal Study of Entrepreneurial Gifted Youth (기업영재 종단연구의 이론적 제안 및 고찰)

  • Choi, MinGyeong;Lee, KyungPyo
    • Journal of Gifted/Talented Education
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    • v.23 no.5
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    • pp.793-815
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    • 2013
  • Research on entrepreneurial gifted youth who have immense potential within the national economy in the near future is critical. The purpose of this article is to establish the proper goal and direction of longitudinal study on entrepreneurial gifted youth and to identify substantial research problems. In order to do a theoretical inspection around preceeding research related with the field, longitudinal study of entrepreneurial youth (including gifted education and entrepreneurship) was executed. As a result, the goal, 'the verification of whether entrepreneurs can be cultivated by educational interventions' was derived as an appropriate research direction. Also, 4 major research problems are presented: (1) Description of the features of entrepreneurial gifted youth and their developmental pattern, (2) Explanation of the effects of educational intervention on intensifying entrepreneurial giftedness, (3) Prediction which identifies the factors that influence the youths' success as eminent entrepreneurs, and (4) Control over promoting talented individuals and refining relevant policy and institutions. Implications and further research directions are also discussed.

New Method to Quantify Re-call Compliance during Supportive Periodontal Therapy (유지치주치료 환자에서 재내원 협조도를 수량화 시키는 새로운 방법)

  • Jung, Su-Hyeon;Jo, Seung-Gi;Chang, Hee-Yung;You, Hyung-Keun;Pi, Sung-Hee
    • The Journal of the Korean dental association
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    • v.57 no.12
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    • pp.736-746
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    • 2019
  • Supportive periodontal therapy(SPT) is essential for the long-term success of periodontal treatment. A patient's compliance with SPT is one of the most important factors affecting periodontal status. There are few studies quantifying compliance with SPT. The aim of this study is to quantify patient's compliance using new method and evaluate tooth loss depending on patient's supportive periodontal treatment compliance index(SPTCI) with SPT. This study included subjects diagnosed with generalized moderate to severe chronic periodontitis, who had completed active periodontal treatment and had SPT over 5 years in Wonkwang university dental hospital. Chart review and radiography analysis were performed. To quantify compliance, SPTCI representing average of gap between recommended schedules and actual visits has been used and evaluated with tooth loss. Mean period of SPT was 8.9 years and mean SPTCI was about 120. In statical analysis, patients who have higher SPTCI with SPT are more likely to have higher rate of tooth loss. Under SPTCI of 120, there were no significant co-relation between SPTCI and tooth loss. Patients diagnosed with moderate chronic periodontitis have significant co-relation between SPTCI and tooth loss, whereas patients diagnosed with severe chronic periodontitis have no co-relation. SPTCI, new method of quantifying compliance in this study, affected to tooth loss. This study suggests that using SPTCI could be helpful for prediction of tooth loss and be used to determine the interval of visit.

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Defect Severity-based Ensemble Model using FCM (FCM을 적용한 결함심각도 기반 앙상블 모델)

  • Lee, Na-Young;Kwon, Ki-Tae
    • KIISE Transactions on Computing Practices
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    • v.22 no.12
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    • pp.681-686
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    • 2016
  • Software defect prediction is an important factor in efficient project management and success. The severity of the defect usually determines the degree to which the project is affected. However, existing studies focus only on the presence or absence of a defect and not the severity of defect. In this study, we proposed an ensemble model using FCM based on defect severity. The severity of the defect of NASA data set's PC4 was reclassified. To select the input column that affected the severity of the defect, we extracted the important defect factor of the data set using Random Forest (RF). We evaluated the performance of the model by changing the parameters in the 10-fold cross-validation. The evaluation results were as follows. First, defect severities were reclassified from 58, 40, 80 to 30, 20, 128. Second, BRANCH_COUNT was an important input column for the degree of severity in terms of accuracy and node impurities. Third, smaller tree number led to more variables for good performance.