• Title/Summary/Keyword: Thesis Data

Search Result 968, Processing Time 0.033 seconds

A Study on Automated Stock Trading based on Volatility Strategy and Fear & Greed Index in U.S. Stock Market (미국주식 매매의 변동성 전략과 Fear & Greed 지수를 기반한 주식 자동매매 연구)

  • Sunghyuck Hong
    • Advanced Industrial SCIence
    • /
    • v.2 no.3
    • /
    • pp.22-28
    • /
    • 2023
  • In this study, we conducted research on the automated trading of U.S. stocks through a volatility strategy using the Fear and Greed index. Volatility in the stock market is a common phenomenon that can lead to fluctuations in stock prices. Investors can capitalize on this volatility by implementing a strategy based on it, involving the buying and selling of stocks based on their expected level of volatility. The goal of this thesis is to investigate the effectiveness of the volatility strategy in generating profits in the stock market.This study employs a quantitative research methodology using secondary data from the stock market. The dataset comprises daily stock prices and daily volatility measures for the S&P 500 index stocks. Over a five-year period spanning from 2016 to 2020, the stocks were listed on the New York Stock Exchange (NYSE). The strategy involves purchasing stocks from the low volatility group and selling stocks from the high volatility group. The results indicate that the volatility strategy yields positive returns, with an average annual return of 9.2%, compared to the benchmark return of 7.5% for the sample period. Furthermore, the findings demonstrate that the strategy outperforms the benchmark return in four out of the five years within the sample period. Particularly noteworthy is the strategy's performance during periods of high market volatility, such as the COVID-19 pandemic in 2020, where it generated a return of 14.6%, as opposed to the benchmark return of 5.5%.

A Study on the Improvement Direction of Selection Evaluation Indicators for the Land Transport Technology Commercialization Support Project: Focusing on the Follow-up Project Linkage Plan (국토교통기술사업화지원사업 선정평가 지표 개선방안 연구: 후속사업 연계 방안을 중심으로)

  • Hyung-Wook Shim;Seok-Ki Cha;Seung-Hee Back
    • Journal of Industrial Convergence
    • /
    • v.20 no.12
    • /
    • pp.87-96
    • /
    • 2022
  • The Ministry of Land, Infrastructure and Transport has also been promoting the commercialization of land transport technology to commercialize the technologies owned by small and medium-sized venture companies, and to support the transfer and commercialization of public technologies. At this point, in order to improve the investment effect of subsequent new projects and to select excellent research institutes, it is necessary to establish a valid evaluation index system suitable for the purpose of the project. The evaluation index system for subsequent new projects should be linked to the project objectives and goals of the preceding project, and should be selected in consideration of existing evaluation indicators to prevent interruption of research results. Therefore, this thesis sets the evaluation index system into multiple scenarios through hierarchical cluster analysis using the evaluation result data for each evaluation committee for small and medium venture companies participating in the land transportation technology commercialization support project, and then analyzes the structural equation model. As a result of scenario analysis, considering the measurement effect of each path representing the causal relationship between evaluation indicators and the effect of each evaluation index on evaluation items, the scenario with the highest impact on the evaluation result was selected as an improvement plan.

Analysis of Occupational Therapy Intervention Studies for Improvement of Neglect: Single Subject Study (편측무시 개선을 위한 작업치료 중재 연구 분석: 국내 단일대상연구 중심으로)

  • Kim, Jin-Yeong;Youn, Sae-Woong;Choi, Yoo-Im
    • Therapeutic Science for Rehabilitation
    • /
    • v.12 no.2
    • /
    • pp.9-23
    • /
    • 2023
  • Objective : Among the studies using neglect interventions in the field of occupational therapy, this study was conducted to confirm the contents and characteristics of literature applying single-subject studies, and to analyze the intervention effect and quality level. Methods : This study is a systematic review, and the single subject study published in academic journals for the last 10 years. Results : As a result of the thesis analysis, it was conducted on stroke, and the removal design with seven studies, and two studies were multiple baseline designs. As a result of analyzing the size of the intervention effect applied to neglect, 'highly effective' was found seven times, 'fairly effective' 18 times, 'questionable effective' five times, and 'unreliable effective' six times. As a result of the quality level, there were no studies with low level, with six high level and three medium level. Conclusion : As a result of the study, various methods were applied to neglect interventions. It is thought that this study will provide basic data for evidence-based interventions.

The Design and implementation of parallel processing system using the $Nios^{(R)}$ II embedded processor ($Nios^{(R)}$ II 임베디드 프로세서를 사용한 병렬처리 시스템의 설계 및 구현)

  • Lee, Si-Hyun
    • Journal of the Korea Society of Computer and Information
    • /
    • v.14 no.11
    • /
    • pp.97-103
    • /
    • 2009
  • In this thesis, we discuss the implementation of parallel processing system which is able to get a high degree of efficiency(size, cost, performance and flexibility) by using $Nios^{(R)}$ II(32bit RISC(Reduced Instruction Set Computer) processor) embedded processor in DE2-$70^{(R)}$ reference board. The designed Parallel processing system is master-slave, shared memory and MIMD(Mu1tiple Instruction-Multiple Data stream) architecture with 4-processor. For performance test of system, N-point FFT is used. The result is represented speed-up as follow; in the case of using 2-processor(core), speed-up is shown as average 1.8 times as 1-processor's. When 4-processor, the speed-up is shown as average 2.4 times as it's.

Analysis of Creativity Research Trends Related to Early Childhood Teachers : Focusing on Domestic Thesis (유아 교사 관련 창의성 연구 동향 분석 : 국내 학위 논문 중심으로)

  • Munjung Kim
    • Journal of Christian Education in Korea
    • /
    • v.73
    • /
    • pp.73-91
    • /
    • 2023
  • This study aims to provide basic data for revitalizing creativity research related to early childhood teachers by analyzing creativity research related to early childhood teachers. For this study, 103 master's and doctoral dissertations in Korea, which were searched through the National Assembly Library and the Research Information Sharing Service (RISS), were selected under the themes of 'early childhood teacher', 'creativity', and 'creativity research trends'. The frequency and percentage were calculated by analyzing creativity research related to early childhood teachers with five criteria: research period, research content, research method, research subject, and creativity factor. As a result of the study, first, as for the trends of creativity research related to early childhood teachers, 91 master's theses (88.3%) and 12 doctoral theses (11.7%) were conducted from 1991 to 2022, focusing on master's theses. Second, trends by research content were found in 20 basic studies (19.4%) and 83 practical studies (80.6%). Creativity research related to early childhood teachers is being actively conducted centering on practical research. Third, trends by research method showed 96 quantitative studies (93.2%), 7 qualitative studies (6.8%), and 0 literature studies (0%). Creativity studies related to early childhood teachers were being conducted with a focus on quantitative research. Fourth, the trend by research subject consisted of 100 studies (97.1%) related to early childhood teachers and 3 studies (2.9%) related to pre-service early childhood teachers. Fifth, trends by creativity factor were found in 56 studies (54.4%) related to teacher's variables and 47 studies (45.6%) related to creativity education methods. Studies related to teacher's variables were relatively higher than creativity education methods. As a result of this study, there is a lack of Christian education research in creativity research related to early childhood teachers, so it is expected that it will be done in the future.

A Comparative Study on Prediction Performance of the Bankruptcy Prediction Models for General Contractors in Korea Construction Industry

  • Seung-Kyu Yoo;Jae-Kyu Choi;Ju-Hyung Kim;Jae-Jun Kim
    • International conference on construction engineering and project management
    • /
    • 2011.02a
    • /
    • pp.432-438
    • /
    • 2011
  • The purpose of the present thesis is to develop bankruptcy prediction models capable of being applied to the Korean construction industry and to deduce an optimal model through comparative evaluation of final developed models. A study population was selected as general contractors in the Korean construction industry. In order to ease the sample securing and reliability of data, it was limited to general contractors receiving external audit from the government. The study samples are divided into a bankrupt company group and a non-bankrupt company group. The bankruptcy, insolvency, declaration of insolvency, workout and corporate reorganization were used as selection criteria of a bankrupt company. A company that is not included in the selection criteria of the bankrupt company group was selected as a non-bankrupt company. Accordingly, the study sample is composed of a total of 112 samples and is composed of 48 bankrupt companies and 64 non-bankrupt companies. A financial ratio was used as early predictors for development of an estimation model. A total of 90 financial ratios were used and were divided into growth, profitability, productivity and added value. The MDA (Multivariate Discriminant Analysis) model and BLRA (Binary Logistic Regression Analysis) model were used for development of bankruptcy prediction models. The MDA model is an analysis method often used in the past bankruptcy prediction literature, and the BLRA is an analysis method capable of avoiding equal variance assumption. The stepwise (MDA) and forward stepwise method (BLRA) were used for selection of predictor variables in case of model construction. Twenty two variables were finally used in MDA and BLRA models according to timing of bankruptcy. The ROC-Curve Analysis and Classification Analysis were used for analysis of prediction performance of estimation models. The correct classification rate of an individual bankruptcy prediction model is as follows: 1) one year ago before the event of bankruptcy (MDA: 83.04%, BLRA: 93.75%); 2) two years ago before the event of bankruptcy (MDA: 77.68%, BLRA: 78.57%); 3) 3 years ago before the event of bankruptcy (MDA: 84.82%, BLRA: 91.96%). The AUC (Area Under Curve) of an individual bankruptcy prediction model is as follows. : 1) one year ago before the event of bankruptcy (MDA: 0.933, BLRA: 0.978); 2) two years ago before the event of bankruptcy (MDA: 0.852, BLRA: 0.875); 3) 3 years ago before the event of bankruptcy (MDA: 0.938, BLRA: 0.975). As a result of the present research, accuracy of the BLRA model is higher than the MDA model and its prediction performance is improved.

  • PDF

Hybrid Offloading Technique Based on Auction Theory and Reinforcement Learning in MEC Industrial IoT Environment (MEC 산업용 IoT 환경에서 경매 이론과 강화 학습 기반의 하이브리드 오프로딩 기법)

  • Bae Hyeon Ji;Kim Sung Wook
    • KIPS Transactions on Computer and Communication Systems
    • /
    • v.12 no.9
    • /
    • pp.263-272
    • /
    • 2023
  • Industrial Internet of Things (IIoT) is an important factor in increasing production efficiency in industrial sectors, along with data collection, exchange and analysis through large-scale connectivity. However, as traffic increases explosively due to the recent spread of IIoT, an allocation method that can efficiently process traffic is required. In this thesis, I propose a two-stage task offloading decision method to increase successful task throughput in an IIoT environment. In addition, I consider a hybrid offloading system that can offload compute-intensive tasks to a mobile edge computing server via a cellular link or to a nearby IIoT device via a Device to Device (D2D) link. The first stage is to design an incentive mechanism to prevent devices participating in task offloading from acting selfishly and giving difficulties in improving task throughput. Among the mechanism design, McAfee's mechanism is used to control the selfish behavior of the devices that process the task and to increase the overall system throughput. After that, in stage 2, I propose a multi-armed bandit (MAB)-based task offloading decision method in a non-stationary environment by considering the irregular movement of the IIoT device. Experimental results show that the proposed method can obtain better performance in terms of overall system throughput, communication failure rate and regret compared to other existing methods.

The Application of Customer Relationship Management for the Effective Prenatal Care (효과적인 산전관리를 위한 고객관계관리(CRM)의 도입)

  • Shin, Sook;Paik, Soo-Kyung;Kang, Sung-Hong;Kim, Yu-Mi
    • Korea Journal of Hospital Management
    • /
    • v.10 no.1
    • /
    • pp.93-114
    • /
    • 2005
  • The prenatal care is the preventive medical service to help the pregnant mother deliver the healthy baby. It's regular examines give some chances to check-up the healthy conditions. This thesis concentrates on the CRM system to support an effective prenatal care system and prove the effectiveness of it. As CRM is the adapted management related to the customer's own information, it is important to develop the CRM model classified by the patients characteristics. A general hospital in Busan operated the CRM system to carry out the effective prenatal care and there is an analysis to ensure the effectiveness of CRM system for the pregnant women in our maternity ward. The results can be summarized as follows: 1) According to the comparisons with the CRM system, we can conclude the system is desirable. (1) Maternal Age : In the age distribution, the prenatal visit frequency, triple marker freqency, oral GTT and targeted ultrasonography in the experimental group in 30 to 34 years old is higher on the whole. For over 35 years old group, the higher frequency comes out in the oral GTT and targeted ultrasonography and for 25 to 29 years old group the different figure shows just in the targeted ultrasonography. (2) Area of residence: There is a clear difference in all the items in Busan and near area but no sign of difference in prenatal visits and oral GTT in other residencial area. Especially in the targeted ultrasonography the higher figure shows in the experimental group located in the both areas. The targeted ultrasonography is known as the specific examination which should be examined by the specialists, on the contrary the other examinations can be operated in the small clinic. So the public information and seminars related with ultrasonography increases the check-up frequency. The clinic requests some ultrasonographical examinations to the specialists in general hospital. (3) Parity: The clear difference shows that the CRM system causes the prenatal visit frequency to become higher in experimental group. The figure is 9.7 times and 8.6 times each. This is opposite that the past study said multiparity reduced the average prenatal visits. But the result of CRM is considered as the method to help the multiparity understand the importance of the prenatal care. (4) Obstetrical history: In the experimental group of the spontaneous delivery group, the figure is higher in the prenatal visit frequency, triple marker, oral GTT and targeted ultrasonography but the Caesarean section delivery group has higher figure in targeted ultrasonography. (5) In the first check-up, the rate of targeted ultrasonography in under 16 week pregnancy, in the 16 week pregnancy to 32 week pregnancy and the over 32 week pregnancy in the experimental group is upper than the compared one. For the oral GTT, there is a difference in under 16 week pregnancy but no difference in prenatal visits and triple marker. 2) The analysis of characteristics of prenatal care through the decision tree resulted in the fact that the most important variable is the residential area. After the delivery frequency is following, the obstetrical history and maternal age are in order. It is the same result in the triple marker and oral GTT. Consequently it is the same order of important variables in CRM system. The effectiveness of CRM system is proved in this study. The CRM system is a marketing method to control and lead the customers through the segmentation of customer data. It increases the new customer aquisition, maintenance of loyal customers, augmentation of customers value, activation of potential customers and creation of life time customers. So eventually it can enlarge the customers value. The medical institution should make efforts to establish the data base enforced by the customer's information on the underlying ordinary data system to carry out the CRM system effectively. In addition, it should develop the a variety of marketing strategy in order to set up one to one marketing satisfying the needs of individual patients.

  • PDF

A study on physical examination of middle school students (중학교 체질검사 실태에 관한 연구)

  • Park, Sung-Hee
    • Journal of the Korean Society of School Health
    • /
    • v.14 no.1
    • /
    • pp.131-143
    • /
    • 2001
  • The primary aim of this dissertation is to contribute to the improvement of methods in physical examination by providing quality information for the current school system and advice for improving status. Present status, controversial points and possible remedies in physical examination were analyzed on a frequency and percentage basis. An $x^2$-test was used to verify the statistics between the results from the examination and each variable. In case of multiple categories of variables, an $x^2$ cs was adopted. Chronological data as well as both total and sampling physical examination data verified the statistics using an $x^2$-test. This thesis is based both on the data from middle school health care specialists in Gyunggi Province and on the analysis of physical examinations reported from local schools to the municipal education agency from 1997 to 1999. The results of the study are as follows: First, according to the survey, only 29.0% of the total schools had their school doctors examine all the students while most of the educational institutions failed to implement the whole process of physical examination on the list. It also turned out that the more students the schools have, the lower the rate of implementation of physical examination by school doctors(p=0.014). Second, the average time a school doctor spends for checkup turned out to be approximately 1.7 minutes per student This means that the quality of the physical examination is not guaranteed in the process. Third, 47.7% of those surveryed say that a dental examination was performed, each taking 21.24 seconds on average. In addition, it shows that some 31.5% wanted to have a task force team for dental checkups at the local health center. Given the fact that dental caries among students is progressively on the rise, the dental health centers that are now set up in some elementary schools should be expanded to cover the whole educational institution in order to raise awareness of the importance of dental care. Fourth, 48.5% of those surveyed say that a comprehensive physical examination should be adopted to promote the health of high schoolers. Since it takes a lot of public funds to implement a comprehensive method, it is essential to make sure that in-depth studies should be based on the frequency and methods of physical examination. Fifth, regarding such diseases among 3rd year middle school students in 1999, statistics shows that there was a slight difference in the prevalence rate of color blindness, and allergic diseases for male students ; and color blindness, hearing disturbance and allergic disease for female students. For those items, however, it is too little to say that there is a significant difference and accordingly it is assumed to be a problem of the measuring process. Sixth, the result of analysis on the sample physical examination and the total physical examination of the year 1999 shows as follows: For male students in the 3rd year of middle school, a slight difference appeared to those students in 11 items including eye problems and eye disease, otitis media, tonsillar hypertrophy, spinal shape, respiratory urinary allergic disease and other abnormal diseases(p<0.05). Particularly, the prevalence rate between students with and without disease was shown to be two times more in the following: eye problems, otitis media, tonsill hypertrophy, allergic diseases, etc. For female students in the 3rd year, prevalence rate showed little difference in 14 items(p<0.05). For items including eye problem, otitis media, tonsill hypertrophy, allergic disease, etc. it was shown that the rate was two times more between students with and without diseases. Physical examinations under the current school system are not producing any fundamental results for the health of the students. Methods and results are not trustworthy. Accordingly, a drastic overhaul of the current practices is needed in frequency, methods and items on the list in order to promote the health of the students. Cost-benefit studies as well as political considerations to ensure the development of efficient methods for physical examination are urgently needed at this moment.

  • PDF

Development Plan of Guard Service According to the LBS Introduction (경호경비 발전전략에 따른 위치기반서비스(LBS) 도입)

  • Kim, Chang-Ho;Chang, Ye-Chin
    • Korean Security Journal
    • /
    • no.13
    • /
    • pp.145-168
    • /
    • 2007
  • Like to change to the information-oriented society, the guard service needs to be changed. The communication and hardware technology develop rapidly and according to the internet environment change from cable to wireless, modern person can approach every kinds of information service using wireless communication machinery which can be moved such as laptop, computer, PDA, mobile phone and so on, LBS field which presents the needing information and service at anytime, anywhere, and which kinds of device expands it's territory all the more together with the appearance of ubiquitous concept. LBS use the chip in the mobile phone and make to confirm the position of the joining member anytime within several tens centimeters to hundreds meters. LBS can be divided by the service method which use mobile communication base station and apply satellite. Also each service type can be divided by location chase service, public safe service, location based information service and so on, and it is the part which will plan with guard service development. It will be prospected 8.460 hundred million in 2005 years and 16.561 hundred million in 2007 years scale of market. Like this situation, it can be guessed that the guard service has to change rapidly according to the LBS application. Study method chooses documentary review basically, and at first theory method mainly uses the second documentary examination which depends on learned journal and independent volume which published in the inside and the outside of the country, internet searching, other kinds of all study report, statute book, thesis which published at public order research institute of the Regional Police Headquarter, police operation data, data which related with statute, documents and statistical data which depend on private guard company and so on. So the purpose of the study gropes in accordance with the LBS application, and present the problems and improvement method to analyze indirect of manager side of operate guard adaptation service of LBS, government side which has to activate LBS, systematical, operation management, manpower management and education training which related with guard course side which has to study and educate in accordance with application of the new guard service, as well as intents to excellent quality service of guard.

  • PDF