• Title/Summary/Keyword: fundamental parameters

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A Case of Establishing Robo-advisor Strategy through Parameter Optimization (금융 지표와 파라미터 최적화를 통한 로보어드바이저 전략 도출 사례)

  • Kang, Mincheal;Lim, Gyoo Gun
    • Journal of Information Technology Services
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    • v.19 no.2
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    • pp.109-124
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    • 2020
  • Facing the 4th Industrial Revolution era, researches on artificial intelligence have become active and attempts have been made to apply machine learning in various fields. In the field of finance, Robo Advisor service, which analyze the market, make investment decisions and allocate assets instead of people, are rapidly expanding. The stock price prediction using the machine learning that has been carried out to date is mainly based on the prediction of the market index such as KOSPI, and utilizes technical data that is fundamental index or price derivative index using financial statement. However, most researches have proceeded without any explicit verification of the prediction rate of the learning data. In this study, we conducted an experiment to determine the degree of market prediction ability of basic indicators, technical indicators, and system risk indicators (AR) used in stock price prediction. First, we set the core parameters for each financial indicator and define the objective function reflecting the return and volatility. Then, an experiment was performed to extract the sample from the distribution of each parameter by the Markov chain Monte Carlo (MCMC) method and to find the optimum value to maximize the objective function. Since Robo Advisor is a commodity that trades financial instruments such as stocks and funds, it can not be utilized only by forecasting the market index. The sample for this experiment is data of 17 years of 1,500 stocks that have been listed in Korea for more than 5 years after listing. As a result of the experiment, it was possible to establish a meaningful trading strategy that exceeds the market return. This study can be utilized as a basis for the development of Robo Advisor products in that it includes a large proportion of listed stocks in Korea, rather than an experiment on a single index, and verifies market predictability of various financial indicators.

An Acoustic Analysis and Perceptual Study of Korean Vowels Produced by Transgenders and Noraml Adults (성전환자와 정상인이 발성한 모음의 음향분석과 지각실험)

  • Jo, Sung-Mi;Jeong, Ok-Ran
    • Speech Sciences
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    • v.10 no.3
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    • pp.145-155
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    • 2003
  • This study compared $F_{0}$ and the first three formants of eight Korean monophthongs produced by nine transgenders (male to female) to those of eighteen normal adults. Voice analysis was done by Praat (version 4.049). A one-way ANOVA with Tukey HSD post hoc tests were performed to determine statistical differences in $F_{0}$ and formant values obtained from transgenders, and normal male and female subjects. Results indicated that there was no significant difference in $F_{1}$ of /u/, /$\Lambda$/, and /o/, $F_{2}$ of /u/, /$\Lambda$/, and /i/ and $F_{3}$ of /u/ among the 3 groups (transgenders, normal males and normal females). However, in the comparison of transgenders vs. males, a significant difference was observed in $F_{0}$ of /o/, and $F_{2}$ of /i/, /a/, /e/, and /${\ae}$/ and $F_{3}$ of /e/. Furthermore, in the comparison of transgenders vs. females, a significant difference was also observed in $F_{0}$ of all vowels, $F_{1}$ of /i/, /$\alpha$/, /e/, /${\ae}$/, and /i/. $F_{2}$ of /i/, and /${\ae}$/, and $F_{3}$ of /i/, /$\alpha$/, /$\Lambda$/, /e/, /${\ae}$/, /i/, and /o/. Also, perceptual judgment of the transgenders' voice came out somewhat correlated strongly with their $F_{0}$ values but not much with the formant values. It was concluded that the transgenders' acoustic parameters are placed in between those of the normal males and females in. terms of fundamental and formant frequency analyses of vowels. Thus, it was assumed that those differences might stem from the transgenders' original big resonating cavities.

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Recent Issues in the Design and Construction of High-Performance Shotcrete Lining (고성능 숏크리트 라이닝의 설계 및 시공기술 분석)

  • 배규진;이석원;박해균;이명섭;김재권;장수호
    • Tunnel and Underground Space
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    • v.14 no.1
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    • pp.1-15
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    • 2004
  • The development of high-performance shotcrete lining is essential in improving the long-term durability of tunnels and in introducing single-shell tunnelling methods, where shotcrete as well as rockbolts are used as permanent support members. In this paper, new and advanced admixtures to improve shotcrete performance are introduced. In addition, requirements for mechanical properties as well as test items for quality control of shotcrete are summarized. A case study on the application of the pneumatic pin penetration test which can estimate compressive strength of shotcrete more easily and quickly is also illustrated. Previous studies to analyze the behaviors of shotcrete lining by considering its transient hardening and to carry out the sensitivity analysis of the design parameters of shotcrete lining are discussed to give fundamental concepts on rock-support interactions. Representative single-shell tunnelling methods where high-performance shotcrete lining is applied as a permanent support are also introduced.

Characterization of Physical Properties of Turbid Flow in the Daecheong Reservoir Watershed dining Floods (홍수시 대청호 유역에 발생하는 탁수의 물리적 특성)

  • Chung, Se Woong;Lee, Heung Soo;Yoon, Sung Wan;Ye, Lyeong;Lee, Jun Ho;Choo, Chang Oh
    • Journal of Korean Society on Water Environment
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    • v.23 no.6
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    • pp.934-944
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    • 2007
  • Fine suspended solids (SS) induced into a reservoir after flood events play important ecological and water quality roles by presenting persistent turbidity and attenuating light. Thus the origin and physical features must be characterized to understand their transport processes and associated impacts, and for the establishment of watershed based prevention strategies. This study was aimed to characterize the physical properties of the SS sampled from Daecheong Reservoir and its upstream rivers during flood events. Extensive field and laboratory experiments were carried out to identify the turbidity-SS relationships, particle size distributions, settling velocity, and mineral compositions of the SS. Results showed that the turbidity-SS relationships are site-specific depending on the locations and flood events in the system. The turbidity measured within the reservoir was much greater than that measured in the upstream rivers for the same SS value. The effective diameters ($D_{50}$) in the rivers were in the range of $13.3{\sim}54.3{\mu}m$, while those in the reservoir were reduced to $2.5{\sim}14.0{\mu}m$ due to a fast settling of large particles in the rivers. The major minerals consisting of the SS were found to be Illite, Muscovite, Albite, and Quartz both in the rivers and reservoir. Their apparent settling velocities at various locations in the reservoir were in the range of 0.06~0.13 m/day. The research outcome provides a fundamental information for the fine suspended particles that cause persistent turbidity in the reservoir, and can be used as basic parameters for modeling study to search watershed based optimal control measures.

Applications of Machine Learning Models for the Estimation of Reservoir CO2 Emissions (저수지 CO2 배출량 산정을 위한 기계학습 모델의 적용)

  • Yoo, Jisu;Chung, Se-Woong;Park, Hyung-Seok
    • Journal of Korean Society on Water Environment
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    • v.33 no.3
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    • pp.326-333
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    • 2017
  • The lakes and reservoirs have been reported as important sources of carbon emissions to the atmosphere in many countries. Although field experiments and theoretical investigations based on the fundamental gas exchange theory have proposed the quantitative amounts of Net Atmospheric Flux (NAF) in various climate regions, there are still large uncertainties at the global scale estimation. Mechanistic models can be used for understanding and estimating the temporal and spatial variations of the NAFs considering complicated hydrodynamic and biogeochemical processes in a reservoir, but these models require extensive and expensive datasets and model parameters. On the other hand, data driven machine learning (ML) algorithms are likely to be alternative tools to estimate the NAFs in responding to independent environmental variables. The objective of this study was to develop random forest (RF) and multi-layer artificial neural network (ANN) models for the estimation of the daily $CO_2$ NAFs in Daecheong Reservoir located in Geum River of Korea, and compare the models performance against the multiple linear regression (MLR) model that proposed in the previous study (Chung et al., 2016). As a result, the RF and ANN models showed much enhanced performance in the estimation of the high NAF values, while MLR model significantly under estimated them. Across validation with 10-fold random samplings was applied to evaluate the performance of three models, and indicated that the ANN model is best, and followed by RF and MLR models.

Priority Selection of Water Quality Improvement Through Water Quality Data of Tributaries of Nakdong River (낙동강수계 지류 수질자료를 통한 수질개선 우선순위 선정)

  • Shim, Kyuhyun;Shin, Sangmin;Kim, Seongmin;Kim, Youngseok;Kim, Gyeonghoon
    • Journal of Korean Society on Water Environment
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    • v.36 no.5
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    • pp.364-372
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    • 2020
  • The "Master Plan for the Revitalization of Water in the Nakdong River" is designed for the fundamental improvement of water quality in the Nakdong River. The water quality and flow of the Nakdong River system tributaries was monitored in this study. Among the living environmental standard parameters of 195 rivers, BOD (Biochemical oxygen demand), T-P (Total phosphorus) and TOC (Total organic carbon) were assessed to analyze the water quality from 2012 to 2019. We examined the role of TOC. It was found that 12 rivers exceeded the water quality of the second grade (3.0 mg/L BOD standard, 0.1 mg/L T-P standard, 4.0 mg/L TOC standard) based on BOD and T-P concentrations: the Gumi stream, Gisegok stream, Yongha stream, Yongho stream, Changnyeong stream, Gajwa stream, Gwangok stream, Yeongsan stream, Toerae stream, Hwapo stream, Sangnam stream and Hogye stream. These rivers require strategies to improve the quality of the Nakdong River. Based on the ongoing project, it is possible to supplement the "Master Plan for the Revitalization of Water in the Nakdong River" and manage it after verifying it as a component of people's life and therefore used to establish water quality control measures.

Measurement of Ultrasonic Nonlinearity Parameter of Fused Silica and Al2024-T4 (Fused Silica와 Al2024-T4의 비선형 파라미터 측정)

  • Kang, To;Lee, Taekgyu;Song, Sung-Jin;Kim, Hak-Joon
    • Journal of the Korean Society for Nondestructive Testing
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    • v.33 no.1
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    • pp.14-19
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    • 2013
  • Nonlinearity parameter is an inherent property of materials measuring fundamental acoustic amplitude($A_1$) and second harmonic amplitude($A_2$). However, measurement of $A_1$ and $A_2$ has complex calibration procedure, many researchers prefer to measure relative nonlinearity parameter rather than absolute nonlinearity parameter. But, relative nonlinearity parameter is only detect materials degradation with various degradation samples, it is limited application in determining third order elastic constants of materials. Therefore, in this study, the piezoelectric detection method is adopted to measure absolute nonlinearity parameter due to experimental simplicity compare to capacitive detector. Linearity of measurement system is verified by $A_1^2vsA_2$ plot, and we measured ultrasonic nonlinearity parameters of fused silica and Al2024-T4.

Analysis of Pre and Post-Operative Speech In Combined Operation of Type I Thyroplasty and Arytenoid Adduction for Unilateral Vocal Cord Palsy (편측성대마비에 대한 제 1형 갑상성형술과 피열연골내전술의 동시수술시 술전 및 술후 음성언어분석비교)

  • 최홍식;정유삼;김성국;김영호;김광문
    • Journal of the Korean Society of Laryngology, Phoniatrics and Logopedics
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    • v.9 no.1
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    • pp.66-70
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    • 1998
  • Background and Objectives : The managements of unilateral vocal cord palsy include type Ⅰ thyroplasty and arytenoid adduction. One type operation has been shown no satisfactory effect. We evaluated preoperative and postoperative speech of unilateral vocal cord palsy patients who received combined operation of type Ⅰ thyroplasty and arytenoid adduction to help for the management plan of unilateral vocal cord palsy patients. Materials and Methods : We reviewed the postoperative results and complication of 17 surgically treated patients of unilateral vocal cord palsy at Severance hospital from Nov. 1996 to Dec. 1997 retrospectively. They were received combined operation of type Ⅰ thyroplasty and arytenoid adduction. Their pre and post-operative speech were analyzed with MDVP(Multi-Dimension-Voice analysis Program) of CSL(Computerized Speech Lab). Results : After the operation, MPT(Maximal Phonation Time) was increased and MFR(Mean Flow Rate) was decreased in all patients. NHR(Noise to Harmonic Ratio) and VTI(Voice Turbulence Index) were decreased : liner, RAP(Relative Average Perturbation Quotient), PPQ(Pitch Period Perturbation Quotient), sPPQ(smoothed Pitch Period Perturbation Quotient), vFo(fundamental frequency Variation) were decreased : Shimmer, APQ(Amplitude Perturbation Quotient), sAPQ(Smoothed Amplitude Perturbation Qoutient), vAm(Peak Amplitude Variation) were decreased in all the patients. Conclusions : In unilateral vocal cord pals), combined operation of type Ⅰ thyroplasty and arytenoid adduction could obtain satisfactory postoperative voice. MDVP has many parameters and good method for evaluation of voice surgery.

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The Eigenvalues and Their Relationships for the Rectangular Frame (4각형 골조의 고유치와 고유치 간의 관계)

  • Lee, Soo-Gon;Kim, Soon-Cheol;Song, Chang-Young;Song, Sang-Yong
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.9 no.3
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    • pp.139-150
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    • 2005
  • Finite element method is applied to the determinations of the two eigenvalues(the elastic critical load and the natural frequence of lateral vibrations) of single story-3 equal bay rectangular frame. The analysis parameters are taper parameter ${\alpha}$ for column, and beam span to column height ratio, ${\beta}$ and second moment area ratio of beam to column, ${\Upsilon}$. Support condition at the column base and sway condition at the column top are also considered in the stability analysis of frame. The changes in the coefficient of eigenvalue are represented by algebraic function of analysis parameter. The coefficients estimated by the proposed algebraic function show good agreement with those determined by finite element method, which suggest the design aid role of the proposed function. By increasing the column axial forces step by step, the corresponding frequencies are also determined, which makes one examine or confirm the relationship suggested by other studies.

Numerical simulations of the vertical kink oscillations of the solar coronal loop with field aligned flows

  • Pandey, V.S.;Magara, T.;Lee, D.H.;Selwa, M.
    • The Bulletin of The Korean Astronomical Society
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    • v.36 no.2
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    • pp.103.1-103.1
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    • 2011
  • Recent observations by Hinode show weakly-attenuated coronal loop oscillations in the presence of background flow (Ofman & Wang 2008, A&A, 482, L9). We study the vertical kink oscillations in solar coronal loops, considering field aligned flows inside the loops as well as surrounding the loops environment. The two dimensional numerical model of straight slab is used to explore the excitation and attenuation of the impulsively triggered fast magnetosonic standing kink waves. A full set of time dependent ideal magnetohydrodynamics equations is solved numerically taking into account the value of flow of the order of observed flows detected by SOT/Hinode. We find that relaxing the assumption of the limited flows within the loops enhances the damping rate of the fundamental mode of the standing kink waves by 2 - 3 % as compared to flow pattern which is basically localized within the loops. We further notice that extending the flow pattern beyond the loop thickness also enhances the strength of the shock associated with slow magnetoacoustic waves, recognized as an addition feature detected in the numerical simulation. The wider out-flow pattern destroys the oscillation patterns early as compared to narrower flow pattern, in other words we can say that it affects the durability of the oscillation. However, for the typical coronal loops parameters we find that the observed durability periods of the SOT/Hinode observation can be achieved with an out-flow Gaussian patterns for which half-width is not greater than factor 2.0 of the loop-half-width. explain a possible relation between electric current structure and sigmoid observed in a preflare phase.

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