• Title/Summary/Keyword: genetic index

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Prediction of the price for stock index futures using integrated artificial intelligence techniques with categorical preprocessing

  • Kim, Kyoung-jae;Han, Ingoo
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1997.10a
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    • pp.105-108
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    • 1997
  • Previous studies in stock market predictions using artificial intelligence techniques such as artificial neural networks and case-based reasoning, have focused mainly on spot market prediction. Korea launched trading in index futures market (KOSPI 200) on May 3, 1996, then more people became attracted to this market. Thus, this research intends to predict the daily up/down fluctuant direction of the price for KOSPI 200 index futures to meet this recent surge of interest. The forecasting methodologies employed in this research are the integration of genetic algorithm and artificial neural network (GAANN) and the integration of genetic algorithm and case-based reasoning (GACBR). Genetic algorithm was mainly used to select relevant input variables. This study adopts the categorical data preprocessing based on expert's knowledge as well as traditional data preprocessing. The experimental results of each forecasting method with each data preprocessing method are compared and statistically tested. Artificial neural network and case-based reasoning methods with best performance are integrated. Out-of-the Model Integration and In-Model Integration are presented as the integration methodology. The research outcomes are as follows; First, genetic algorithms are useful and effective method to select input variables for Al techniques. Second, the results of the experiment with categorical data preprocessing significantly outperform that with traditional data preprocessing in forecasting up/down fluctuant direction of index futures price. Third, the integration of genetic algorithm and case-based reasoning (GACBR) outperforms the integration of genetic algorithm and artificial neural network (GAANN). Forth, the integration of genetic algorithm, case-based reasoning and artificial neural network (GAANN-GACBR, GACBRNN and GANNCBR) provide worse results than GACBR.

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Genetic Identity between Bhadawari and Murrah Breeds of Indian Buffaloes (Bubalus bubalis) Using RAPD-PCR

  • Saifi, H.W.;Bhushan, Bharat;Kumar, Sanjeev;Kumar, Pushpendra;Patra, B.N.;Sharma, Arjava
    • Asian-Australasian Journal of Animal Sciences
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    • v.17 no.5
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    • pp.603-607
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    • 2004
  • Randomly Amplified Polymorphic DNA-Polymerase Chain Reaction (RAPD-PCR) analysis was carried out with a battery of 11 random decamer primers to study band frequency (BF), genetic identity index (I) and mean average percentage difference (MAPD) between Bhadawari and Murrah breeds of buffalo. The primers OPA04 and BG15 resolved a band of 460 bp, which was present only in animals of Bhadawari breed. Whereas, the primers OPA14, BG27 and BG28 produced Murrah specific fragments of sizes 730 bp and 1,230 bp, respectively. The estimate of genetic identity index was highest (0.845) with the primer OPA01 and the lowest (0.479) with the primer BG27. The genetic identity index pooled over the primers was 0.596${\pm}$0.037 between these two breeds. The highest MAPD estimate (53.9) between the two breeds was obtained with the primer BG27 and the lowest (14.3) with the primer OPA01. It might be concluded that the genetic identity index between these two breeds calculated on the basis of BF showed moderate level of genetic identity with the primers employed. MAPD calculated on the basis of uncommon bands also demonstrated lower to medium level of genetic difference between Bhadawari and Murrah breeds of buffalo.

Estimation of the Heritabilities and Genetic Correlations on Egg Shape Index and Internal Egg Qualities in Korean Native Chicken (한국재래계의 난형지수 및 난질에 대한 유전력 및 유전상관의 추정)

  • 한성욱;상병찬;이준헌;정욱수;상병돈
    • Korean Journal of Poultry Science
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    • v.25 no.3
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    • pp.103-111
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    • 1998
  • This study was carried out to estirnate the heritabilities and genetic correlations on egg shape index and internal egg qualities ; shell thickness, alburnin heights and Haugh units for breeding plan and selection in Korean native chicken. Data analyzed were the records of 46,908 eggs from 43() layers from April, 1994 to September, 1995. The egg shape index at the first egg, 300 days and 500 days of ages were 74.771, 74.468 and 73.702; the shell thickness were 0.345, 0.344 and 0. 334mm; the alburnen heights were 6.579, 6.130 and 5.318mm; the Haugh units were 86.859, 81.014 and 73.565 respectively. The heritability estimates of egg shape index and internal egg qualities based on the variance of sire, dam and combined components at 300 days of age were 0.136, 0.954 and 0.545 for egg shape index; 0.201, 0.622 and 0.421 for shell thickness; 0.410, 0.961 and 0.633 for albumen height ; 0.353, 0.962 and': 0.608 for Haugh units. The genetic correlation coefficient between shell thickness and albumen height was -0.044~0.824; 0.016~0.949 between Haugh units and shell thickness 0.313~0.941 between albumen height and Haugh units, respectively.

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Genetic Variation of Korean Lepista nuda (한국산 민자주방망이 버섯의 유전적 변이)

  • 김승희;김종봉
    • Journal of Life Science
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    • v.14 no.1
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    • pp.115-120
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    • 2004
  • Lepista nuda is a world-wide species which has and international reputation as a excellent edible species. In this study, we investigated the genetic variation and taxonomic relationship of L. nuda and other five Tricholomataceae species were analyzed by random amplied polymorphic DNA (RAPD). 15 kinds of random primers were used. The distance matrix was calculated using UPGMA and phyolgenetic relationship were inferred by neighnor-joining (NJ) method. Various bands of 100bp∼1600bp were observed in electrophoretic patterns of RAPD. Nei's genetic distance was calculated using a total of 228 DNA bands identified, and phylogenetic tree was made. The Nei's genetic variations of L. nuda, Lepista surdida, Collybia peronata, Collybia confluens, Lyophyllum cinerascens, Laccara laccata were 0∼21.3%, 21.2∼28.0%, 15.4∼23.0%, 14∼21.8%, 16.5∼34.6%, and 12.4∼27.4%, respectively The consistency index, the retention index and homoplasy index were 0.5217, 0.5769 and 0.5156, respectively. Also, two groups could be made by NJ tree. The genetic distance between L. nuda and C. confluens was closer than that between L. nuda and L. sordida.

Using Genetic Algorithms to Support Artificial Neural Networks for the Prediction of the Korea stock Price Index

  • Kim, Kyoung-jae;Ingoo han
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2000.04a
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    • pp.347-356
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    • 2000
  • This paper compares four models of artificial neural networks (ANN) supported by genetic algorithms the prediction of stock price index. Previous research proposed many hybrid models of ANN and genetic algorithms(GA) in order to train the network, to select the feature subsets, and to optimize the network topologies. Most these studies, however, only used GA to improve a part of architectural factors of ANN. In this paper, GA simultaneously optimized multiple factors of ANN. Experimental results show that GA approach to simultaneous optimization for ANN (SOGANN3) outperforms the other approaches.

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Analysis of Genetic Relationship of Native Iris species Plants using RAPD (RAPD를 이용한 자생 Iris속 식물의 유전적 유연관계 분석)

  • Ahn Young-Hee
    • Journal of Environmental Science International
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    • v.14 no.3
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    • pp.265-269
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    • 2005
  • This study was carried out to provide the basic data for an identifying system for Iris species distributed in Korean market from complete analysing of genetic relationship between three native Iris species and one cultivar bred from the native Iris plant. RAPD analysis of genetic relationship among 4 Irises was possible. According to the RAPD analysis, they were divided into two groups. Among 4 Irises used in this study, Iris laevigata 'Veriegata', Iris laevigata and Iris setosa were classified into the same group since they had many similarities even though the habitat of Iris laevigata in Korean peninsular is restricted mainly in the south and Iris setosa is naturally inhabited in the northern part of Kangwondo. The value for the dissimilarity index of Iris laevigata and Iris laevigata 'Veriegata' was 6.757. The value for the dissimilarity index of Iris laevigata and Iris dichotoma was 95.000, so that they were genetically the farthest among them since the genetic relationship between two species are separated far if the value of the dissimilarity index is close to 100.

A Study on the Gait Optimization of a Biped Robot (이족보행로봇의 최적 걸음새에 관한 연구)

  • 공정식;노경곤;김진걸
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.7
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    • pp.115-123
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    • 2004
  • This paper deals with the gait optimization of via points on biped robot. ZMP(Zero Moment point) is the most important index in a biped robot's dynamic walking stability. To stable walking of a biped robot, leg's trajectory and a desired ZMP trajectory is required, balancing motion is solved by FDM(Finite Difference Method). In this paper, optimal index is defined to dynamically stable walking of a biped robot, and genetic algorithm is applied to optimize gait trajectory and balancing motion of a biped robot. By genetic algorithm, the index of walking parameter is efficiently optimized, and dynamic walking stability is verified by ZMP verification equation. Genetic algorithm is only applied to balancing motion, and is totally applied to whole trajectory. All of the suggested motions of biped robot are investigated by simulations and verified through the real implementation.

Optimal Design of Dielectric-loaded Surface Plasmon Polariton Waveguide with Genetic Algorithm

  • Jung, Jae-Hoon
    • Journal of the Optical Society of Korea
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    • v.14 no.3
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    • pp.277-281
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    • 2010
  • We propose a design and optimization method for a dielectric-loaded surface plasmon polariton waveguide using a genetic algorithm. This structure consists of a polymer ridge on top of two layers of substrate and gold film. The thickness, width and refractive index of the ridge are designed to optimize the figures of merit including mode confinement and propagation length. The modal analysis combined with the effective index method shows that the designed waveguide exhibits a fundamental propagation mode with high mode confinement while ensuring that the propagation loss remains relatively low.

Genetic Diversity and Spatial Genetic Structure of Berchemia racemosa var. magna in Anmyeon Island (안면도 먹넌출 집단의 유전다양성과 공간적 유전구조)

  • Song, Jeong-Ho;Lim, Hyo-In;Jang, Kyeong-Hwan;Hong, Kyung-Nak;Han, Jingyu
    • Horticultural Science & Technology
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    • v.32 no.1
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    • pp.84-90
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    • 2014
  • Berchemia racemosa var. magna is only found in Anmyeon Island of South Korea. Genetic diversity and the spatial genetic structure of B. racemosa var. magna in Anmyeon Island were studied by I-SSR marker system. Fifty I-SSR amplicons were produced from 8 selected primers. We used 13 polymorphic markers to analyze the genetic structure. Distribution of 39 individuals in the study plot($90m{\times}70m$) showed aggregate pattern (aggregation index = 0.706). Total 21 genets were observed from 39 individuals through I-SSR genotyping. Proportion of distinguishable genotype (G/N), genotype diversity (D) and genotype evenness (E) were 53.8%, 0.966 and 0.946, respectively. In spite of the small number and the narrow distribution, Shannon's diversity index (I = 0.598) was relatively high as compared with those of the other plant species. For ex situ genetic conservation of B. racemosa var. magna, the sampling strategy based on spatial autocorrelation using Tanimoto distance is efficient at choosing the conserved individuals with a 6 meter interval between individual trees.

Genetic Trends for Laying Traits in the Brown Tsaiya (Anas platyrhynchos) Selected with Restricted Genetic Selection Index

  • Chen, D.T.;Lee, S.R.;Hu, Y.H.;Huang, C.C.;Cheng, Y.S.;Tai, C.;Poivey, J.P.;Rouvier, R.
    • Asian-Australasian Journal of Animal Sciences
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    • v.16 no.12
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    • pp.1705-1710
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    • 2003
  • A small body size of Brown Tsaiya laying duck is desirable to reduce maintenance requirements, so the body weight at 40 weeks of age (BW40) has to be maintained at its current level. Egg weight has to be maintained at around 65 g to meet market requirements. Eggshell strength at 40 weeks of age (ES40) must to be increased in order to maintain a low incidence of broken eggs. Thus, number of eggs laid up to 52 weeks of age (EN52) has to be increased without negative correlated response on ES40. A new linear genetic selection index was used: $I_g=a_0{\times}GEW40\;(g)+a_1{\times}GBW40\;(g)+a_2{\times}GES40\;(kg/cm^2)+a_3{\times}GEN52\;(eggs)$ where GEW40, GBW40, GES40 and GEN52 were the multitrait best linear unbiased prediction (MT-BLUP) animal model predictors of the breeding values respectively of egg weight and body weight at 40 weeks of age (EW40, BW40), ES40 and EN52. The coefficients $a_0$, $a_1$, $a_2$ and $a_3$ were calculated with constraints of 0.0 g, 0.0 g and $0.013kg/cm^2$ for expected genetic gains in EW40, BW40 and ES40 respectively and maximum gain in EN52. Since 1997, the drakes and the ducks were selected according to their own indexes, with this new genetic selection index. From G0 to G4, the average per generation predicted genetic responses in female duck were +0.05 g for EW40, +0.92 g for BW40, $+0.035kg/cm^2$ for ES40 and +2.13 eggs for EN52. Which represented respectively 0.07%, 0.06%, 0.67% and 1.0% of the means of the EW40, BW40, ES40 and EN52. For ES40 and EN52, it represented also respectively 16.1% and 21.6% of the additive genetic standard deviation of these traits. Thevse results indicated that selection of laying Brown Tsaiya by a restricted genetic selection index and with MT-BLUP animal model could be an efficient tool for improving the efficiency of egg production, increasing egg shell strength and egg number while holding egg weight and body weight constants.