• Title/Summary/Keyword: point index

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Two-Stage Forecasting Using Change-Point Detection and Artificial Neural Networks for Stock Price Index (주가지수예측에서의 변환시점을 반영한 이단계 신경망 예측모형)

  • Oh, Kyong-Joo;Kim, Kyoung-Jae;Han, In-Goo
    • Asia pacific journal of information systems
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    • v.11 no.4
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    • pp.99-111
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    • 2001
  • The prediction of stock price index is a very difficult problem because of the complexity of stock market data. It has been studied by a number of researchers since they strongly affect other economic and financial parameters. The movement of stock price index has a series of change points due to the strategies of institutional investors. This study presents a two-stage forecasting model of stock price index using change-point detection and artificial neural networks. The basic concept of this proposed model is to obtain intervals divided by change points, to identify them as change-point groups, and to use them in stock price index forecasting. First, the proposed model tries to detect successive change points in stock price index. Then, the model forecasts the change-point group with the backpropagation neural network(BPN). Finally, the model forecasts the output with BPN. This study then examines the predictability of the integrated neural network model for stock price index forecasting using change-point detection.

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Two-Stage forecasting Using Change-Point Detection and Artificial Neural Networks for Stock Price Index

  • Oh, Kyong-Joo;Kim, Kyoung-Jae;Ingoo Han
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2000.11a
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    • pp.427-436
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    • 2000
  • The prediction of stock price index is a very difficult problem because of the complexity of the stock market data it data. It has been studied by a number of researchers since they strong1y affect other economic and financial parameters. The movement of stock price index has a series of change points due to the strategies of institutional investors. This study presents a two-stage forecasting model of stock price index using change-point detection and artificial neural networks. The basic concept of this proposed model is to obtain Intervals divided by change points, to identify them as change-point groups, and to use them in stock price index forecasting. First, the proposed model tries to detect successive change points in stock price index. Then, the model forecasts the change-point group with the backpropagation neural network (BPN). Fina1ly, the model forecasts the output with BPN. This study then examines the predictability of the integrated neural network model for stock price index forecasting using change-point detection.

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FIXED POINTS OF WEAKLY INWARD 1-SET-CONTRACTION MAPPINGS

  • Duan, Huagui;Xu, Shaoyuan;Li, Guozhen
    • Journal of the Korean Mathematical Society
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    • v.45 no.6
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    • pp.1725-1740
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    • 2008
  • In this paper, we introduce a fixed point index of weakly inward 1-set-contraction mappings. With the aid of the new index, we obtain some new fixed point theorems, nonzero fixed point theorems and multiple positive fixed points for this class of mappings. As an application of nonzero fixed point theorems, we discuss an eigenvalue problem.

Neural Network Forecasting Using Data Mining Classifiers Based on Structural Change: Application to Stock Price Index

  • Oh, Kyong-Joo;Han, Ingoo
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.543-556
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    • 2001
  • This study suggests integrated neural network modes for he stock price index forecasting using change-point detection. The basic concept of this proposed model is to obtain significant intervals occurred by change points, identify them as change-point groups, and reflect them in stock price index forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in stock price index dataset. The second phase is to forecast change-point group with various data mining classifiers. The final phase is to forecast the stock price index with backpropagation neural networks. The proposed model is applied to the stock price index forecasting. This study then examines the predictability of integrated neural network models and compares the performance of data mining classifiers.

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A Study on the Pain and Subjective Health Index of the Aged (노인들의 동통과 주관적 건강지수 정도의 조사)

  • Yoon, Hong-Il
    • The Journal of Korean Academy of Orthopedic Manual Physical Therapy
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    • v.8 no.1
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    • pp.31-48
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    • 2002
  • This study is aimed to find out and define how the muscular-skeletal pain of the Aged, according to their residential circumstance, sex and age, can affect the subjective health index and how all these are related and associated with. For the period of June 1 to July 31, 2001, in order to study and define how the muscular-skeletal pain are related to the subjective health index of the Aged, we have conducted an enquete through a direct interview with 693 persons over age sixty-five (65) in Daejon and in other adjacent areas, divided into three different residential types "The Aged living at home", "The Aged living at welfare facilities" and "The Aged living alone". The study concludes followings : 1. Generally, muscular-skeletal pain and the subjective health index of the Aged, are a lot influenced by and related to their residential circumstance, their sex and their age. 2. With regard to the muscular-skeletal pain of the Aged by their sex, it was analyzed that, on an average, the female-Aged gains 3.0 point and the female-Aged suffers from this pain more severely. In analyzing this pain by their residential type, it was found that, on an average, the 3.0 point goes for "the Aged living alone", which explains the Aged living alone is having the most serious pain. 3. With regard to the subjective heath index of the all Aged participated in this research, the analysis indicates 8.8 point and this is considered as a general standard (7-10 point). In analyzing this index by their sex, the female-Aged gains 8.6 point only and it explains a lot of female-Aged consider they are not really healthy. In analyzing this index by their residential type, "the Aged living at welfare facilities" and "the Aged living alone" gain the comparatively lower point, - respectively 8.4 point for the Aged living at welfare facilities and 8.8 point for the Aged living alone. The Aged of these two residential types express they are obviously in a bad condition of health, which makes us think a lot.

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A Study on Comparison and Evaluation of various Strength in Seoul Granite (서울화강암의 암석강도 측정치의 비교 평가 연구)

  • 윤지선;김두영;정흥모
    • Tunnel and Underground Space
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    • v.5 no.2
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    • pp.144-154
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    • 1995
  • In this paper, we make a study on comparison and evaluation of the seoul granite properties, which are unit weight, uniaxial compressive strength, Brazilian tensile strength and, point load strength. The typical result are as follow- 1. From the measured value of point load strength anisotropy index, the seoul granite is considered to be homogeneous. 2. There is a linear relationship between uniaxial compressive strength and size corrected point load strength index. 3. Brazilian tensile strength and size corrected point load strength index are closely tied together.

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Using Evolutionary Optimization to Support Artificial Neural Networks for Time-Divided Forecasting: Application to Korea Stock Price Index

  • Oh, Kyong Joo
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.153-166
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    • 2003
  • This study presents the time-divided forecasting model to integrate evolutionary optimization algorithm and change point detection based on artificial neural networks (ANN) for the prediction of (Korea) stock price index. The genetic algorithm(GA) is introduced as an evolutionary optimization method in this study. The basic concept of the proposed model is to obtain intervals divided by change points, to identify them as optimal or near-optimal change point groups, and to use them in the forecasting of the stock price index. The proposed model consists of three phases. The first phase detects successive change points. The second phase detects the change-point groups with the GA. Finally, the third phase forecasts the output with ANN using the GA. This study examines the predictability of the proposed model for the prediction of stock price index.

Applying the L-index for Analyzing the Density of Point Features (점사상 밀도 분석을 위한 L-지표의 적용)

  • Lee, Byoung-Kil
    • Spatial Information Research
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    • v.16 no.2
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    • pp.237-247
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    • 2008
  • Statistical analysis of the coordinate information is regarded as one of the major GIS functions. Among them, one of the most fundamental analysis is density analysis of point features. For analyzing the density appropriately, determining the search radius, kernel radius, has critical importance. In this study, using L-index, known as its usefulness for choosing the kernel radius in previous researches, radius for density analysis of various point features are estimated, and the behavior of L-index is studied based on the estimated results. As results, L-index is not suitable to determine the search radius for the point features that are evenly distributed with small clusters, because the pattern of the L-index is depends on the size of the study area. But for the point features with small number of highly clustered areas, L-index is suitable, because the pattern of the L-index is not affected by the size of study area.

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Evaluation of the WKB method and the MWKB method in the analysis of planar waveguides (평면도 도파로해석에 있어서 WKB방법 및 MWKB방법의 평가)

  • Chung, Min-Sub;Kim, Chang-Min
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.45 no.1
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    • pp.146-158
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    • 1996
  • The WKB method has been widely used in evaluating of the propagation characteristics of planar waveguides with graded-index profiles. This method, however, yields large errors when a turning point is near or at the discontinuity in the presence of the index discontinuity or index slope discontinuity. Especially, in the case of a truncated-index profile, this phenomenon appears more clearly in the low-order modes and near the cutoff regions. The MWKB method is introduced to reduce these inherent errors of the conventional WKB method. The MWKB method is based on both the linearization of the index profile from an index discontinuity and the introduction of a virtual turning point. It is noticed that the b-v curves obtained by the MWKB method agree well with those of the finite-difference method, and that the phase shift at a turning point depends on both the index profile and its propagation constant. (author). refs., figs.

A Point Clouds Fast Thinning Algorithm Based on Sample Point Spatial Neighborhood

  • Wei, Jiaxing;Xu, Maolin;Xiu, Hongling
    • Journal of Information Processing Systems
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    • v.16 no.3
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    • pp.688-698
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    • 2020
  • Point clouds have ability to express the spatial entities, however, the point clouds redundancy always involves some uncertainties in computer recognition and model construction. Therefore, point clouds thinning is an indispensable step in point clouds model reconstruction and other applications. To overcome the shortcomings of complex classification index and long time consuming in existing point clouds thinning algorithms, this paper proposes a point clouds fast thinning algorithm. Specifically, the two-dimensional index is established in plane linear array (x, y) for the scanned point clouds, and the thresholds of adjacent point distance difference and height difference are employed to further delete or retain the selected sample point. Sequentially, the index of sample point is traversed forwardly and backwardly until the process of point clouds thinning is completed. The results suggest that the proposed new algorithm can be applied to different targets when the thresholds are built in advance. Besides, the new method also performs superiority in time consuming, modelling accuracy and feature retention by comparing with octree thinning algorithm.