• Journal of the Korea Computer Graphics Society
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• v.26 no.3
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• pp.123-131
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• 2020

This study proposes a real-time rendering algorithm for lighting when each of more than 100,000 moving particles exists as a light source. Two 3D textures are used to dynamically determine the range of influence of each light, and the first 3D texture has light color and the second 3D texture has light direction information. Each frame goes through two steps. The first step is to update the particle information required for 3D texture initialization and rendering based on the Compute shader. Convert the particle position to the sampling coordinates of the 3D texture, and based on this coordinate, update the colour sum of the particle lights affecting the corresponding voxels for the first 3D texture and the sum of the directional vectors from the corresponding voxels to the particle lights for the second 3D texture. The second stage operates on a general rendering pipeline. Based on the polygon world position to be rendered first, the exact sampling coordinates of the 3D texture updated in the first step are calculated. Since the sample coordinates correspond 1:1 to the size of the 3D texture and the size of the game world, use the world coordinates of the pixel as the sampling coordinates. Lighting process is carried out based on the color of the sampled pixel and the direction vector of the light. The 3D texture corresponds 1:1 to the actual game world and assumes a minimum unit of 1m, but in areas smaller than 1m, problems such as stairs caused by resolution restrictions occur. Interpolation and super sampling are performed during texture sampling to improve these problems. Measurements of the time taken to render a frame showed that 146 ms was spent on the forward lighting pipeline, 46 ms on the defered lighting pipeline when the number of particles was 262144, and 214 ms on the forward lighting pipeline and 104 ms on the deferred lighting pipeline when the number of particle lights was 1,024766.

• Journal of Intelligence and Information Systems
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• v.26 no.1
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• pp.119-133
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• 2020

Fama asserted that in an efficient market, we can't make a trading rule that consistently outperforms the average stock market returns. This study aims to suggest a machine learning algorithm to improve the trading performance of an intraday short volatility strategy applying asymmetric volatility spillover effect, and analyze its trading performance improvement. Generally stock market volatility has a negative relation with stock market return and the Korean stock market volatility is influenced by the US stock market volatility. This volatility spillover effect is asymmetric. The asymmetric volatility spillover effect refers to the phenomenon that the US stock market volatility up and down differently influence the next day's volatility of the Korean stock market. We collected the S&P 500 index, VIX, KOSPI 200 index, and V-KOSPI 200 from 2008 to 2018. We found the negative relation between the S&P 500 and VIX, and the KOSPI 200 and V-KOSPI 200. We also documented the strong volatility spillover effect from the VIX to the V-KOSPI 200. Interestingly, the asymmetric volatility spillover was also found. Whereas the VIX up is fully reflected in the opening volatility of the V-KOSPI 200, the VIX down influences partially in the opening volatility and its influence lasts to the Korean market close. If the stock market is efficient, there is no reason why there exists the asymmetric volatility spillover effect. It is a counter example of the efficient market hypothesis. To utilize this type of anomalous volatility spillover pattern, we analyzed the intraday volatility selling strategy. This strategy sells short the Korean volatility market in the morning after the US stock market volatility closes down and takes no position in the volatility market after the VIX closes up. It produced profit every year between 2008 and 2018 and the percent profitable is 68%. The trading performance showed the higher average annual return of 129% relative to the benchmark average annual return of 33%. The maximum draw down, MDD, is -41%, which is lower than that of benchmark -101%. The Sharpe ratio 0.32 of SVS strategy is much greater than the Sharpe ratio 0.08 of the Benchmark strategy. The Sharpe ratio simultaneously considers return and risk and is calculated as return divided by risk. Therefore, high Sharpe ratio means high performance when comparing different strategies with different risk and return structure. Real world trading gives rise to the trading costs including brokerage cost and slippage cost. When the trading cost is considered, the performance difference between 76% and -10% average annual returns becomes clear. To improve the performance of the suggested volatility trading strategy, we used the well-known SVM algorithm. Input variables include the VIX close to close return at day t-1, the VIX open to close return at day t-1, the VK open return at day t, and output is the up and down classification of the VK open to close return at day t. The training period is from 2008 to 2014 and the testing period is from 2015 to 2018. The kernel functions are linear function, radial basis function, and polynomial function. We suggested the modified-short volatility strategy that sells the VK in the morning when the SVM output is Down and takes no position when the SVM output is Up. The trading performance was remarkably improved. The 5-year testing period trading results of the m-SVS strategy showed very high profit and low risk relative to the benchmark SVS strategy. The annual return of the m-SVS strategy is 123% and it is higher than that of SVS strategy. The risk factor, MDD, was also significantly improved from -41% to -29%.

• Journal of Intelligence and Information Systems
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• v.22 no.1
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• pp.187-204
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• 2016

Document classification based on emotional polarity has become a welcomed emerging task owing to the great explosion of data on the Web. In the big data age, there are too many information sources to refer to when making decisions. For example, when considering travel to a city, a person may search reviews from a search engine such as Google or social networking services (SNSs) such as blogs, Twitter, and Facebook. The emotional polarity of positive and negative reviews helps a user decide on whether or not to make a trip. Sentiment analysis of customer reviews has become an important research topic as datamining technology is widely accepted for text mining of the Web. Sentiment analysis has been used to classify documents through machine learning techniques, such as the decision tree, neural networks, and support vector machines (SVMs). is used to determine the attitude, position, and sensibility of people who write articles about various topics that are published on the Web. Regardless of the polarity of customer reviews, emotional reviews are very helpful materials for analyzing the opinions of customers through their reviews. Sentiment analysis helps with understanding what customers really want instantly through the help of automated text mining techniques. Sensitivity analysis utilizes text mining techniques on text on the Web to extract subjective information in the text for text analysis. Sensitivity analysis is utilized to determine the attitudes or positions of the person who wrote the article and presented their opinion about a particular topic. In this study, we developed a model that selects a hot topic from user posts at China's online stock forum by using the k-means algorithm and self-organizing map (SOM). In addition, we developed a detecting model to predict a hot topic by using machine learning techniques such as logit, the decision tree, and SVM. We employed sensitivity analysis to develop our model for the selection and detection of hot topics from China's online stock forum. The sensitivity analysis calculates a sentimental value from a document based on contrast and classification according to the polarity sentimental dictionary (positive or negative). The online stock forum was an attractive site because of its information about stock investment. Users post numerous texts about stock movement by analyzing the market according to government policy announcements, market reports, reports from research institutes on the economy, and even rumors. We divided the online forum's topics into 21 categories to utilize sentiment analysis. One hundred forty-four topics were selected among 21 categories at online forums about stock. The posts were crawled to build a positive and negative text database. We ultimately obtained 21,141 posts on 88 topics by preprocessing the text from March 2013 to February 2015. The interest index was defined to select the hot topics, and the k-means algorithm and SOM presented equivalent results with this data. We developed a decision tree model to detect hot topics with three algorithms: CHAID, CART, and C4.5. The results of CHAID were subpar compared to the others. We also employed SVM to detect the hot topics from negative data. The SVM models were trained with the radial basis function (RBF) kernel function by a grid search to detect the hot topics. The detection of hot topics by using sentiment analysis provides the latest trends and hot topics in the stock forum for investors so that they no longer need to search the vast amounts of information on the Web. Our proposed model is also helpful to rapidly determine customers' signals or attitudes towards government policy and firms' products and services.

• Progress in Medical Physics
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• v.14 no.1
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• pp.34-42
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• 2003

In medical imaging, three-dimensional (3D) display using Virtual Reality Modeling Language (VRML) as a portable file format can give intuitive information more efficiently on the World Wide Web (WWW). The web-based 3D visualization of functional images combined with anatomical images has not studied much in systematic ways. The goal of this study was to achieve a simultaneous observation of 3D anatomic and functional models with planar images on the WWW, providing their locational information in 3D space with a measuring implement using VRML. MRI and ictal-interictal SPECT images were obtained from one epileptic patient. Subtraction ictal SPECT co-registered to MRI (SISCOM) was performed to improve identification of a seizure focus. SISCOM image volumes were held by thresholds above one standard deviation (1-SD) and two standard deviations (2-SD). SISCOM foci and boundaries of gray matter, white matter, and cerebrospinal fluid (CSF) in the MRI volume were segmented and rendered to VRML polygonal surfaces by marching cube algorithm. Line profiles of x and y-axis that represent real lengths on an image were acquired and their maximum lengths were the same as 211.67 mm. The real size vs. the rendered VRML surface size was approximately the ratio of 1 to 605.9. A VRML measuring tool was made and merged with previous VRML surfaces. User interface tools were embedded with Java Script routines to display MRI planar images as cross sections of 3D surface models and to set transparencies of 3D surface models. When transparencies of 3D surface models were properly controlled, a fused display of the brain geometry with 3D distributions of focal activated regions provided intuitively spatial correlations among three 3D surface models. The epileptic seizure focus was in the right temporal lobe of the brain. The real position of the seizure focus could be verified by the VRML measuring tool and the anatomy corresponding to the seizure focus could be confirmed by MRI planar images crossing 3D surface models. The VRML application developed in this study may have several advantages. Firstly, 3D fused display and control of anatomic and functional image were achieved on the m. Secondly, the vector analysis of a 3D surface model was defined by the VRML measuring tool based on the real size. Finally, the anatomy corresponding to the seizure focus was intuitively detected by correlations with MRI images. Our web based visualization of 3-D fusion image and its localization will be a help to online research and education in diagnostic radiology, therapeutic radiology, and surgery applications.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.36 no.3
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• pp.175-185
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• 2000

This paper described on a basic study to organize fishing vessel control system in order to control efficiently fishing vessel in Korean offshore. It was digitalized ARPA image on the fishing processing of a fleet of purse seiner in conducting fishing operation at Cheju offshore in Korea as a digital camera and then simulated by used VTMS. Futhermore, it was investigated on the application of FVTMS which can control efficiently fishing vessels in fishing ground. The results obtained were as follows ; (1) It was taken 16 minutes and 35 minutes to casting and hauling net in fishing processing respectively. The length of rope pulled by scout boat was 200m, tactical diameter in casting net was 340.8m, turning speed was 6kts as well. (2) The processing of casting and hauling net was moved to SW, NE as results of simulation when the current direction and speed set into NE, 2kts and SW, 2kts respectively. Such as these results suggest that can predict to control the fishing vessel previously with information of fishing ground, fishery and ship's maneuvering, etc. (3) The control range of VTMS radar used in simulation was about 16 miles. Although converting from a radar of the control vessel to another one, it was continuously acquired for the vector and the target data. The optimum control position could be determined by measuring and analyzing to distance and direction between the control vessel and the fleet of fishing vessel. (4) The FVTMS(fishing vessel traffic management services) model was suggested that fishing vessels received fishing conditions and safety navigation information can operate safely and efficiently.

• Journal of Biosystems Engineering
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• v.4 no.1
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• pp.1-23
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• 1979

The use of barley seeder attached to rotary tiller in the rural area has a significant meaning not only for the solution of labor peak season, but also for the increase of land utilization efficiency. The facts that presently being used barley seeders are all based on the mechanical principles of the reverse rotation, center drive and are all using forward rotating tine, which is used to be easily and heavily worn out when it rotates reversely, raise problem of recommending them to rural area in Korea. Therefore, the main objective of the study was to develop new type of rotary tine attachable to barley seeders. To attain the objective the following approaches were applied. (1) The kinematic analysis of reverse rotating barley seeders. (2) The studies on the soil bin and artificial soil. (3) The comparative experiment on the power requirement of prototype tine. The results obtained from the studies are summarized as follow: 1. The kinematic analysis of barley seeder attached to rotary tiller: The following results were obtained from the kinematic analysis for deriving general formulae of the motion and velocity characterizing the rotary tine of barley seeders presently being used by farmers. a) The position vector (P) of edge point (P) in the rotary tine of reverse rotating, center drive was obtained by the following formula. $$P=(vt+Rcos wt)i+Rsin wt j+ \{ Rcos \theta r sin \alpha cos (wt- \beta +\theta r) +Rsin \theta r sin \alpha sin (wt-\beta + \theta r) \} lk $$ b) The velocity of edge point $(P^')$ of reverse rotating, center drive rotary tine was obtained by the following formula. $$(P^')=(V-wR sin wt)i+(w\cdot Rcoswt)j + \{ -w\cdot Rcos \theta r\cdot sin \alpha \cdot sin (wt-\beta +\theta r) + w\cdot Rsin \theta r\cdot sin \alpha \cdot cos (wt- \beta + \theta r \} k $$ c) In order to reduce the power requirement of rotary tine, the angle between holder and edge point was desired to be reduced. d) In order to reduce the power requirement, the edge point of rotary tine should be moved from the angle at the begining of cutting to center line of machine, and the additional cutting width should be also reduced. 2. The studies on the soil bin and artificial soil: In order to measure the power requirement of various cutting tines under the same physical condition of soil, the indoor experiments Viere conducted by filling soil bin with artificially made soil similar to the common paddy soil and the results were as follows: a) When the rolling frequencies$(x)$ of the artificial soil were increased, the densIty$(Y)$ was also increased as follows: $$y=1.073200 +0.070780x - 0.002263x^2 (g/cm^3)$$ b) The absolute hardness $(Y)$ of soil had following relationship with the rolling frequencies$(x)$ and were increased as the rolling frequencies were increased. $$Y=37.74 - \frac {0.64 + 0.17x-0. 0054x^2} {(3.36-0.17x + 0.0054x^2)^3} (kg/cm^3)$$ c) The density of soil had significant effect on the cohesion and angle of internal friction of soil. For instance, the soil with density of 1.6 to 1.75 had equivalent density of sandy loam soil with 29.5% of natural soil moisture content. d) The coefficient of kinetiic friction of iron plate on artificial soil was 0.31 to 0.41 and was comparable with that of the natural soil. e) When the pulling speed of soil bin was the 2nd forward speed of power tiller, the rpm of driving shaft of rotary was similar to that of power tiller, soil bin apparatus is indicating the good indoor tester. 3. The comparative experiment on the power requirement of prototype tine of reverse rotating rotary: According to the preliminary test of rotary tine developed with various degrees of angle between holder and edge pcint due to the kinematic analysis, comparative test between prototype rotary tine with $30 ^\circ $ and $10 ^\circ$ of it and presently being used rotary tine was carried out 2nd the results were as follows: a) The total cutting torque was low when the angle between holder and edge point was reduced. b) $\theta r$ (angle between holder and edge point) of rotary tine seemed to be one: of the factors maximizing the increase of torque. c) As the angle between holder and edge point ($\theta r$) of rotary tine was $30 ^\circ $ rather than $45 ^\circ $, the angle of rotation during cutting soil was reduced and the total cutting torque was accordingly reduced about 10%, and the reduction efficiency of total cutting torque was low when the angle between holder and edge point ($\theta r$) of rotary tine was $10 ^\circ $, which indicates that the proper angle between holder and edge point of rotary tine should be larger than $10 ^\circ $ and smaller than $30 ^\circ $ . From above results, it could be concluded that the use of the prototype rotary tine which reduced the angle between holder and edge point to $30 ^\circ $, insted of $45 ^\circ $, is disirable not only decreasing the power requirements, but also increasing the durabie hour of it. Also forward researches are needed, WIlich determine the optimum tilted angle of rotary brocket, and rearrangement of the rotary tine on the rotary boss.

• The Journal of Korean Society for Radiation Therapy
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• v.27 no.2
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• pp.157-166
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• 2015

Purpose : Cyber-Knife tumor tracking system, based on the correlation relationship between the position of a tumor which moves in response to the real time respiratory cycle signal and respiration was obtained by the LED marker attached to the outside of the patient, the location of the tumor to predict in advance, the movement of the tumor in synchronization with the therapeutic device to track real-time tumor, is a system for treating. The purpose of this study, in the cyber knife tumor tracking radiation therapy, trying to evaluate the accuracy of tumor tracking radiation therapy system due to the change in the form of unpredictable sudden breathing due to cough and sleep. Materials and Methods : Breathing Log files that were used in the study, based on the Respiratory gating radiotherapy and Cyber-knife tracking radiosurgery breathing Log files of patients who received herein, measured using the Log files in the form of a Sinusoidal pattern and Sudden change pattern. it has been reconstituted as possible. Enter the reconstructed respiratory Log file cyber knife dynamic chest Phantom, so that it is possible to implement a motion due to respiration, add manufacturing the driving apparatus of the existing dynamic chest Phantom, Phantom the form of respiration we have developed a program that can be applied to. Movement of the phantom inside the target (Ball cube target) was driven by the displacement of three sizes of according to the size of the respiratory vertical (Superior-Inferior) direction to the 5 mm, 10 mm, 20 mm. Insert crosses two EBT3 films in phantom inside the target in response to changes in the target movement, the End-to-End (E2E) test provided in Cyber-Knife manufacturer depending on the form of the breathing five times each. It was determined by carrying. Accuracy of tumor tracking system is indicated by the target error by analyzing the inserted film, additional E2E test is analyzed by measuring the correlation error while being advanced. Results : If the target error is a sine curve breathing form, the size of the target of the movement is in response to the 5 mm, 10 mm, 20 mm, respectively, of the average $1.14{\pm}0.13mm$, $1.05{\pm}0.20mm$, with $2.37{\pm}0.17mm$, suddenly for it is variations in breathing, respective average $1.87{\pm}0.19mm$, $2.15{\pm}0.21mm$, and analyzed with $2.44{\pm}0.26mm$. If the correlation error can be defined by the length of the displacement vector in the target track is a sinusoidal breathing mode, the size of the target of the movement in response to 5 mm, 10 mm, 20 mm, respective average $0.84{\pm}0.01mm$, $0.70{\pm}0.13mm$, with $1.63{\pm}0.10mm$, if it is a variant of sudden breathing respective average $0.97{\pm}0.06mm$, $1.44{\pm}0.11mm$, and analyzed with $1.98{\pm}0.10mm$. The larger the correlation error values in both the both the respiratory form, the target error value is large. If the motion size of the target of the sine curve breathing form is greater than or equal to 20 mm, was measured at 1.5 mm or more is a recommendation value of both cyber knife manufacturer of both error value. Conclusion : There is a tendency that the correlation error value between about target error value magnitude of the target motion is large is increased, the error value becomes large in variation of rapid respiration than breathing the form of a sine curve. The more the shape of the breathing large movements regular shape of sine curves target accuracy of the tumor tracking system can be judged to be reduced. Using the algorithm of Cyber-Knife tumor tracking system, when there is a change in the sudden unpredictable respiratory due patient coughing during treatment enforcement is to stop the treatment, it is assumed to carry out the internal target validation process again, it is necessary to readjust the form of respiration. Patients under treatment is determined to be able to improve the treatment of accuracy to induce the observed form of regular breathing and put like to see the goggles monitor capable of the respiratory form of the person.