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Increasing Accuracy of Stock Price Pattern Prediction through Data Augmentation for Deep Learning (데이터 증강을 통한 딥러닝 기반 주가 패턴 예측 정확도 향상 방안)

  • Kim, Youngjun;Kim, Yeojeong;Lee, Insun;Lee, Hong Joo
    • The Journal of Bigdata
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    • v.4 no.2
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    • pp.1-12
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    • 2019
  • As Artificial Intelligence (AI) technology develops, it is applied to various fields such as image, voice, and text. AI has shown fine results in certain areas. Researchers have tried to predict the stock market by utilizing artificial intelligence as well. Predicting the stock market is known as one of the difficult problems since the stock market is affected by various factors such as economy and politics. In the field of AI, there are attempts to predict the ups and downs of stock price by studying stock price patterns using various machine learning techniques. This study suggest a way of predicting stock price patterns based on the Convolutional Neural Network(CNN) among machine learning techniques. CNN uses neural networks to classify images by extracting features from images through convolutional layers. Therefore, this study tries to classify candlestick images made by stock data in order to predict patterns. This study has two objectives. The first one referred as Case 1 is to predict the patterns with the images made by the same-day stock price data. The second one referred as Case 2 is to predict the next day stock price patterns with the images produced by the daily stock price data. In Case 1, data augmentation methods - random modification and Gaussian noise - are applied to generate more training data, and the generated images are put into the model to fit. Given that deep learning requires a large amount of data, this study suggests a method of data augmentation for candlestick images. Also, this study compares the accuracies of the images with Gaussian noise and different classification problems. All data in this study is collected through OpenAPI provided by DaiShin Securities. Case 1 has five different labels depending on patterns. The patterns are up with up closing, up with down closing, down with up closing, down with down closing, and staying. The images in Case 1 are created by removing the last candle(-1candle), the last two candles(-2candles), and the last three candles(-3candles) from 60 minutes, 30 minutes, 10 minutes, and 5 minutes candle charts. 60 minutes candle chart means one candle in the image has 60 minutes of information containing an open price, high price, low price, close price. Case 2 has two labels that are up and down. This study for Case 2 has generated for 60 minutes, 30 minutes, 10 minutes, and 5minutes candle charts without removing any candle. Considering the stock data, moving the candles in the images is suggested, instead of existing data augmentation techniques. How much the candles are moved is defined as the modified value. The average difference of closing prices between candles was 0.0029. Therefore, in this study, 0.003, 0.002, 0.001, 0.00025 are used for the modified value. The number of images was doubled after data augmentation. When it comes to Gaussian Noise, the mean value was 0, and the value of variance was 0.01. For both Case 1 and Case 2, the model is based on VGG-Net16 that has 16 layers. As a result, 10 minutes -1candle showed the best accuracy among 60 minutes, 30 minutes, 10 minutes, 5minutes candle charts. Thus, 10 minutes images were utilized for the rest of the experiment in Case 1. The three candles removed from the images were selected for data augmentation and application of Gaussian noise. 10 minutes -3candle resulted in 79.72% accuracy. The accuracy of the images with 0.00025 modified value and 100% changed candles was 79.92%. Applying Gaussian noise helped the accuracy to be 80.98%. According to the outcomes of Case 2, 60minutes candle charts could predict patterns of tomorrow by 82.60%. To sum up, this study is expected to contribute to further studies on the prediction of stock price patterns using images. This research provides a possible method for data augmentation of stock data.

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The Phenomenological Comparison between Results from Single-hole and Cross-hole Hydraulic Test (균열암반 매질 내 단공 및 공간 간섭 시험에 대한 현상적 비교)

  • Kim, Tae-Hee;Kim, Kue-Young;Oh, Jun-Ho;Hwang, Se-Ho
    • Journal of Soil and Groundwater Environment
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    • v.12 no.5
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    • pp.39-53
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    • 2007
  • Generally, fractured medium can be described with some key parameters, such as hydraulic conductivities or random field of hydraulic conductivities (continuum model), spatial and statistical distribution of permeable fractures (discrete fracture network model). Investigating the practical applicability of the well-known conceptual models for the description of groundwater flow in fractured media, various types of hydraulic tests were applied to studies on the highly fractured media in Geumsan, Korea. Results from single-hole packer test show that the horizontal hydraulic conductivities in the permeable media are between $7.67{\times}10^{-10}{\sim}3.16{\times}10^{-6}$ m/sec, with $7.70{\times}10^{-7}$ m/sec arithmetic mean and $2.16{\times}10^{-7}$ m/sec geometric mean. Total number of test interval is 110 at 8 holes. The number of completely impermeable interval is 9, and the low permeable interval - below $1.0{\times}10^{-8}$ m/sec is 14. In other words, most of test intervals are permeable. The vertical distribution of hydraulic conductivities shows apparently the good correlation with the results of flowmeter test. But the results from the cross-hole test show some different features. The results from the cross-hole test are highly related to the connectivity and/or the binary properties of fractured media; permeable and impermeable. From the viewpoint of the connection, the application of the general stochastic approach with a single continuum model may not be appropriate even in the moderately or highly permeable fractured medium. Then, further studies on the investigation method and the analysis procedures should be required for the reasonable and practical design of the conceptual model, with which the binary properties, including permeable/impermeable features, can be described.

Identification of Antagonistic Bacteria, Pseudomonas aurantiaca YC4963 to Colletotri­chum orbiculare Causing Anthracnose of Cucumber and Production of the Antibiotic Phenazine-l-carboxylic acid (Colletotrichum orbiculare에 대한 길항세균 Pseudomonas aurantiaca YC4963의 분리 동정 및 항균물질 Phenazine-1-carboxylic acid의 생산)

  • Chae Hee-Jung;Kim Rumi;Moon Surk-Sik;Ahn Jong-Woong;Chung Young-Ryun
    • Korean Journal of Microbiology
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    • v.40 no.4
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    • pp.342-347
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    • 2004
  • A bacterial strain YC4963 with antifungal activity against Colletotrichum orbiculare, a causal organism of cucumber anthracnose was isolated from the rhizosphere soil of Siegesbeckia pubescens Makino in Korea. Based on physiological and biochemical characteristics and 16S ribosomal DNA sequence analysis, the bac­terial strain was identified as Pseudomonas aurantiaca. The bacteria also inhibited mycelial growth of several plant fungal pathogens such as Botrytis cinerea, Fusarium oxysporum and Rhizoctonia solani on PDA and 0.1 TSA media. The antifungal activity was found from the culture filtrate of this isolate and the active compound was quantitatively bound to XAD adsorption resin. The antibiotic compound was purified and identified as phenazine-l-carboxylic acid on the basis of combined spectral and chemical analyses data. This is the first report on the production of phenazine-l-carboxylic acid by Pseudomonas aurantiaca.

A Transmission Electron Microscopy Study on the Crystallization Behavior of In-Sb-Te Thin Films (In-Sb-Te 박막의 결정화 거동에 관한 투과전자현미경 연구)

  • Kim, Chung-Soo;Kim, Eun-Tae;Lee, Jeong-Yong;Kim, Yong-Tae
    • Applied Microscopy
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    • v.38 no.4
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    • pp.279-284
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    • 2008
  • The phase change materials have been extensively used as an optical rewritable data storage media utilizing their phase change properties. Recently, the phase change materials have been spotlighted for the application of non-volatile memory device, such as the phase change random access memory. In this work, we have investigated the crystallization behavior and microstructure analysis of In-Sb-Te (IST) thin films deposited by RF magnetron sputtering. Transmission electron microscopy measurement was carried out after the annealing at $300^{\circ}C$, $350^{\circ}C$, $400^{\circ}C$ and $450^{\circ}C$ for 5 min. It was observed that InSb phases change into $In_3SbTe_2$ phases and InTe phases as the temperature increases. It was found that the thickness of thin films was decreased and the grain size was increased by the bright field transmission electron microscopy (BF TEM) images and the selected area electron diffraction (SAED) patterns. In a high resolution transmission electron microscopy (HRTEM) study, it shows that $350^{\circ}C$-annealed InSb phases have {111} facet because the surface energy of a {111} close-packed plane is the lowest in FCC crystals. When the film was heated up to $400^{\circ}C$, $In_3SbTe_2$ grains have coherent micro-twins with {111} mirror plane, and they are healed annealing at $450^{\circ}C$. From the HRTEM, InTe phase separation was occurred in this stage. It can be found that $In_3SbTe_2$ forms in the crystallization process as composition of the film near stoichiometric composition, while InTe phase separation may take place as the composition deviates from $In_3SbTe_2$.

Growth and electrical properties of $Sr_2$$({Ta_{1-x}},{Nb_x})_2$)$O_7$ thin films by RF sputtering (RF Sputtering을 이용한 $Sr_2$$({Ta_{1-x}},{Nb_x})_2$)$O_7$ 박막의 성장 및 전기적 특성)

  • In, Seung-Jin;Choi, Hoon-Sang;Lee, Kwan;Choi, In-Hoon
    • Korean Journal of Materials Research
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    • v.11 no.5
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    • pp.367-371
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    • 2001
  • In this paper, theS $r_2$(T $a_{1-x}$ , N $b_{x}$)$_2$ $O_{7}$(STNO) films among ferroelectric materials having a low dielectric constant for metal-ferroelectric-semiconductor field effect transistor(MFS-FET) were discussed. The STNO thin films were deposited on p-type Si(100) at room temperature by co-sputtering with S $r_2$N $b_2$ $O_{7(SNO)}$ ceramic target and T $a_2$ $O_{5}$ ceramic target. The composition of STNO thin films was varied by adjusting the power ratios of SNO target and T $a_2$ $O_{5}$ target. The STNO films were annealed at 8$50^{\circ}C$, 90$0^{\circ}C$ and 9$50^{\circ}C$ temperature in oxygen ambient for 1 hour. The value of x has significantly influenced the structure and electrical properties of the STNO films. In the case of x= 0.4, the crystallinity of the STNO films annealed at 9$50^{\circ}C$ was observed well and the memory windows of the Pt/STNO/Si structure were 0.5-8.3 V at applied voltage of 3-9 V and leakage current density was 7.9$\times$10$_{08}$A/$\textrm{cm}^2$ at applied voltage of -5V.of -5V.V.V.

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Characteristics and breeding of a new multi-generation oyster mushroom (Pleurotus ostreatus) variety 'Dagul' (다발성 신품종 느타리 '다굴'의 육성 및 자실체 특성)

  • Shin, Pyung-Gyun;Kim, Hee-Jung;Choi, Chan-Sik;Yoo, Young-Bok;Kong, Won-Sik;Jang, Kab-Yeul;Oh, Youn-Lee;Cheong, Jong-Chun;Suh, Jang-Sun;Oh, Se Jong;Lee, Keum-Hee
    • Journal of Mushroom
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    • v.11 no.3
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    • pp.154-158
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    • 2013
  • To develop a new variety of oyster mushroom(Pleurotus ostreatus), parental strains was selected by the method of Mon-Mon crossing between monokaryotic strains derived from ASI 2596(Suhan No.3) and ASI 2782(Black pileus mutant). The SB-73(ASI 2596-11 x 2782-8) was shown the best cultural characteristics, selected to be a new variety and named as 'Dagul'. The 'Dagul' was formed incompatibility line distinctly in the confrontation growth of parental strains Suhan No.3 and ASI 2782. The optimum temperature for mycelial growth, fruiting body development and pH arrange were $25{\sim}30^{\circ}C$, $14{\sim}17^{\circ}C$ and pH5~8, respectively. Fruiting body production per bottle was about $68.0{\pm}24.1$ g which is almost 115% quantity compared to that of other variety Suhan No.3. And also the stipe is long and individual generation is multiple. Analysis of the genetic characteristics of the new variety 'Dagul' showed different DNA bands as that of the control strains, Suhan No.3 and ASI 2782, when RAPD(Random Amplified Polymorphic DNA) primers URP7 and Rcb1 were used. This new variety 'Dagul' of oyster mushroom is characterized by multiple of individual generation and the stipe is long. We therefore expect that this new strain will increase of the income by cultivation of field.

Carbon Reduction and Enhancement for Greenspace in Institutional Lands (공공용지 녹지의 탄소저감과 증진방안)

  • Jo, Hyun-Kil;Park, Hye-Mi;Kim, Jin-Young
    • Journal of the Korean Institute of Landscape Architecture
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    • v.48 no.4
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    • pp.1-7
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    • 2020
  • This study quantified annual uptake and storage of carbon by urban greenspace in institutional lands and suggested improvement of greenspace structures to enhance carbon reduction effects. The study selected a total of five study cities including Seoul, Daejeon, Daegu, Chuncheon, and Suncheon, based on areal size and nationwide distribution. Horizontal and vertical greenspace structures were field-surveyed, after institutional greenspace lots were selected using a systematic random sampling method on aerial photographs of the study cities. Annual uptake and storage of carbon by woody plants were computed applying quantitative models of each species developed for urban landscape trees and shrubs. Tree density and stem diameter (at breast height) in institutional lands averaged 1.4±0.1 trees/100 ㎡ and 14.9±0.2 cm across the study cities, respectively. Of the total planted area, the ratio of single-layered planting only with trees, shrubs, or grass was higher than that of multi-layered structures. Annual uptake and storage of carbon per unit area by woody plants averaged 0.65±0.04 t/ha/yr and 7.37±0.47 t/ha, which were lower than those for other greenspace types at home and abroad. This lower carbon reduction was attributed to lower density and smaller size of trees planted in institutional lands studied. Nevertheless, the greenspace in institutional lands annually offset carbon emissions from institutional electricity use by 0.6 (Seoul)~1.9% (Chuncheon). Tree planting in potential planting spaces was estimated to sequester additionally about 18% of the existing annual carbon uptake. Enhancing carbon reduction effects requires active tree planting in the potential spaces, multi-layered/clustered planting composed of the upper trees, middle trees and lower shrubs, planting of tree species with greater carbon uptake capacity, and avoidance of the topiary tree maintenance. This study was focused on finding out greenspace structures and carbon offset levels in institutional lands on which little had been known.

Standards of Due Diligence and Separation of Responsibilities in the Division of Labor in Medicine (분업적 의료행위에 있어서 주의의무위반 판단기준과 그 제한규칙들)

  • Choi, Hojin
    • The Korean Society of Law and Medicine
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    • v.19 no.2
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    • pp.41-72
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    • 2018
  • In the division of labor (or teamwork) in medicine, the responsibility of medical and nursing staff should be separated or distributed to justify negligent criminal offenses. The present work refers to the standards by which the due diligence and responsibility of the individual persons are to be determined and delimited. In this context, it has been proven that objective theory as a measure of due diligence is appropriate. From a moral point of view, when assessing due diligence, it makes sense to impose greater individual or higher performance demands on the perpetrator, but law and order require that due diligence should result from socially relevant human behavior. To give objective measure of negligence and to provide the highest level of personal responsibility, so that man can not be burdened too much responsibility and it is accordingly with an equality theorem. Afterwards some points are presented, which should be considered in a concrete fact in the determination of the medical negligence. Medical action has specific characteristics such as professionalism, discretionary and exclusive, unbalance of information. These characteristics distinguish medical actions from general negligence. The general level of knowledge, the urgency, working condition and working environment of the medical facility, duration of the professional practice, assessment of the medical activity are crucial in this context. As a standard of delineation of due diligence, I have used the permitted risk and the principle of trust. In the horizontal division of labor, the principle of trust applies. The principle of trust applies in principle in cases of division of labor interaction, when doctors in the same hospital exercise their own specific occupational field or everyone works in another hospital. However, this is not true for every case. In the vertical division of labor, the principle of trust does not apply and the senior physician can not trust the assistant doctors. In this case, the principle of trust is converted into a duty of supervision for assistant doctors by the senior physician. This supervision requirement could be used as a random check.

Observation of Volume Change and Subsidence at a Coal Waste Dump in Jangseong-dong, Taebaek-si, Gangwon-do by Using Digital Elevation Models and PSInSAR Technique (수치표고모델 및 PSInSAR 기법을 이용한 강원도 태백시 장성동 폐석적치장의 적치량과 침하관측)

  • Choi, Euncheol;Moon, Jihyun;Kang, Taemin;Lee, Hoonyol
    • Korean Journal of Remote Sensing
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    • v.38 no.6_1
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    • pp.1371-1383
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    • 2022
  • In this study, the amount of coal waste dump was calculated using six Digital Elevation Models (DEMs) produced between 2006 and 2018 in Jangseong-dong, Taebaek-si, Gangwon-do, and the subsidence was observed by applying the Persistent Scatterer Interferometric SAR (PSInSAR) technique on the Sentinel-1 SAR images. As a result of depositing activities using DEMs, a total of 1,668,980 m3 of coal waste was deposited over a period of about 12 years from 2006 to 2018. The observed subsidence rate from PSInSAR was -32.3 mm/yr and -40.2 mm/yr from the ascending and descending orbits, respectively. As the thickness of the waste pile increased, the rate of subsidence increased, and the more recent the completion of the deposit, the faster the subsidence tended to occur. The subsidence rates from the ascending and descending orbits were converted to vertical and horizontal east-west components, and 22 random reference points were set to compare the subsidence rate, the waste rock thickness, and the time of depositing completion. As a result, the subsidence rate of the reference point tended to increase as the thickness of the waste became thicker, similar to the PSInSAR results in relation to the waste thickness. On the other hand, there was no clear correlation between the completion time of the deposits and the rate Of subsidence at the reference points. This is because the time of completion of the deposits at all but 5 of the 22 reference points was too biased in 2010 and the correlation analysis was meaningless. As in this study, the use of DEM and PSInSAR is expected to be an effective alternative to compensate for the lack of field data in the safety management of coal waste deposits.

Automated Analyses of Ground-Penetrating Radar Images to Determine Spatial Distribution of Buried Cultural Heritage (매장 문화재 공간 분포 결정을 위한 지하투과레이더 영상 분석 자동화 기법 탐색)

  • Kwon, Moonhee;Kim, Seung-Sep
    • Economic and Environmental Geology
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    • v.55 no.5
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    • pp.551-561
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    • 2022
  • Geophysical exploration methods are very useful for generating high-resolution images of underground structures, and such methods can be applied to investigation of buried cultural properties and for determining their exact locations. In this study, image feature extraction and image segmentation methods were applied to automatically distinguish the structures of buried relics from the high-resolution ground-penetrating radar (GPR) images obtained at the center of Silla Kingdom, Gyeongju, South Korea. The major purpose for image feature extraction analyses is identifying the circular features from building remains and the linear features from ancient roads and fences. Feature extraction is implemented by applying the Canny edge detection and Hough transform algorithms. We applied the Hough transforms to the edge image resulted from the Canny algorithm in order to determine the locations the target features. However, the Hough transform requires different parameter settings for each survey sector. As for image segmentation, we applied the connected element labeling algorithm and object-based image analysis using Orfeo Toolbox (OTB) in QGIS. The connected components labeled image shows the signals associated with the target buried relics are effectively connected and labeled. However, we often find multiple labels are assigned to a single structure on the given GPR data. Object-based image analysis was conducted by using a Large-Scale Mean-Shift (LSMS) image segmentation. In this analysis, a vector layer containing pixel values for each segmented polygon was estimated first and then used to build a train-validation dataset by assigning the polygons to one class associated with the buried relics and another class for the background field. With the Random Forest Classifier, we find that the polygons on the LSMS image segmentation layer can be successfully classified into the polygons of the buried relics and those of the background. Thus, we propose that these automatic classification methods applied to the GPR images of buried cultural heritage in this study can be useful to obtain consistent analyses results for planning excavation processes.