• Title/Summary/Keyword: selection index

Search Result 893, Processing Time 0.023 seconds

THE EFFECT OF INFLATION RISK AND SUBSISTENCE CONSTRAINTS ON PORTFOLIO CHOICE

  • Lim, Byung Hwa
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.17 no.2
    • /
    • pp.115-128
    • /
    • 2013
  • The optimal portfolio selection problem under inflation risk and subsistence constraints is considered. There are index bonds to invest in financial market and it helps to hedge the inflation risk. By applying the martingale method, the optimal consumption rate and the optimal portfolios are obtained explicitly. Furthermore, the quantitative effect of inflation risk and subsistence constraints on the optimal polices are also described.

GIS-Based Suitable Site Selection for Aquaculture Using Scope for Growth of Styela Clava (GIS 기반의 미더덕 SFG(Scope for Growth)를 이용한 양식장의 적지선정)

  • Park, Jung-Hyun;Suh, Yong-Cheol
    • Journal of the Korean Association of Geographic Information Studies
    • /
    • v.16 no.3
    • /
    • pp.81-90
    • /
    • 2013
  • The purpose of this paper is to do GIS-based suitable site selection using Scope for Growth index of Styela clava in Jindong Bay. The aquaculture of Styela calva is only conducted in Korea, especially Jindong Bay. Suspended culture of Styela clava was initiated in 2001 and the annual production reached 15,084M/T, but declined to 1,412M/T in 2005. The annual production was increased slightly to 2,484M/T in 2012 but the production is lower than the beginning yield. Scope for Growth(SFG) can indicate interrelationships between environment and organism growth index in aquaculture. GIS-based suitable site selection can be available by the concept of SFG, and fishery management system can be constructed for the sustainable production. As a result of the assessment of habitat suitability, Jindong Bay's SFG value ranges 0.054~0.57J/day and Styela clava farm's SFG values range 0.054~0.57J/day, either. The correlation between Styela clava farm's SFG and the actual production has a good result, as r=0.786, p<0.05. The construction of fishery management system using habitat suitability index ensures the reasonable site selection and the sustainable production in aquaculture farm. It introduces an objective method for the interrelationships between the environmental variation and the organism growth. Consequently, it can promote the decision making practices for the sustainable fishery management.

Identifying Factors for Corn Yield Prediction Models and Evaluating Model Selection Methods

  • Chang Jiyul;Clay David E.
    • KOREAN JOURNAL OF CROP SCIENCE
    • /
    • v.50 no.4
    • /
    • pp.268-275
    • /
    • 2005
  • Early predictions of crop yields call provide information to producers to take advantages of opportunities into market places, to assess national food security, and to provide early food shortage warning. The objectives of this study were to identify the most useful parameters for estimating yields and to compare two model selection methods for finding the 'best' model developed by multiple linear regression. This research was conducted in two 65ha corn/soybean rotation fields located in east central South Dakota. Data used to develop models were small temporal variability information (STVI: elevation, apparent electrical conductivity $(EC_a)$, slope), large temporal variability information (LTVI : inorganic N, Olsen P, soil moisture), and remote sensing information (green, red, and NIR bands and normalized difference vegetation index (NDVI), green normalized difference vegetation index (GDVI)). Second order Akaike's Information Criterion (AICc) and Stepwise multiple regression were used to develop the best-fitting equations in each system (information groups). The models with $\Delta_i\leq2$ were selected and 22 and 37 models were selected at Moody and Brookings, respectively. Based on the results, the most useful variables to estimate corn yield were different in each field. Elevation and $EC_a$ were consistently the most useful variables in both fields and most of the systems. Model selection was different in each field. Different number of variables were selected in different fields. These results might be contributed to different landscapes and management histories of the study fields. The most common variables selected by AICc and Stepwise were different. In validation, Stepwise was slightly better than AICc at Moody and at Brookings AICc was slightly better than Stepwise. Results suggest that the Alec approach can be used to identify the most useful information and select the 'best' yield models for production fields.

Effect of the Recommendation Story in Online Journalism on the User's News Selection (온라인 저널리즘의 추천기사가 뉴스 이용자의 뉴스기사 선택에 미치는 영향)

  • Park, Kwang-Soon;Ahn, Jong-Mook
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.16 no.3
    • /
    • pp.1795-1805
    • /
    • 2015
  • This paper analyzed the recommendation stories in the online journalism on the user's news choice by college students in two ways. One way is recommendation stories, and the other one is their arrangement and the index of use. From the results of the analysis, 7 out of 11 types of recommendation stories had positive effects on selecting news stories, while the 4 other types had little effect. Most of the recommendation stories that had little effect on the user's news selection were 'comments' or 'things' related to tweets' on SNS. The arrangements of new stories and the searched keywords had some effects on the user's news choice but had no effect on the index of use. In addition, the hours of using news stories and the types of recommendation stories were mostly correlated with each other. Consequently, formal factors, such as the arrangement of news stories and the recommendation stories of online journalism, had positive effects on the user's news selection, as well as headlines and keywords of news stories.

A Study of Radio-Wave Interference on Location Selection of Satellite Ground Stations (천리안 위성을 위한 위성 지상국 후보지 전파 환경 측정 및 간섭 연구)

  • Yang, Jae Soo;Bae, Sang Soo;Hwang, Yu Min;Kim, Jin Young
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.25 no.9
    • /
    • pp.944-951
    • /
    • 2014
  • In this paper, evaluation indices of the location selection of satellite ground station is proposed to maximize satellite applications. The evaluation index has been developed based on radio-wave environmental conditions to avoid the radio interference to perform the missions of ocean observation satellite. The radio interference investigation was generated based on professionals of satellite control/operation, calibration/validation, applications. And evaluation index was applied to a candidate site of ground station. In the future, this result may be able to compare with the results of other candidate sites for the best location selection of 'marine mission-oriented ground stations'. According to recent trends of mission-oriented ground stations, the results can be used for location selection of 'marine mission-oriented ground station' as reference.

A Study on Predicting TDI(Trophic Diatom Index) in tributaries of Han river basin using Correlation-based Feature Selection technique and Random Forest algorithm (Correlation-based Feature Selection 기법과 Random Forest 알고리즘을 이용한 한강유역 지류의 TDI 예측 연구)

  • Kim, Minkyu;Yoon, Chun Gyeong;Rhee, Han-Pil;Hwang, Soon-Jin;Lee, Sang-Woo
    • Journal of Korean Society on Water Environment
    • /
    • v.35 no.5
    • /
    • pp.432-438
    • /
    • 2019
  • The purpose of this study is to predict Trophic Diatom Index (TDI) in tributaries of the Han River watershed using the random forest algorithm. The one year (2017) and supplied aquatic ecology health data were used. The data includes water quality(BOD, T-N, $NH_3-N$, T-P, $PO_4-P$, water temperature, DO, pH, conductivity, turbidity), hydraulic factors(water width, average water depth, average velocity of water), and TDI score. Seven factors including water temperature, BOD, T-N, $NH_3-N$, T-P, $PO_4-P$, and average water depth are selected by the Correlation Feature Selection. A TDI prediction model was generated by random forest using the seven factors. To evaluate this model, 2017 data set was used first. As a result of the evaluation, $R^2$, % Difference, NSE(Nash-Sutcliffe Efficiency), RMSE(Root Mean Square Error) and accuracy rate show that this model is compatible with predicting TDI. To be more concrete, $R^2$ is 0.93, % Difference is -0.37, NSE is 0.89, RMSE is 8.22 and accuracy rate is 70.4%. Also, additional evaluation using data set more than 17 times the measured point was performed. The results were similar when the 2017 data set were used. The Wilcoxon Signed Ranks Test shows there was no statistically significant difference between actual and predicted data for the 2017 data set. These results can specify the elements which probably affect aquatic ecology health. Also, these will provide direction relative to water quality management for a watershed that must be continuously preserved.

System Trading using Case-based Reasoning based on Absolute Similarity Threshold and Genetic Algorithm (절대 유사 임계값 기반 사례기반추론과 유전자 알고리즘을 활용한 시스템 트레이딩)

  • Han, Hyun-Woong;Ahn, Hyun-Chul
    • The Journal of Information Systems
    • /
    • v.26 no.3
    • /
    • pp.63-90
    • /
    • 2017
  • Purpose This study proposes a novel system trading model using case-based reasoning (CBR) based on absolute similarity threshold. The proposed model is designed to optimize the absolute similarity threshold, feature selection, and instance selection of CBR by using genetic algorithm (GA). With these mechanisms, it enables us to yield higher returns from stock market trading. Design/Methodology/Approach The proposed CBR model uses the absolute similarity threshold varying from 0 to 1, which serves as a criterion for selecting appropriate neighbors in the nearest neighbor (NN) algorithm. Since it determines the nearest neighbors on an absolute basis, it fails to select the appropriate neighbors from time to time. In system trading, it is interpreted as the signal of 'hold'. That is, the system trading model proposed in this study makes trading decisions such as 'buy' or 'sell' only if the model produces a clear signal for stock market prediction. Also, in order to improve the prediction accuracy and the rate of return, the proposed model adopts optimal feature selection and instance selection, which are known to be very effective in enhancing the performance of CBR. To validate the usefulness of the proposed model, we applied it to the index trading of KOSPI200 from 2009 to 2016. Findings Experimental results showed that the proposed model with optimal feature or instance selection could yield higher returns compared to the benchmark as well as the various comparison models (including logistic regression, multiple discriminant analysis, artificial neural network, support vector machine, and traditional CBR). In particular, the proposed model with optimal instance selection showed the best rate of return among all the models. This implies that the application of CBR with the absolute similarity threshold as well as the optimal instance selection may be effective in system trading from the perspective of returns.

An Empirical Study on Improving the Performance of Text Categorization Considering the Relationships between Feature Selection Criteria and Weighting Methods (자질 선정 기준과 가중치 할당 방식간의 관계를 고려한 문서 자동분류의 개선에 대한 연구)

  • Lee Jae-Yun
    • Journal of the Korean Society for Library and Information Science
    • /
    • v.39 no.2
    • /
    • pp.123-146
    • /
    • 2005
  • This study aims to find consistent strategies for feature selection and feature weighting methods, which can improve the effectiveness and efficiency of kNN text classifier. Feature selection criteria and feature weighting methods are as important factor as classification algorithms to achieve good performance of text categorization systems. Most of the former studies chose conflicting strategies for feature selection criteria and weighting methods. In this study, the performance of several feature selection criteria are measured considering the storage space for inverted index records and the classification time. The classification experiments in this study are conducted to examine the performance of IDF as feature selection criteria and the performance of conventional feature selection criteria, e.g. mutual information, as feature weighting methods. The results of these experiments suggest that using those measures which prefer low-frequency features as feature selection criterion and also as feature weighting method. we can increase the classification speed up to three or five times without loosing classification accuracy.

Comparison of Breeding System Between Single Population and Two Sub-population Scheme by Computer Simulation II. Different genetic level for Sub-populations

  • Oikawa, T.;Matsura, Y.;Sato, K.
    • Asian-Australasian Journal of Animal Sciences
    • /
    • v.10 no.4
    • /
    • pp.428-434
    • /
    • 1997
  • The effect of genetic diversity in sub-populations on breeding efficiency was examined with prospect of potential crossbreeding. Simulation study of selection was performed for 20 generations with 20 replications each, comparing average breeding values and inbreeding coefficients between the two breeding systemes; single population scheme and two population scheme. The different genetic levels were assumed to be caused by different gene frequencies. Phenotypes of two traits generated polygenic effect with additive 36 loci and residuals distributed normally were selected by selection index procedure. High genetic gain with less inbreeding was clearly recognized in the single population scheme, independently of difference in genetic level, economic weight and genetic correlation. Genetic correlation after selection in the single population scheme was lower than the two population scheme. When crossbreeding between the sub-population was taken into account, superiority of the two population scheme was suggested under those restrictions; difference in genetic level is moderate, selection criterion for the two traits is not far from even economic weight, and genetic correlation is positive with low to moderate value. The use of complementarity increased the possibility of the two population scheme.

Comparison of Breeding System Between Single Population and Two Sub-population Scheme by Computer Simulation I. Equal genetic level for Sub-populations

  • Oikawa, T.;Matsura, Y.;Sato, K.
    • Asian-Australasian Journal of Animal Sciences
    • /
    • v.10 no.4
    • /
    • pp.422-427
    • /
    • 1997
  • Breeding efficiency was investigated to reveal crucial factors for constructing effective breeding system with subdivided populations under equal genetic level. Simulation study of selection experiment was performed for 20 generations with 20 replications each, comparing average breeding values and inbreeding coefficients between the two breeding systems; single population scheme and two population scheme, each of which had the same genetic parameters. Genetic correlations (-0.5 to 0.5) were assumed to be caused only by pleiotropic effect of a gene. Phenotypes of the two traits generated by polygenic effect with additive 36 loci and residuals distributed normally were selected by two traits selection index procedure. Comparing between the single population scheme and the two population scheme, the single population scheme showed higher genetic gain with lower inbreeding coefficient. This result was confirmed particularly for the situation of high selection intensity, high heritability and high degree of unevenness for economic weight. Genetic correlations in the single population scheme were significantly lower than the two population scheme when initial genetic correlation was negative. When terminal crossbreeding for the two population scheme is taken into account, superiority of the two population scheme was suggested. The terminal crossbreeding was effective under the situation of long term selection, existence of moderate inbreeding depression and use of less extreme economic weight.