• Journal of the Korea Society of Computer and Information
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• v.22 no.11
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• pp.111-116
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• 2017

This paper proposes a data mining approach to predicting stock price direction. Stock market fluctuates due to many factors. Therefore, predicting stock price direction has become an important issue in the field of stock market analysis. However, in literature, there are few studies applying data mining approaches to predicting the stock price direction. To contribute to literature, this paper proposes comparing single classifiers and ensemble classifiers. Single classifiers include logistic regression, decision tree, neural network, and support vector machine. Ensemble classifiers we consider are adaboost, random forest, bagging, stacking, and vote. For the sake of experiments, we garnered dataset from Korea Stock Exchange (KRX) ranging from 2008 to 2015. Data mining experiments using WEKA revealed that random forest, one of ensemble classifiers, shows best results in terms of metrics such as AUC (area under the ROC curve) and accuracy.

• Proceedings of the Korea Society of Information Technology Applications Conference
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• 2007.11a
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• pp.142-142
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• 2007

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2011.06a
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• pp.1559-1560
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• 2011

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.159-159
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• 2022

Soil represents a substantial component within the global carbon cycle and small changes in the SOC stock may result in large changes of atmospheric CO₂ particularly over tens to hundreds of years. In this study, we aim to (i) evaluate the SOC stock in the topsoil 0 - 15 cm from soil physical and chemical characteristics and (ii) find the correlation of SOC and soil organic matter (SOM) for national-scale in South Korea. First of all, based on the characteristics of the soil to calculate the soil hydraulic properties, SOC stock is the SOC mass per unit area for a given depth. It depends on bulk density (BD-g/cm³), SOC content (%), the depth of topsoil (cm), and gravel content (%). Due to insufficient data on BD observation, we establish a correlation between BD and SOC content, sand content, clay content parameter. Next, we present linear and non-linear regression models of BD and the interrelationship between SOC and SOM using a linear regression model and determine the conversion factor for them, comparing with Van Bemmelen 1890's factor value for the country scale. The results obtained, helps managers come up with suitable solutions to conserve land resources.

• 제어로봇시스템학회:학술대회논문집
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• 1991.10b
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• pp.1858-1863
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• 1991

The theory of stock option pricing has, recently, attracted attention of many researchers interested not only in finance but also in statistics and control theory. In this field, the problem of estimating stock return volatility is, above all, of great importance in calculating actual stock option value. In this paper, we assume that the stock market is represented by the stochastic volatility model which is the same as that of Hull and White. Then, we propose an approximation function of option value. It is a type of Black-Sholes option formula in which the first and the second order moments of logarithmic stock value are modified in a special form from the original model. Finally, an algorithm of estimating the parameters of the stochastic volatility model is given, and parameters are estimated by using Nikkei 225 index option data.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2005.06a
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• pp.393-397
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• 2005

Since the braking system of rolling stock is directly linked to it's safety, ensuring reliability of braking system and evaluation of performance of it are very important. To develope the performance of braking system, it is required advanced technology and gradually various factors in the field test result. This study is designed to analyze the air pressure control about braking force in rolling stock, also, by comparing braking force of high speed railway with that of high speed train. This paper suggests to establish a method of computation of braking force form the air pressure control. And The high speed train researches into patterns of braking system such as the train of speed up and introduction of electric and pneumatic braking system.

• Proceedings of the KSR Conference
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• 2009.05a
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• pp.791-794
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• 2009

Each nation of the world is intensively propelling the R&D investment to solve the financial crisis and worldwide economic recession occurred from last year. This means the world economic is under economic system based on the knowledge. So, The R&D is continuously propelled for possession of the technology through the R&D stock and which is core in the knowledge based economic system. In this world stream, our government is also increasing the R&D investment and checked the technology level through surveying the R&D stock and corn parison of each industry or world. The R&D investment of the railroad is continued but there is no data of the R&D stock. So, surveying the railroad R&D stock and comparing with korea industry is processed.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.4
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• pp.29-38
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• 2022

The enormous sway of COVID-19 on the international financial market has been felt across the globe. The financial markets of Bangladesh have also been similarly affected by the global epidemic and experienced a significant increase in volatility. To scrutinise the connection between COVID-19 and the Dhaka Stock Exchange (DSE) indices' return and instability, this study uses data of the DSE from February 2014 to September 2021. A comparative examination of the return and instability of the stock indices of the DSE has also been done considering the outbreak of the current COVID-19 situation. After using the GJR-GARCH (1,1) model, this review uncovers that the outbreak of COVID-19 has a statistically positive noteworthy association with the DSE stock indices' instability, which increases the market's volatility. Traders' fear and the rising frequency of COVID-19 reported patients could cause this. Besides, according to this study, COVID-19 shows a substantial positive linkage with stock market returns that increases the market's return. An appealing valuation, lower interest rates in the banking channel, economic rebound following the closure to prevent coronavirus transmission, improved remittance inflows, and a return of export revenues could all have contributed to this outcome. In addition, the findings also reveal that all market indices are in a mean-reverting phase.

• Asian Journal of Innovation and Policy
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• v.4 no.1
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• pp.35-54
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• 2015

The purpose of this study is to compare the valuation of technology firms in the KOSPI and KOSDAQ. This study analyzed 224 market reports for KOSDAQ firms and 602 reports for KOSPI firms. We compare the two markets under 3 definitions on the accuracy of stock price forecasting. Findings are as follows: Although PER multiples is the most used method of valuation, KOSDAQ valuation more heavily relies on the method than KOSPI valuation. In stock market, the period of earnings forecasting is mostly 2-3 years. Multiples of KOSDAQ is generally higher than those of KOSPI. Even for technology firms, valuation in KOSPI mostly relies on earnings of the company, but that in KOSDAQ mostly relies on relative price. In stock price forecasting, generally overestimation prevails. Moreover, forecasting of KOSPI reports is more accurate than that of KOSDAQ reports. ROE and COE of KOSDAQ firms are generally higher than those of KOSPI firms.

• Proceedings of the Korean Fiber Society Conference
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• 2003.10a
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• pp.53-54
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• 2003

Fukusuke applied for beginning "Civil affairs reproduction procedure" on June 21, 2003. It′s bankrupt. After obtaining the data of "Commodity Attribute, Sales, Sates Cost, Stock, Ordinary Profit, And Special Loss" based on the financial statement at the time of the bankruptcy, the influence of the production method improves checking. They are compared with a similar apparel company. The production method is close with the distribution circumstances. As a result, it searches for the limit of "Mass-Sail system" in fiber ＆ fashion product by "Make To Stock(MTS) Production Method".