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Development of a Limit Order Book Analysis Tool for Automated Stock Trading Systems

  • Gyu-Sang Cho
    • International Journal of Internet, Broadcasting and Communication
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    • v.16 no.3
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    • pp.363-369
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    • 2024
  • In this paper, we develope a LOB(Limit Order Book) analyzing tool for an automated trading system, which features real-time and offline analysis of LOB data in conjunction with execution data. The 10-tier LOB data analyzer developed in this paper, which contains ask/bid prices and the execution data, receivs transaction requests in real-time from the Kiwoom Open API+ server. In the OnReceiveTrData event, the transaction data from the server is received and processed. The real-time data, triggered by the transaction, is received and processed in the OnReceiveRealData event. These two types of data are stored in a database and replayed in the same way as if it were a real-time situation in simulation mode. The LOB data are selectively read and analyzed in a necessary time points. The tool provides various features such as bar chart analysis and pattern analysis of the total shares on the bid side and ask side, which are used to develop a tool to accurately determine the timing of stock trading.

Performance Evaluation of the Runoff Reduction with Permeable Pavements using the SWMM Model (SWMM 분석을 통한 투수성 포장의 유출 저감 특성 평가)

  • Lin, Wuguang;Ryu, SungWoo;Park, Dae Geun;Lee, Jaehoon;Cho, Yoon-Ho
    • International Journal of Highway Engineering
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    • v.17 no.4
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    • pp.11-18
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    • 2015
  • PURPOSES: This study aims to evaluate the runoff reduction with permeable pavements using the SWMM analysis. METHODS: In this study, simulations were carried out using two different models, simple and complex, to evaluate the runoff reduction when an impermeable pavement is replaced with a permeable pavement. In the simple model, the target area for the analysis was grouped into four areas by the land use characteristics, using the statistical database. In the complex model, simulation was performed based on the data on the sewer and road network configuration of Yongsan-Gu Bogwang-Dong in Seoul, using the ArcGIS software. A scenario was created to investigate the hydro-performance of the permeable pavement based on the return period, runoff coefficient, and the area of permeable pavement that could be laid within one hour after rainfall. RESULTS : The simple modeling analysis results showed that, when an impervious pavement is replaced with a permeable pavement, the peak discharge reduced from $16.7m^3/s$ to $10.4m^3/s$. This represents a reduction of approximately 37.6%. The peak discharge from the whole basin showed a reduction of approximately 11.0%, and the quantity decreased from $52.9m^3/s$ to $47.2m^3/s$. The total flowoff reduced from $43,261m^3$ to $38,551m^3$, i.e., by approximately 10.9%. In the complex model, performed using the ArcGIS interpretation with fewer permeable pavements applicable, the return period and the runoff coefficient increased, and the total flowoff and peak discharge also increased. When the return period was set to 20 years, and a runoff coefficient of 0.05 was applied to all the roads, the total outflow reduced by $5195.7m^3$, and the ratio reduced to 11.7%. When the return period was increased from 20 years to 30 and 100 years, the total outflow reduction decreased from 11.7% to 8.0% and 5.1%, respectively. When a runoff coefficient of 0.5 was applied to all the roads under the return period of 20 years, the total outflow reduction was 10.8%; when the return period was increased to 30 and 100 years, the total outflow reduction decreased to 6.5% and 2.9%, respectively. However, unlike in the simple model, for all the cases in the complex model, the peak discharge reductions were less than 1%. CONCLUSIONS : Being one of the techniques for water circulation and runoff reduction, a high reduction for the small return period rainfall event of penetration was obtained by applying permeable pavements instead of impermeable pavement. With the SWMM analysis results, it was proved that changing to permeable pavement is one of the ways to effectively provide water circulation to various green infrastructure projects, and for stormwater management in urban watersheds.

Risk of Breast Cancer and Total Malignancies in Rheumatoid Arthritis Patients Undergoing TNF-α Antagonist Therapy: a Meta-analysis of Randomized Control Trials

  • Liu, Yang;Fan, Wei;Chen, Hao;Yu, Ming-Xia
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.8
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    • pp.3403-3410
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    • 2014
  • Context: Interest exits in whether TNF-alpha antagonists increase the risk of breast cancer and total malignancies in patients with rheumatoid arthritis (RA). Objectives: To analyze the risk of malignancies, especially breast cancer, in patients with RA enrolled in randomized control trials (RCTs). Methods: A systematic literature search for RCTs from 1 January 1998 to 1 July 2013 from online databases, such as PubMed, WILEY, EMBASE, ISI web of knowledge and Cochrane Library was conducted. Studies included RCTs that compared the safety of at least one dose of the five TNF-${\alpha}$ antagonists with placebo or methotrexate (MTX) (or TNF-${\alpha}$ antagonists plus MTX vs placebo plus MTX) in RA patients for more than 24 weeks and imported all the references into document management software EndNote${\times}6$. Two independent reviewers selected studies and extracted the data about study design, patients' characteristics and the type, number of all malignancies. Results: 28 RCTs from 34 records with 11,741 patients were analyzed. Of the total, 97 developed at least one malignancy during the double-blind trials, and breast cancer was observed in 17 patients (17.5% of total malignancies). However, there was no statistically significant increased risk observed in either the per protocol (PP) model (OR 0.65, 95%CI [0.22, 1.93]) or the modified intention to treat (mITT) model (OR 0.75, 95%CI [0.25, 2.21]). There were also no significant trend for increased risk of total malignancies on anti-TNF-${\alpha}$ therapy administered at approved doses in either model (OR, 1.06, 95%CI [0.64, 1.75], and OR, 1.30, 95%CI [0.80, 2.14], respectively). As to the two models, modified intention to treat model analysis led to higher estimation than per protocol model analysis. Conclusions: This study did not find a significantly increased risk of breast cancer and total malignancies in adults RA patients treated with TNF-${\alpha}$ antagonists at approved doses. However, it cannot be ignored that more patients developed malignancies with TNF-${\alpha}$ antagonists therapy compared with patients with placebo or MTX, in spite of the lack of statistical significance, so that more strict clinical trials and long-term follow-up are needed, and both mITT and PP analyses should be used in such safety analyses.

Incidence, Trends and Epidemiology of Cancers in North West of Iran

  • Zahedi, Atefeh;Rafiemanesh, Hosein;Enayatrad, Mostafa;Ghoncheh, Mahshid;Salehiniya, Hamid
    • Asian Pacific Journal of Cancer Prevention
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    • v.16 no.16
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    • pp.7189-7193
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    • 2015
  • Background: Cancer is a leading cause of death throughout the world. Increasing life expectancy and aging population are important factors for increasing cancer incidences in developing countries. National programs are essential for prevention and control of cancer in any society. This study aimed to investigate cancer epidemiology and trends in the province of Hamadan, located in Northwest Iran. Materials and Methods: This analytical study was carried out based on cancer registry data from 2004 to 2009 in the province of Hamadan, analyzed using STATA (version 12) software for descriptive tests and Join point 4.1.1.1 software for analytical tests. Results: There were 7,767 registered cases of cancer during the 6 years studied. Of the total cases registered, 59.1% (4,592 cases) involved men and 40.9% (3,175 cases) occurred in women. Age-standardized incidence rates (ASR) increased from 72.9 to 132.0 in males and 48.2 to 115.0 in females during the 6 years of the study (p<0.001). The most common cancers were skin, stomach, breast, bladder, and leukemia. In women, teh most common were breast, skin, stomach, colorectal, and leukemia, in that order, and in men skin, stomach, bladder, leukemia, and prostate cancers. Conclusions: The cancer incidence is greater in men that women in this region but with increasing trends in both sexes. Planning regarding education in prevention of exposure to risk factors and control strategies is required to decrease the incident cases. Screening programs for common cancers in older age groups might be helpful to reduce the disease impact.

A Study on Co-author Networks in the Journal of a Branch of Computers (컴퓨터 분야의 공저자 소셜 네트워크 분석)

  • Jang, Hee-suk;Park, Yoo-hyun
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.22 no.2
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    • pp.295-301
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    • 2018
  • In various disciplines, researchers, not single researchers, tend to cooperate to study the same topic. There are many studies to analyze the collaborative form of various researchers through the social network analysis method, but there are few such studies in the computer field. In this paper, we analyze the characteristics of network and various groups of researchers through the social network analysis technique of the co-authors of the Journal of Korea Institute of Information and Communication Engineering, and analyze the degree centrality, the between centrality and edge weight. As a result of the analysis, many groups were extracted from the co-author's network, but the top 20 groups accounted for more than 50% of the total, also, we could find a pair of researchers who do joint research with a very high frequency. These Co-author networks are expected to be the basis for in-depth research on the subject and direction of research through future researches.

Effectiveness of Repeated Examination to Diagnose Enterobiasis in Nursery School Groups

  • Remm, Mare;Remm, Kalle
    • Parasites, Hosts and Diseases
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    • v.47 no.3
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    • pp.235-241
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    • 2009
  • The aim of this study was to estimate the benefit from repeated examinations in the diagnosis of enterobiasis in nursery school groups, and to test the effectiveness of individual-based risk predictions using different methods. A total of 604 children were examined using double, and 96 using triple, anal swab examinations. The questionnaires for parents, structured observations, and interviews with supervisors were used to identify factors of possible infection risk. In order to model the risk of enterobiasis at individual level, a similarity-based machine learning and prediction software Constud was compared with data mining methods in the Statistica 8 Data Miner software package. Prevalence according to a single examination was 22.5%; the increase as a result of double examinations was 8.2%. Single swabs resulted in an estimated prevalence of 20.1% among children examined 3 times; double swabs increased this by 10.1%, and triple swabs by 7.3%. Random forest classification, boosting classification trees, and Constud correctly predicted about 2/3 of the results of the second examination. Constud estimated a mean prevalence of 31.5% in groups. Constud was able to yield the highest overall fit of individual-based predictions while boosting classification tree and random forest models were more effective in recognizing Enterobius positive persons. As a rule, the actual prevalence of enterobiasis is higher than indicated by a single examination. We suggest using either the values of the mean increase in prevalence after double examinations compared to single examinations or group estimations deduced from individual-level modelled risk predictions.

Effects of Storytelling Based Software Education on Computational Thinking (Storytelling기반 SW교육이 Computational Thinking에 미치는 영향)

  • Park, Jungho
    • Journal of The Korean Association of Information Education
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    • v.19 no.1
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    • pp.57-68
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    • 2015
  • Since the entering SW-centered society in which people make the best use of SW in order to express their own personal ideas or to solve problems, the significance of SW education has been emphasized. It is generally known that storytelling provides motivational and contextual environments. This study conducted an experimental research to find out how Aesop's fables-applied SW educational program would influence computational thinking. Of these students who had participated in an SW educational camp on every Saturday for a total of 6 weeks, the experimental group learned on basic concepts of Scratch programming as working on Aesop's fables and they were led to diverse SW activities such as stories, games, simulations arts, and others. After that, the study carried out a comparison research in relation to the groups' SW concepts, SW implementation and attitudes toward SW education. The result shows that the experimental group came up with higher levels of SW concepts, implementation and positive attitude toward SW education.

Bilateral and pseudobilateral tonsilloliths: Three dimensional imaging with cone-beam computed tomography

  • Misirlioglu, Melda;Nalcaci, Rana;Adisen, Mehmet Zahit;Yardimci, Selmi
    • Imaging Science in Dentistry
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    • v.43 no.3
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    • pp.163-169
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    • 2013
  • Purpose: Tonsilloliths are calcifications found in the crypts of the palatal tonsils and can be detected on routine panoramic examinations. This study was performed to highlight the benefits of cone-beam computed tomography (CBCT) in the diagnosis of tonsilloliths appearing bilaterally on panoramic radiographs. Materials and Methods: The sample group consisted of 7 patients who had bilateral radiopaque lesions at the area of the ascending ramus on panoramic radiographs. CBCT images for every patient were obtained from both sides of the jaw to determine the exact locations of the lesions and to rule out other calcifications. The calcifications were evaluated on the CBCT images using Ez3D2009 software. Additionally, the obtained images in DICOM format were transferred to ITK SNAP 2.4.0 pc software for semiautomatic segmentation. Segmentation was performed using contrast differences between the soft tissues and calcifications on grayscale images, and the volume in mm3 of the segmented three dimensional models were obtained. Results: CBCT scans revealed that what appeared on panoramic radiographs as bilateral images were in fact unilateral lesions in 2 cases. The total volume of the calcifications ranged from 7.92 to $302.5mm^3$. The patients with bilaterally multiple and large calcifications were found to be symptomatic. Conclusion: The cases provided the evidence that tonsilloliths should be considered in the differential diagnosis of radiopaque masses involving the mandibular ramus, and they highlight the need for a CBCT scan to differentiate pseudo- or ghost images from true bilateral pathologies.

A Development of MPEG-2 TS-to-MMTP Stream Converter (MPEG-2 TS로부터 MMTP 스트림으로의 변환기 개발)

  • Park, MinKyu;Kim, Yong Han
    • Journal of Broadcast Engineering
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    • v.25 no.2
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    • pp.252-264
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    • 2020
  • Korea has launched the world-wide first terrestrial UHD broadcast services on May 31, 2017. While the existing HDTV broadcast services use MPEG-2 TS (Tranport Stream) standard for multiplexing and delivering compressed media with additional data, the terrestrial UHD broadcast services use MMT (MPEG Media Transport) standard, which is the next-generation standard beyond MPEG-2 TS. However, the production cost of UHD contents is so high that only a part of the total broadcast time is filled with UHD contents and the UHD time portion is planned to be gradually increased. On the other hand, the ATSC 3.0 standard that uses MMT is not yet used in full-fledged broadcast services in North America. Hence MMT broadcast equipment is still at an early stage with high prices. In this paper we implemented a multi-thread software running on an ordinary PC that can be utilized to realize a low-cost converter that converts the output of an existing MPEG-2 TS multiplexer to an MMTP (MMT Protocol) packet stream. We also verified the functionality of the software through experiments.

IDENTIFICATION OF FALSIFIED DRUGS USING NEAR-INFRARED SPECTROSCOPY

  • Scafi, Sergio H.F.;Pasquini, Celio
    • Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
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    • 2001.06a
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    • pp.3112-3112
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    • 2001
  • Near-Infrared Spectroscopy (NIRS) was investigated aiming at the identification of falsified drugs. The identification is based on comparison of the NIR spectrum of a sample with a typical spectra of an authentic drug using multivariate modelling and classification algorithms (PCA/SIMCA). Two spectrophotometers (Brimrose - Luminar 2000 and 2030), based on acoustic-optical filter (AOTF) technology, sharing the same controlling computer, software (Brimrose - Snap 2.03) and the data acquisition electronics, were employed. The Luminar 2000 scans the range 850 1800 nm and was employed for transmitance/absorbance measurements of liquids with a transflectance optical bundle probe with total optical path of 5 mm and a circular area of 0.5 $\textrm{cm}^2$. Model 2030 scans the rage 1100 2400 nm and was employed for reflectance measurement of solids drugs. 300 spectra, acquired in about 20 s, were averaged for each sample. Chemometric treatment of the spectral data, modelling and classification were performed by using the Unscrambler 7.5 software (CAMO Norway). This package provides the Principal Component Analysis (PCA) and SIMCA algorithms, used for modelling and classification, respectively. Initially, NIRS was evaluated for spectrum acquisition of various drugs, selected in order to accomplish the diversity of physico-chemical characteristics found among commercial products. Parameters which could affect the spectra of a given drug (especially if presented as solid tablets) were investigated and the results showed that the first derivative can minimize spectral changes associated with tablet geometry, physical differences in their faces and position in relation to the probe beam. The effect of ambient humidity and temperature were also investigated. The first factor needs to be controlled for model construction because the ambient humidity can cause spectral alterations that should cause the wrong classification of a real drug if the factor is not considered by the model.

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