• Title/Summary/Keyword: volume index

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Hybrid Model Approach to the Complexity of Stock Trading Decisions in Turkey

  • CALISKAN CAVDAR, Seyma;AYDIN, Alev Dilek
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.10
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    • pp.9-21
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    • 2020
  • The aim of this paper is to predict the Borsa Istanbul (BIST) 30 index movements to determine the most accurate buy and sell decisions using the methods of Artificial Neural Networks (ANN) and Genetic Algorithm (GA). We combined these two methods to obtain a hybrid intelligence method, which we apply. In the financial markets, over 100 technical indicators can be used. However, several of them are preferred by analysts. In this study, we employed nine of these technical indicators. They are moving average convergence divergence (MACD), relative strength index (RSI), commodity channel index (CCI), momentum, directional movement index (DMI), stochastic oscillator, on-balance volume (OBV), average directional movement index (ADX), and simple moving averages (3-day moving average, 5-day moving average, 10-day moving average, 14-day moving average, 20-day moving average, 22-day moving average, 50-day moving average, 100-day moving average, 200-day moving average). In this regard, we combined these two techniques and obtained a hybrid intelligence method. By applying this hybrid model to each of these indicators, we forecast the movements of the Borsa Istanbul (BIST) 30 index. The experimental result indicates that our best proposed hybrid model has a successful forecast rate of 75%, which is higher than the single ANN or GA forecasting models.

Efficiency Index Diagram for Wake Region Evaluation of Artificial Reefs Facilitated for Marine Forest Creation

  • Kim, Dongha;Jung, Somi;Na, Won-Bae
    • Journal of Advanced Research in Ocean Engineering
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    • v.2 no.4
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    • pp.169-178
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    • 2016
  • Recently, artificial reefs (ARs) have been frequently used primarily owing to the development in AR materials and projects for relatively complicated, large ARs. Among several engineering issues of ARs, wake region of an AR has been characterized because these regions have a high probability of recruiting seaweed spores, providing an energy saving zone, and facilitating deposition of sediments, nutrients, and bio-deposits. To characterize an efficiency index of an AR wake region and its dependency on the prevailing water flow directions, this study proposes a so-called efficiency index diagram. This characterization is done by normalizing the wake volumes with respect to the real AR volume and illustrating how efficiency indices vary with respect to the inlet flow directions. As a result, according to the diagram characteristics such as an averaged efficiency index, fundamental symmetric angle, secure angles, and principal directions, we can easily figure out how a target AR should be aligned along the main water flows to maximize the wake region around the AR. In addition, six ARs are considered and their efficiency index diagrams are illustrated to pinpoint the physical characteristics.

Analysis of time series models for consumer price index (소비자물가지수의 시계열모형 연구)

  • Lee, Hoon-Ja
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.3
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    • pp.535-542
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    • 2012
  • The consumer price index (CPI) data is one of the important economic measurement of the country. In this article, the Autoregressive Error (ARE) model has been considered for analyzing the monthly CPI data at Seoul, Pusan, Daegu, and Gwangju Cities in Korea, In the ARE model, nine economic variables are used as the explanatory variables for the CPI data set. The nine explanatory variables are CCI (coincident composite index), won-dollar rate, producer price index, oil import price, oil import volume, international current account, import price index, unemployment rate, and amount of currency. The result showed that the monthly ARE models explained about 46-52% for describing the CPI.

A Study on Prospective Plan Comparison using DVH-index in Tomotherapy Planning (토모 테라피 치료 시 선량 체적 히스토그램 표지자를 이용한 치료계획 비교에 관한 연구)

  • Kim, Joo-Ho;Cho, Jeong-Hee;Lee, Sang-Kyoo;Jeon, Byeong-Chul;Yoon, Jong-Won;Kim, Dong-Wook
    • The Journal of Korean Society for Radiation Therapy
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    • v.19 no.2
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    • pp.113-122
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    • 2007
  • Purpose: We proposed the method using dose-volume Histogram index to compare prospective plan trials in tomotherapy planning optimization. Materials and Methods: For 3 patients in cranial region, thorax and abdominal region, we acquired computed tomography images with PQ 5000 in each case. Then we delineated target structure and normal organ contour with pinnacle Ver 7.6c, after transferred each data to tomotherapy planning system (hi-art system Ver 2.0), we optimized 3 plan trials in each case that used differ from beam width, pitch, importance. We analyzed 3 plan trials in each region with isodose distribution, dose-volume histogram and dose statistics. Also we verified 3 plan trials with specialized DVH-indexes that is dose homogeneity index in target organ, conformity index around target structure and dose gradient index in non-target structures. Results: We compared with the similarity of results that the one is decide the best plan trial using isodose distribution, dose volume histogram and dose statistics, and the another is using DVH-indexes. They all decided the same plan trial to better result in each case. Conclusion: In some of case, it was appeared a little difference of results that used to DVH-index for comparison of plan trial in tomotherapy by special goal in it. But because DVH-index represented both dose distribution in target structure and high dose risk about normal tissue, it will be reasonable method for comparison of many plan trials before the tomotherapy treatments.

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Effects of Arc Number or Rotation Range upon Dose Distribution at RapidArc Planning for Liver Cancer (간암환자를 대상으로 한 래피드아크 치료계획에서 아크수 및 회전범위가 선량분포에 미치는 영향)

  • Park, Hae-Jin;Kim, Mi-Hwa;Chun, Mi-Son;Oh, Yeong-Teak;Suh, Tae-Suk
    • Progress in Medical Physics
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    • v.21 no.2
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    • pp.165-173
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    • 2010
  • In this paper, we evaluated the performance of 3D CRT, IMRT and three kind of RA plannings to investigate the clinical effect of RA with liver cancer case. The patient undergoing liver cancer of small volume and somewhat constant motion were selected. We performed 3D CRT, IMRT and RA plannings such as 2RA, limited triple arcs (3RA) and 3MRA with Eclipse version 8.6.15. The same dose volume objectives were defined for only CTV, PTV and body except heart, liver and partial body in IMRT and RA plannings. The steepness of dose gradient around tumor was determined by the Normal Tissue Objective function with the same parameters in place of respective definitions of dose volume objectives for the normal organs. The approach between the defined dose constraints and the practical DVH of CTV, PTV and Body was the best in 3MRA and the worst in IMRT. The DVHs were almost the same among RAs. Plans were evaluated using Conformity Index (CI), Homogeneity Index (HI) and Quality of coverage (QoC) by RTOG after prescription with dose level surrounding 98% of PTV in the respective plans. As a result, 3MRA planning showed the better favorable indices than that of the others and achieved the lowest MUs. In this study, RA planning is a technique that is possible to obtain the faster and better dose distribution than 3D CRT or IMRT techniques. Our result suggest that 3MRA planning is able to reduce the MUs further, keeping a similar or better targer dose homogeneity, conformity and sparing normal tissue than 2RA or 3RA.

Early Changes of Left Ventricular Geometry and Function after Surgical Ventricular Restoration and Mitral Valve Annuloplasty: Magnetic Resonance Imaging (외과적 심실 복원과 승모판 고리성형 후 좌심실 형태와 기능의 초기 변화: 자기공명영상)

  • Choi, Byoung-Wook;Chang, Byung-Chul;Kim, Young-Jin;Hur, Jin;Lee, Hye-Jeong;Kim, Tae-Hoon;Choe, Kyu-Ok
    • Investigative Magnetic Resonance Imaging
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    • v.12 no.1
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    • pp.40-48
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    • 2008
  • Purpose : We sought to determine the early change of ventricular geometry and function after concomitant surgeries of modified Dor procedure and mitral valve annuloplasty by using magnetic resonance imaging. Materials and Methods : We enrolled 21 patients with dilated heart failure who underwent modified Dor procedure (n=8), mitral valve annuloplasty (n=6), or both surgeries (n=7). Cine MRI was used to assess left ventricular dimensions and function before and after surgery. We measured the left ventricular end-diastolic and end-systolic volumes and the dimensions of the left ventricular long-axis and short-axis. Left ventricular stroke volume, ejection fraction, and sphericity index were calculated from these measurements. These parameters were analyzed and compared between three different surgery groups to explain the combined effect of the concomitant surgeries. Results : MRI was performed within average $12\;{\pm}\;15$ days (range 1-58 days) before and $38\;{\pm}\;50$ days (range 7- 231 days) after the surgery. The patients who underwent concomitant surgeries had more profound enlargement of left ventricle and decreased contractility prior to surgery than those in the patients who underwent single surgical procedure. Left ventricular end-diastolic volume and endsystolic volume significantly decreased in all patients regardless of surgery type after surgery. Ejection fraction significantly increased only in the patients who got modified Dor procedure without mitral valve annuloplasty (25.4% to 40.7%). Sphericity index increased in patients with modified Dor procedure but decreased in patients with mitral valve annuloplasty (0.65 to 0.78 vs. 0.75 to 0.65). In the patients who underwent concomitant surgeries showed no significant change in sphericity index after surgery. Conclusion : The early change of the left ventricular geometry and function after the concomitant surgeries with modified Dor procedure and mitral valve annuloplasty in patients with dilated heart failure includes a marked reduction in left ventricular volume and in stroke volume. The shape of the left ventricle does not change because the effect of sphericity index decrease from mitral valve annuloplasty is counteracted by the effect of sphericity index increase from modified Dor procedure. Improvement of left ventricular ejection fraction is not the early change after the concomitant surgeries.

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Taper Equations and Stem Volume Table of Eucalyptus pellita and Acacia mangium Plantations in Indonesia (인도네시아 유칼립투스 및 아카시아 조림지의 수간곡선식 및 수간재적표 조제)

  • Son, Yeong Mo;Kim, Hoon;Lee, Ho Young;Kim, Cheol Min;Kim, Cheol Sang;Kim, Jae Weon;Joo, Rin Won;Lee, Kyeong Hak
    • Journal of Korean Society of Forest Science
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    • v.98 no.6
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    • pp.633-638
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    • 2009
  • This study was conducted to develop stem taper equations and stem volume tables for Eucalyptus pellita and Acacia mangium plantations in Kalimantan, Indonesia. To derive a most adequate taper equation for the plantations, three models - Max & Burkhart, Kozak, and Lee models - were applied and their fitness were statistically analyzed by using fitness index, bias, and standard error of bias. The result showed that there is no significant difference between the three models, but the fitness index was slightly higher in the Kozak model. Therefore, the Kozak model was chosen for generating stem taper equations and stem volume tables for the Eucalyptus pellita and Acacia mangium plantations. The resulted stem volume table was compared to the local volume table used in Kalimantan regions, but no significant difference was found in the stem volume estimation. It is expected that the results of this study would provide a good information about the tree growth in abroad plantations and support a reliable decision-making for their management.

Estimating Stem Volume Table of Quercus Acutissima in South Korea using Variable Exponent Equation (변량지수식을 이용한 전국 상수리나무의 입목수간재적표 추정)

  • Ko, Chi-Ung;Kim, Dong-Geun;Kang, Jin-Taek
    • Journal of Korean Society of Forest Science
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    • v.108 no.3
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    • pp.357-363
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    • 2019
  • This study was conducted to develop a stem volume table for Quercus acutissima in Korea by using Kozak's stem taper equation. In total, 2700 tree samples were collected around the country, and growth performance was investigated through compiling data on diameters by stem height and stem analysis. In order to test the stem taper equation's fitness, the fitness index (FI), bias, and mean absolute deviation (MAD) were analyzed. The fitness of the equation was estimated at 97%, bias as 0.017, and MAD turned out to be 1.118, respectively. Furthermore, there was a statistically significant volume difference between the current volume table and the new volume table (p = 0.0008, <0.005). The result indicates that using the new volume table that reflects the actual forest will reduce the loss when assessing wood resources and will improve the accuracy of forest statistics for national and local governments. A stem volume table, the main result of this research, which is utilized in the estimated stem taper equation, will provide growth information for Quercus acutissima, one of the main broadleaf species in Korea, and will function as a management indicator for rational forest management.

Simulation study for Bag-Valve-Mask application guideline on pathologic pulmonary condition (모형폐의 물리적 특성 변화에 따른 Bag-Valve-Mask의 사용방법 연구)

  • Choi, Hae-Kyung;Jung, Hyung-Keon
    • The Korean Journal of Emergency Medical Services
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    • v.17 no.3
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    • pp.21-28
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    • 2013
  • Purpose: The purpose of this study is to get basic user guidelines of safe and efficient bag-valve-mask application on patients having abnormal pathophysiological pulmonary conditions. Methods: This study was performed by pre-qualified 35 EMS junior and senior students. Participants were instructed to compress ambulatory bag randomly about half, one-third, one-fourth within different airway resistance and pulmonary compliance. Resultant tidal volume and pulmonary wedge pressures on RespiTranier monitor were analysed in relation to pulmonary physiologic index. Results: At least over half compression of bag guaranteed minimal tidal volume regardless of pulmonary conditions. There was no increase of pulmonary wedge pressure above the level of barotrauma on half compression at any pulmonary conditions. Conclusion: Assisted ventilation with ambulatory bag on patients with pathological pulmonary conditions should be over half compressed regardless of respiratory disease entity.

Investment Strategies for KOSPI Index Using Big Data Trends of Financial Market (금융시장의 빅데이터 트렌드를 이용한 주가지수 투자 전략)

  • Shin, Hyun Joon;Ra, Hyunwoo
    • Korean Management Science Review
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    • v.32 no.3
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    • pp.91-103
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    • 2015
  • This study recognizes that there is a correlation between the movement of the financial market and the sentimental changes of the public participating directly or indirectly in the market, and applies the relationship to investment strategies for stock market. The concerns that market participants have about the economy can be transformed to the search terms that internet users query on search engines, and search volume of a specific term over time can be understood as the economic trend of big data. Under the hypothesis that the time when the economic concerns start increasing precedes the decline in the stock market price and vice versa, this study proposes three investment strategies using casuality between price of domestic stock market and search volume from Naver trends, and verifies the hypothesis. The computational results illustrate the potential that combining extensive behavioral data sets offers for a better understanding of collective human behavior in domestic stock market.