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A Trading Strategy Using Divergence on Multiple Timeframes
안원빈,오경주 계명대학교 자연과학연구소 2015 Quantitative Bio-Science Vol.34 No.2
Studies have examined the development of technical analysis strategies due to increasing interest in trading system. Commonly, trading is carried out by many technical analysis rules. Moreover, most studies have used methods that modify indicators or optimize trading rules. Studies using the unit of the time data are rare because one would find it difficult to measure a sensitive time unit appropriately. The present study proposes a method of configuring a trading strategy by using multiple units at the same time. The method, based on the simple trading rules of moving average convergence divergence and Bollinger bands, is tested based on the KOSPI200 futures index.
Dual Radio Wireless Sensor Network 를 위한 하이브리드 라우팅 프로토콜
안원빈 ( Won-bin Ahn ),이승국 ( Seung-kook Lee ),박은우 ( Eun-woo Park ),임상민 ( Sang-min Lim ),문수훈 ( Soo-hoon Moon ),한승재 ( Seung-jae Han ) 한국정보처리학회 2010 한국정보처리학회 학술대회논문집 Vol.17 No.2
무선 센서 네트워크의 규모가 커짐에 따라 대규모의 센서 네트워크의 활용에 대한 기대가 커지고 있다. 기존 IEEE 802.15.4 를 이용한 네트워크의 규모에 따른 한계를 극복하기 위해 듀얼 라디오 센서 네트워크에 대한 많은 연구가 진행되고 있다. 듀얼 라디오 센서 네트워크는 단일 라디오를 내장한 전통적인 센서 노드(싱글 라디오 노드)에 듀얼 라디오 인터페이스(IEEE 802.11g, IEEE 802.15.4)를 내장한 센서(듀얼 라디오 노드)를 포함하여 클러스터를 구성한다. 본 논문에서는 이러한 듀얼 라디오 환경에서 효과적으로 동작하는 라우팅 프로토콜을 제안한다. 듀얼 라디오 노드는 네트워크 상에서 클러스터 헤드 역할을 하고 상위 계층을 이루며, 일반 노드는 클러스터 멤버 역할을 하는 하위 계층을 이룬다. 본 논문에서는 각 계층의 네트워크가 나타내는 특징을 이동성이 적거나 높은 네트워크의 특징으로 대입하여, 상위 계층에는 Pro-Active 프로토콜, 하위 계층에는 Re-active 프로토콜이 효과적임을 설명한다. 이를 바탕으로 듀얼 라디오 센서 네트워크에 적합한 라우팅 프로토콜로써 Pro-Active 프로토콜을 대표하는 DSDV 와 Re-Active 프로토콜을 대표하는 AODV 를 조합한 하이브리드 라우팅 프로토콜을 제안한다. 제안한 프로토콜의 성능을 확인하기 위해 센서네트워크 테스트베드를 구성하여 라우팅 복구 시간과 패킷 전송 안정성에 대한 성능을 입증한다.
심정지 후 치료적 저체온 요법을 시행한 환자의 사망예측에 있어 B-type natriuretic peptide 수치의 유용성
안현철,조진성,김진주,양혁준,박원빈,우재혁,현성열,임용수 대한응급의학회 2013 大韓應急醫學會誌 Vol.24 No.5
Purpose: Studies have demonstrated that B-type natriuretic peptide (BNP) has a predictive value for sudden cardiac arrest in heart failure patients. The aim of this study was to investigate the usefulness of serum BNP levels for theprediction of death in post-cardiac arrest patients treated withtherapeutic hypothermia (TH). Methods: Out-of-hospital cardiac arrest (OHCA) survivors treated with TH between April 2007 and August 2010 were evaluated and divided into two groups based on death within 3 months. Initial serum BNP levels were checked and BNP levels compared between both groups. Results: A total of 162 patients were enrolled in the study. Among 162 patients, 109 patients were male (mean age of 50 years). The BNP levels of the non-survival group (n=77)were higher than those of the survival group (n=85); however,there was no statistical difference (19.45 pg/ml vs. 30.75pg/ml, p=0.174). The BNP cutoff value of 106 pg/ml for death within 3 months had a sensitivity of 35.1% and a specificity of 78.8%. In the logistic regression analysis, BNP levels higher than 106 pg/ml were significantly associated with death within 3 months (odds ratio [OR], 2.625; 95%confidence interval [CI], 1.066-6.463) and other independent factors were BLS to ROSC (OR, 1.105; CI, 0.082-1.038), non-VF/VT (OR, 3.698; CI, 1.632-8.380), and APACHE II score (OR, 1.117; CI, 1.035-1.204). Conclusion: Initial Serum BNP levels are related with death within 3 months for patients that received TH after OHCA. However, additional randomized and controlled studies are needed.
심정지 후 치료적 저체온 요법을 시행한 환자의 사망예측에 있어 B-type natriuretic peptide수치의 유용성
안현철,임용수,조진성,김진주,양혁준,박원빈,우재혁,현성열 대한응급의학회 2013 대한응급의학회 학술대회초록집 Vol.2013 No.2
Background: Some study demonstrated that B-type natriuretic peptide (BNP) has a predictive value of sudden cardiac arrest in heart failure patients. The aim of this study was to investigate the usefulness of serum BNP level for prediction of death in post cardiac arrest patients treated with Therapeutic hypothermia (TH). Methods: We prospectively studied out-hospital cardiac arrest (OHCA) survivors who treated with TH between April, 2007 and August, 2010. We divided into two groups based on 3 month death. Initial serum BNP level was checked and we compared the BNP level between both group. Results: Total 162 patients were enrolled in study. Among 162 patients, 109 patients were male, mean age was 50. The BNP level of non-survival group (n=77) was higher than those of survival group (n=85). However, there had no statistically difference (19.45 pg/ml vs 30.75 pg/ml, p=0.174). The BNP cut off value of 106 pg/ml for 3 month death had a sensitivity of 35.1% and a specificity of 78.8%. In the logistic regression analysis, BNP level higher than 106pg/ml was significantly associated with 3 month death (Odds Ratio [OR] 2.625, 95% Confidence Interval [CI] 1.066-6.463) and other independent factors were BLS to ROSC (OR, 1.105; CI, 0.082- 1.038), non- VF/VT (OR, 3.698; CI, 1.632-8.380), APACHE II score (OR, 1.117; CI, 1.035-1.204). Conclusion: In our study, initial Serum BNP level is related with 3 month death in patients who received TH after OHCA. Further randomized controlled study is needed.
DTW를 이용한 패턴 기반 일중 price momentum 효과 분석
이천주,안원빈,오경주,Lee, Chunju,Ahn, Wonbin,Oh, Kyong Joo 한국데이터정보과학회 2017 한국데이터정보과학회지 Vol.28 No.4
가격의 추세가 형성되면 그 방향으로 진행하려는 price momentum 현상은 여러 국가의 거의 모든 주식, 채권 및 통화 시장에서 관찰되고 있다. KOSPI200선물을 대상으로 거래량 패턴과 일중 price momentum을 분석하였다. KOSPI200선물에서 장이 열릴 때와 닫힐 때 거래량이 집중되는 U자형 거래량 패턴이 관찰되었다. 9시 10분의 가격 수익률이 9시 시초가 대비 양 (+)이면 매수, 음 (-)이면 매도 진입하여 종가에 청산하는 전략의 유효성을 확인함으로써 일중 price momentum 현상이 존재함을 확인하였다. 또한, 9시부터 9시 10분까지 수익률이 점점 증가되는 J자형 가격 패턴 경우는 그렇지 않은 패턴 경우보다 price momentum 현상이 더 강함을 분석하였다. J자형 가격 패턴 여부를 판단하는 방법으로 DTW 분석 방식을 사용하였다. DTW 분석은 일중 가격 움직임을 예측하는데 유용함을 확인할 수 있었다. The aim of this study is to analyze intraday price momentum. When price trends are formed, price momentum is the phenomenon that future prices tend to follow the trend. When the market opened and closed, a U-shaped trading volume pattern in which the trading volume was concentrated was observed. In this paper, we defined price momentum as the 10 minute trend after market opening is maintained until the end of market. The strategy is to determine buying and selling in accordance with the price change in the initial 10 minutes and liquidating at closing price. In this study, the strategy was empirically analyzed by using minute data, and it showed effectiveness, indicating the presence of an intraday price momentum. A pattern in which returns are increasing at an early stage is called a J-shaped pattern. If the J-shaped pattern occurs, we have found that the price momentum phenomenon tends to be stronger than otherwise. The DTW algorithm, which is well known in the field of pattern recognition, was used for J-shaped pattern recognition and the algorithm was effective in predicting intraday price movements. This study showed that intraday price momentum exists in the KOSPI200 futures market.
박광현,김유민,김현아,서한빛,손원빈,송은지,신수진,안하림,이충정,조민옥,김민희,Park, Kwang-Hyun,Kim, Yu-Min,Kim, Hyun-A,Seo, Han-Bit,Son, Won-Bin,Song, Eun-Ji,Shin, Su-Jin,Ahn, Ha-Rim,Lee, Choong-Jung,Cho, Min-Ok,Kim, Min-Hee 대한고유수용성신경근촉진법학회 2016 PNF and Movement Vol.14 No.2
Purpose: The purpose of this study was to investigate the effects of visual and auditory stimulation on the ability to perform exercise. Methods: One hundred twenty subjects were randomly divided into four groups (Green light and Fast tempo music, GF; Green light and Slow tempo music, GS; Red light and Fast tempo music, RF; and Red light and Slow tempo music, RS). One of either two visual stimuli or one of two auditory stimuli were applied to each group. The experiment was conducted randomly twice in two environments: one had visual and auditory stimuli and one had no stimulation. Muscle strength, grip, endurance, quickness, agility, concentration, and balance were measured to determine the ability to perform exercise. Results: Significant differences were found in the muscle strength of the participants who were exposed to the auditory factor and the interaction of visual and auditory factors. In endurance, significant differences were found in all of the factors: visual, auditory, and the interaction of visual and auditory. In quickness, agility, and balance ability there were significant differences in the visual factor. In concentration, there was a significant difference in the auditory factor. Conclusion: Visual stimuli, auditory stimuli, and their interaction influenced the ability to perform exercise. These facts imply that providing the proper environmental stimulation is important to increase the ability to perform during exercise.