통합 다중 시뮬레이션에 의한 신경망 기반 주식 거래 시스템의 성능 최적화

이재원,오장민,Lee, Jae-Won,O, Jang-Min 한국정보처리학회 2007 정보처리학회논문지B Vol.14 No.2

기계 학습 등 인공 지능 기법의 발전에 힘입어 지능형 주식 거래 시스템에 관한 많은 연구가 이루어져 왔다. 그러나 현실 주식 거래에서 적절한 거래 정책의 수립이 거래의 결과에 커다란 영향을 미치는 중요 요소로 작용하고 있음에도 불구하고, 기존의 연구에서는 예측 모듈의 예측 성능 향상에 주력하였거나, 거래 정책을 다룬 경우라도 예측 모듈에 종속적인 단순한 정책만을 제시하였다. 본 논문에서는 이러한 문제를 개선하기 위한 방안의 하나로, 신경망 기반 주식 거래 시스템의 구축을 위한 통합 개발 도고인 NXShell에서 채택하고 있는 ‘통합 다중 시뮬레이션‘ 기법을 제안한다. 통합 다중 시뮬레이션 기법에서는 신경망의 출력 값과 거래 정책 인자들 간의 모든 주어진 예측기의 특성에 맞는 고유의 최적 거래 정책을 수립한다. 제안된 기법의 효용성을 검증하기 위해, 한국 거래소 시장 및 코스닥 시장에서 수집한 데이터를 사용하여 수행한 거래 성능 비교 실험 결과를 제시한다. There are many researches about the intelligent stock trading systems with the help of the advance of the artificial intelligence such as machine learning techniques, Though the establishment of the reasonable trading policy plays an important role in the performance of the trading systems most researches focused on the improvement of the predictability. Also some previous works, which treated the trading policy, treated the simplified versions dependent on the predictors in less systematic ways. In this paper, we propose the integrated multiple simulation' as a method of optimizing trading performance of stock trading systems. The propose method is adopted in the NXShell a development environment for neural network based stock trading systems. Under the proposed integrated multiple simulation', we simulate the multiple tradings for all combinations of the neural network's outputs and the trading policy parameters, evaluate the learning performance according to the various metrics and establish the optimal policy for a given prediction module based on the resulting performance. In the experiment, we present the trading policy comparison results using the stock value data from the KOSPI and KOSDAQ.

자연기흉의 개흉술 적응과 수술성적에 관한 연구

이재원,김근호,Lee, Jae-Won,Kim, Geun-Ho 대한흉부심장혈관외과학회 1987 Journal of Chest Surgery (J Chest Surg) Vol.20 No.1

The records of 268 patients, who were diagnosed as spontaneous pneumothorax during the period 1975 to 1984, treated at the department of thoracic and cardiovascular surgery, Hanyang University Hospital, were reviewed retrospectively to evaluate the effect of surgical intervention on each indications. Of these,.61 patients [22.8%] were taken operation to treat the pneumothorax after closed thoracostomy. We have classified the 61 patients to evaluate the therapeutic effect on each indications. And the therapeutic effect is based on the chest tube indwelling days. The results were as follows: 1. The chest tube indwelling days of the group who were taken closed thoracostomy only was average 14.13*9.17 days [range 5-66 days], and that of the group who were finally taken the thoracotomy after closed thoracostomy was 21.85*12.30 days [range 5-55 days]. 2. The indications of thoractomy were thoracoscopic findings, recurrence and continuous air leakage. 3. The chest tube indwelling day of the group who was taken thoracotomy by thoracoscopic findings was average 11.67*6.51 day, that was relatively short compared to those of the other groups. 4. The continuous air leakage group after closed thoracostomy was subdivided into three subgroups, continuous air leakage in 1st attack, thoracoscopic findings in 1st attack, and recurrence. 5. Of these, the chest tube indwelling day of the subgroup, who was taken operation by thoracoscopic findings, was 21.33e8.26, that was relatively short compared with those of the other subgroups. We use the thoracoscope as excellent diagnostic tool to detect the operation indication in the spontaneous pneumothorax patients. And we gain the benefits to shorten the chest tube indwelling days and admission days, and also to protect the recurrence.

다발성 원발성 식도종양 1례 보

이재원,강정호,지행옥,Lee, Jae-Won,Gang, Jeong-Ho,Ji, Haeng-Ok 대한흉부심장혈관외과학회 1987 Journal of Chest Surgery (J Chest Surg) Vol.20 No.2

A 51 year-old male was admitted with the chief complaints of swallowing difficulty and pain on neck and upper chest for 2 months prior to admission: He was taken biopsy under esophagoscopy, and the result was squamous cell carcinoma. Preoperatively we studied the esophagogram and chest CT. On these, we found the main appreciable mass at midesophagus easily. But, we missed the upper cervical unexpected mass. So we performed the esophagectomy and lymph node dissection from upper clavicle level to the esophagogastric junction by thoracic approach as wide as possible, and cervical esophagostomy and feeding gastrostomy also. At that evening we reviewed the studied films in detail, and we found another mass lesion at C4-C6 level of cervical esophagus. We performed the 2nd operation e.g. cervical esophagectomy on next morning without hesitation. Between these two masses, there was almostly normally looking skip area grossly. The squamous cell carcinoma of the esophagus could be multicentric in character and may have skip area. But, we heard little reports until now. The two masses could be different in origin or be same probably by submucosal spreading. Anyway, it was an alarming case to the surgeon not to neglect the another possible lesions in squamous cell type. Postoperative course was uneventful, he took G-tube feeding with no problems on 7th postoperative day. Now he took the postoperative irradiation at out patient department.

좌측 폐동맥결손을 동반한 활로 사징증의 수술요법

이재원,노준량,Lee, Jae-Won,No, Jun-Ryang 대한흉부심장혈관외과학회 1985 Journal of Chest Surgery (J Chest Surg) Vol.18 No.2

Despite low mortality and excellent long-term results after repair of Tetralogy of Fallot, certain associated anomaly such as single pulmonary artery continues to be told to have a high operative mortality and morbidity, and there is still some debate on appropriate surgical intervention. During the 4 year period from 1981 to 1984, surgical repair was performed on 5 patients with tetralogy of Fallot and congenital [4 cases] or acquired [1 case] absence of left pulmonary artery. Previous left pneumonectomy had been performed in the patient with acquired absence of a pulmonary artery. Transannular patch or RVOT patch alone with or without pulmonic valvotomy was used with some modifications to reduce pulmonic insufficiency in individual patient. In contrast with previous reports, all patients survived operation and have exhibited marked symptomatic improvement without pulmonic valve insertion nor valved conduit.

좌심방 양심실 연결증 [DOLA]

이재원,서경필,Lee, Jae-Won,Seo, Gyeong-Pil 대한흉부심장혈관외과학회 1985 Journal of Chest Surgery (J Chest Surg) Vol.18 No.2

The case of a patient with abnormal position of the atrial septum resulting in a left atrium with two atrioventricular valves and a disconnected right atrium is presented with review of related articles. Anatomic details showed atrial situs solitus and a left sided cardiac apex. The right atrium received both venae cavae and a coronary sinus. No AV valve was found in the right atrium, and the floor of this chamber was placed above the posterior wall of right ventricular chamber. The atrial septum with secundum ASD was displaced to right anteriorly at its lower portion and inserted to right of tricuspid annulus. The tricuspid and mitral valve configuration was that of so-called partial ECD, i.e. mitral cleft with large anterior mitral leaflets. The ventricular septum was intact and both ventricular chambers were equally well developed with normal relationships. Surgical repair of this anomaly was performed by resecting the abnormally positioned lower part of the atrial septum, repairing the cleft of the anterior mitral leaflet, and septating the atrium for diverting the systemic and pulmonary venous blood to RV and LV, respectively.

개심술시 체외순환이 신장기능에 미치는 영향

이재원,서경필,Lee, Jae-Won,Seo, Gyeong-Pil 대한흉부심장혈관외과학회 1985 Journal of Chest Surgery (J Chest Surg) Vol.18 No.4

Renal dysfunction is a common complication of open-heart surgery: a form of controlled hemorrhagic shock, and successful perioperative management of renal dysfunction depends on recognition of the risk factors and optimal management of factors influencing renal function, including cardiopulmonary bypass, and early detection of renal failure. Changes in renal functional parameters including Ccr, Cosm, CH2O, FENa, and RFI were observed prospectively in forty five patients operated on at Dept. of Thoracic and Cardiovascular Surgery, S.N.U.H., from April to June, 1985. They were 23 males and 22 females with 35 acquired and 10 congenital heart diseases and the mean age and body surface area of them were 38.010.3 years [22-63] and 1.5518 M2[1.151.92] respectively. Followings are the conclusion. 1. The Ccr, representative of renal function, is significantly improved from 90.231.3 ml/min/M2 preoperatively to 101.536.4 ml/min/M2 postoperative and day [P<0.05], and all patients were classified as postoperative renal functional class I of Abel, which representing adequate renal protection during our cardiopulmonary bypass. 2. The Cosm is significantly elevated at immediate postperfusion time and remained high at postoperative one day representing osmotic diuresis at that time, but CH2O shows no significant changes at immediate postperfusion period and is decreased significantly at postoperative one day, representing recovery of renal concentrating ability at that time with decreasing urine flow. 3. The absolute value and changing tendency in FENa and RFI during perioperative period shows no diagnostic reliability on these parameters, but those of CH2O appear to reveal future renal function more accurately than Ccr 4. The depth of hypothermia may be protective upon renal function against the ill effects of prolonged nonpulsatile cardiopulmonary bypass. 5. The depth of the hypothermia, pump time of more than 150 minutes, poor cardiac function, and intraoperative events such as embolism appear to be related with immediate postperfusion renal function. 6. Hemoglobinuria and hemolysis, poor preoperative renal function, history of cardiac surgery, and massive transfusion associated with bleeding appear not to be related with renal dysfunction.

반 드 벨데의 응집성 연구

이재원,Lee Jae-Won 한국독어학회 2003 독어학 Vol.8 No.-

Die vorligende Arbeit behandelt die Probleme der $Koh\"{a}renz$ und Interpretation von van de Velde unter einigen Gesichtspunkten, welche mit der Frage $zusammenh\"{a}ngen$: Wie wird Sprachverstehen $erm\"{o}glicht$? Nach van de Velde besteht der wissen­schaftliche Zugang zu den Sprachverstehensprozessen und Interpretationsstrategien darin, dass man Erkenntnisse $\"{u}ber$ ihre bedingenden Faktoren gewinnt Seine Arbeit versucht diese bedingenden Faktoren in folgenden Gegebenheiten aufzufinden: 1) in den innersprachlichen Gegebenheiten, 2) in den $Referenzzusammenh\"{a}ngen$, auf die sich innersprachliche Gegebenheiten beziehen, 3) in den Handlungskontexten, in denen die verwendeten Sprachgegebenheiten ihre Funktionen haben, 4) in den zwischenmenschlichen $Kormnunikationsrahmenverh\"{a}lnissen$, 5) in den kognitiven Prozessen des Sprachrezipienten, in der neuro(psycho)logischen Ausstattung des Sprachbenutzers. Genau gesagt, bleiben die folgenden Fragen trotzdem immer nur offen: 1) Kann jede Ebene $f\"{u}r$ die $Koh\"{a}renz$ bei van de Velde in der Wirklichkeit schon da sein? 2) Sind die Wertigkeiten jeder Ebenen gleich? 3) Muss die $Koh\"{a}renz$ zwischen Inferenz und Verstehen sein? 4) Gibt es irgendeine Einheitstheorie, solche $interdisziplin\"{a}re$ Faktoren zu beherrschen?

금호아시아나 신사옥 리모델링 및 신축공사

이재원,임인식,황규표,Lee, Jae-Won,Im, In-Sik,Hwang, Gyu-Pyo 한국건축시공학회 2008 한국건축시공학회지 Vol.8 No.5

관상동맥 협착을 동반한 심장에서 심근보호액 우심방 관류법의 심근 국소관류량

이재원,서경필,Lee, Jae-Won,Seo, Gyeong-Pil 대한흉부심장혈관외과학회 1992 Journal of Chest Surgery (J Chest Surg) Vol.25 No.1

The quantitatively measured local myocardial perfusion rates with microspheres are used as an objective indicator of even distribution of cardioplegic solution, and the efficacy of the retrograde right atrial route of cardioplegia is evaluated in hearts with various levels of coronary arterial obstruction. After initial antegrade cardioplegia under the median sternotomy and aortic cannulation, 60 hearts from anesthetized New Zealand white rabbits are divided in random order as normal group [ligated left main coronary artery ; MA, MR] and diagonal group [ligated proximal diagonal artery ; LA, LR]. Half of each group [N=10] are perfused with antegrade cardioplegia[A] under the pressure of 100 cmH2O and the other half with retrograde right atrial route[R] under the pressure of 60 cmH2O[St. Thomas cardioplegic solution mixed with measured amount of microspheres]. The myocardium is subdivided into segments as A[atria], RV[right ventricle]. S[septum], LV[normally perfused left ventricular free wall], ROI[ischemic myocardium of left ventricular free wall]. LV and RQI are further divided into N[subendocardium] and P[subepicardium]. The resulting local myocardial perfusion rates and N /P of each group are compared with Wilcoxon rank sum test. The weight of the hearts is 5.94$\pm$0.66g, and there are no statistically significant dif-ferences[p>0.05, ANOVA] between six compared group. The mean flow rate[F: ml /g / min] of MR group is comparable with MA group[p>0.05], but in N and L group, there are significantly depressed F with right atrial route of cardioplegia, which means elevated perfusion resistance with this route. In spite of no significant differences in delivered doses of microsphere[DEL] between compared groups[p>0.05, ANOVA], there are significantly depressed REC and NF in hearts with right atrial cardioplegia which suggests increased requirement of cardioplegic solution with this route. The interventricular septum shows poor perfusion with right atrial route of cardioplegia without obstruction of supplying coronary arteries. But, with obstruction of coronary artery supplying septum as in M group, the flow rate is superior with right atrial route of infusion. The left ventricular free wall perfusion rates of every RQI with R route are superior to that of A route[p<0.05]. But, in LV segments, there are unfavorable effects of right atrial cardioplegia in L group, although the subendocardial perfusion is well maintained in N group. The LV free wall of left main group shows depressed perfusion rates with antegrade route as compared with RQI segments of diagonal group. But, by contraries, there are increased perfusion rates and superior N /P ratio with retrograde right atrial route. It implies more effective perfusion with right atrial route of cardioplegia in more proximal coronary arterial obstruction[i.e., M group as compared with L group]. As a conclusion, all region of ischemia have superior perfusion rates with right atrial car-dioplegia as compared with antegrade route, and especially excellent results can be obtained in hearts with more proximal obstruction of coronary arteries which would otherwise result in more severe ischemic damage. But, the depressed perfusion rates of the segments with normal coronary artery in hearts with coronary arterial obstruction may be a problem of concern with right atrial cardioplegia and needs solution.

QFD를 이용한 미래 공격헬기의 핵심기능 도출

이재원,권용수,고남경,Lee, Jae-Won,Kwon, Yong-Soo,Ko, Nam-Kyoung 한국군사과학기술학회 2013 한국군사과학기술학회지 Vol.16 No.3

This work describes an approach that contributes to derive from mission to critical functions of the attack helicopter under future battle space environment. An existing mission of the attack helicopter is limited to the only shooter oriented functions. In the future environment, mission and its functions of the helicopter might be much expanded. The functions should be derived by the top down approach based on systems engineering approach. In this point of view, this work describes network based future battle environment. From this environment, the missions of the attack helicopter are identified and optimized functions are derived through sequential procedures like from missions to tasks, tasks to activities, and activities to functions. The selected activities are obtained from the tasks using QFD. The weighting scores of the QFD are calculated by the AHP computational procedure. Finally the critical functions are presented through the similar procedure.