Computational tools for stock price analysis

We provides approaches to technical analysis of stock prices using tools devel- oped for this paper. This tools are divided three functions largely, computing profits with stock prices of past 10 years based on the double crossover method, which can generate trade(buy and sell) signals, presenting the trend of past data by performing linear regression, and predicting stock price using Least- square Extrapolation. We consider suitable cases trying several experiments.;이 논문에서는 주가의 기술적 분석을 위해 개발한 Tool을 이용하여 여러가지 계산을 시도해본다. 이 논문에서 사용된 Tool은 크게 세 가지 기능을 제공한다. 첫 번째는 Double Crossover Method를 이용하여 10년 동안 의 KOSPI를 가지고 수익률을 계산하는 것이고, 두 번째는 Linear Regression을 수행하여 과거 데이터들의 상관관계를 보여줌으로서 추세를 알아보는 것, 마지막으로 Least-squares Extrapolation을 이용하여 주가를 예측해 보는 것이다. 이 논문에서는 여러 가지 시도를 통하여 적절한 방법을 연구해본다.Contents = ⅰ Chapter 1 Introduction = 2 Chapter 2 Mathematical Preliminaries = 4 2.1 Moving Average = 4 2.1.1 The Use of Moving Averages to Generate Signals = 5 2.1.2 Some Pros and Cons of the Moving Average = 6 2.2 Linear Regression = 7 2.2.1 Simple Linear Regression Model = 7 2.2.2 Least-squares Estimation of β_(0) and β_(1) = 8 2.3 Least square Extrapolation = 10 Chapter 3 Computational Results = 13 3.1 Computation of profits based on double crossover method = 13 3.2 Correlation of the trend = 18 3.3 Prediction of stock price using Least-square Extrapolation = 20 Chapter 4 Conclusions = 2

Characteristic potential을 이용한 다단자 균일 반도체 저항체에서의 일관된 잡음 계산법

Thesis (doctoral)--서울대학교 대학원 :전기공학부,2000.Docto

A study on the nonlinear stress of complex fluids under large amplitude oscillatoy shear (LAOS) flow in the perspective of symmetry and energy

학위논문 (박사)-- 서울대학교 대학원 : 공과대학 화학생물공학부, 2018. 2. 이승종|안경현.Large amplitude oscillatory shear (LAOS) test is widely applied to characterize complex fluids. Various analysis methods for LAOS stress in time domain or strain and strain rate domain had been suggested. However, their interpretation or physical meaning was not fully understood. For example, one of the analysis methods, stress decomposition, is under disputes due to the discordance in stress profile and structural characteristics. One of the purposes of this thesis is to explore the proper interpretation of stress decomposition analysis. Stress decomposition is an analysis method that decomposes total oscillatory stress into elastic and viscous stress by using mathematical symmetry of oscillation. In this thesis, stress decomposition is applied to oscillatory stress, which is calculated by Brownian dynamics (BD) simulation for both hard and soft sphere systems. Double peaks, which are experimentally observed only in the elastic stress of hard sphere systems, are observed only in the hard sphere systems in accordance with experiments. To find out the structural origin of double peaks, the structure of the particulate system is analyzed in terms of the softness of the particles and strain amplitude, which determine the presence of double peaks. In hard and soft sphere comparison, there is a significant difference in structure between two systems. However, the structures do not have the one-to-one match with the elastic stresses for hard spheres. The intensive investigation leads to the conclusion that it is necessary to consider the structures and the elastic stress in the whole cycle rather than them at each time step. We also suggest structural characteristics which make double peaks in the simulation. The other purpose of this thesis is to suggest a new method for analyzing oscillatory shear stress. To achieve this goal, the concept of work and stored energy, which has rarely been considered in the past, is adopted. The inner area in the strain-stress Lissajous curve throughout one cycle is known to be related to work or viscous characteristic of the material, and that of the strain rate-stress Lissajous with stored energy or elastic characteristic of the material. These relationships also work on nonlinear stress, and only areas throughout one full cycle are spotlighted until now. However, to precisely analyze the nonlinear stress, it helps to consider work and energy not only throughout a complete cycle but also during the cycle. We trace the work and energy during the oscillation. Firstly, we apply this concept to perfectly elastic solid and purely viscous liquid with different rheological behaviors. They are classified by tracing work and energy variation in the subdivided sections. This concept is also applied to viscoelastic fluid and Bingham fluid. The symmetry of work and energy with respect to flow reversal point disappears in these fluids, which leads to the conclusion that the extent of asymmetry needs to be considered. The oscillatory stress from Brownian dynamics simulation is also analyzed. Work is correlated to rheological property, oscillatory stress, and particle structure in this analysis. By these approaches, the possibility is shown that the systems with different rheological properties can be characterized by work or energy during the cycle. This thesis provides a new insight on the analysis of nonlinear oscillatory shear stress. This study is expected to provide an extendable framework for further understanding of the nonlinear oscillatory shear stress in the perspective of symmetry and energy.Ⅰ. Introduction 1 1.1 Small amplitude oscillatory shear (SAOS) flow.. 1 1.2 Large amplitude oscillatory shear (LAOS) flow 2 1.2.1 Basic mathematical description for LAOS 3 1.2.2 Analysis method for LAOS. 5 1.3 Complex fluids. 9 1.3.1 Particle suspension systems 9 1.4 Outline of the thesis 11 Ⅱ. Backgrounds. 13 2.1 Brownian dynamics (BD) simulation 13 2.1.1 General description of BD 13 2.1.2 Application of BD 16 2.2 Simulation systems. 18 Ⅲ. Stress decomposition analysis in hard and soft sphere suspensions. 20 3.1 Motivation and objectives 20 3.2 Analysis of hard and soft sphere systems 22 3.2.1 Strain sweep 22 3.2.2. Lissajous curve. 24 3.2.3 Fourier transform (FT) 28 3.3 Stress decomposition and double peaks 30 3.3.1 Total, elastic, and viscous shear stresses of hard and soft spheres. 30 3.3.2 Double peaks characteristics. 34 3.4 Stress and structural analysis 38 3.4.1 Soft and hard spheres. 38 3.4.2 Hard sphere at different strain amplitude 48 3.5 Conclusions. 56 Appendix 3A. 58 Appendix 3B. 62 Ⅳ. Path-dependent work and stored energy in LAOS flow 64 4.1 Motivation and objectives 64 4.2 Work and stored energy under oscillatory shear 65 4.3 Work and stored energy of model stress. 68 4.4 Application to constitutive equations 74 4.4.1 Purely viscous liquid and perfectly elastic solid 74 4.4.2 Giesekus model. 80 4.4.3 Bingham model 88 4.5 Application to BD simulation 94 4.6 Conclusions.. 102 Appendix 4A 104 Ⅴ. Conclusions 107 Bibliography 110 국문 초록. 119Docto