• Title/Summary/Keyword: 관리종목

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R-Trader: An Automatic Stock Trading System based on Reinforcement learning (R-Trader: 강화 학습에 기반한 자동 주식 거래 시스템)

  • 이재원;김성동;이종우;채진석
    • Journal of KIISE:Software and Applications
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    • v.29 no.11
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    • pp.785-794
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    • 2002
  • Automatic stock trading systems should be able to solve various kinds of optimization problems such as market trend prediction, stock selection, and trading strategies, in a unified framework. But most of the previous trading systems based on supervised learning have a limit in the ultimate performance, because they are not mainly concerned in the integration of those subproblems. This paper proposes a stock trading system, called R-Trader, based on reinforcement teaming, regarding the process of stock price changes as Markov decision process (MDP). Reinforcement learning is suitable for Joint optimization of predictions and trading strategies. R-Trader adopts two popular reinforcement learning algorithms, temporal-difference (TD) and Q, for selecting stocks and optimizing other trading parameters respectively. Technical analysis is also adopted to devise the input features of the system and value functions are approximated by feedforward neural networks. Experimental results on the Korea stock market show that the proposed system outperforms the market average and also a simple trading system trained by supervised learning both in profit and risk management.

Analysis of the Difference between Accident Type and Injury Type on Ski Resort (융·복합 시대 스키 리조트의 안전사고와 상해유형의 차이)

  • Kim, Sung-Duck;Lee, Yung-Kuk
    • Journal of Digital Convergence
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    • v.16 no.7
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    • pp.461-467
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    • 2018
  • The purpose of this study was to identify the analysis of the difference between accident type and injury type on ski resort. In order to achieve this purpose, a total of 522 persons recorded in the safety accident logs of two ski resorts located in Gyeonggi - do in 2016-2017 winter season by the purposeful sampling method. Frequency analysis, chi-square test were executed using SPSS Statistics 21.0 Version. As the results, the following conclusion was derived. First, injury part differ statistically and significantly according to both socio-demographic variables(lesson experience). Second, injury type differ statistically and significantly according to both socio-demographic variables(event, lesson experience, event${\times}$age, lesson experience${\times}$gender). Lastly, both injury part and injury type differ statistically and significantly according to Slope course.

A Study on Seeking a Multilateral Cooperation Framework for the Inter-Korean Exchange of Intangible Cultural Heritage - Through a Multinational Nomination of a Representative List of Intangible Cultural Heritage of Humanity - (남북 무형유산 교류 협력의 다자간 협력 틀 모색 - 유네스코 인류무형문화유산 남북 공동 등재 사례 -)

  • Kim, Deoksoon
    • Korean Journal of Heritage: History & Science
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    • v.52 no.3
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    • pp.252-269
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    • 2019
  • Since the inauguration of the Kim Jong-un regime in 2012, the safeguarding and management system of cultural heritage in the Democratic People's Republic of Korea (DPRK) has been changing to a form similar to that of a democratic country's legal system. In addition, the National Authority for the Protection of Cultural Heritage (NAPCH) has continuously recorded and cataloged intangible cultural heritage elements in the DPRK, listing Arirang, kimchi-making, and ssireum on the UNESCO Intangible Cultural Heritage Representative List. In particular, the multinational nomination of ssireum in October 2018 is symbolic in terms of inter-Korean exchanges and cooperation for peace and reconciliation, raising expectations for the further multinational nomination of the two Koreas' intangible cultural heritage. Currently, South Korea lists 20 items on its Representative List of the Intangible Cultural Heritage of Humanity, three of which are shared by various countries with multinational nominations such as falconry, tug-of-war, and ssireum. However, when comparing the process of applying for multinational nomination in the three elements that follow, it is necessary to discuss whether these cases reflect the nature of multinational nomination. In particular, in the case of ssireum, without a working-level consultation between the two Koreas to prepare an application for a multinational nomination, each applied for a single registration; these applications were approved exceptionally as a multinational nomination by the Intergovernmental Committee under the leadership of the Secretary-General of UNESCO, and no bilateral exchanges have taken place until now. This is symbolic, formal, and substantially similar to the individual listings in terms of the spirit of co-listing on the premise of mutual exchange and cooperation. Therefore, the only way to strengthen the effectiveness of the multinational nomination between the two Koreas and to guarantee the spirit of multinational nomination is to request multilateral co-registration, including the two Koreas. For this, the Korean government needs a strategic approach, such as finding elements for multilateral co-listing; accumulating expertise, capabilities, and experience as a leading country in multilateral co-listing; and building cooperative governance with stakeholders. Besides, to reduce the volatility of inter-Korean cultural exchanges and cooperation depending on political situations and the special nature of inter-Korean relations, measures should be taken toward achieving inter-Korean cultural heritage exchanges and cooperation under a multilateral cooperation system using UNESCO, an international organization.

Effects of self-management on psychological happiness in throwers (투척선수들의 자기관리가 심리적 행복감에 미치는 영향)

  • Lee, Myung-Sun;Lee, Moon-Sook
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.12 no.3
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    • pp.1128-1135
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    • 2011
  • The purpose of this study was to identify the effects of field athletes' self-management on their psychological happiness. The subjects of the study were 184 athletes (male=82, female=102) who participated in the 91th National Athletes Meeting. All statistical analyses and description methods were computed by SPSS window 18.0. The discriminant analysis was used to find effects of self-management on their psychological happiness, ANOVA and Multiple regression. The results of this study were as followings: Frist, there was not significant difference to The Relationship between social-demographical variables and self-management, their psychological happiness. Second, self-management had a significant effect on psychological happiness. Based on the results, Field athletes's self-management has a positive effect on their psychological happiness.

The Role of stock market management and social media - Analyzing the types of individual investor and topic - (주식시장관리제도와 소셜 미디어의 역할 - 개인 투자자 집단 유형과 토픽 분석 -)

  • Kim, Jung-Su;Lee, Suk-Jun
    • Management & Information Systems Review
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    • v.34 no.5
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    • pp.23-47
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    • 2015
  • In the Korea stock market, individual investors have perceived stock as short arbitrage investment, not long-term investment strategy. In order to reinforce stock market transparency and soundness, it is important to enforce the measures for stock market management. Especially, stock market event caused by financial policy can be given individual investors negative information regarding a stock trading. Thus, it is a need for investigating whether comprehensive review of listing eligibility is influenced on individual investors' responses and stock behaviors in respect of effectiveness. The purpose of this study to examine the relations between such stock market management and transitional aspect of individual investors' trading types and response on the based of pre- and post-event occurrence. Using an dataset of user's text messages on 9 firms posted on the firm-based social media (i.e., Naver, Daum, Paxnet) over the period 2009 to 2014. And we performed text-clustering and topic modeling according to keywords for classifying into investors group and non-investors groups and two types of investors were categorized depending on main topic transition by event windows in Comprehensive review of listing eligibility. The results indicated that a variety of stockholders existed in the stock. And the ratio of non-investors group was on the decrease, on the other hand, the proportion of investors group veer onto the side of pre-pattern after comprehensive review of listing eligibility. A distinctive feature of our study is to explain the influence of stock market management on response changes of individual investors as well as to categorize in accordance with time progression. Implications an suggestions for future research were also discussed.

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The Price-discovery of Korean Bond Markets by US Treasury Bond Markets by US Treasury Bond Markets - The Start-up of Korean Bond Valuation System - (한국 채권현물시장에 대한 미국 채권현물시장의 가격발견기능 연구 - 채권시가평가제도 도입 전후를 중심으로 -)

  • Hong, Chung-Hyo;Moon, Gyu-Hyun
    • The Korean Journal of Financial Management
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    • v.21 no.2
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    • pp.125-151
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    • 2004
  • This study tests the price discovery from US Treasury bond markets to Korean bond markets using the daily returns of Korean bond data (CD, 3-year T-note, 5-year T-note, 5-year corporate note) and US treasury bond markets (3-month T-bill, 5-year T-note 10-year T-bond) from July 1, 1998 to December 31, 2003. For further research, we divide full data into two sub-samples on the basis of the start-up of bond valuation system in Korean bond market July 1, 2000, employing uni-variate AR(1)-GARCH(1,1)-M model. The main results are as follows. First the volatility spillover effects from US Treasury bond markets (3-month T-bill, 5-year T-note, 10-year T-bond) to Korean Treasury and Corporate bond markets (CD, 3-year T-note, 5-year T-note, 5-year corporate note) are significantly found at 1% confidence level. Second, the price discovery function from US bond markets to Korean bond markets in the sub-data of the pre-bond valuation system exists much stronger and more persistent than those of the post-bond valuation system. In particular, the role of 10-year T-bond compared with 3-month T-bill and 5-year T-note is outstanding. We imply these findings result from the international capital market integration which is accelerated by the broad opening of Korean capital market after 1997 Korean currency crisis and the development of telecommunication skill. In addition, these results are meaningful for bond investors who are in charge of capital asset pricing valuation, risk management, and international portfolio management.

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The Classification and filing of the Official Documents of the Office of Crown Properties in the Great Han Empire (대한제국기 내장원의 공문서 편철과 분류)

  • Park, Sung-Joon
    • The Korean Journal of Archival Studies
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    • no.28
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    • pp.3-33
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    • 2011
  • The Office of Crown Properties was established to manage the property of royal properties as an institution belonging to the Department of the Royal Household in April, 1895. However, as the Great Han Empire established and various policies enforcing the power of the emperor became introduced, the Office of Crown Properties came to be expanded to a large financial agency that would be in charge of various financial sources such as Public Land and Maritime Tax. As the Office of Crown Properties came to manage various income sources, it classified the documents dealing with various government agencies in the Capital and other countryside regions by the unit of Section. The Office of Crown Properties classified the documents by Section and filed them according to Sending/Receiving subject. Sometimes, it filed one kind of document only but sometimes many different kinds of documents were filed together. The types of the document can show the characteristics of the document and the hierarchy of the related agencies through the document name. The fact that they filed the documents with different grades in one file shows that the hierarchy of the agency they dealt with was not the primary standard of the filing and that they did not file the documents by its type. The Office of Crown Properties did not file the related documents in the same file, either. We can say the documents are related if they were corresponded with other agencies while they dealt with a specific item. However, they did not file the related documents in the same file but distinguished sending documents from receiving documents. The reason why they filed different kind documents in the same file and separated the related documents in different file was they took 'whether they were sent or received' as the primary filing standard. They separated the sending documents from the receiving documents first and then filed them according to time regardless of the region or institution. The Office of Crown Properties primarily classified the documents by Section, classified the documents with the standard of whether they were receiving documents or sending documents and then filed them in a file according to the time. It means that the Office of Crown Properties came to create the Official Document Classification and filing system.

Material Properties of Structural Steel used in Modern Historical Heritage of Busan and Gyeongsang in the 1930-1940s (1930-40년대 부산·경상지역의 근대 역사문화유산에 사용된 강재의 재료적 특성)

  • Ahn, Jae-Cheol;Song, Jong-Mok
    • Journal of architectural history
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    • v.23 no.6
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    • pp.39-46
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    • 2014
  • In this study, we evaluated the chemical and physical properties of structural steel, which is the most basic material for steel structures and reinforcement concrete structures in modern period. We theorized the technical data for the research of technical history of modern heritage structures by analyzing the product system and its quality control of structural steel used in modern historical heritages. The results of this study are as follow; first, the rounded bars were used in most of modern heritage structures. But in the case of Waegwan railroad bridge, the deformed bars were used in spit of not using in Japan after the great earthquake of Kantou. Second, the structural steel was good in terms of quality control, but It has brittle properties because it was not manufactured by heat treatment process.

Analysis and design of Meter data structure to secure confidentiality (검침데이터 기밀성확보를 위한 구조분석 및 설계)

  • Baek, Jong-Mock;Choi, Moon-Suk;Lim, Yong-Hun
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2011.06a
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    • pp.323-324
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    • 2011
  • 유틸리티에서 검침은 고객에게 제공한 에너지의 사용량을 계량하고 요금을 부과하기 위한 중요한 정보이며 검침방법이 종래의 인력검침에서 자동원격검침으로 발전함에 따라 계량기에서 검침서버로 전송되는 통신망에서 보안관리가 중요시 되고 있다. 보안의 방법은 중간의 통신망 형태, 통신 매체, 전송되는 데이터의 구조 등을 반영하여 적정한 보안방법이 적용되어야 하겠지만 본 논문에서는 현재 전기검침에 적용되는 국제규격 DLMS/COSEM데이터의 구조를 분석하고 기밀성을 보장하기 위한 방안을 제시하였다.

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A Study on the Bidding Trends of the Private Consignment Service of Landscape Management (조경관리 민간위탁용역의 입찰추이에 관한 연구)

  • Hwang, Dae-Jin;Kim, Dong-Pil;Moon, Ho-Gyeong
    • Journal of the Korean Institute of Landscape Architecture
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    • v.47 no.1
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    • pp.39-48
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    • 2019
  • Based on the bidding data of the national marketplace for public procurement service from 2003 to 2015, this study investigated and analyzed the bidding trends of the landscape management public consignment service by analyzing total bidding, type, client, region, license. The results are as follows. First, the total number of bids for civilian consignment services in landscape management increased by 1,112 cases, corresponding to a 487.7% increase over 10 years, and the total bidding amount increased by 144,504 million won, corresponding to a 382.5% increase. Second, in 10 years, the proportion of landscape management in landscaping works increased by 10%, and the bidding amount increased by 3%. Third, in the analysis of bidding trends by type, green areas showed the greatest growth in the number of bids, while the greenery of buildings showed the highest increase in the bid amount. Fourth, local autonomous entities, Gyeonggi province, and the landscaping planting construction industry showed the highest increase in the number of bids and the amount in each field such as client, region, and license. In summary, the number of cases and the bidding amount is increasing year by year. Considering the increasing number of users and demands thereof, the number of bids and the amount of consignment service for landscape management will continue to increase. The purpose of this study is to investigate and systematically analyze the tendency of bidding for 10 years for the private consignment service of landscape management in the current situation, where the importance of landscape management is increasingly emphasized. Another purpose of this study is to discern the necessity of the landscape management business and to provide the basis for incorporating the landscape management business into the professional construction industry in the future, thus providing opportunities for widening the expertise and diversity of the landscaping field. For the following study, the legal basis of landscape management, qualification, equipment standards, calculation of management cost per unit, and the appropriateness of the management cost should be considered.