• Title/Summary/Keyword: 관리종목

Search Result 124, Processing Time 0.027 seconds

Using genetic algorithms to develop volatility index-assisted hierarchical portfolio optimization (변동성 지수기반 유전자 알고리즘을 활용한 계층구조 포트폴리오 최적화에 관한 연구)

  • Byun, Hyun-Woo;Song, Chi-Woo;Han, Sung-Kwon;Lee, Tae-Kyu;Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.6
    • /
    • pp.1049-1060
    • /
    • 2009
  • The expansion of volatility in Korean Stock Market made it more difficult for the individual to invest directly and increased the weight of indirect investment through a fund. The purpose of this study is to construct the EIF(enhanced index fund) model achieves an excessive return among several types of fund. For this purpose, this paper propose portfolio optimization model to manage an index fund by using GA(genetic algorithm), and apply the trading amount and the closing price of standard index to earn an excessive return add to index fund return. The result of the empirical analysis of this study suggested that the proposed model is well represented the trend of KOSPI 200 and the new investment strategies using this can make higher returns than Buy-and-Hold strategy by an index fund, if an appropriate number of stocks included.

  • PDF

Improvement Plan for Cadastral Surveying Fee Calculation Process (지적측량수수료 산정 공정의 개선방안)

  • Hong, Sung-Eon
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.15 no.11
    • /
    • pp.6639-6645
    • /
    • 2014
  • This study was conducted to deduct the facing problems by analyzing the reflected computing environment of a cadastral surveying fee calculation process for all cadastral surveying items and suggest an improvement plan for the process, corresponding to the cadastral surveying environment. An analysis of the problems showed that the current cadastral surveying fee calculation process was complicated compared to other relevant fee calculation processes. Although work process has been improved due to the changes to current cadastral surveying technology and the digital cadastral management system, it has not been reflected. This article suggests simplifying the current universal nine-step process into a four-step process. In addition, the improvement plan for the improved work process with computer files to be applied before and after field surveys is suggested. The cadastral mapping process is divided into four steps to make it suitable for a computing environment and the corresponding process improvement plan is suggested.

Implementation of HTML5-based Website providing Public Sports Facilities in Seoul (HTML5-기반 서울시 공공체육시설 통합 안내 사이트 구현)

  • Kim, So-Young;Lim, Hyojin;Lee, Jongwoo
    • Journal of Digital Contents Society
    • /
    • v.16 no.2
    • /
    • pp.245-255
    • /
    • 2015
  • As people are highly interested in health, the number of people who participate in various sports programs is getting increased. But there is no web service which integrates all the information of the public sports facilities in Seoul and it's convenient to use the public sport facilities. So we propose an integrated information system whoever can find the public sports facilities in Seoul. The public APIs for the Seoul public sports facilities provided by Seoul city are used to integrate the information. Also, our web page provides various graphic function using pictures and videos of the facilities on the environment of HTML5. And it is the responsive webpage which can be provided on both desktop and mobile environment. By implementing the wizard page, the managers of the facilities who are not specialized can renew the information about their facilities easily. And for the easier searching, we provides three options of searching: local, subjects, themes.

Relative Pricing Multiple on Book Value of Equity and Earnings of Bankrupt Firms (부실기업의 자기자본의 장부가치와 순이익의 상대적 주가배수분석)

  • 박종일;신현대;유성용
    • The Journal of Information Technology
    • /
    • v.2 no.2
    • /
    • pp.251-267
    • /
    • 1999
  • This study examines that pricing multiple on and incremental explanatory power of equity book value(earnings) increase(decrease) as financial health decrease. Test using a sample of 75 bankrupt firms and test using a cross-sectional, pooled sample both yield inference consistent with predictions. It is thus hypothesized that the more bankrupt time are, the higher(lower) pricing multiple book value of equity(earnings) obtained. Findings are robust to inclusion of controls for debt/assets ratio, ROA, and ROIC. Overall, the results is the hypothesis.

  • PDF

The Standardization of Graded Sizes through Comparing Bodice Patterns by Draping Method and Studied Flat Pattern Method -Using Replica Body-

  • Shim, Kue-Nam
    • Fashion & Textile Research Journal
    • /
    • v.6 no.3
    • /
    • pp.399-403
    • /
    • 2004
  • Education of clothing and textiles in the university is various according to the purposes. Among that clothing construction and practice is what is needed the most in understanding the process of apparel producing, and is the basic subject of areas from apparel designs to quality management. Producing apparel starts from planning the bodice pattern according to the human body shape. Basic bodice pattern should be highly practical so that production of all items of apparel patterns can be possible. Also, a basic bodice pattern needs to be planned in the way that even beginners can use it by classifying sizes according to each body measurements. Thus in this study. bodice patterns will be produced in way of draping method subjecting university students in early 20s. standardized and classified sizes will be calculated from it and bodice pattern made by studied flat pattern method will be examined and compared so that finally suitability will be compared. As a result of examining and comparing bodice patterns made by draping method and studied flat pattern method on the model of the human body produced by plaster method, sizes were classified into 5 levels. As a result of evaluation of creation. satisfying consequence from various body shape was acquired and it is expected of the beginners who are stating from clothing construction and practice to be educated by using the result of this study.

A Cost-Based Buffer Replacement Algorithm in Object-Oriented Database Systems (객체지향 데이타베이스에서의 비용기반 버퍼 교체 알고리즘)

  • Park, Chong-Mok;Han, Wook-Shin;Whang, Kyu-Young
    • Journal of KIISE:Databases
    • /
    • v.27 no.1
    • /
    • pp.1-12
    • /
    • 2000
  • Many object oriented database systems manage object buffers to provide fast access to objects. Traditional buffer replacement algorithms based on fixed length pages simply assume that the cost incurred by operating a buffer is propertional to the number of buffer faults. However, this assumption no longer holds in an objects buffer where objects are of variable length and the cost of replacing an object varies for each object. In this paper, we propose a cost based replacement algorithm for object buffers. The proposed algorithm replaces the have minimum costs per unit time and unit space. The cost model extends the previous page based one to include the replacement costs and the sizes of objects. The performance tests show that proposed algorithm is almost always superior to the LRU-2 algorithm and in some cases is more than twice as fast. The idea of cost based replacement can be applied to any buffer management architectures that adopt earlier algorithms. It is especially useful in object oriented database systems where there is significant variation in replacement costs.

  • PDF

Development and Performance Analysis of Predictive Model for KOSPI 200 Index using Recurrent Neural Networks (순환 신경망 기술을 이용한 코스피 200 지수에 대한 예측 모델 개발 및 성능 분석 연구)

  • Kim, Sung Soo;Hong, Kwang Jin
    • Journal of Korea Society of Industrial Information Systems
    • /
    • v.22 no.6
    • /
    • pp.23-29
    • /
    • 2017
  • Due to the success of Wealthfront, Betterment, etc., there is a growing interest in RoboAdvisor that is an automated asset allocation methodology globally. RoboAdvisor minimizes human involvement in managing assets, thereby reducing the costs of using services and eliminating human psychological factors. In this paper, we developed a predictive model for the KOSPI 200 Futures Index using deep learning, in order to replace the existing technical analysis technique. And the proposed model confirmed that When the KOSPI 200 Gift Index is small, it can be used to predict direction and price of index. In combination with the existing technical analysis, It is confirmed that the proposed models combining with existing technical analyses and can be applied to the RoboAdvisor Service in the future.

Optimal portfolio and VaR of KOSPI200 using One-factor model (원-팩터 모형을 이용한 KOSPI200지수 구성종목의 최적 포트폴리오 구성 및 VaR 측정)

  • Ko, Kwang Yee;Son, Young Sook
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.2
    • /
    • pp.323-334
    • /
    • 2015
  • he current VaR model based on the J.P. Morgan's RiskMetrics structurally can not reflect the future economic situation. In this study, we propose a One-factor model resulting from the Wiener stochastic process decomposed into a systematic risk factor and an idiosyncratic risk factor. Therefore, we are able to perform a preemptive risk management by means of reflecting the predicted common risk factors in the model. Stocks in the portfolio are satisfied with the independence to each other because the common factors are fixed by the predicted value. Therefore, we can easily determine the investment in each stock to minimize the variance of the portfolio. In addition, the portfolio VaR is decomposed into the sum of the individual VaR. So we can effectively implement the constitution of the portfolio to meet the target maximum losses.

Smart Basketball Device Design for Improving Shooting Success Rate (슈팅 성공률 개선을 위한 스마트 농구공 설계 연구)

  • Lee, Hyung-Ju;Kim, Soo-Hyun
    • Journal of the Korea Convergence Society
    • /
    • v.12 no.6
    • /
    • pp.107-112
    • /
    • 2021
  • The purpose of this to study a more accurate scoring method in accordance with the change in the game due to the fast-break and external shots of modern basketball. We will make to design and develop a smart basketball device with a digital pressure sensor. The basketball is a sport that combines complex techniques such as dribbling, passing, and shooting, and the game wins or loses with the most goals in all sports on the planet. In particular, shooting, which determines the win or loss of a game, is the technique that is most directly linked to the score, so the angle of projection is important to make a more accurate shooting. The purpose of this to develop an assistive device in order for the player to have a certain shooting rhythm by measuring the throw angle through a sensor that can measure the throw angle of the ball during shooting. This smart basketball device, it is possible to increase the accuracy of shooting through a certain throw angle at the basketball game field or during shooting practice, and accordingly, the performance can be expected to improve.

Selecting Stock by Value Investing based on Machine Learning: Focusing on Intrinsic Value (머신러닝 기반 가치투자를 통한 주식 종목 선정 연구: 내재가치를 중심으로)

  • Kim, Youn Seung;Yoo, Dong Hee
    • The Journal of Information Systems
    • /
    • v.32 no.1
    • /
    • pp.179-199
    • /
    • 2023
  • Purpose This study builds a prediction model to find stocks that can reach intrinsic value among KOSPI and KOSDAQ-listed companies to improve the stability and profitability of the stock investment. And investment simulations are conducted to verify whether stock investment performance is improved by comparing the prediction model, random stock selection, and the market indexes. Design/methodology/approach Value investment theory and machine learning techniques are applied to build the model. Various experiments find conditions such as the algorithm with the best predictive performance, learning period, and intrinsic value-reaching period. This study selects stocks through the prediction model learned with inventive variables, does not limit the holding period after buying to reach the intrinsic value of the stocks, and targets all KOSPI and KOSDAQ companies. The stock and financial data are collected for 21 years (2001-2021). Findings As a result of the experiment, using the random forest technique, the prediction model's performance was the best with one year of learning period and within one year of the intrinsic value reaching period. As a result of the investment simulation, the cumulative return of the prediction model was up to 1.68 times higher than the random stock selection and 17 times higher than the KOSPI index. The usefulness of the prediction model was confirmed in that the number of intrinsic values reaching the predicted stock was up to 70% higher than the random selection.