• Title/Summary/Keyword: 상대적 위험도

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Performance Comparison of Reinforcement Learning Algorithms for Futures Scalping (해외선물 스캘핑을 위한 강화학습 알고리즘의 성능비교)

  • Jung, Deuk-Kyo;Lee, Se-Hun;Kang, Jae-Mo
    • The Journal of the Convergence on Culture Technology
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    • v.8 no.5
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    • pp.697-703
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    • 2022
  • Due to the recent economic downturn caused by Covid-19 and the unstable international situation, many investors are choosing the derivatives market as a means of investment. However, the derivatives market has a greater risk than the stock market, and research on the market of market participants is insufficient. Recently, with the development of artificial intelligence, machine learning has been widely used in the derivatives market. In this paper, reinforcement learning, one of the machine learning techniques, is applied to analyze the scalping technique that trades futures in minutes. The data set consists of 21 attributes using the closing price, moving average line, and Bollinger band indicators of 1 minute and 3 minute data for 6 months by selecting 4 products among futures products traded at trading firm. In the experiment, DNN artificial neural network model and three reinforcement learning algorithms, namely, DQN (Deep Q-Network), A2C (Advantage Actor Critic), and A3C (Asynchronous A2C) were used, and they were trained and verified through learning data set and test data set. For scalping, the agent chooses one of the actions of buying and selling, and the ratio of the portfolio value according to the action result is rewarded. Experiment results show that the energy sector products such as Heating Oil and Crude Oil yield relatively high cumulative returns compared to the index sector products such as Mini Russell 2000 and Hang Seng Index.

A Study on the Reliability and Validity of the Collection of the Ethnography Method of Service Experience Data - Focusing on I know You_AI Service - (서비스경험데이터의 에스노그라피 방식 수집에 대한신뢰성과 타당성 연구 - I know you_AI 서비스를 중심으로 -)

  • Ahn, Jinho;Lee, Jeungsun
    • Journal of Service Research and Studies
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    • v.10 no.4
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    • pp.43-55
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    • 2020
  • Recently, as the importance of experience data increases, there are many attempts to deal with experience data from a data science perspective. In the case of approaching as a collection method of a quantitative survey method that seeks to quantify numerically such as big data, it is difficult to interpret the value of experience in a wide range, and it is relatively expensive and time consuming, and personal information infringement There is a limit to the analysis due to the risk of However, since ethnography, a procedure for collecting experience data based on qualitative research, is mainly carried out in the natural real environment of future customers from the perspective of users, it is possible to confirm the nature that customers face with a small sample. In addition, it is also easy to interpret the relational dimension of the empirical data. Although the ethnography method of collecting experiential data is economical and efficient, it is important to reduce errors in the collection process because the lack of scientific procedures for the data collection process can be a problem. It is important to secure the validity of whether the correct measurement tool is used for ethnography-based experiential data collection and to secure the reliability of the use of a valid measurement tool and method by accurately selecting the measurement target. From this point of view, it is necessary to verify the reliability of the research method that clearly selects the measurement target and secures the validity for the development of the correct measurement method and tool for the collection of ethnography experience data. Therefore, in this study, a verification study was conducted on the data and methodology cases of the'I know you_AI' service that analyzes the customer experience of self-employed based on the ethnography method of collecting experience data..

Landscape Engineers' Perceptions of the Safety Climate and Safety Behavior in Landscape Construction - Focused on Landscape Constructors and Designers - (조경공사에서 안전분위기와 안전행동에 대한 조경기술자들의 인식 - 조경시공자와 조경설계자를 대상으로 -)

  • Oh, Chang-Song;Sim, Jisoo
    • Journal of the Korean Institute of Landscape Architecture
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    • v.51 no.4
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    • pp.90-100
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    • 2023
  • The construction safety policy of Korea requires safety reviews at design stages, which affect the perceptions and attitudes of the workers toward safety. Despite this heightened social interest in safety, there is no related research in the field of landscape architecture. This study entails a review of the status of landscape construction accidents in Korea and an assessment of landscape engineers' perception of construction safety climate and safety behaviors. A survey of landscape constructors and designers was performed, and the obtained data were statistically analyzed. The results indicate the following: (1) More than half of the accidents which are registered in CSI occurred in apartment houses ordered by the private sector in the type of facility and planting works in the landscaping process; (2) Landscape designers were better aware of safety than landscape constructors. Among them, safety attitude, work risk, work participation, and work pressure were statistically significant; Apart from the statistical significance, landscape designers recognized the importance of safety highly but they tended to have a relatively low perception of specific safety behaviors. (3) Lastly, landscape constructors attributed less importance to safety review during the design stage compared to other items.

Narcissism and sexual Aggression: The Mediating Effects of Entitlement Rage and Sociosexuality, and Moderating Effects of Cognitive Emotion Regulation Strategies (CERS) and State Empathy (자기애와 성폭력 가해 행동의 관계: 특권분노/허용적 성태도의 매개효과와 인지적 정서조절 전략/공감의 조절효과)

  • Da-Won Park;In-Hey Yi
    • Korean Journal of Culture and Social Issue
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    • v.21 no.3
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    • pp.377-394
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    • 2015
  • The purpose of this research was to identify the relationship between specific personality characteristics and maladaptive social behaviors in order to contribute to development of a pragmatic intervention for the prevention of sexual aggression. This was accomplished by examining the mediating effects of entitlement rage (K-PNI) or sociosexuality (K-MSAS) on sexual aggression, and moderating effects of cognitive emotion regulation strategies (K-CERQ) or state empathy (K-CMEM) on sexual aggression in narcissistic men. Data were obtained from male college students (n = 264) who completed self-report questionnaires, such as K-NPI and K-CMEM, and hierarchical regression analysis was applied to examine these relationships. Both entitlement rage and cognitive emotion regulation strategies were found to be unassociated with sexual aggression. Rather, sociosexuality was the mediating factor between narcissism and sexual aggression, Whereas state empathy was a moderating factor between narcissism and sexual aggression. These findings indicate a tendency for sociosexuality to increase sexual aggression in males. However, individuals with low state empathy are more likely to show sexual aggression than those with high state empathy, indicating that intervention for increased state empathy may be a more effective treatment than cognitive emotion regulation strategies.

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Analysis of the Involving Mechanism of Kim Eun-Sook Drama : Focused on the Audience's Predictability and the Activities of Constructing Hypotheses (김은숙 드라마 <도깨비>의 몰입기제 구축과정 분석 - 관람자 예측성과 가설 구성 활동을 중심으로 -)

  • Kim, Eui-Jun
    • Journal of Korea Entertainment Industry Association
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    • v.13 no.2
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    • pp.79-91
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    • 2019
  • In the entertainment industry, risk management is crucial for securing competitiveness due to the risk of investment. The competitiveness of contents is reinforced when external factors such as industrial environment and internal factors centering on involving mechanism are simultaneously provided. The involving mechanism is a form of cognitive response behavior of the audience and occurs through signal processing of the brain when watching the image contents. The signal processing of the brain related to the contents watching is mainly performed in the working memory area, and in the case of the captivating movie, the information other than the contents transmitted to the audience is blocked to generate a temporary dissociation state. A dissociation state similar to a symptom such as hypnosis or amnesia occurs when the audience's level of involving is high. On the other hand, contents information in which the audience is concentrating his attention is used intensively for constructing future thinking through an episodic buffer while the inflow of external information is relatively blocked or delayed. The spectator's future thinking configuration takes the form of a hypothesis-forming activity and is based on the predictability of the brain. When these hypothesized behaviors correspond to the problem solving simulation of story and predictability which is an evolutionary function of the brain, the audience' s brain is involved in the contents at a high level. In order for the act to be effective, the factors such as the background of the hypothesis, the subject of the hypothesis, the internal information of the person, the type and position and quantity of the hypothesis information, and the hypothesis relevance and type of information are important. Based on these factors, analysis of the Kim Eun Sook Drama 'Goblin' shows that the above elements are operated in a very organic and meaningful way.

Environmental Evaluation of Heating Devices Using Low Grade Coal and Waste Cooking Oil - Aspects of Improving Air Quality in Ulaanbaatar, Mongolia - (저급석탄과 폐식용유를 활용한 난방장치의 환경성 평가 - 몽골 울란바타르시 대기질 개선 측면-)

  • Hyung Don Lee;Hyouk Jin Yun;Sung Whan Cho
    • Clean Technology
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    • v.29 no.1
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    • pp.22-30
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    • 2023
  • Mongolia is experiencing some of the world's most serious air pollution problems. The air pollution is especially severe during the winter when raw coal and low-grade fuels are used to heat homes in Ger villages. The impact of this pollution has created significant health and socioeconomic challenges for the country. In order to mitigate this air pollution, this study analyzed the fuel quality of the low-grade fuels and Mongolian waste cooking oils used in Ulaanbaatar, Mongolia. Then the environmental characteristics of traditional stove combustion and a prototype combustion heating device were compared and analyzed. In addition, the effect of replacing the heating devices was evaluated by analyzing their risks to humans. Analysis of the fuel characteristics showed that briquettes had relatively low environmental properties as a result of their high ash, N and S content. Also, after analyzing the combustion characteristics, it was found that the air quality improvement effect was higher when waste cooking oil was burned compared to the three types of coal that were analyzed. Finally, this study evaluated the impact of replacing the Mongolia traditional stove with a prototype stove that uses waste cooking oil. The results of this study are expected to help to mitigate the air quality problems currently observed in Ulaanbaatar, Mongolia.

A Study on Legislation for the Efficient Management of Private Investigation(PI) Industry in Korea (탐정 산업의 효율적 관리를 위한 법제화 연구)

  • Jun Ho Sun;Sang Min Kim;Keon Ryeong Yeom
    • Industry Promotion Research
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    • v.8 no.2
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    • pp.157-164
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    • 2023
  • Since there are no related laws and regulations in the Korean private investigation industry, anyone can freely operate it if they report the business to the tax office. The reality is that companies hire PI to investigate rival companies and employees for specific reasons, as they generally rely on individual requests. The Korean PI industry is divided into two parts. The first are retired police officers and investigators who have experience in criminal investigation. The second are private citizen who can conduct investigation service activities runs a PI agency after everyone has registered with the tax office. It is no exaggeration to say that the current legal conflicts and legal problems that arise in the PI service cannot be ruled out because civilians are relatively less knowledgeable than PIs and legal experts. Therefore, in order for PI industry to operate stably in Korea, we will first study the concept and type of PI industry, comparative analysis of past PI laws, current status and reality of PI industry, and study the current status and references.

Toxicity assessment of food additive(E171) in aquatic environments (식품첨가물 E171이 수생물에 미치는 독성 평가)

  • In-Gyu Song;Kanghee Kim;Hakwon Yoon;June-Woo Park
    • Korean Journal of Environmental Biology
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    • v.41 no.1
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    • pp.41-53
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    • 2023
  • E171, a mixture of titanium dioxide, has been widely used as a food additive due to its whitening effect and low toxicity. However, it has been proven that E171 is no longer safe for public health. So far, there are insufficient studies on the toxic effects of E171 on organisms especially using standardized test methods. In this study, toxicity assessments of E171 to two aquatic species, water flea (Daphnia magna) and zebrafish (Danio rerio), were performed using modified standardized test methods based on the physicochemical properties of E171. The hydrodynamic diameter, polydispersity index, and turbiscan stability index (TSI) were measured to ensure the dispersion stability of E171 in exposure media during the test period. The EC50 for immobilization of water flea was 141.7 mg L-1 while zebrafish was not affected until 100 mg L-1 of E171. Measurements of reactive oxygen species (ROS) and antioxidant enzyme activities confirmed that E171 induced oxidative stress, leading to the activation of superoxide dismutase and catalase in both water flea and zebrafish, although the expression of antioxidant enzyme genes differed between species. These results suggested the potential risk of E171 to aquatic organisms and provided toxicological insights into the impacts of E171 on the environment.

A qualitative study for barrier factors of Korean venture firms' internationalization using Analytic Hierarchy Process (AHP를 이용한 한국벤처기업의 국제화 장애요인에 관한 질적 연구)

  • Yoo, Sung-Joon;Kim, Hag-Min
    • Korea Trade Review
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    • v.43 no.1
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    • pp.199-221
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    • 2018
  • The internationalization of venture firms is of importance resulting from the increased opportunities as well as the entry barriers faced in this process. This study is to investigate barrier factors affecting Korean venture firms' internationalization. Among these factors, we measured relative weights using Analytic Hierarchy Process (AHP). Literatures regarding global firm's internationalization was reviewed, and barriers were classified environment, corporate and CEO barriers. Multiple variables were used in order to measure their relative significance. We surveyed executives of venture firms comprising two groups: first, 15 global venture firms, and secondly, gradually internationalizing firms. The two groups show contradictory results as environment barriers are the primary for born-global ventures and corporate barriers are the primary for gradually internationalizing ventures. Concerning corporate barriers, the lack of marketing capability is the highest barrier for both groups. The CEO barrier is the lowest for both groups. Regarding corporate barriers, gradually internationalizing ventures considers the risk of business as highest, whereas born-global ventures features the lack of R&D capacity as highest Results of this paper imply that firms should consider priority and sequential approaches in facing environment, corporate and CEO barriers.

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Environmental Change of Vegetation in the Gamcheon River (감천의 식생 환경 변화)

  • Jeong, Seokil;Choi, Hyun Gu;Kwon, E Jae;Kim, Ji Won;Kim, Ji Hoon;Lee, Jun Yeol
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.495-495
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    • 2022
  • 충적하천에 댐이 건설되면 하류 하천의 식생환경에 변화를 주게 된다. 이입, 활착 및 성장과정을 거치는 제외지 식생은 하천의 유량이 증가하면 소류력과 세굴로 인해 쓸려 내려가기 때문에, 일반적으로 홍수기를 거치면 식생 활착 및 성장 이전의 사주 모습으로 복귀하게 된다. 그러나 댐의 홍수조절 기능은 홍수기에도 하류 하천에 식생을 정착시킬 만큼 큰 소류력을 발생시키지 않아 결국 식생의 성장에 기여하게 된다. 또한 댐은 상류로부터 공급되었던 세립토를 차단시켜 하류 하천의 하상 표면을 조립화 시키게 되는데, 이는 하상의 고정력을 증대시켜 식생의 안정적인 성장을 돕게 된다. 하천에 식생이 자리잡게 되면 홍수 시 흐름에 대한 저항력의 증가로 수위가 높아질 수 있고 제방에 자리 잡은 식생의 이탈은 제방의 붕괴 위험을 증가시킬 수 있고, 식생 사주의 발달이 지속되면 이동사주에서 정지사주로 변화되어 기존의 충적하천 자체가 사라지게 될 수도 있고, 하류 하천의 수리 및 유사 거동 특성도 변화시켜, 기존과 다른 하천 경관 및 수생태계 출현할 수 있다. 국내에서는 2000년대부터 이러한 하천 제외지 사주의 식생 활착이 가속화되어 왔으며, 특히 내성천, 황강 등 댐이 건설된 낙동강 지류 하천에서 이런 현상이 두드러지게 나타났다. 이에 따라 관련된 많은 조사·연구들이 수행되었으며, 변화 원인으로 홍수조절, 유사공급 변화 및 기후변화가 제시되었다. 그러나 댐이 건설되지 않은 하천(비조절 하천)에 대한 조사와 같은 비교군 지역의 정량적 분석은 상대적으로 부족하여, 정확한 제외지 식생 증가에 대한 원인을 규명하지 못하였다고 판단된다. 이에 비조절 하천이라 판단되는 감천을 대상으로 식생의 변화 양상을 분석하고, 유사 및 기후변화 등과의 관계를 본 연구에서 제시하였다. 감천은 상류에 김천부항댐이 건설되었으나, 댐의 영향범위가 전체 유역면적의 약 6%로 비조절 하천에 가깝고 사주가 발달된 충적하천이므로, 하천 본류에 댐이 건설된 다른 지역과의 비교군으로 적합하다고 판단하였다. 대상 지점은 상, 중, 하류의 사주가 발달된 지역으로 선정하였고, 본 연구에서 개발된 이미지 처리기법을 적용하여 사주 면적을 계산하였다. 분석결과 식생역으로 전환된 모래 사주의 면적은 봄~초여름 강우량과 밀접한 관계가 있는 것으로 파악되었다. 특히 초여름까지 가뭄이 지속될 때, 식생역은 증가하였다. 그러나 식생 활착 이전에 큰 유량 발생 시 식생이 쓸려 내려가고 유사가 그 자리를 대체하여 다시 사주가 발달하는 과정을 보여 주어, 감천의 사주 식생역의 증가 추세는 없는 것으로 파악되었다. 향후 댐이 본류에 건설된 조절 하천과의 비교를 통해 사주의 식생역 증가에 대한 댐 건설의 영향을 파악할 것이다.

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