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Profitability of Options Trading Strategy using SVM (SVM을 이용한 옵션투자전략의 수익성 분석)

  • Kim, Sun Woong
    • Journal of Convergence for Information Technology
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    • v.10 no.4
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    • pp.46-54
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    • 2020
  • This study aims to develop and analyze the performance of a selective option straddle strategy based on forecasted volatility to improve the weakness of typical straddle strategy solely based on negative volatility risk premium. The KOSPI 200 option volatility is forecasted by the SVM model combined with the asymmetric volatility spillover effect. The selective straddle strategy enters option position only when the volatility is forecasted downwardly or sideways. The SVM model is trained for 2008-2014 training period and applied for 2015-2018 testing period. The suggested model showed improved performance, that is, its profit becomes higher and risk becomes lower than the benchmark strategies, and consequently typical performance index, Sharpe Ratio, increases. The suggested model gives option traders guidelines as to when they enter option position.

A Site Application verification of technology and Equipment for Construction Application of Construction CALS System (건설 CALS 시스템 건설공사 활용을 위한 요소기술 및 장비의 현장 적용성 검증)

  • Choi, Sang-Yong;Shin, Tae-Hong;Kim, Byung-Kon;Kim, Tea-Hak;Kwon, Soon-Wook;Chin, Sang-Yoon
    • Proceedings of the Korean Institute Of Construction Engineering and Management
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    • 2008.11a
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    • pp.767-771
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    • 2008
  • From industrial field spearhead IT and new create an added value and market with fusion of traditional industry composition researches actively to be in the process of advancing. The application possibility of high-tech IT technique is coming to be high in construction industry. Currently, the user requirements that upgrade existing system to high-tech construction project information system combined construction CALS system applying in road/river business management service with high-tech IT such as ubiquitous and mobile techniques are increasing. Therefore, the objective of this study is to verify site application of RFID and mobile equipment for applying in high-tech field with ubiquitous and mobile techniques so that construction CALS system gets advanced increasingly.

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Physical Geography of Sangju, Korea (상주(尙州)의 자연지리)

  • Son, Myoung-Won
    • Journal of the Korean association of regional geographers
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    • v.8 no.3
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    • pp.281-294
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    • 2002
  • Inhabitants make a specific cultural landscape in various ways according to his culture. In this paper, I consider the characteristics of cultural landscapes distributed in Sangju. I divide Sangju-City Area owing to physical criteria(relief and drainage basin}, appreciate them according to human criteria(administrative district of Joseon Period, dialects, periodical market area} and classify into 6 small regions: (1) Nakyang Region is the traditionally central place based on alluvial plain marginal to Byeongseong stream and Dong stream, and on hills of Sabeol. (2) Nakdong Region is the traffic center which the water transport of Nakdong river and the land transport of Yeongnamdaero cross each other. (3) The upstream region of Byungseong stream is the agricultural region connected with Nakyang Region. (4) Jungmo Region is a intermontane basin where grape cultivation using its specific climate flourish. (5) Wharyeong Region is a mountainous sightseeing district based on the beautiful scenery and Gyeonwhueon's remains of Sogni mountains and Yongyu valley. (6) Hamnyeong Region is the district of Goryeonggaya realm where 3 whites(cocoon, dried persimmon, rice) are abundant.

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Approach case design for achieve the social values (사회적 가치 실현을 위한 디자인의 접근 사례)

  • Kim, Myoung Yun
    • Smart Media Journal
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    • v.3 no.1
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    • pp.46-51
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    • 2014
  • The focus of design in the contemporary point of view has changed from the improvement in production efficiency for profitability and in styling for sales promotion to human-oriented design. Human-centered design has developed into design which includes social and ethical responsibility and values. With tradition and culture as a base the principles of markets and capital are incorporated as well. Such current design is the outcome of design which honors social values represented based on culture acquired from individuals and society and the the responsibility of the designer who provides it. For the realization of social values in design, it should be considered along with the influence of design on society, this study presented the following cases: First, human-oriented design for those who are isolated, but should not be ignored; Second, cultural-oriented design which makes a contribution to local conditions; and third, usability-oriented design which replaces familiar ideas with new paradigms. This study presented the function and meaning of design in terms of purpose and the methods to solve social and human problems using design. Further studies should deal with the realization and extension of social values through design.

Performance Evaluation and Analysis of NVM Storage for Ultra-Light Internet of Things (초경량 사물인터넷을 위한 비휘발성램 스토리지 성능평가 및 분석)

  • Lee, Eunji;Yoo, Seunghoon;Bahn, Hyokyung
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.15 no.6
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    • pp.181-186
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    • 2015
  • With the rapid growth of semiconductor technologies, small-sized devices with powerful computing abilities are becoming a reality. As this environment has a limit on power supply, NVM storage that has a high density and low power consumption is preferred to HDD or SSD. However, legacy software layers optimized for HDDs should be revisited. Specifically, as storage performance approaches DRAM performance, existing I/O mechanisms and software configurations should be reassessed. This paper explores the challenges and implications of using NVM storage with a broad range of experiments. We measure the performance of a system with NVM storage emulated by DRAM with proper timing parameters and compare it with that of HDD storage environments under various configurations. Our experimental results show that even with storage as fast as DRAM, the performance gain is not large for read operations as current I/O mechanisms do a good job hiding the slow performance of HDD. To assess the potential benefit of fast storage media, we change various I/O configurations and perform experiments to quantify the effects of existing I/O mechanisms such as buffer caching, read-ahead, synchronous I/O, direct I/O, block I/O, and byte-addressable I/O on systems with NVM storage.

A Study on the Search of Optimal Aquaculture farm condition based on Machine Learning (머신러닝 기반의 최적 양식장 조건 검색에 관한 연구)

  • Kang, Min-Soo;Jung, Yong-Gyu;Jang, Du-Hwan
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.17 no.2
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    • pp.135-140
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    • 2017
  • The demand for aquatic products in the domestic and overseas is increased, so that the aquaculture industry can achieve high performance by controlling and standardizing the production even with a relatively small amount of resources compared with existing fisheries. However, traditional method has problems of low productivity such as natural disasters and ecosystem pollution, and it is necessary to develop a new culture system that can move to the optimal culture site. In order to find the optimal location, you need to collect and analyze the necessary data such as temperature and DO in real time. Data analysis was performed by using K-means clustering method based on machine learning, so that it was possible to decision when and where to move the farm by repeated unsupervised learning. The proposed research could solve the problems of low productivity such as natural disasters and ecosystem pollution if applied to regressive fish farmers.

A sequence-based personalized service for the short life cycle products (수명주기가 짧은 상품들에 대한 시퀀스 기반 개인화 서비스)

  • Choi, Ju-Choel
    • Journal of Digital Convergence
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    • v.15 no.12
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    • pp.293-301
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    • 2017
  • Most new products not only suddenly disappear in the market but also quickly cannibalize older products. Under such a circumstance, retailers may have too much stock, and customers may be faced with difficulties discovering products suitable to their preferences among short life cycle products. To address these problems, recommender systems are good solutions. However, most previous recommender systems had difficulty in reflecting changes in customer preferences because the systems employ static customer preferences. In this paper, we propose a recommendation methodology that considers dynamic customer preferences. The proposed methodology consists of dynamic customer profile creation, neighborhood formation, and recommendation list generation. For the experiments, we employ a mobile image transaction dataset that has a short product life cycle. Our experimental results demonstrate that the proposed methodology has a higher quality of recommendation than a typical collaborative filtering-based system. From these results, we conclude that the proposed methodology is effective under conditions where most new products have short life cycles. The proposed methodology need to be verified in the physical environment at a future time.

The user-friendly, ergonomic design aspect of recent intraoral scanners: a literature review (사용자 친화적 인체공학에 따른 구내스캐너 디자인에 대한 고찰)

  • Park, Hye-Nan;Kim, Won-Hee;Lim, Young-Jun;Lee, Won-Jin;Han, Jung-Suk;Lee, Seung-Pyo
    • Journal of Dental Rehabilitation and Applied Science
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    • v.31 no.3
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    • pp.221-230
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    • 2015
  • Recently, traditional impression has been rapidly replaced by digital impression using intraoral scanning. There are more than 7 types of intraoral scanners available in the dental market. It is difficult to make effective strategic choices due to a lack of standards and guidelines for optimal intraoral scanning devices. So far, little has been reported about evaluating the ergonomic aspect of these scanners. This literature review compares current intraoral scanning systems based on different types of handles and suggests the most comfortable, user-friendly intraoral scanners from an ergonomic standpoint.

Generation and selection of core technologies to realize 'IT everywhere and IT inside' : The wireless technology case (IT 생활화를 구현하는 핵심기술도출에 관한 연구 : 무선통신 기술 분야)

  • Lee, Jung-Man;Nam, Chan-Gi;Oh, Gil-Hoan
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.1B
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    • pp.94-104
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    • 2003
  • This paper addresses the issue of applying the concept of IT everywhere IT inside to R&D planning system We investigate R&D planning system, mid term IT technology development plan, and the fact and outlook of wireless communications technology in Korea and also focus o deriving core wireless telecommunications technologies and priority setting under R&D planning system, using Analytic Hierarchical Process.

A Study on the Establishment of IT Service Model for the Possibility of Application in Construction Field - Focused on the building facility - (건설분야에 적용가능한 IT 서비스 모델 구축방안 연구 - 빌딩시설물을 대상으로 -)

  • Lee, Woo-Sik;Hong, Chang-Hee
    • Spatial Information Research
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    • v.19 no.6
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    • pp.123-131
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    • 2011
  • The object of this study is to build service model that combines developing IT technology with construction filed. It combines existing traditional construction project with high-tech IT choosingly, diverting construction project from labour-intensive to value-added technology-intensive industry. By doing so, it plans improving productivity and creation of new market. Now most ideal field of combining construction with IT technology is U-City industry that is being emphasized recently. Therefore, For this study, We analyze present condition of several IT technology used in construction and U-City project. Also, determining priority of promising IT technology for requirement analysis of consumer. And it proposes plan for construction of U-City service model through prospect and environment analysis of U-City and IT industry.