• Title/Summary/Keyword: 코스틱

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업체탐방-한국코스틱주식회사

  • Yun, Jae-Ho
    • 프린팅코리아
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    • s.4
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    • pp.152-156
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    • 2002
  • 한국코스틱주식회사라는 상호는 아직 귀에 익지 않았을 지는 모르겠지만 남미인더스트리의 코스틱(KOSTIC)은 라벨과 관련된 일에 종사하는 사람이라면 아마 모르는 사람이 없을 것이다. 한국코스틱은 남미인더스트리의 기업정신과 철학은 계승하면서 그동안 상표로 널리 알려진 KOSTIC을 상호로 바꾸고 신CI를 발표, 제2의 창업을 선포했다. 뭔가 신세기에 알맞은 진취적인 기상을 엿볼 수 있다.

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Application of Method of Caustics to Cracks in Pseudo-Isotropic Materials( I ) (의사등방성재료내 균열에 대한 코스틱스방법의 적용(I))

  • 백명철;조상봉;최선호
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.15 no.3
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    • pp.944-953
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    • 1991
  • 본 연구에서는 일반적인 이방성재료에 대한 코스틱방법의 적용을 검토하는 일 환으로서, 직교이방성재료중 특성방정식의 근이 동일함으로 인하여 균열의 응력장이 특이성을 갖게 되고, 따라서 지금까지는 코스틱법의 적용이 어려웠던 재료(의사등방성 재료)에 대하여, 코스틱상 및 초기곡선의 식을 이론적으로 구하였고, 이 식을 예상되 는 여러가지 경계조건 하에서 컴퓨터 그래픽(computer graphic)으로 가시화하여, 시편 제작의 어려움으로 인하여 실험이 곤란한 의사등방성재료의 코스틱상을 예시하였으며, 또 이들 재료에 대한 응력확대계수 산출법을 제시함과 동시에 이 산출법이 등방성 재 료 및 일반적 직교이방성재료에도 사용가능함을 밝혀 다음 제2부에서 실험을 통하여 검증되도록 하였다.

Study of validation process according to various option strategies in a KOSPI 200 options market (코스피 200 주가지수옵션 데이터의 효율적 가공을 통한 다양한 옵션 전략들의 사후검증에 관한 연구)

  • Song, Chi-Woo;Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1061-1073
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    • 2009
  • Stock price index option investing is a scientific investment method and various index and investment strategies have been developed. The purpose of this study is to apply the variety of option investment strategies that have been introduced in the market and validate them using past option trading data. Option data was based on an actual stock exchange market tick data ranging from September 2001 to January 2007. Visual Basic is used to propose an option back-testing model. Validation process was carried out by transferring the tick data into ten-minute intervals and empirically analyzed. Furthermore, most option-related strategies have been applied to the model, and the usefulness of each strategies can be easily evaluated. As option investment has high leverage followed by high risks and profit, the optimal option investment strategy should be used according to the market condition at the time to make stable profit with minimum risk.

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Representation of Light Spectrum using N-color Dispersion Photon Mapping (N색 분산 포톤매핑을 이용한 빛의 스펙트럼 표현)

  • Gwak, Young-Sik;Ryoo, Seung-Taek
    • Journal of the Korea Computer Graphics Society
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    • v.16 no.2
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    • pp.39-45
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    • 2010
  • The color of object is a main role that people recognize outdoor entity with its shape. We can perceive the object due to the existence of light such as direct sunlight. Light is classified by wavelength into radio, microwave, infrared, the visible region we perceive as light, ultraviolet, X-rays and gamma rays. White light is all of the colors of light combined within the visible light spectrum. When white light is separated through a prism, we see the visible light spectrum. The various wavelengths of visible light are separated into colors. In this paper, we construct white light as the seven colors of rainbow and suggest the method of N-way color dispersion photon mapping to simulate the natural dispersion phenomenon.

Using rough set to support arbitrage box spread strategies in KOSPI 200 option markets (러프 집합을 이용한 코스피 200 주가지수옵션 시장에서의 박스스프레드 전략 실증분석 및 거래 전략)

  • Kim, Min-Sik;Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.1
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    • pp.37-47
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    • 2011
  • Stock price index option market has various investment strategies that have been developed. Specially, arbitrage strategies are very important to be efficient in option market. The purpose of this study is to improve profit using rough set and Box spread by using past option trading data. Option trading data was based on an actual stock exchange market tick data ranging from 2001 to 2006. Validation process was carried out by transferring the tick data into one-minute intervals. Box spread arbitrage strategies is low risk but low profit. It can be accomplished by back-testing of the existing strategy of the past data and by using rough set, which limit the time line of dealing. This study can make more stable profits with lower risk if control the strategy that can produces a higher profit module compared to that of the same level of risk.