• Journal of Internet of Things and Convergence
• /
• v.9 no.6
• /
• pp.57-62
• /
• 2023

This research is a comparative analysis of the U.S. S&P 500 index using the volatility breakout strategy against the Buy and Hold approach. The volatility breakout strategy is a trading method that exploits price movements after periods of relative market stability or concentration. Specifically, it is observed that large price movements tend to occur more frequently after periods of low volatility. When a stock moves within a narrow price range for a while and then suddenly rises or falls, it is expected to continue moving in that direction. To capitalize on these movements, traders adopt the volatility breakout strategy. The 'k' value is used as a multiplier applied to a measure of recent market volatility. One method of measuring volatility is the Average True Range (ATR), which represents the difference between the highest and lowest prices of recent trading days. The 'k' value plays a crucial role for traders in setting their trade threshold. This study calculated the 'k' value at a general level and compared its returns with the Buy and Hold strategy, finding that algorithmic trading using the volatility breakout strategy achieved slightly higher returns. In the future, we plan to present simulation results for maximizing returns by determining the optimal 'k' value for automated trading of the S&P 500 index using artificial intelligence deep learning techniques.

• Korean Journal of Remote Sensing
• /
• v.39 no.5_4
• /
• pp.1075-1084
• /
• 2023

Satellite-derived data is collected by observing the Earth and is used in various fields such as national defense, natural disasters, location-based services, infrastructure, environment, energy, marine, and insurance. This study aims to present the virtuous cycle structure of the satellite information data industry and the business ecosystem model of the industry. As a research method, cases were collected and categorized from the following areas: literature, online, application, and content. The results show that the ecosystem model of the satellite information data industry provides an approach to content services in public and commercial areas, and develops various algorithmic technologies to facilitate content production and services at the level of complex general-purpose technologies. Second, in terms of content typology, satellite information data can be subdivided into monitoring content, urban space monitoring content, and satellite information content. Third, the consumption value of satellite content could be subdivided into informational value, environmental, social and governance (ESG) value, educational value, and content value. In order to expand the global content market, Korea will need to focus on creating an ecosystem for the satellite information industry and discovering differentiated content. It will also need to increase the popularization and accessibility of data to the general public and promote the Korean K-Satellite Information Data Industry ecosystem through government support, policy efforts, and policies such as establishing legal systems, increasing investment, and training human resources.

• Journal of Korean Society of Forest Science
• /
• v.86 no.2
• /
• pp.241-250
• /
• 1997

The study was conducted to make a map for selecting righteous tree species for each site by digital terrain analysis. We set an algorithmic value for each tree species' characteristics with distribution pattern analysis, and the soil types were digitized from data indicated on soil map. Mean altitude, slope, aspect and micro-topography were estimated from the digital map for each block which had been calculated by regression equations with altitude. The results obtained from the study could be summarized as follows 1. We could develope a method to select righteous tree species for a given site with concern of soil, forest condition and topographic factors on Muju-Gun in Chonbuk province(2,500ha) by the terrain analysis and multi-variate digital map with a personal computer. 2. The brown forest soils were major soil types for the study area, and 29 tree species were occurred with Pinus densiflora as a dominant species. The differences in site condition and soil properties resulted in site quality differences for each tree species. 3. We tried to figure out the accuracy of a basic program(DTM.BAS) enterprised for this study with comparing the mean altitude and aspect calculated from the topographic terrain analysis map and those from surveyed data. The differences between the values were less than 5% which could be accepted as a statistically allowable value for altitude, as well as the values for aspect showed no differences between both the mean altitude and aspect. The result may indicate that the program can be used further in efficiency. 4. From the righteous-site selection map, the 2nd group(R, $B_1$) took the largest area with 46% followed by non-forest area (L) with 23%, the 5th group with 7% and the 4th group with 5%, respectively. The other groups occupied less than 6%. 5. We suggested four types of management tools by silvicultural tree species with considering soil type and topographic conditions.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.1 no.1
• /
• pp.21-32
• /
• 1981

Recent trends in design standards development in some European countries and U.S.A. have encouraged the use of probabilistic limit sate design concepts. Reliability based design criteria such as LSD, LRFD, PBLSD, adopted in those advanced countries have the potentials that they afford for symplifying the design process and placing it on a consistent reliability bases for various construction materials. A reliability based design criteria for RC flexural members are proposed in this study. Lind-Hasofer's invariant second-moment reliability theory is used in the derivation of an algorithmic reliability analysis method as well as an iterative determination of load and resistance factors. In addition, Cornell's Mean First-Order Second Moment Method is employed as a practical tool for the approximate reliability analysis and the derivation of design criteria. Uncertainty measures for flexural resistance and load effects are based on the Ellingwood's approach for the evaluation of uncertainties of loads and resistances. The implied relative safety levels of RC flexural members designed by the strength design provisions of the current standard code were evaluated using the second moment reliability analysis method proposed in this study. And then, resistance and load factors corresponding to the target reliability index(${\beta}=4$) which is considered to be appropriate level of reliability considering our practices are calculated by using the proposed methods. These reliability based factors were compared to those specified by our current ultimate strength design provisions. It was found that the reliability levels of flexural members designed by current code are not appropriate, and the code specified resistance and load factors were considerably different from the reliability based resistance and load factors proposed in this study.

• Journal of Intelligence and Information Systems
• /
• v.27 no.3
• /
• pp.231-252
• /
• 2021

Artificial intelligence (AI) is a key technology that will change the future the most. It affects the industry as a whole and daily life in various ways. As data availability increases, artificial intelligence finds an optimal solution and infers/predicts through self-learning. Research and investment related to automation that discovers and solves problems on its own are ongoing continuously. Automation of artificial intelligence has benefits such as cost reduction, minimization of human intervention and the difference of human capability. However, there are side effects, such as limiting the artificial intelligence's autonomy and erroneous results due to algorithmic bias. In the labor market, it raises the fear of job replacement. Prior studies on the utilization of artificial intelligence have shown that individuals do not necessarily use the information (or advice) it provides. Algorithm error is more sensitive than human error; so, people avoid algorithms after seeing errors, which is called "algorithm aversion." Recently, artificial intelligence has begun to be understood from the perspective of the augmentation of human intelligence. We have started to be interested in Human-AI collaboration rather than AI alone without human. A study of 1500 companies in various industries found that human-AI collaboration outperformed AI alone. In the medicine area, pathologist-deep learning collaboration dropped the pathologist cancer diagnosis error rate by 85%. Leading AI companies, such as IBM and Microsoft, are starting to adopt the direction of AI as augmented intelligence. Human-AI collaboration is emphasized in the decision-making process, because artificial intelligence is superior in analysis ability based on information. Intuition is a unique human capability so that human-AI collaboration can make optimal decisions. In an environment where change is getting faster and uncertainty increases, the need for artificial intelligence in decision-making will increase. In addition, active discussions are expected on approaches that utilize artificial intelligence for rational decision-making. This study investigates the impact of artificial intelligence on decision-making focuses on human-AI collaboration and the interaction between the decision maker personal traits and advisor type. The advisors were classified into three types: human, artificial intelligence, and human-AI collaboration. We investigated perceived usefulness of advice and the utilization of advice in decision making and whether the decision-maker's personal traits are influencing factors. Three hundred and eleven adult male and female experimenters conducted a task that predicts the age of faces in photos and the results showed that the advisor type does not directly affect the utilization of advice. The decision-maker utilizes it only when they believed advice can improve prediction performance. In the case of human-AI collaboration, decision-makers higher evaluated the perceived usefulness of advice, regardless of the decision maker's personal traits and the advice was more actively utilized. If the type of advisor was artificial intelligence alone, decision-makers who scored high in conscientiousness, high in extroversion, or low in neuroticism, high evaluated the perceived usefulness of the advice so they utilized advice actively. This study has academic significance in that it focuses on human-AI collaboration that the recent growing interest in artificial intelligence roles. It has expanded the relevant research area by considering the role of artificial intelligence as an advisor of decision-making and judgment research, and in aspects of practical significance, suggested views that companies should consider in order to enhance AI capability. To improve the effectiveness of AI-based systems, companies not only must introduce high-performance systems, but also need employees who properly understand digital information presented by AI, and can add non-digital information to make decisions. Moreover, to increase utilization in AI-based systems, task-oriented competencies, such as analytical skills and information technology capabilities, are important. in addition, it is expected that greater performance will be achieved if employee's personal traits are considered.