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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.

Review on Free-Standing Polymer and Mixed-Matrix Membranes for H2/CO2 Separation (수소/이산화탄소 분리를 위한 프리스탠딩 고분자 및 혼합매질 분리막에 대한 총설)

  • Kang, Miso;Lee, So Youn;Kang, Du Ru;Kim, Jong Hak
    • Membrane Journal
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    • v.32 no.4
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    • pp.218-226
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    • 2022
  • Hydrogen, a carrier of large-capacity chemical and clean energy, is an important industrial gas widely used in the petrochemical industry and fuel cells. In particular, hydrogen is mainly produced from fossil fuels through steam reforming and gasification, and carbon dioxide is generated as a by-product. Therefore, in order to obtain high-purity hydrogen, carbon dioxide should be removed. This review focused on free-standing polymeric membranes and mixed-matrix membranes (MMMs) that separate hydrogen from carbon dioxide reported in units of Barrer [1 Barrer = 10-10 cm3 (STP) × cm / (cm2 × s × cmHg)]. By analyzing various recently reported papers, the structure, morphology, interaction, and preparation method of the membranes are discussed, and the structure-property relationship is understood to help find better membrane materials in the future. Robeson's upper bound limits for hydrogen/carbon dioxide separation were presented through reviewing the performance and characteristics of various separation membranes, and various MMMs that improve separation properties using technologies such as crosslinking, blending and heat treatment were discussed.

Analysis of STEAM Elements of Creative and Convergent Activities Presented in Elementary School Science Authorized Textbooks: Focusing on the 3rd and 4th Grade Group (초등학교 과학과 검정 교과용 도서에 제시된 창의·융합 활동의 STEAM 요소 분석: 3~4학년군을 중심으로)

  • Kim, Seong-Ryong;Park, Jeongwoo;Shin, Ae-Kyung
    • Journal of the Korean Society of Earth Science Education
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    • v.15 no.2
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    • pp.224-234
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    • 2022
  • The purpose of this study was to analyze STEAM elements and convergence types that appeared in the creative and convergent activities in elementary school science textbooks, which were converted from the national issuance system to the authorized system in 2022. For this study, 6 elementary school science textbooks for 3rd and 4th graders were selected. And STEAM elements in creative and convergent activities were analyzed by publishers, grade-semesters, and science fields, and the convergence type was analyzed for each publisher. The results of this study are as follows. First, the total frequencies of STEAM elements and the ratios of each element in the creative and convergent activities of textbooks were different for each publisher. However, among the four elements except for science (S) element in all publishers, the tendency to have a high proportion of art (A) element and a very low proportion of mathematics (M) element was common. Second, the higher the number of fused STEAM elements, the lower the rate of appearance in the textbooks in overall. Also the ratio of convergence types of STEAM elements varied by each publisher. Third, the ratio deviations of art (A), technology (T), and engineering (E) elements for each grade-semester were not large, but the ratio deviation of the mathematics (M) element was large. Fourth, technology (T) and engineering (E) elements appeared a lot in the fields of 'movement and energy' and 'material', while art (A) element appeared a lot in the fields of 'earth and universe', 'life', and 'integration'.

A Study on the Feasibility of Lead(II) Iodide and Gd2O2S:Tb Overlapping Sensors in Gamma Source Conditions using FLUKA Simulation (FLUKA 전산 모사를 통한 감마선원 조건에서의 요오드화납(II)과 Gd2O2S:Tb가 결합된 센서의 적용가능성 연구)

  • Yang, Seung-Woo;Park, Yoon-Hee;Park, Ji-Koon;Heo, Ye-Ji
    • Journal of the Korean Society of Radiology
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    • v.16 no.4
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    • pp.381-386
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    • 2022
  • Non-Destruction Test (NDT) is a method to check internal defects without destroying the product. Among them, radiographic testing (RT) uses high-energy radiation, so it is very important to prevent radiation exposure of workers. Therefore, in this study, in this study, a radiation sensor structure that improves radiation detection performance compared to the existing PbI2 and can immediately detect accidents in RT was presented. For evaluation, the conversion efficiency was analyzed in the gamma ray source through FLUKA simulation. PbI2 with overlapping Gd2O2S:Tb presented in this study showed a higher radiation sensitivity from 1.22 to 3.22 times than that of non-overlapping PbI2. This indicates that the presented sensor is suitable for use as a radiation sensor for source detection in RT.

Relationship between atopic dermatitis and the Korean Healthy Eating Index score of adults: based on the 7th (2016-2018) Korea National Health and Nutrition Examination Survey (성인의 아토피 피부염과 식생활평가지수와의 관계: 국민건강영양조사 제7기 (2016-2018년) 자료 이용)

  • Kim, Hye Won;Kim, Ji-Myung
    • Journal of Nutrition and Health
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    • v.55 no.5
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    • pp.558-571
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    • 2022
  • Purpose: The purpose of this study was to analyze the dietary intake of Korean adults with atopic dermatitis (AD) to determine whether the risk of developing AD was related to their diet. Methods: Among the participants in the 7th National Health and Nutrition Survey (2016 to 2018), 10,571 adults aged 19-64 were divided into AD (AD group, n = 366) and control groups (non-AD group, n = 10,205) to compare and analyze their nutrient intake status and Korean Healthy Eating Index (KHEI) score. Depending on the prevalence of AD, the nutrient intake, nutrient intake per 1,000 kcal, acceptable macronutrient distribution range, and KHEI score were tested for significance by correcting for age, sex, body mass index, education, marriage, occupation, residence area, physical activity, and energy intake variables that were derived for confounding factors. Results: The acceptable macronutrient distribution range for protein was lower in the AD group than in the non-AD group. Comparing the nutrient intake per 1,000 kcal, the intakes of protein, phosphorus, iron, and potassium of the AD group were significantly lower than those of the non-AD group. In the KHEI, the scores of total vegetables, vegetables excluding kimchi and pickles, meat, fish, eggs, and legumes of the AD group were significantly lower than those of the non-AD group. In addition, as these food intake scores increased, the risk of AD significantly decreased. Conclusion: In conclusion, adult AD patients had low intakes of vegetables, meat, fish, eggs, and legumes, and it was confirmed that high intakes of these foods may be associated with low AD risk. Therefore, we suggest that an adequate intake of vegetables and foods containing protein would be necessary for the management and treatment of AD in adults.

Affective responses to singing voice in different vocal registers and modes (보컬 음역대와 음악 조성에 따른 감상자의 정서반응)

  • Wu, Yingyi;Hyun-Ju Chong
    • The Journal of the Acoustical Society of Korea
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    • v.42 no.1
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    • pp.75-82
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    • 2023
  • The purpose of this study was to investigate listener's affective responses to different vocal registers and modes in terms of valence (i.e., negative to positive affect) and arousal (i.e., low to high energy level). The data were collected from four different conditions (i.e., higher and lower registers paired with major and minor modes). A total of 188 female college students participated in the survey online and rated their perceived valence and arousal levels on a visual analogue scale after listening to each excerpt. The two-way analysis of variance (ANOVA) was administered for data analysis. The results revealed that there were significant differences in the affective responses to the two vocal registers, showing that the arousal was more affected by the register than the valence. Secondly, mode had statistically significant impact on both valence and arousal while weighing more on valence. Further, there was significant interaction effect of vocal register and mode on valence, but not on arousal. Results also displayed that listeners had the most negative valence when listening to the excerpt of minor mode in higher register, while having the lowest arousal when listening to the excerpt of minor mode in lower register. These findings imply that it is important to consider the vocal range as well as the musical mode when selecting music for appreciation.

W-type hexaferrite-epoxy composites for wide-band radar absorption (광대역 레이다 흡수용 W-type 육방정 페라이트-에폭시 복합 소재)

  • Su-Mi Lee;Tae-Woo Lee;Young-Min Kang;Hyemin Kim
    • Journal of Aerospace System Engineering
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    • v.17 no.1
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    • pp.42-50
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    • 2023
  • In this study, hexagonal ferrite powder with chemical formula SrZn2-xCoxFe16O27 was synthesized by a solid-state reaction method and its electromagnetic (EM) wave absorption characteristics were evaluated in the frequency range of 0.1-18 GHz with absorber thickness range of 0 - 10 mm. Reflection loss (RL) affecting electromagnetic wave absorption performance was calculated based on the transmission line theory using measured complex permeabilities and permittivities. RL spectra were also directly measured for some samples. They were well matched with calculated results. High-frequency complex permeability characteristics were changed gradually according to the amount of Co substitution (x). The EM wave absorption frequency band could be tuned accordingly. Hexaferrite samples with x = 1.0, 1.25, and 1.5 exhibited remarkable maximum electromagnetic wave absorption performances with minimum RL (RLmin) lowered than -50 dB. They also showed a very broad frequency band (Δf > 10 GHz) in which more than 90% of the EM wave energy absorption occurred (RL ≤ -10 dB).

Effect of Forest Fire on the Microbial Community Activity of Forest Soil according to the Difference between Geology and Soil Depth (산불이 지질과 토심의 차이에 따른 산림토양 미생물 군집 활성도에 미치는 영향에 대한 연구)

  • Ji Seul Kim;Jun Ho Kim;Hyeong Chul Jeong;Eun Young Lee
    • The Journal of Engineering Geology
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    • v.33 no.1
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    • pp.15-25
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    • 2023
  • The effects of forest fires on the activity of microbial communities in topsoil and subsoil were investigated. Samples were collected from Korean forest soils comprising mainly igneous and sedimentary rocks. Analysis of beta-glucosidase, found higher microbial activity in sedimentary rocks than in igneous rocks. Enzyme activity was not observed immediately after fire, but was restored over time. The enzyme activity of subsoil was inhibited by 33~46% compared with that in the topsoil, regardless of soil damage. The effect of fire on the availability of microbial substrate was investigated using EcoPlate. The percentages of average well color development values of damaged and normal topsoil were 52.7~56.8% and 62.3~83.6%, respectively. Forest fires appear to affect the diversity and substrate availability of the subsoil microbial community by accelerating the decomposition of soil organic matter. The Shanon index, representing microbial biodiversity, was high in the topsoil of all samples; it was higher for soil microorganisms in sedimentary rocks than in igneous rocks, and higher in topsoil than in subsoil.

A Study on the Self-absorption Correction Method of HPGe Gamma Spectrocopy Analysis System Using Check Source (Check Source를 이용한 HPGe감마핵종분석시스템의 자체흡수 보정방법 연구)

  • Jeong-Soo, Park;Hyo-Jin, Lim;Hyun-Soo, Seo;Da-bin, Jang;Myoung-Joon, Kim;Sang-Bok, Lee;Sung-Min, Ahn
    • Journal of radiological science and technology
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    • v.45 no.6
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    • pp.523-529
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    • 2022
  • Gamma spectroscopy analysis is widely used for radioactivity analysis, and various factors are required for radioactivity calculations. Among the factors, K3 for each sample significantly influences the results. The previous methods of correcting the self-absorption effect include a computational simulation method and a method that requires making a CRM(certified reference material) identical to the sample medium. However, the above methods have limitations when used in small institutions because they require specialized program utilization skills or high manufacturing costs and large facilities. The aim of this study is to develop a method that can be easily and rapidly applied to radioactivity analysis. After filling the beaker with water, we placed the radiation source in a uniform position and used the measured value as the benchmark. Next, a correction factor was derived based on the difference in the radiation source count of the benchmark and the identically measured sample. For the radiation source, Eu-152, which emits a broad range of energy within the measurement range of gamma rays, and Cs-134 and Cs-137, which are indicator nuclides in environmental radiation analysis, were used. The sample was selected within the density range of 0.26-2.11 g/cm3, and the correction factor was derived by calculating the count difference of each sample compared to the reference value of water. This study presents a faster and more convenient method than the existing research methods for determining the self-absorption effect correction, which has become increasingly necessary.

Covalent Organic Framework Based Composite Separation Membrane: A Review (공유 유기 골격체 기반 복합 분리막 : 고찰)

  • Jeong Hwan Shim;Rajkumar Patel
    • Membrane Journal
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    • v.33 no.4
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    • pp.149-157
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    • 2023
  • Covalent organic frameworks (COFs) have shown promise in various applications, including molecular separation, dye separation, gas separation, filtration, and desalination. Integrating COFs into membranes enhances permeability, selectivity, and stability, improving separation processes. Combining COFs with single-walled carbon nanotubes (SWCNT) creates nanocomposite membranes with high permeability and stability, ideal for dye separation. Incorporating COFs into polyamide (PA) membranes improves permeability and selectivity through a synthetic interfacial strategy. Three-dimensional COF fillers in mixed-matrix membranes (MMMs) enhance CO2/CH4 separation, making them suitable for biogas upgrading. All-nanoporous composite (ANC) membranes, which combine COFs and metal-organic framework (MOF) membranes, overcome permeance-selectivity trade-offs, significantly improving gas permeance. Computational simulations using hypothetical COFs (hypoCOFs) demonstrate superior CO2 selectivity and working capacity relevant for CO2 separation and H2 purification. COFs integrated into thin-film composite (TFC) and polysulfonamide (PSA) membranes enhance rejection performance for organic contaminants, salt contaminants, and heavy metal ions, improving separation capabilities. TpPa-SO3H/PAN covalent organic framework membranes (COFMs) exhibited superior desalination performance compared to traditional polyamide membranes by utilizing charged groups to enable efficient desalination through electrostatic repulsion, suggesting their potential for ionic and molecular separations. These findings highlight COFs' potential in membrane technology for enhanced separation processes by improving permeability, selectivity, and stability. In this review, COF applied for the separation process is discussed.