• Title/Summary/Keyword: Index structure

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Development of Options Trading System using KOSPI 200 Volatility Index (코스피 200 변동성지수를 이용한 옵션투자 정보시스템의 개발)

  • Kim, Sun Woong;Choi, Heung Sik;Oh, Jeong Hwan
    • Journal of Information Technology Services
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    • v.13 no.2
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    • pp.151-161
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    • 2014
  • KOSPI 200 index options market has the highest trading volume in the global options markets. The risk and return structure of options contracts are very complex. Volatility complicates options trading because volatility plays a central role in options pricing process. This study develops a trading system for KOSPI 200 index options trading using KOSPI 200 volatility index. We design a database system to handle the complex options information such as price, volume, maturity, strike price, and volatility using Oracle DBMS. We then develop options trading strategies to test how the volatility index is related to the prices of complicated options trading strategies. Back test procedure is presented with PL/SQL of Oracle DBMS. We simulate the suggested trading system using historical data set of KOSPI 200 index options from December 2008 to April 2012.

PPMMLG : A Phantom Protection Method based on Multi-Level Grid Technique for Multi-dimensional Index Structures (PPMMLG :다차원 색인구조를 위한 다중 레벨 그리드 방식의 유령현상 방지 기법)

  • Lee, Seok-Jae;Song, Seok-Il;Yoo, Jae-Soo
    • Journal of KIISE:Databases
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    • v.32 no.3
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    • pp.304-314
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    • 2005
  • In this paper, we propose a new phantom protection method for multi-dimensional index structures that uses multi-level grid technique. The proposed mechanism is independent of the types of multi-dimensional index structures, i.e., it can be applied to all types of index structures such as tree-based, file-based and hash-based index structures. Also, it achieves low development cost and high concurrency with low lock overhead. It is shown through various experiments that the proposed method outperforms existing phantom protection methods for multi-dimensional index structures.

The Theoretical Studies for the (Molecular Connectivity법에 의하여 발암성 Benzenoid 탄화수소의)

  • Ui Rak Kim;Jong Guk Eun;Myung-Jae Lee;Kim Sang Hae
    • Journal of the Korean Chemical Society
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    • v.31 no.2
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    • pp.153-161
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    • 1987
  • The carcinogenicity of benzenoid hydrocarbons apparently depends strongly on the topological nature of the molecule. The existance of certain regions in the structure which are known propensity of benzenoid hydrocarbons to be carcinogenic. We try to identify the correlation between the number of potentially carcinogenic bay region in each of them and the quantity of Molecular Connectivity Index for 81 benzenoid hydrocarbons. Results indicate an excellent linear correlation between the number of bay region and the quantity of molecular connectivity index except the molecular containing single bond in their structure.

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Damage Assessment and Establishment of Damage Index for Reinforced Concrete Column (철근콘크리트기둥의 손상지표 설정과 손상도 평가)

  • Youn, IL-Ro;Kwon, Yong-Gil
    • Journal of the Korean Society of Industry Convergence
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    • v.10 no.3
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    • pp.149-155
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    • 2007
  • Damage assessment and Damage index for RC members failed in flexure was investigated by using the nonlinear finite element analysis, included with nonlocal constitutive law, which is analyzed for the localization of the failure on the post-peak region. In the nonlcal constitutive law, The local strains obtained at gauss points were averaged over a particular length, i.e. characteristic length and it was used to evaluate the damage of RC column member. As the analysis results, The value of nonlocal strain shows less mesh sensibility. In the damage assessment, It was confirmed that evaluations of damage of RC member were able to use nonlocal compressive strain on a cover concrete and a core concrete of the member. Moreover it was confirmed that damage process for the statically indeterminate structure was able to evaluate the damage context of the component members of the structure.

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UIL:A Novel Indexing Method for Spatial Objects and Moving Objects

  • Huang, Xuguang;Baek, Sung-Ha;Lee, Dong-Wook;Chung, Weon-Il;Bae, Hae-Young
    • Journal of Korea Spatial Information System Society
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    • v.11 no.2
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    • pp.19-26
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    • 2009
  • Ubiquitous service based on Spatio-temporal dataspaces requires not only the moving objects data but also the spatial objects. However, existing methods can not handle the moving objects and spatial objects together. To overcome the limitation of existing methods, we propose a new index structure called UIL (Union Indexing Lists) which contains two parts: MOL (Moving Object List) and SOL (Spatial Object List) to index the moving objects and spatial objects together. In addition, it can suppose the flexible queries on these data. We present the results of a series of tests which indicate that the structure perform well.

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Characteristics of Sound Reduction Index through Small Sized Lightweight Panel (소형 경량판넬을 이용한 차음성능 영향요인별 음향감쇠계수 분석)

  • Yang, Hong-Seok;Kim, Myung-Jun;Jeong, Gab-Chul
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.11a
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    • pp.138-147
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    • 2007
  • Recently, framed structure is increasingly being used as apartment structure due to the advantages during remodeling. Therefore, the use of lightweight panel as separating wall is increasing. To construct lightweight panel structures with sound insulation performance appropriate to the conditions of each field, measurement of sound reduction index(SRI) through panel structures should be performed. In this study, measurement of SRI through 46 kinds of panel structures was performed in the condition of various factors such as surface density, air space and absorber. The result showed that SRI of panel structures was generally higher by increasing of surface density. In the case of double panel with no absorber, SRI at below critical frequency was gradually increased according to rise of air space. Double panel with absorber make remarkable improvement in SRI at low frequency, but there is a little difference compared with SRI of double panel with no absorber over critical frequency.

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Flame Structure of Fuel-rich $CH_4/O_2/N_2$ Premixed Flame with Oxygen Enrichment (과농 조건에서 산소부화된 $CH_4/O_2/N_2$ 예혼합화염의 화염구조)

  • Lee, Ki-Yong;Kwon, Young-Suk
    • Journal of the Korean Society of Combustion
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    • v.8 no.2
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    • pp.1-6
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    • 2003
  • Numerical simulations are conducted at atmospheric pressure in order to understand the effect of the oxygen enrichment level on structure of $CH_4/O_2/N_2$ premixed flames. Under several equivalence ratios the flame speeds are calculated and compared with those obtained from the experiments, the results of which are in good agreement. The effects of the oxygen enrichment are investigated on flames under fuel-rich conditions. As the oxygen enrichment level is increased from 0.21 to 1, the flame speed and the temperature are increased. The emission index of $CO_2$ is decreased in cases of flames for fuel rich mixtures, so the efficiency of combustion may be decreased. The maximum emission index of NO is obtained for 0.6 of the oxygen enrichment level.

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A Separated Indexing Technique for Efficient Evaluation of Nested Queries (내포 질의의 효율적 평가를 위한 분리 색인 기법)

  • 권영무;박용진
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.29B no.7
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    • pp.11-22
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    • 1992
  • In this paper, a new indexing technique is proposed for efficient evaluation of nested queries on aggregation hierarchy in object-oriented data model. As an index data structure, an extended $B^{+}$ tree is introduced in which instance identifier to be searched and path information used for update of index record are stored in leaf node and subleaf node, respectively. the retrieval and update algorithm on the introduced index data structure is provided. Comparisons under a variety of conditions are given with current indexing techniques, showing improved performance in cost, i.e., the total number of pages accessed for retrieval and update.

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Application of Kelvin's approach for material structure of CNT: Polynomial volume fraction law

  • Hussain, Muzamal
    • Structural Engineering and Mechanics
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    • v.76 no.1
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    • pp.129-139
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    • 2020
  • In this piece of work, carbon nanotubes motion equations are framed by Kelvin's method. Employment of the Kelvin's method procedure gives birth to the tube frequency equation. It is also exhibited that the effect of frequencies is investigated by varying the different index of polynomial function. By using volume fraction for power law index, the fundamental natural frequency spectra for two forms of single-walled carbon nanotubes are calculated. The influence of frequencies against length-to-diameter ratios with varying power law index are investigated in detail for these tubes. Throughout the computation, it is observed that the frequency behavior for the boundary conditions follow as; clamped-clamped, simply supported-simply supported and these frequency curves are higher than that of clamped-free curves. Computer software MATLAB is utilized for the frequencies of single-walled carbon nanotubes.

Crystal Structure of Tension Wood by X-ray Diffraction Method (X 선(線) 회절법(回折法)에 의한 Tension Wood의 결정구조(結晶構造) 해석)

  • Lee, Won-Yong;Kim, Nam-Hun
    • Journal of the Korean Wood Science and Technology
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    • v.21 no.4
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    • pp.73-78
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    • 1993
  • Crystal structure of tension, opposite and lateral wood of Platanus orientalis L. were analysed in some aspects of crystallinity index, crystallite size, d-spacing of (200) and (004), and integrated intensity ratios with X-ray diffraction method. Crystallinity index and crystallite width in tension wood appeared somewhat larger than opposite or lateral wood. However, d-spacing and integrated intensity ratios were nearly identical irrespective of tension, opposite, and lateral wood.

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