• International journal of advanced smart convergence
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• 제12권4호
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• pp.111-118
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• 2023

In the ever-changing landscape of finance, the fusion of artificial intelligence (AI)and pair trading strategies has captured the interest of investors and institutions alike. In the context of supervised machine learning, crafting precise and accurate labels is crucial, as it remains a top priority to empower AI models to surpass traditional pair trading methods. However, prevailing labeling techniques in the financial sector predominantly concentrate on individual assets, posing a challenge in aligning with pair trading strategies. To address this issue, we propose an inventive approach that melds the Triple Barrier Labeling technique with pair trading, optimizing the resultant labels through genetic algorithms. Rigorous backtesting on cryptocurrency datasets illustrates that our proposed labeling method excels over traditional pair trading methods and corresponding buy-and-hold strategies in both profitability and risk control. This pioneering method offers a novel perspective on trading strategies and risk management within the financial domain, laying a robust groundwork for further enhancing the precision and reliability of pair trading strategies utilizing AI models.

• 한국정밀공학회지
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• 제24권3호
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• pp.117-123
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• 2007

This paper describes a three-probe system that can be used to measure the parallelism and straightness of a pair of rails simultaneously. The parallelism is measured using a modified reversal method, while the straightness is measured using a sequential two-point method. The measurement algorithms were analyzed numerically using a pair of functionally defined rails to validate the three-probe system. Tests were also performed on a pair of straightedge rails with a length of 250 mm and a maximum straightness deviation of $0.05{\mu}m$, as certified by the supplier. The experimental results demonstrated that the parallelism-measurement algorithm had a cancellation effect on the probe stage motion error. They also confirmed that the proposed system could measure the slope of a pair of rails about $0.06{\mu}rad$. Therefore, by combining this technique with a sequential differential method to measure the straightness of the rails simultaneously, the surface profiles could be determined accurately and eliminate the stage error. The measured straightness deviation of each straight edge was less than $0.05{\mu}m$, consistent with the certified value.

• 한국정보시스템학회지:정보시스템연구
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• 제21권1호
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• pp.1-17
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• 2012

Common Method Bias(CMB) may cause the potential inflation of correlations between measures assessed via the same method. The problem of CMB has been well known in behavioral sciences because the survey method with self-reporting is vulnerable to CMB. Thus, the discussion on CMB is still ongoing in the MIS research in US. However, in Korea, the MIS research has never paid attention on the CMB problem. The purpose of this study is to examine the CMB problem in the Korean MIS research. To evaluate the effect of CMB, empirical studies on Technology Acceptance Model(TAM) are selected because (1) TAM is one of the MIS research areas studied intensively, (2) TAM is a theoretical model well supported by the existing empirical studies so that the result of this study would have a great ripple effect when the CMB problem turned out to be serious, (3) CMB is domain-specific. 47 TAM samples (out of 45 studies) from three Korean Journals were selected and the relevant data were collected such as correlation matrixes and the measures of the dependent variable. To find and evaluate the size of CMB, two analytic methods (Marker-Variable Technique and Method-Method Pair Technique) are employed. The result showed that there exists CMB in the Korean studies but the problem is not so serious to distort the empirical testing, compared with that of US studies. However, considering that CMB can contaminate the testing results, Korean MIS researchers should explicitly deal with the problem in designing empirical studies and collecting data.

• 한국방송∙미디어공학회:학술대회논문집
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• 한국방송공학회 2007년도 동계학술대회
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• pp.127-133
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• 2007

We propose new reversible watermarking method for images. Being reversibility, original image and watermarked message should be recovered exactly. We propose different technique for hiding data to pairs. We use new type of histogram (pair histogram), which shows frequencies of each pair in image. We use histogram shift method for data embedding to pairs. We also propose improved version of method which allow hiding data with good performance for high capacities. This algorithm has better result compare to Tian's difference expansion method based on the Haar wavelet decomposition. For proposed algorithm capacity is higher under same PSNR.

• JSTS:Journal of Semiconductor Technology and Science
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• 제17권2호
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• pp.180-185
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• 2017

In this research, we proposed the simple and efficient method to calculate the shear stresses by using the mid-point measurements in ${\pm}45^{\circ}$ semiconductor resistor-sensor pair. Compared to the previous works, the measurements became much simpler by combining the approximation theory with the technique of mid-point measurement. In addition, we proposed another novel method for the stress calculation in which we could increase the sensitivity of the stress sensor by controlling the applied voltage between the sensor-pair. For the applied voltage of 8 V, the sensitivity showed a significant increase by 100%.

• Archives of Pharmacal Research
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• 제13권2호
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• pp.174-179
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• 1990

Second derivative (D2) spectrometry using ion-pair extraction technique was development for the determination of total glycyrrhetic acid (GA) in Glycyrrhizae Radix, Glycyr-rhizin (G) obtained from Glycyrrhizae Radix was hydrolyzed into GA in 2 N-HCI and methanol (1:1) and extracted from aqueous phase in the form of an ion-pair complex with tetrapentylammonium bromide (TPA) as a counter ion. Maximum D2 amplitude (Z value) was obtained when 1000-fold or greater molar ratio of TPA was used at pH 11. Reaction an effective extraction solvent of the ion-pair complex. The linearity of standard curve of ion-pair GA was obtained in the range of 4.120 $\mu$g/ml as GA. Assayed contents of GA in dry powder by D2 UV spectrometry and HPLC method were 5.31 $\pm$ 0.04% and 5.20 $\pm$ 0.008%, respectively.

• 비파괴검사학회지
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• 제29권6호
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• pp.519-524
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• 2009

This work presents a simple technique to determine the Poisson's ratio of homogeneous solid material using a pair of low cost PVDF ultrasonic transducers. It is based on transducer's property of generating longitudinal and transversal waves depending on the excitation frequency. Mechanical tests were conducted to validate the proposed method, resulting in a good agreement between ultrasonic and mechanical techniques.

• ETRI Journal
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• 제38권6호
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• pp.1207-1217
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• 2016

The general method of machine learning has encountered disadvantages in terms of the significant amount of time and effort required for feature extraction and engineering in natural language processing. However, in recent years, these disadvantages have been solved using deep learning. In this paper, we propose a mention pair (MP) model using deep learning, and a system that combines both rule-based and deep learning-based systems using a guided MP as a coreference resolution, which is an information extraction technique. Our experiment results confirm that the proposed deep-learning based coreference resolution system achieves a better level of performance than rule- and statistics-based systems applied separately

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2007년도 Proceedings of ISRS 2007
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• pp.629-632
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• 2007

While conventional interferometric SAR (InSAR) technique is an excellent tool for displacement observation, it is only sensitive to one-dimensional deformation along the satellite's line-of-sight (LOS). Recently, a multiple aperture interferogram (MAI) technique has been developed to overcome this drawback. This method successfully extracted along-track displacements from InSAR data, based on split-beam InSAR processing, to create forward- and backward- looking interferograms, and was superior to along-track displacements derived by pixel-offset algorithm. This method is useful to measure along-track displacements. However, it does not only decrease the coherence of MAI because three co-registration and resampling procedures are required for producing MAI, but also is confined to a suitable interferometric pair of SAR images having zero Doppler centroid. In this paper, we propose an efficient and robust method to generate MAI from interferometric pair having non-zero Doppler centroid. The proposed method efficiently improves the coherence of MAI, because the co-registration of forward- and backward- single look complex (SLC) images is carried out by time shift property of Fourier transform without resampling procedure. It also successfully removes azimuth flat earth and topographic phases caused by the effect of non-zero Doppler centroid. We tested the proposed method using ERS images of the Mw 7.1 1999 California, Hector Mine Earthquake. The result shows that the proposed method improved the coherence of MAI and generalized MAI processing algorithm.

• 한국산학기술학회논문지
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• 제12권7호
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• pp.3251-3257
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• 2011

본 논문에서는 논리합성을 위한 공통식 추출 방법을 새롭게 제안한다. 제안하는 방법은 주어진 각 논리식들에서 커널/커널 쌍들과 코커널/커널 쌍을 추출한다. 커널/커널 쌍은 주어진 논리식을 부울 나눗셈에 의해 제수, 몫, 나머지로 논리식을 다시 표현하게 된다. 다음, 여러 논리식에서 산출된 제수, 몫들에서 공통식을 추출하는 커널 교집합에 의해 공통식을 구하는 방법을 제안한다. 실험 결과 기존의 공통식 산출 결과들과 비교했을 때 제안한 방법은 리터럴 개수를 줄일 수 있었다.