• 제목/요약/키워드: P2P Trading

검색결과 56건 처리시간 0.018초

신경망을 이용한 S&P 500 주가지수 선물거래 (S & P 500 Stock Index' Futures Trading with Neural Networks)

  • Park, Jae-Hwa
    • 지능정보연구
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    • 제2권2호
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    • pp.43-54
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    • 1996
  • Financial markets are operating 24 hours a day throughout the world and interrelated in increasingly complex ways. Telecommunications and computer networks tie together markets in the from of electronic entities. Financial practitioners are inundated with an ever larger stream of data, produced by the rise of sophisticated database technologies, on the rising number of market instruments. As conventional analytic techniques reach their limit in recognizing data patterns, financial firms and institutions find neural network techniques to solve this complex task. Neural networks have found an important niche in financial a, pp.ications. We a, pp.y neural networks to Standard and Poor's (S&P) 500 stock index futures trading to predict the futures marker behavior. The results through experiments with a commercial neural, network software do su, pp.rt future use of neural networks in S&P 500 stock index futures trading.

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커뮤니티형 블록체인 기반 에너지 거래 기술 동향 (Blockchain Based Energy Trading Technology for the Community)

  • 문영백;허태욱;이충호;도윤미
    • 전자통신동향분석
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    • 제35권6호
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    • pp.97-106
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    • 2020
  • This article explains domestic and overseas technology trends as well as an energy trading architecture model that can safely execute energy power trading through blockchain in the community. There is a way to trade energy between homes as well as between homes and the public in the community, but there are currently no institutions that make this possible. However, our aim is to approach these power trading methods collectively through global technology related to blockchain. We try to solve the problems of energy trading using the blockchain technique. We discuss domestic and overseas technology trends in power trading using blockchain and introduce the power trading architecture for the community proposed by ETRI. We propose a framework that supports reliability and interoperability based on blockchain and develop scalable technology capable of supporting not only small-scale electricity trading but also medium-scale power trading.

The Information Content of Option Prices: Evidence from S&P 500 Index Options

  • Ren, Chenghan;Choi, Byungwook
    • Management Science and Financial Engineering
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    • 제21권2호
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    • pp.13-23
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    • 2015
  • This study addresses the question as to whether the option prices have useful predictive information on the direction of stock markets by investigating a forecasting power of volatility curvatures and skewness premiums implicit in S&P 500 index option prices traded in Chicago Board Options Exchange. We begin by estimating implied volatility functions and risk neutral price densities every minute based on non-parametric method and then calculate volatility curvature and skewness premium using them. The rationale is that high volatility curvature or high skewness premium often leads to strong bullish sentiment among market participants. We found that the rate of return on the signal following trading strategy was significantly higher than that on the intraday buy-and-hold strategy, which indicates that the S&P500 index option prices have a strong forecasting power on the direction of stock index market. Another major finding is that the information contents of S&P 500 index option prices disappear within one minute, and so one minute-delayed signal following trading strategy would not lead to any excess return compared to a simple buy-and-hold strategy.

마이크로그리드 전력 거래를 위한 기준부하 추정 방법에 대한 연구 (A study on the baseline load estimation method for microgrid energy trading)

  • 위영민
    • 전기전자학회논문지
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    • 제22권2호
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    • pp.324-329
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    • 2018
  • 전력 시스템의 환경이 변화함에 따라 새로운 전기 에너지 시장에 대한 수요와 필요성이 증대되고 있다. 특히 수요반응 프로그램을 활용하여 전력 사용 효율을 높이기 위한 노력은 선진국에서 지속적으로 연구되고 있으며 실제 시장으로 운영되고 있다. 본 논문은 수요반응, 마이크로그리드 간 거래, P2P 전력 거래 등 새로운 전력 시장에서 요구되는 기준부하 추정 방법에 대한 연구를 담고 있다. 본 논문에서 제안하는 기준부하추정 방법은 마이크로그리드 수요자원에 대한 분석을 바탕으로 기준부하추정 알고리즘을 선택하게 하였으며, 실제 데이터를 활용하여 제안된 방법의 실효성을 입증하였다.

계시별 전기요금에서의 프로슈머와 소비자간 전력거래 가격추정 (Estimation of Electric Power Trading Price between Prosumer and Consumer Under Time-of-Use (TOU))

  • 이영준;박수진;윤용범
    • 신재생에너지
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    • 제17권2호
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    • pp.1-8
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    • 2021
  • We estimated the price range of electricity transactions under the prosumer system, considering the spread of renewable energy and the prospect of introducing a surplus power trading system between power consumers in Korea. The range (min/max) of power transaction prices was estimated by prosumers and consumers who could purchase electricity from utilities if needed. It is assumed that utilities purchased electricity from prosumers and consumers under a Time-of-Use (TOU) rate, trading at a monthly price. The range of available transaction prices according to the amount of power purchased from utilities and the amount of transaction power was also estimated. The price range that can be traded is expected to vary depending on variables such as the TOU rate, purchased and surplus power, levelized cost of electricity, etc.

선박안전법상 항해구역의 합목적성에 관한 연구 (A Study on the Reasonable Objectiveness of Trading Area of the Korea Ship Safety Act)

  • 박용섭;박진수;이윤철
    • 한국항해학회지
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    • 제15권2호
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    • pp.61-86
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    • 1991
  • This paper aims to investigated the reasonable objectiveness of trading areas on the Korea Ship Safety Act and to make a regulated proposal of trading areas. To achieve the above mentioned object, we analyzed the existing rules and other related circumstances of maritime fields. On the basis of this viewpoint, this paper was focused on three topics of concern : (1) the relationship between the ship Safety Act and other Maritime Acts. (2) the legislative examples of foreign countries, (3) the reasonable revised reasons of trading areas. In this paper, we proposed following four matters such as (1) the modification of ship's length and speed which are the designative basis of trading areas, (2) the extension of the smooth sea area to limit of territorial seas (3) the extension of the near-coastal area to the coasts of the P.R.C., Japan, the U.S.S.R and the R.O.C ., and rename of its area into the near & greater coastal area, (4) the annulment of greater-coastal area.

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블록체인 네트워크를 이용한 빅데이터 분석 기반 생산·소비량 인증 전력 거래 시스템에 관한 연구 (A Study on the Production and Consumption Authentication Power Trading System based on Big Data Analysis using Blockchain Network)

  • 김영곤;허걸;최중인
    • 에너지공학
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    • 제28권4호
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    • pp.76-81
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    • 2019
  • 이 논문은 에너지 클라우드 참여 프로슈머의 신뢰성 있는 생산 및 소비량 인증에 기반 한 개인 간 거래, 클라우드 간 거래, 그리고 소규모 분산전력 중개시장 참여 등의 다양한 에너지 프로슈머 비즈니스 모델에 필요한 생산·소비량 인증 기반 전력 거래 시스템에 관한 고찰이다. 이 시스템은 에너지 거래에 있어 가장 중요한 파라미터로 간주할 수 있는 거래 정산의 신뢰성을 확보하기 위한 것으로써 에너지 프로슈머로부터 수집되는 발전·소비 빅데이터 분석에 의한 인증 기반 블록체인 스마트 컨트랙트 체결을 위한 것이다. 이를 위하여 IoT AMI로부터 수집 된 빅데이터 분석 시스템과 AMI 와 연계 구성된 프라이빗 블록체인 네트워크를 적용한 생산량 인증 시스템 구성을 소개하고 블록체인 스마트 컨트랙트를 활용한 전력 거래 매칭 방식을 제안한다. 마지막으로 에너지 클러스터 거래 시스템 및 비즈니스모델을 알아본다.

스마트 그리드(스마트 에너지)의 스마트 시티에의 통합에 대한 문헌 연구 (Review on Integration of Smart Grid into Smart City)

  • 심민규
    • 한국전자거래학회지
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    • 제25권1호
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    • pp.35-43
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    • 2020
  • 효율적인 에너지 운영을 목표로 하는 스마트 그리드는 인간의 삶의 질의 향상을 목표로 하는 스마트 시티의 일부로 자리 잡을 것이다. 이 논문에서는 성숙된 스마트 그리드의 모습이 스마트 시티에 자연스럽게 통합되는 모습임을 논증한다. 또한, 스마트 시티의 핵심 구성요소로서 스마트 그리드의 모습을 그리고, 이에 필요한 제도, 인프라, 기술 요소에 대한 문헌을 조사한다.

글로벌 전자무역 구현모델의 실증분석 (An Empirical Study on the Implementation Model of Global e-trade)

  • 이상진;정재승
    • 통상정보연구
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    • 제8권2호
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    • pp.119-139
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    • 2006
  • The purpose of this research is to analyze four models of global e-trade implementation which was suggested at the advance research of implementation global e-Trade with major trading countries. The main outcomes of this empirical study are as follows. For realizing global e-trade of G-Networking model country we have to implement e-trade in the field of "import & logistics". And for realizing global e-trade of P-Networking model country, it need to try in "settlement & clearance". Furthermore, for realizing global e-Trade of G-Penetration model country, we have known that the field of "import & logistics" would be implemented. Finally for realizing global e-Trade of P-Penetration model country, "settlement & clearance" could be implemented. Also, this study suggests that we have to do negotiation with China and Japan at first, and to try the area of settlement & clearance to implement the global e-Trade with Korea's 10 major trading countries.

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Effect of Supplementing 2-Hydroxy-4-(Methylthio) Butanoic Acid and DL-methionine in Corn-soybean-cottonseed Meal Diets on Growth Performance and Carcass Quality of Broilers

  • Liu, Y.L.;Song, G.L.;Yi, G.F.;Hou, Y.Q.;Huang, J.W.;Vazquez-Anon, M.;Knight, C.D.
    • Asian-Australasian Journal of Animal Sciences
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    • 제19권8호
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    • pp.1197-1205
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    • 2006
  • This experiment was conducted to compare the effects of feeding DL-2-hydroxy-4-(methylthio)butanoic acid (HMTBA) and DL-methionine (DLM) supplemented corn-soybean-cottonseed meal diets on growth performance, carcass composition, and muscle color of broilers. The trial was designed as a $2{\times}3{\times}2$ factorial experiment, including two methionine (Met) sources (HMTBA and DLM), three equimolar graded levels of Met supplementation (i.e., 0.08, 0.16, and 0.24% in the starter diet and 0.07, 0.14, and 0.21% in the grower and finisher diets, respectively), and two sexes (male and female). Additionally, one basal diet for each sex was formulated to be limiting in Met to test the dosage response of increasing supplemental Met levels. Four hundred and twenty 10-d-old broilers were randomly allotted to 14 treatments (seven each for males and females), with five replicate pens per treatment and six chicks per pen. There was no difference (p>0.05) between the two Met sources in growth performance and muscle deposition of broilers throughout the whole experimental period (d 10 to 49). With the increasing Met supplementation levels, average daily gain was increased (quadratic; p<0.01) during the starter, grower, and overall phases, average daily feed intake was increased (quadratic; p<0.01) during the starter phase, and feed:gain ratio was decreased (quadratic; p<0.05) during the grower and overall phases. At the end of finisher phase, Met supplementation increased breast muscle content (quadratic; p<0.01) and thigh muscle content (linear; p<0.05), and decreased abdominal fat content (quadratic; p<0.02). Compared to the broiler fed DLM, broilers fed HMTBA had superior breast and thigh muscle coloration (p<0.01). Male broilers had higher weight gain and feed intake and better feed conversion than female broilers (p<0.01). The fat content of thigh muscle in female broilers was higher than that of male broilers (p<0.03). The best fit comparison of HMTBA vs. DLM was determined by Schwarz Bayesian Criteria index, which indicated that the average relative bioefficacy of HMTBA vs. DLM was 120% with 95% confidence limit 67 to 172%. These results indicated that Met supplementation improved growth performance and carcass quality of broilers fed corn-soybean-cottonseed meal diets irrespective of Met sources. Compared to DLM, HMTBA has the same molar bioefficacy on improving the growth performance and carcass quality of broilers; however, HMTBA fed birds had superior meat color to DLM fed birds.