• Journal of Korean Society of Industrial and Systems Engineering
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• v.37 no.4
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• pp.202-211
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• 2014

Pairs trading is a type of arbitrage investment strategy that buys an underpriced security and simultaneously sells an overpriced security. Since the 1980s, investors have recognized pairs trading as a promising arbitrage strategy that pursues absolute returns rather than relative profits. Thus, individual and institutional traders, as well as hedge fund traders in the financial markets, have an interest in developing a pairs trading strategy. This study proposes pairs trading rules (PTRs) created from a price ratio between securities (i.e., stock index futures) using rough set analysis. The price ratio involves calculating the closing price of one security and dividing it by the closing price of another security and generating Buy or Sell signals according to whether the ratio is increasing or decreasing. In this empirical study, we generate PTRs through rough set analysis applied to various technical indicators derived from the price ratio between KOSPI 200 and S&P 500 index futures. The proposed trading rules for pairs trading indicate high profits in the futures market.

• Kyungpook Mathematical Journal
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• v.47 no.2
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• pp.277-281
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• 2007

There are many papers on linear operators that preserve commuting pairs of matrices over fields or semirings. From these research works, we have a motivation to the research on the linear operators that preserve commuting pairs of matrices over nonnegative integers. We characterize the surjective linear operators that preserve commuting pairs of matrices over nonnegative integers.

• Journal of the Korean Mathematical Society
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• v.45 no.5
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• pp.1297-1310
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• 2008

Main purpose of this paper is to combine the optimal form of Fan's best approximation theorem and Nash's equilibrium existence theorem into a single existence theorem simultaneously. For this, we first prove a general best proximity pair theorem which includes a number of known best proximity theorems. Next, we will introduce a new equilibrium concept for a generalized Nash game with normal form, and as applications, we will prove new existence theorems of Nash equilibrium pairs for generalized Nash games with normal form.

• Honam Mathematical Journal
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• v.33 no.3
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• pp.301-310
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• 2011

In this paper, we construct the sets of fuzzy matrix pairs. These sets are naturally occurred at the extreme cases for the zero-term rank inequalities derived from the multiplication of fuzzy matrix pairs. We characterize the linear operators that preserve these extreme sets of fuzzy matrix pairs.

• Journal of the Korean Mathematical Society
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• v.59 no.5
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• pp.1015-1045
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• 2022

Zagier introduced the term "strange identity" to describe an asymptotic relation between a certain q-hypergeometric series and a partial theta function at roots of unity. We show that behind Zagier's strange identity lies a statement about Bailey pairs. Using the iterative machinery of Bailey pairs then leads to many families of multisum strange identities, including Hikami's generalization of Zagier's identity.

• Bulletin of the Korean Mathematical Society
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• v.60 no.2
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• pp.405-423
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• 2023

Let (𝓛, 𝒜) be a complete duality pair. We give some equivalent characterizations of Gorenstein (𝓛, 𝒜)-projective modules and construct some model structures associated to duality pairs and Frobenius pairs. Some rings are described by Frobenius pairs. In addition, we investigate special Gorenstein (𝓛, 𝒜)-projective modules and construct some model structures and recollements associated to them.

• Korean Journal of Veterinary Research
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• v.30 no.3
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• pp.317-331
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• 1990

Chromosomes of gonadal tissues from Fasciola spp, Eurytrema pancreaticum and Calicophoron calicophorum occurred Korean cattle were egamined using modified air-drying method. To compare their phenotype with three different genotypes among Fasciola spp, the adult and egg si2e were measured since they have been known as important taxonomical characters. The results obtained were as followed; Cattle liver fluke, Fasciola spp were classified into three types based on their chromosomal complements such as individual with 2o chromosome(diploid), 30 chromosome(triploid) and 20/30 mosaic constitution(mixoploid). The propotions of appearance of three types were 40.00%, 54.29% and 5.71%, respectively. The frequency of three types in type I which was regarded as F gigantica were 58.82% for diploid, 35.29% for triploid and 5.88% for mixoploid, but in type II which was regarded as F hepatica were 72.2% for triploid, 22.22% for diploid and 5.56% for mixoploid. Egg length of triploid forms was significantly larger than that of diploid forms and egg size of mixoploid forms was similiar to that of triploid forms. Worm size of triploid forms was larger than that of diploid forms and was more similar to that of mixoploid forms, but the statistical data were not significant. Diploid chromosome consisted of one pair of metacentric chromosome(m), four pairs of submetacentric chromosomes(sm), five pairs of subtelocentric chromosomes(st), while triploid chromosome consisted of one pair of metacentric chromosome, seven pairs of submetacen.tric chromosomes, one pair of subtelocentric chromosome and telocentric chromosome(t), respectively. In mixoploid chromosome, constitution of the chromosomes of diploid or triploid cell was consistent with that of diploid or triploid. Chromosomes of gonadal tissues from pancreatic fluke, Eurytrema pancreaticum consisted of 13 pairs of homologs(2n=26, n=13). The mitotic and meiotic divisions were observed frequently. In the mitotic metaphase, Karyotype consisted of five pairs of metacentric chromosomes, four pairs of submetacentric chromosomes, three pairs of subtelocentric chromosomes and one pair of telocentric chromosome. Chromosomes of gonadal tissues from stomach fluke, Calicvphoron calicophorum consisted of 9 pairs of homologs(2n=18, n=9). The meiotic divisions was frequently observed, but mitotic divisions was rare. In the mitotic metaphase, Karyotype consisted of two pairs of metacentric chromosomes, three pairs of submetacentric chromosomes and four pairs of subtelocentric chromosomes. Karyotype of Calicophoron calicophorum differed from that of Japanese C calicophorum which was similar to that of Paramphistomum cervi of Korean cattle. Though that of Calicophoron calicophorum of Korean cattle was similar to that of Paramphistomum explanatum of Korean cattle, that have been recognized to be a different species of fluke.

• Proceedings of the KSPS conference
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• 1997.07a
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• pp.142-143
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• 1997

The purpose of this paper is to assess the psychological status of the phoneme, syllable, and various postulated subsyllabic units in Korean by applying the Sound Similarity Judgment (SSJ) task, to compare the results with those in English, and to discuss the advantage and disadvantage of the SSJ task as a tool for linguistic research. In Experiment 1, 30 subjects listened to pairs of 56 eve words which were systematically varied from 'totally different' (e.g., pan-met) to 'identical' (e.g., pan-pan). Subjects were then asked to rate sound similarity of each pair on a 10-point scale. Not very surprisingly, there was a strong correlation between the number of phonemic segments matched and the similarity score provided by the subjects. This result was in accord with the previous results from English (e.g., Vitz & Winkler, 1973; Derwing & Nearey, 1986) and supported the assumption that the phoneme is the basic phonological unit in Korean and English. However, there were sharply contrasting results between the two languages. When the pairs shared two phonemes (e.g., pan-pat; pan-pen; pan-man), the pairs sharing the fIrst two phonemes were judged significantly more similar than the other two types of pairs. Quite to the contrary, in the comparable English experiments, the pairs sharing the last two phonemes were judged significantly more similar than the other two types of pairs. Experiment 2 was designed to conflrm the results of Experiment 1 by controlling the 'degree' of similarity between phonemes. For example, the pair pan-pam can be judged more similar than the pair pan-nan, although both pairs share the same number of phonemes. This could be interpreted either as confirming the result of Experiment 1 or as the fact that /n/ is more similar to /m/ than /p/ is to /n/ in terms of shared number of distinctive features. The results of Experiment 2 supported the former interpretation. Thus, the results of both experiments clearly showed that, although the 'number' of matched phonemes is the important predictor in judging sound similarity of monosyllabic pairs of both languages, the 'position' of the matched phonemes exerts a different influence in judging sound similarity in the two languages. This contrasting set of results may provide interesting implications for the internal structure of the syllable in the two languages.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.12 no.4
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• pp.239-247
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• 2008

Let $I{\in}C^{1,1}$ be a strongly indefinite functional defined on a Hilbert space H. We investigate the number of the critical points of I when I satisfies two pairs of Torus-Sphere variational linking inequalities and when I satisfies m ($m{\geq}2$) pairs of Torus-Sphere variational linking inequalities. We show that I has at least four critical points when I satisfies two pairs of Torus-Sphere variational linking inequality with $(P.S.)^*_c$ condition. Moreover we show that I has at least 2m critical points when I satisfies m ($m{\geq}2$) pairs of Torus-Sphere variational linking inequalities with $(P.S.)^*_c$ condition. We prove these results by Theorem 2.2 (Theorem 1.1 in [1]) and the critical point theory on the manifold with boundary.

• Proceedings of the Korean Society for Technology of Plasticity Conference
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• 2001.10a
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• pp.50-53
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• 2001

Hydroforming process has become an effective manufacturing process because it can be adaptable to forming of complex structural components. Tube hydroforming has been successfully developed in the real industrial field by many researchers. However, there still remains the constraint about shape which can be manufactured by tube hydroforming. In order to improve this constraint of shape and formability of conventional sheet metal forming, hydroforming process of sheet metal pairs becomes an important technology. In the present work, the finite element analysis of hydroforming process of sheet metal pairs is presented. After basic study about experimental parameters based on numerical analysis, hydroforming process of sheet metal pairs is developed which uses hydraulic pressure as a main forming source.