• 제목/요약/키워드: Policy Simulation

검색결과 1,007건 처리시간 0.026초

통합 다중 시뮬레이션에 의한 신경망 기반 주식 거래 시스템의 성능 최적화 (Integrated Multiple Simulation for Optimizing Performance of Stock Trading Systems based on Neural Networks)

  • 이재원;오장민
    • 정보처리학회논문지B
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    • 제14B권2호
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    • pp.127-134
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    • 2007
  • 기계 학습 등 인공 지능 기법의 발전에 힘입어 지능형 주식 거래 시스템에 관한 많은 연구가 이루어져 왔다. 그러나 현실 주식 거래에서 적절한 거래 정책의 수립이 거래의 결과에 커다란 영향을 미치는 중요 요소로 작용하고 있음에도 불구하고, 기존의 연구에서는 예측 모듈의 예측 성능 향상에 주력하였거나, 거래 정책을 다룬 경우라도 예측 모듈에 종속적인 단순한 정책만을 제시하였다. 본 논문에서는 이러한 문제를 개선하기 위한 방안의 하나로, 신경망 기반 주식 거래 시스템의 구축을 위한 통합 개발 도고인 NXShell에서 채택하고 있는 ‘통합 다중 시뮬레이션‘ 기법을 제안한다. 통합 다중 시뮬레이션 기법에서는 신경망의 출력 값과 거래 정책 인자들 간의 모든 주어진 예측기의 특성에 맞는 고유의 최적 거래 정책을 수립한다. 제안된 기법의 효용성을 검증하기 위해, 한국 거래소 시장 및 코스닥 시장에서 수집한 데이터를 사용하여 수행한 거래 성능 비교 실험 결과를 제시한다.

원자력행정체제의 지속가능성 강화방안 (Strengthening the Sustainability of the Nuclear Energy Policy System in Korea)

  • 최영출
    • 한국시스템다이내믹스연구
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    • 제10권1호
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    • pp.109-129
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    • 2009
  • This paper explores the ways by which the authority concerned with nuclear energy policy-making in Korea can strengthen its organisational sustainability from long-term perspective. In doing so, it applies the system dynamics approach to predict what would happen to the organisational sustainability of the nuclear energy authority in the future. In the process of analysis, it also draws causal loop map of components contained in the simulation model and constructs user-interface simulation model. It shows different predicted future values regarding organisational sustainability of the nuclear energy authority in Korea and puts forward some policy implications for practitioners and academics involved in nuclear energy policy.

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Deep Deterministic Policy Gradient 알고리즘을 응용한 자전거의 자율 주행 제어 (Autonomous control of bicycle using Deep Deterministic Policy Gradient Algorithm)

  • 최승윤;레 팜 투옌;정태충
    • 융합보안논문지
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    • 제18권3호
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    • pp.3-9
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    • 2018
  • DDPG(Deep Deterministic Policy Gradient)알고리즘은 인공신경망과 강화학습을 사용하여 학습하는 알고리즘이다. 최근 많은 연구가 이루어지고 있는 강화학습과 관련된 연구 중에서도 DDPG 알고리즘은 오프폴리시로 학습하기 때문에 잘못된 행동이 누적되어 학습에 영향을 미치는 경우를 방지하는 장점이 있다. 본 연구에서는 DDPG 알고리즘을 응용하여 자전거를 자율주행 하도록 제어하는 실험을 진행하였다. 다양한 환경을 설정하여 시뮬레이션을 진행하였고 실험을 통해서 사용된 방법이 시뮬레이션 상에서 안정적으로 동작함을 보였다.

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공급체인에서의 반품계약에 대한 시스템다이내믹스 접근 (System Dynamics Approach to Return Policy at Supply Chain)

  • 김태현;박정훈;최동현;김인후
    • 한국시스템다이내믹스연구
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    • 제8권1호
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    • pp.173-186
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    • 2007
  • This research consists of (1) building (or molding) the Dynamics Simulation Model on Return Policy mainly used in publications, phonographs, and computer industry; which are seen used in supply chain contract known as effective control mechanism under the varied supply chain situations, and (2) analyzing the effects that return rates and seller's contract parameters have in the outcome of the model and (3) observing how the effectiveness of Return Policy changes under such circumstances where the buyer's sales ability and the seller's risk inclination are taken into account. Thus, the main purpose of this research lies in analyzing what exactly are the effects (and or outcome) that sales ability and risk inclination have in Return Policy, and additionally by conducting comprehensive research on Supply Chain Policy Dynamics Simulation Model, we will try to prove that not only the Systems Dynamics approach is highly contributive in supply chain management but also that it will serve as a foothold in future research. As a result of the research, supply chain achievement level turned out to be high when Return Policy is enforced, and the achievement level was even higher when seller's sales ability was taken into consideration along with the Return Policy. On the other hand, the achievement level decreased when the seller had risk aversive tendencies.

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수평보급이 적용된 Multi Indenture Multi Echelon 시스템에 대한 시뮬레이션 설계 (A Simulation Design for Multi Indenture Multi Echelon Systems with Lateral Transshipments)

  • 정일한;윤원영
    • 산업공학
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    • 제21권4호
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    • pp.354-364
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    • 2008
  • This paper deals with a design problem of simulation for MIME (multi indenture and multi echelon) with lateral transshipment. Especially, we consider lateral transshipments in case that (S-1, S) ordering policy is used in multi echelon repair system. Some rules for ordering spare parts in lateral transshipments between the lowest-level units are studied and are implemented by an activity diagram in object-oriented method. By numerical examples, we compare regular (S-1, S) ordering policy and (S-1, S) policy with lateral transshipment.

통합자동생산시스템에서 최적운영방안 결정을 위한 유전자 알고리즘의 개발 (A genetic algorithm for determining the optimal operating policies in an integrated-automated manufacturing system)

  • 임준묵
    • 한국산업정보학회:학술대회논문집
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    • 한국산업정보학회 1999년도 춘계학술대회 발표논문집
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    • pp.145-153
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    • 1999
  • We consider a Direct Input Output Manufacturing System(DIOMS) which has a munber of machine centers placed along a built-in Automated Storage/Retrieval System(AS/RS). The Storage/Retrieval (S/R) machine handles parts placed on pallets for the machine centers located at either one or both sides of the As/Rs. This report studies the operational aspect of DIOMS and determines the optimal operating policy by combining computer simulation and genetic algorithm. The operational problem includes: input sequencing control, dispatching rule of the S/R machine, machine center-based part type selection rule, and storage assignment policy. For each operating policy, several different policies are considered based on the known research results. In this report, using the computer simulation and genetic algorithm we suggest a method which gives the optimal configuration of operating policies within reasonable computation time.

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SD 시뮬레이션 결과에 대한 분석가의 자신감(confidence)에 관한 연구 (Analyzer's Confidence on Simulation Results)

  • 배득종
    • 한국시스템다이내믹스연구
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    • 제5권1호
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    • pp.35-47
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    • 2004
  • Analyzers adopt a variety of techniques in analyzing public policy. Based on the results of exploration, they explain problems and suggest prescriptions such as policy alternatives. By doing so, however, they have different degree of confidence in their own results according to what techniques they adopt. This study explores whether system dynamics apporach gives analyzers more confidence on their own simulation results than other approaches do. This study designed an experiment. Three research teams are organized. Each of them applies different analytic techniques on the same policy issue, i.e., introduction of transportation tax. It flnds that researchers using S,D. simulation technique are most confident on what they predict, while researchers adopting survey techniques show moderate degree of confidence on their results. Researchers using regression are least confident.

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자동차 금형 생산공정의 물류분석 (Performance Analysis of a Die FAbrication Process In Automotive Production)

  • 김상훈
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 1998년도 추계학술대회 및 정기총회
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    • pp.36-40
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    • 1998
  • Tool shop of the‘D’Motor Co.(DMC) fabricates dies for producing automotive press panels. In order to increase the production capacity of the tool shop, DMC established an FMS that consists of high-speed machines and a CMM at the tool shop in 1997. Due to the difference in machine capability among the existing machines and the new FMS it is needed to find an optimal way of allocating workloads among machines to maximize the production. In a way to solve this, we model the die fabrication process of the tool shop and analyze its performance by computer simulation. In this study, we at first identify the bottleneck processes of the die fabrication process under the current operation policy. Then, we derive some alternative operating policies applicable to the tool shop, and analyze the optimal operation policy by comparing the performance of the tool shop following each alternative policy.

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시뮬레이션을 이용한 치과의원의 예약정책과 스케줄링 규칙 평가 (Evaluation of Appointment Policy and Scheduling Rule for a Dental Clinic Based on Computer Simulation)

  • 이종기;김명기;하병현
    • 한국병원경영학회지
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    • 제16권4호
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    • pp.161-182
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    • 2011
  • In today's competitive dental markets, it is of paramount importance to improve service quality and at the same time to use scarce resource efficiently. In this study, we present appointment policies and scheduling rules for private dental clinics to reduce the waiting time of patients and to increase the revenue by utilizing resource more effectively. This study validates the proposed appointment policies and scheduling rules based on simulation models. We show that the bottleneck-based appointment policy is the most effective among appointment policies, followed by the multiple-block appointment one. The shortest processing time among scheduling rules contributes most to the performance of the appointment system.

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엔진 블록 가공라인의 물류분석 (Performance Analysis of the Block Production Line in an Engine Production Plant)

  • 김상훈
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 1999년도 춘계학술대회 논문집
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    • pp.105-109
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    • 1999
  • Tool shop of the D Heavy Industries Co.(DHI) fabricates engines for a bus, truck, small ship. In order to increase the production capacity of engines, DHI will be established the new tool shop that consists of a block line, head line, assembly line, test line and AS/RS in 1999. In order to assure the production capacity designed of the new tool shop for producing engines and improve the production process of it, it is needed to find a bottleneck process and an optimal way of allocating workloads among machines and workers to maximize the production. In a way to solve this, we model the engine fabrication process of the tool shop and analyze its performance by computer simulation. In this study, we at first identify the bottleneck processes of the engine fabrication process under the designed operation policy. Then, we derive some alternative operating policies applicable to the new tool shop of an engine, and analyze the optimal operation policy by comparing the performance of the tool shop following each alternative policy.

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