• Journal of Korea Society of Industrial Information Systems
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• v.18 no.1
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• pp.81-89
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• 2013

The purpose of this study is to analyze the information effect about the pricing using the ETF price, the benchmark index, and the total tracking error between the ETF price and the benchmark index on the index ETF market and sector ETF markets. Furthermore, the total tracking error is distinguished between the market tracking error and the NAV tracking error. Summary of this study are as follows: First, While KODEX200 don't have impact factors on the price, the most sectors of ETF have the factors affecting the pricing decision. They are the day before the total tracking error or market tracking error. Second, for the ETF price of the most industry, we find that the day before the market tracking error have the price discovery function because it is a negative(-) coefficients. But NAV tracking error could not find such a feature. Finally, the sector ETF price of energy chemical, construction, IT, and semiconductor industries affected of the day before positive(+) impact by the benchmark index price.

• Journal of the Korea Convergence Society
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• v.12 no.12
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• pp.49-57
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• 2021

With the advent of the era of the fourth industry, more and more scientific techniques are being used to solve decision-making problems. In particular, big data analysis technology is developing as it becomes easier to collect numerical data. Therefore, in this study, in order to overcome the limitations of qualitatively analyzing investment trends, the association of various products was analyzed using associated analysis techniques. For the experiment, two experimental periods were divided based on the COVID-19 economic crisis, and sales information from individuals, institutions, and foreign investors was collected, and related analysis algorithms were implemented through r software. As a result of the experiment, institutions and foreigners recently invested in the KOSPI and KOSDAQ markets and bought futures and products such as ETF. Individuals purchased ETN and ETF products together, which is presumed to be the result of the recent great interest in sector investment. In addition, after COVID-19, all investors tended to be passive in investing in high-risk products of futures and options. This paper is thought to be a useful reference for product sales and product design in the financial field.

• Journal of KIISE:Information Networking
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• v.30 no.2
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• pp.270-281
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• 2003

ETF made the RFCs of MPLS technologies for providing the QoS of ATM or Frame Relay and the flexibility&scalability of IP on the Internet services. IETF has been expanding MPLS technologies as a common control component for supporting the various switching technologies called GMPLS. Also, IETF has standardized the signaling protocols based on such technologies, such as LDP, CR-LDP and RSVP-TE. ETRI developed the MPLS system based on ATM switch in order to provide more reliable services, differentiated services and value-added services like the VPN and traffic engineering service on the Korea Public Sector network. We are planning on deploying model services and commercial services on that network. This paper explains the basic functions of LDP, design and development of LDP on our system, and compares with LDP development and operation on other MPLS systems made by Cisco, Juniper, Nortel and Riverstone. In conclusion, this paper deduces the future services and applications by LDP through these explanation and comparison.