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Developing a Trading System using the Relative Value between KOSPI 200 and S&P 500 Stock Index Futures (KOSPI 200과 S&P 500 주가지수 선물의 상대적 가치를 이용한 거래시스템 개발)

  • Kim, Young-Min;Lee, Suk-Jun
    • Management & Information Systems Review
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    • v.33 no.1
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    • pp.45-63
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    • 2014
  • A trading system is a computer trading program that automatically submits trades to an exchange. Mechanical a trading system to execute trade is spreading in the stock market. However, a trading system to trade a single asset might occur instability of the profit because payoff of this system is determined a asset movement. Therefore, it is necessary to develop a trading system that is trade two assets such as a pair trading that is to sell overvalued assets and buy the undervalued ones. The aim of this study is to propose a relative value based trading system designed to yield stable and profitable profits regardless of market conditions. In fact, we propose a procedure for building a trading system that is based on the rough set analysis of indicators derived from a price ratio between two assets. KOSPI 200 index futures and S&P 500 index futures are used as a data for evaluation of the proposed trading system. We intend to examine the usefulness of this model through an empirical study.

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Exper mental Studies of Fowl Pox Vaccine (계두예방약(鷄痘豫防藥)의 실험적연구(實驗的硏究))

  • Im, Yeong-Mun;Byeon, Eun-Su
    • Korean Journal of Veterinary Research
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    • v.1 no.1
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    • pp.36-53
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    • 1961
  • This experiment was conducted on the fowl pox embryo vaccine for the production immunity, and stability, using an attenuated fowl pox virus (Nakano strin). Burnet's window method was applied, that is, 0.1 ml. of seed virus was inoculated on the chorioallantoic membrane of 12-day old chicken embryos, and incubated for 5 to 6 day, and then the result were read. Four kinds of suspensions of different embyo tissue were prepared and tested for the infectivity in chickens. Finally the suspension of chorioallantoic membrane was used as the vaccine throughout the experiment. Results obtained in this experiment are summarized as follows: (1) Of embryo tissue infected with the vaccine virus, chorioallantoic membrane had the highest virus titer of $10^{-5.4}$ $EID_{50}$, and albumen the lowest titer of $10^{-0.7}$ $EID_{50}$. (2) Suspensions of infected whole embryo with or without saline, and de-embryonated whole egg had about the same virus titer of $10^{-4.4}$ $EID_{50}$, whereas the chorioallantoic membrane had $10^{-5.7}$ EID 50 or higher. The virus titer droped one log from $EID_{50}$ when inoculated into chickens. Takes were observed 35.6% of 500 chickens by stick method and 89% of 500 chickens by brush method. (3) The chorioallantoic membrane conferred almost perfect immunity for chickens by 10 days after vaccination. (4) Satisfactory immunity was observed in the chickens when eruption in a single follicle. (5) Eight of 10 vaccinated chickens revealed durable immunity for 307 days following vaccination. (6) The vacuum-dried vaccine maintained its infectiviy for 899 days at $5^{\circ}C$ or below and maintained the vius titer of $10^{-3.6}$ $EID_{50}$. On the other hand, non-desiccated wet vaccine maintained the titer of $10^{-3.0}$ $EID_{50}$ for 50 days of preservation period at $5^{\circ}$. However, in 50% glycerin-saline the infectivtiy of the same wet vaccine dropped to $10^{-1.5}$ $EID_{50}$ (7) The vartation of virus titer of the vaccine before and after desiccation was $10^{-0.5}$ $EID_{50}$ on the average. (8) As suspending media, 0.85 per cent saline and distilled water showed nearly the same effect on the infectivity of the vaccine by retaining the titer $10^{-3.0}$ $EID_{50}$ after 50 days of preservation both at $5^{\circ}C$ and $20^{\circ}C$, while 50 percent cent glycerine-saline dropped the titer to $10^{-2.5}$ EID and $10^{-1.5}$ $EID_{50}$ respectively at $5^{\circ}C$ and $2^{\circ}C$ after the same period.

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Effect of Injection Pressure and Injection Timing on Combustion Characteristics of Spray-Guided Direct-Injection Spark-Ignition Engine under Lean Stratified Combustion Operation (성층희박연소 운전조건에서 분사압과 분사시기에 따른 분무유도식 직접분사 가솔린엔진의 연소특성)

  • Oh, Hee-Chang;Lee, Min-Seok;Park, Jung-Seo;Bae, Choong-Sik
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.35 no.10
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    • pp.981-987
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    • 2011
  • In this study, single cylinder engine experiment was carried out to investigate combustion characteristics spray guided direct injection spark ignition engine. In the result of engine experiment, it was shown that flammable window of injection timing was existed. The combustion efficiency increased with retarding injection timing, reaching a peak value, subsequent to decrease again. These results were likely due to the effect of ambient pressure on stratified-premixed mixture preparation. 150 bar injection pressure condition and retarded injection timing from the best combustion efficiency injection timing showed the highest IMEP value due to the advanced combustion phase of the maximum combustion efficiency condition. HC emission showed same trend of combustion efficiency, and smoke emission was increased as injection timing was retarded due to the increased locally rich area in the high ambient pressure. NOx emission showed decreasing trend as injection timing was retarded. This is likely due to the maximum in-cylinder temperature was decreased with retarded combustion phase.

A Case Study on Implementation of the Shipping Market Information Service System (해운시황정보서비스시스템 구현 사례연구)

  • Lee, Seokyong;Jeong, Myounghwan
    • Journal of Korea Port Economic Association
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    • v.29 no.3
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    • pp.73-94
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    • 2013
  • The necessity of shipping market information services has been on the rise which emphasizes the relevance of transaction information and market information to parties both in and outside the shipping industry. However, previous related researches have been restricted to explorations limited by the offerings of existing shipping market information providers. Users today require effective information, an efficient contents management system, interfacing to help the information provider, graphing and spread sheets to facilitate and present the analyzed information through diverse formats, and reliable web and mobile services to provide information effectively with limited human resources. As a first step, service information has to be defined, so that it takes into account user utility, information retrieval and data development. Second, benchmark information and services must be provided from leading shipbrokers and research institutes. Third, a review of the latest technical trends is required to identify the most suitable technologies for servicing shipping market information. Finally, analysis is required on the implementation of a system with selected technologies, as well as the development of channels to post information which have been analyzed by users. Such a process would enable the continual redefinition of the shipping market information users actively need. The application of an X-Internet based WCMS, with a single-window dashboard providing user-customized information, and used to obtain and manage processes, add spread sheets to sustain calculations using the latest information, graph results, and to input additional information following predefined rules. Access to data and use of the system would require agreement that the system will incorporate user data and user-analyzed information into the market report, web portal, and hybrid app to provide current shipping market information appropriately and accurately to service users.

Structural and Optical Properties of ZnS Thin Films Fabricated by Using RF Sputtering and Rapid Thermal Annealing Process for Buffer Layer in Thin Film Solar Cells (박막태양전지 버퍼층 적용을 위해 RF 스퍼터링 및 급속열처리 공정으로 제작한 황화아연 박막의 구조적 광학적 특성)

  • Park, Chan-Il;Jun, Young-Kil
    • The Journal of the Korea institute of electronic communication sciences
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    • v.15 no.4
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    • pp.665-670
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    • 2020
  • Buffer layer in CIGS thin-film solar cells improves energy conversion efficiency through band alignment between the absorption layer and the window layer. ZnS is a non-toxic II-VI compound semiconductor with direct-transition band gaps and n-conductivity as well as with excellent lattice matching for CIGS absorbent layers. In this study, the structural and optical properties of ZnS thin films, deposited by RF magnetron sputtering method and subsequently performed by the rapid thermal annealing treatment, were investigated for the buffer layer. The zincblende cubic structures along (111), (220), and (311) were shown in all specimens. The rapid thermal annealed specimens at the relatively low temperatures were polycrystalline structure with the wurtzite hexagonal structures along (002). Rapid thermal annealing at high temperatures changed the polycrystalline structure to the single crystal of the zincblende cubic structures. Through the chemical analysis, the zincblende cubic structure was obtained in the specimen with the ratio of Zn/S near stoichiometry. ZnS thin film showed the shifted absorption edge towards the lower wavelength as annealing temperature increased, and the mean optical transmittance in the visible light range increased to 80.40% under 500℃ conditions.

Rules in Disarray, Orientation Imposed: Establishment of the Framework Act on Science and Technology, 1998-2015 (분열된 규정, 일관된 방향 : 과학기술기본법의 제정과 그 결과, 1998-2015)

  • YOO, Sangwoon
    • Journal of Science and Technology Studies
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    • v.19 no.2
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    • pp.41-83
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    • 2019
  • Recently, the establishment of the Special Act on National Research and Development(tentatively named) has been discussed with the aim of providing a legal basis for the comprehensive management of national research and development programs, which have thus far been independently implemented by government ministries. This paper analyzes the legislative process of the Framework Act on Science and Technology(hereafter, the "Framework Act") introduced for a similar purpose in 2001. By examining who had proposed various versions of the legislation prior to the enactment of the Framework Act, and which draft bill was derived ultimately through controversies, this paper will present the following two arguments: First, the obsession with a single regulation that can be applicable to all national research and development programs may lead to unintended consequences, given that the history of national research and development programs, each of which has been implemented by different government ministries, is quite long. Second, the Framework Act has an impact to date while it consistently internalizes the very unique orientations, as the concepts of "national competitiveness" and "national innovation system" postulate, even though it failed to establish an integrated rule. The case of the Framework Act will be a window through which one can glimpse how the present debate on the enactment of the Special Act on National Research and Development shall proceed, and further, reflect on the issues that were overlooked.

Obesity related Factors for Childhood Obesity Prevention of Vulnerable Populations - For children who use Community Child Care(CCC) centers - (취약계층 아동의 비만예방을 위한 비만관련요인 - 지역아동센터를 중심으로 -)

  • Park, Sun-Hee;Choi, Eun-Suk;Lee, Sun-Hee;Seong, Jeong-Hye
    • Journal of Korea Entertainment Industry Association
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    • v.14 no.7
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    • pp.641-650
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    • 2020
  • Purpose The purpose of this study was to confirm the relationship between dietary self-efficacy, physical self-efficacy, and parental rearing attitudes considering obese children from the vulnerable class that utilized Community Child Care (CCC) centers. Methods In this study, sampling was conducted and 126 children from the vulnerable class who visited 11 regional children's centers located in A city, K province were chosen. The collected data was analyzed using t-test and ANOVA using the SPSS Window 22.0. The Pearson's Correlation coefficient was determined through multiple regression analysis. Results Obesity factors of vulnerable children included dietary efficacy, parents' parenting attitude, family type, single-parent family, parental obesity. Parental obesity held the greatest explanatory power of these variables, as 32% of the vulnerable children had at least one obese parent. Conclusion It is suggested that it is necessary to develop a nursing intervention strategy in which children and parents can participate in consideration of the environmental factors, such as parental attitude and family type of vulnerable children visiting Community Child Care (CCC) centers in the future.

A modified U-net for crack segmentation by Self-Attention-Self-Adaption neuron and random elastic deformation

  • Zhao, Jin;Hu, Fangqiao;Qiao, Weidong;Zhai, Weida;Xu, Yang;Bao, Yuequan;Li, Hui
    • Smart Structures and Systems
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    • v.29 no.1
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    • pp.1-16
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    • 2022
  • Despite recent breakthroughs in deep learning and computer vision fields, the pixel-wise identification of tiny objects in high-resolution images with complex disturbances remains challenging. This study proposes a modified U-net for tiny crack segmentation in real-world steel-box-girder bridges. The modified U-net adopts the common U-net framework and a novel Self-Attention-Self-Adaption (SASA) neuron as the fundamental computing element. The Self-Attention module applies softmax and gate operations to obtain the attention vector. It enables the neuron to focus on the most significant receptive fields when processing large-scale feature maps. The Self-Adaption module consists of a multiplayer perceptron subnet and achieves deeper feature extraction inside a single neuron. For data augmentation, a grid-based crack random elastic deformation (CRED) algorithm is designed to enrich the diversities and irregular shapes of distributed cracks. Grid-based uniform control nodes are first set on both input images and binary labels, random offsets are then employed on these control nodes, and bilinear interpolation is performed for the rest pixels. The proposed SASA neuron and CRED algorithm are simultaneously deployed to train the modified U-net. 200 raw images with a high resolution of 4928 × 3264 are collected, 160 for training and the rest 40 for the test. 512 × 512 patches are generated from the original images by a sliding window with an overlap of 256 as inputs. Results show that the average IoU between the recognized and ground-truth cracks reaches 0.409, which is 29.8% higher than the regular U-net. A five-fold cross-validation study is performed to verify that the proposed method is robust to different training and test images. Ablation experiments further demonstrate the effectiveness of the proposed SASA neuron and CRED algorithm. Promotions of the average IoU individually utilizing the SASA and CRED module add up to the final promotion of the full model, indicating that the SASA and CRED modules contribute to the different stages of model and data in the training process.

Effects of Online Practicum Based on Action Learning on Self-directed Learning Ability, Academic Self-efficacy, and Cooperation Ability of Nursing Students (액션러닝 기반 온라인 실습이 간호대학생의 자기주도적 학습능력, 학업적 자기효능감과 협업능력에 미치는효과)

  • Lee, Jihye;Han, Mira
    • The Journal of the Convergence on Culture Technology
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    • v.8 no.6
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    • pp.463-470
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    • 2022
  • The purpose of this study was to identify the effects of online practicum based on action learning on self-directed learning ability, academic self-efficacy, and cooperation ability of nursing students. Similar experimental study of single group pre-post test design was used to investigate the effects of this online class. A total of 47 nursing students who were junior grade from one college participated in this study and self-administered questionnaire was used for data collection. Data were analyzed by frequencies, paired t test using the SPSS/Window 21.0 program. The result of this study showed that the improvement after online practicum based on action learning was significant in self-directed learning ability(t=3.832, p<.001), academic self-efficacy(t=4.258, p<.001), and cooperation ability(t=3.853, p<.001). These findings imply the value of online practicum based on action learning to enhance competency of nursing students. In the future, more studies should be conducted in the same group including control group and blended learning method using action learning to validate the effectiveness.

Effectiveness of Real-time Oxygen Control in Fresh Produce Container Equipped with Gas-diffusion Tube (기체확산 튜브 부착 신선 농산물 용기에서의 실시간 산소농도 제어의 효과)

  • Jo, Yun Hee;An, Duck Soon;Lee, Dong Sun
    • KOREAN JOURNAL OF PACKAGING SCIENCE & TECHNOLOGY
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    • v.19 no.3
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    • pp.119-123
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    • 2013
  • Simplified control logic was devised to fabricate and operate the modified atmosphere (MA) container of fresh produce equipped with gas-diffusion tube whose opening/closing was controlled in response to real time $O_2$ concentration. This is a simplified ramification of the previously developed control logic using both $O_2$ and $CO_2$ concentrations ([$O_2$] & [$CO_2$]). The developed logic was applied to and tested by a container system filled with spinach at $10^{\circ}C$ having optimum MA window of [$O_2$] of 7~10% and [$CO_2$] of 5~10%. It was shown that setting the proper on-off limit (11%) for $O_2$ control based on the assumed relationship $[O_2]+[CO_2]$=21% could attain the desired $CO_2$ concentration just below the upper tolerance limit ($[CO_2]_H$, 10%). The $O_2$ control point can be the lower tolerance limit or adjusted one (21-$[CO_2]_H$) depending on the commodity's MA requirement. The developed logic using single $O_2$ sensor could attain the equilibrated [$O_2$] of 11% with [$CO_2$] of 8~9% which was desired and similar to that of its predecessor ([$O_2$] of 9~10% with [$CO_2$] of 10%) using both $O_2$ and $CO_2$ sensors. Both MA containers (one only with single $O_2$ sensor control and one with $O_2$ and $CO_2$ sensors) could also keep the spinach quality without significant difference between them, but significantly better than perforated control package of air.

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