• 제목/요약/키워드: Strategy model

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딥러닝과 단기매매전략을 결합한 암호화폐 투자 방법론 실증 연구 (An Empirical Study on the Cryptocurrency Investment Methodology Combining Deep Learning and Short-term Trading Strategies)

  • 이유민;이민혁
    • 지능정보연구
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    • 제29권1호
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    • pp.377-396
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    • 2023
  • 암호화폐시장이 지속해서 성장함에 따라 하나의 새로운 금융시장으로 발전하였다. 이러한 암호화폐시장에 관한 투자전략 연구의 필요성 또한 대두되고 있다. 본 연구에서는 단기매매전략과 딥러닝을 결합한 암호화폐 투자 방법론에 대해 실증분석을 진행하였다. 투자 대상의 암호화폐를 이더리움으로 설정하고, 과거 데이터를 기반으로 최적의 파라미터를 찾아 이를 활용하여 실험 모델의 투자 성과를 분석하였다. 실험 모델은 변동성돌파전략, LSTM(Long Short Term Memory)모델, 이동평균 교차 전략, 그리고 단일 모델들을 결합한 결합 모델이다. 변동성돌파전략은 일 단위로 변동성이 크게 상승할 때 매수하고 당일 종가에 매도하는 단기매매전략이며, LSTM모델은 시계열 데이터에 적합한 딥러닝 모델인 LSTM을 활용하여 얻은 예측 종가를 이용한 매매방법이다. 이동평균 교차 전략은 단기 이동평균선이 교차할 때 매매를 결정하는 방법이다. 결합 모델은 변동성돌파전략의 매수 조건과 변동성돌파전략의 목표 매수가보다 LSTM의 예측 종가가 큰 경우 매수하는 조건이 동시에 만족하면 매수하는 규칙이다. 결합 모델은 변동성돌파전략과 LSTM모델의 파생 변수를 활용해 매수 조건에 AND와 OR를 사용하여 만든 매매 규칙이다. 실험 결과, 단일 모델보다 결합 모델에서 투자 성과가 우수함을 확인하였다. 특히, 데일리 트레이딩과 매수 후 보유의 누적수익률은 -50%이하인 것에 비해 결합 모델은 +11.35%의 높은 누적수익률을 달성하여 하락이 지속되던 투자 기간에도 기술적으로 방어하며 수익을 낼 수 있음을 확인하였다. 본 연구는 기존의 딥러닝기반 암호화폐 가격 예측에서 나아가 변동성이 큰 암호화폐시장에서 딥러닝과 단기매매전략을 결합하여 투자 성과를 개선하였다는 점에서 학술적 의의가 있으며, 실제 투자 시 적용 가능성을 보여주었다는 점에서 실무적 의의가 있다.

Road-friendliness of Fuzzy Hybrid Control Strategy Based on Hardware-in-the-Loop Simulations

  • Yan, Tian Yi;Li, Qiang;Ren, Kun Ru;Wang, Yu Lin;Zhang, Lu Zou
    • Journal of Biosystems Engineering
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    • 제37권3호
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    • pp.148-154
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    • 2012
  • Purpose: In order to improve road-friendliness of heavy vehicles, a fuzzy hybrid control strategy consisting of a hybrid control strategy and a fuzzy logic control module is proposed. The performance of the proposed strategy should be effectively evaluated using a hardware-in-the-loop (HIL) simulation model of a semi-active suspension system based on the fuzzy hybrid control strategy prior to real vehicle implementations. Methods: A hardware-in-the-loop (HIL) simulation system was synthesized by utilizing a self-developed electronic control unit (ECU), a PCI-1711 multi-functional data acquisition board as well as the previously developed quarter-car simulation model. Road-friendliness of a semi-active suspension system controlled by the proposed control strategy was simulated via the HIL system using Dynamic Load Coefficient (DLC) and Dynamic Load Stress Factor (DLSF) criteria. Results: Compared to a passive suspension, a semi-active suspension system based on the fuzzy hybrid control strategy reduced the DLC and DLSF values. Conclusions: The proposed control strategy of semi-active suspension systems can be employed to improve road-friendliness of road vehicles.

Research on the Impact of the Network Marketing Strategy on Enterprise Performance of Artistic Products - Centered on Consumers' Impulsive and Repeated Purchasing Behaviors

  • Du, Mingzhe
    • 한국컴퓨터정보학회논문지
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    • 제24권8호
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    • pp.159-166
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    • 2019
  • In this paper, we propose takes network marketing as a starting point for analysis, uses the theory of purchasing behavior and enterprise performance to analyze the network marketing strategy of artistic products, incorporates the practical problems encountered by some artistic products enterprises in Zhejiang Province in network marketing into theoretical research. The theoretical model of network marketing strategy acting on enterprise performance through the intermediary effect of purchasing behavior is constructed. This paper conducted an in-depth survey of three representative core domestic companies engaged in Internet marketing of artistic products, and analyzed the questionnaires of 357 respondents. The initial model was verified by statistical tools such as SPSS and AMOS, and three conclusions were drawn: Firstly, network marketing strategies of different dimensions have different effects on purchasing behavior: pricing strategy and product strategy have significant positive effects on impulse purchasing behavior, but channel strategy has no significant impact on impulse purchasing behavior; Channel strategy and product strategy have a significant positive impact on repeated purchasing behavior, but pricing strategy has no significant impact on repeated purchasing behavior. Second, user purchasing behavior has a significant positive impact on enterprise performance. Third, network marketing strategies of different dimensions have significant direct and positive impact on enterprise performance.

An Efficient Two-Step Paging Strategy Using Base Station Paging Agents in Mobile Communication Networks

  • Baek, Jang-Hyun;Ryu, Byung-Han
    • ETRI Journal
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    • 제26권5호
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    • pp.493-496
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    • 2004
  • An effective paging strategy is essential for improving the utility of radio channels. This paper proposes a two-step paging strategy which involves using base station paging agents to page a single cell at each paging. An analytical model is used to evaluate the performance of the proposed strategy. The proposed strategy is compared with the traditional simultaneous paging strategy and a recent proposal using the base station paging agents. The numerical results showed that the proposed strategy proficiently reduces paging cost on radio channels compared with other paging strategies.

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지역 중소기업의 환경, 역량, 전략이 수출성과에 미치는 영향 (Environment, Competence, and Strategy Effects on the Export Performance of Regional SMEs)

  • 김승호;허무열
    • 유통과학연구
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    • 제13권3호
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    • pp.61-67
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    • 2015
  • Purpose - Exports have long been regarded as significant drivers of sustainable competitive advantage and growth among small and medium enterprises (SMEs). The export activities of SMEs are particularly important in the context of export-oriented economies such as Korea. Although many studies have examined the determinants of exports, it is difficult to find empirical studies about the determinants of the export performance of regional SMEs. This study investigates the determinants of export performance in the regional SME context based on an integrated approach that combines the environment factor of industrial organization theory, competitive strategy theory, and the competences of the resource-based view. Research design, data, and methodology - To empirically analyze the determinants of export performance in the regional SMEs, data were collected from firms in the Daegu metropolitan area. Data were collected directly through questionnaire surveys; in addition, secondary financial data were also taken from the KIS-VALUE database. Out of the 175 responses that were received, 143 were considered to be worth examining. After testing the reliability and validity of the variables through multiple items such as environmental turbulence and competitive strategy, hypotheses were verified by using five multi-regression models. These models were: a control model with organizational size and age, an environmental model with technology and market turbulence, a competency model with R&D and foreign distribution channels, a strategy model with product and market differentiation, and an integrated model including all of these variables. Results - First, as a control variable, the organization size has significant positive effects on export performance. Second, technology turbulence based on industrial organization theory has significant positive effects on export performance, but market turbulence does not affect export performance. Third, the foreign market distribution competency of the resource-based view has strong positive effects on export performance, but the R&D competency does not affect export performance. Fourth, the product differentiation strategy from competitive strategy theory positively impacts export performance, but market differentiation does not affect export performance. Finally, in the integrated model, only the foreign distribution competency of the resource-based view has a significant effect on export performance. Conclusions - The empirical results of this study verified the usefulness of the rationales behind the three theories to explain the export performance of the regional SMEs, especially the importance of the foreign market distribution competency from the resource-based view. With regard to practical considerations, this study's implications suggest that the use of technological environmental changes by industries is better than the use of market changes. Further, the use of the product differentiation strategy is more effective than the use of the market-driving strategy, and the distribution channel competency plays a stronger role than the technology-oriented competency with regard to the export performance position of regional SMEs. Future studies should examine relational perspectives, such as trust among channel partners. Therefore, the configuration approach is more useful in enhancing pragmatism by comparing high- and low-export companies.

사진기록의 디지털화 사례분석과 전략모델 제안에 관한 연구 (A Study on Establishing a Strategy Model Through Analyzing Cases of Digitization of Photographs)

  • 김장환;박주석
    • 한국기록관리학회지
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    • 제9권1호
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    • pp.121-150
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    • 2009
  • 본 연구는 시각문화 패러다임의 등장을 염두에 두고 사진기록의 의미를 재조명함으로써, 사진기록을 디지털화하는 데 필요한 디지털화 전략모델을 수립하고자 하였다. 디지털화 전략모델은 사진기록을 디지털화할 때 필수적으로 고려해야 할 이슈를 고려하여 프로젝트 라이프 사이클과 디지털화 사슬(digitization chain) 모형을 적용함으로써 일반적인 참조모델로서의 프로세스를 제시하는 방향으로 설계되었다. 크게 Pre-project 단계, Production 단계, Post-project 단계의 세 단계로 나뉘고, 세부적으로 (1) 프로젝트 전체 계획 수립 및 관리, (2) 디지털화 대상 사진기록 선별, (3) 디지털 변환 및 품질 관리, (4) 보존 및 접근 이용의 네 단계로 구분된다. 실질적인 사진기록의 디지털화 전략은 디지털화 객체의 생애 주기에 근거한 연속적인 디지털화 사슬 모형을 기반으로, 생성된 디지털화 객체의 품질을 보장할 수 있도록 설계하였다. 각 단계는 기본적인 프로세스와 그에 대한 세부 내용 및 체크 리스트로 구성되어 있다.

공업계 고등학교 실기 교육에서 동료지도법을 적용한 협동학습 수업 전략 (Instructional Strategy of Cooperative Learning Applied Peer Tutoring in the Practical Class of Technical High School)

  • 손주민;김판욱
    • 대한공업교육학회지
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    • 제31권1호
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    • pp.23-45
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    • 2006
  • 이 연구의 목적은 공업계 고등학교 실기교육에서 적용할 수 있는 협동학습 수업 모형을 개발하는 것이다. 이 목적을 달성하기 위해서 관련 문헌을 검토하였고, 실기교육 내용의 재구성과 모형개발을 위해서 전문가와 면담을 하였다. 연구 결과 15단계로 구성된 협동학습 수업 전략 모형이 개발되었다. 이 모형은 전통적인 4단계 모형에 그 기반을 두고 있고, 이미 그 효과가 검증된 Jigsaw 모형과 STAD 모형, 그리고 LT 모형의 장점을 수용하였다. 개발된 모형의 특징은 학생들이 협동학습 과제를 완성하기 위해서 모든 팀 구성원들이 모듈로 구성되어 있는 학습안내서를 가지고 수업목표를 달성해야 하며, 자신들의 동료들을 가르쳐서 구성원 모두가 완전학습에 도달하도록 해야 한다. 이 수업전략 모형은 모듈식 학습안내서, 동료지도법, 그리고 협동학습이 유기적으로 연결되어 있어서 공업계 고등학교 학생들의 인지적 영역과 정의적 영역은 물론이고 기능적 영역의 수업목표를 효과적으로 달성할 수 있을 것으로 기대된다.

Adaptive-scale damage detection strategy for plate structures based on wavelet finite element model

  • He, Wen-Yu;Zhu, Songye
    • Structural Engineering and Mechanics
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    • 제54권2호
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    • pp.239-256
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    • 2015
  • An adaptive-scale damage detection strategy based on a wavelet finite element model (WFEM) for thin plate structures is established in this study. Equations of motion and corresponding lifting schemes for thin plate structures are derived with the tensor products of cubic Hermite multi-wavelets as the elemental interpolation functions. Sub-element damages are localized by using of the change ratio of modal strain energy. Subsequently, such damages are adaptively quantified by a damage quantification equation deduced from differential equations of plate structure motion. WFEM scales vary spatially and change dynamically according to actual needs. Numerical examples clearly demonstrate that the proposed strategy can progressively locate and quantify plate damages. The strategy can operate efficiently in terms of the degrees-of-freedom in WFEM and sensors in the vibration test.

Replacement model under warranty with age-dependent minimal repair

  • Park, Minjae
    • International Journal of Reliability and Applications
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    • 제18권1호
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    • pp.9-20
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    • 2017
  • In this paper, we consider a renewable repair-replacement warranty strategy with age-dependent minimal repair service and propose an optimal maintenance model during post-warranty period. Such model implements the repair time limit under warranty and follows with a certain form of system maintenance strategy when the warranty expires. The expected cost rate is investigated per unit time during the life period of the system as for the standard for optimality. Based on the cost design defined for each failure of the system, the expected cost rate is derived during the life period of the system, considering that a renewable minimal repair-replacement warranty strategy with the repair time limit is provided to the customer under warranty. When the warranty is finished, the maintenance of the system is the customer's responsibility. The life period of the system is defined and the expected cost rate is developed from the viewpoint of the customer's perspective. We obtain the optimal maintenance strategy during the maintenance period by minimizing such a cost rate after a warranty expires. Numerical examples using field data are shown to exemplify the application of the methodologies proposed in this paper.

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Communication Resource Allocation Strategy of Internet of Vehicles Based on MEC

  • Ma, Zhiqiang
    • Journal of Information Processing Systems
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    • 제18권3호
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    • pp.389-401
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    • 2022
  • The business of Internet of Vehicles (IoV) is growing rapidly, and the large amount of data exchange has caused problems of large mobile network communication delay and large energy loss. A strategy for resource allocation of IoV communication based on mobile edge computing (MEC) is thus proposed. First, a model of the cloud-side collaborative cache and resource allocation system for the IoV is designed. Vehicles can offload tasks to MEC servers or neighboring vehicles for communication. Then, the communication model and the calculation model of IoV system are comprehensively analyzed. The optimization objective of minimizing delay and energy consumption is constructed. Finally, the on-board computing task is coded, and the optimization problem is transformed into a knapsack problem. The optimal resource allocation strategy is obtained through genetic algorithm. The simulation results based on the MATLAB platform show that: The proposed strategy offloads tasks to the MEC server or neighboring vehicles, making full use of system resources. In different situations, the energy consumption does not exceed 300 J and 180 J, with an average delay of 210 ms, effectively reducing system overhead and improving response speed.