• Title/Summary/Keyword: Trading Simulation

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Node Incentive Mechanism in Selfish Opportunistic Network

  • WANG, Hao-tian;Chen, Zhi-gang;WU, Jia;WANG, Lei-lei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.3
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    • pp.1481-1501
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    • 2019
  • In opportunistic network, the behavior of a node is autonomous and has social attributes such as selfishness.If a node wants to forward information to another node, it is bound to be limited by the node's own resources such as cache, power, and energy.Therefore, in the process of communication, some nodes do not help to forward information of other nodes because of their selfish behavior. This will lead to the inability to complete cooperation, greatly reduce the success rate of message transmission, increase network delay, and affect the overall network performance. This article proposes a hybrid incentive mechanism (Mim) based on the Reputation mechanism and the Credit mechanism.The selfishness model, energy model (The energy in the article exists in the form of electricity) and transaction model constitute our Mim mechanism. The Mim classifies the selfishness of nodes and constantly pay attention to changes in node energy, and manage the wealth of both sides of the node by introducing the Central Money Management Center. By calculating the selfishness of the node, the currency trading model is used to differentiate pricing of the node's services. Simulation results show that by using the Mim, the information delivery rate in the network and the fairness of node transactions are improved. At the same time, it also greatly increases the average life of the network.

An Intelligent Gold Price Prediction Based on Automated Machine and k-fold Cross Validation Learning

  • Baguda, Yakubu S.;Al-Jahdali, Hani Meateg
    • International Journal of Computer Science & Network Security
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    • v.21 no.4
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    • pp.65-74
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    • 2021
  • The rapid change in gold price is an issue of concern in the global economy and financial markets. Gold has been used as a means for trading and transaction around the world for long period of time and it plays an integral role in monetary, business, commercial and financial activities. More importantly, it is used as economic measure for the global economy and will continue to play an important economic vital role - both locally and globally. There has been an explosive growth in demand for efficient and effective scheme to predict gold price due its volatility and fluctuation. Hence, there is need for the development of gold price prediction scheme to assist and support investors, marketers, and financial institutions in making effective economic and monetary decisions. This paper primarily proposed an intelligent based system for predicting and characterizing the gold market trend. The simulation result shows that the proposed intelligent gold price scheme has been able to predict the gold price with high accuracy and precision, and ultimately it has significantly reduced the prediction error when compared to baseline neural network (NN).

The Welfare Effects of the Military Purveyance Program of Livestock Products (축산물 군납사업의 사회적 후생효과 분석)

  • Chang, Jae Bong;Kim, Yoon Hyung
    • Journal of Korean Society of Rural Planning
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    • v.28 no.4
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    • pp.31-39
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    • 2022
  • This study empirically analyzed the welfare effect of the military purveyance program, which plays an important role in maintaining the sales channel and demand base in Korea's agricultural and livestock industry, as well as the stable supply of safe ingredients for military meals essential for the morale and combat power of soldiers. The military purveyance program causes additional demand for domestic livestock products, affecting the trading volumes and price levels in the market. This will change the welfare of producers and consumers, and affect the welfare of soldiers who are subject to military meals. The analysis results obtained through a simulation method based on the equilibrium displacement model are as follows. In the case of pork delivered for military service, producer surplus increased by KRW 55.3-62.2 billion and consumer surplus decreased by KRW 55.1~62.0 billion based on pork production in 2021. It wad analyzed that the consumer surplus in the military supply market, rather than the conventional market, increased by KRW 96.9 billion won, resulting in a total welfare gain of KRW 97.1 billion.

Banded vector heterogeneous autoregression models (밴드구조 VHAR 모형)

  • Sangtae Kim;Changryong Baek
    • The Korean Journal of Applied Statistics
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    • v.36 no.6
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    • pp.529-545
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    • 2023
  • This paper introduces the Banded-VHAR model suitable for high-dimensional long-memory time series with band structure. The Banded-VHAR model has nonignorable correlations only with adjacent dimensions due to data features, for example, geographical information. Row-wise estimation method is adapted for fast computation. Also, two estimation methods, namely BIC and ratio methods, are proposed to estimate the width of band. We demonstrate asymptotic consistency of our proposed estimation methods through simulation study. Real data applications to pm2.5 and apartment trading volume substantiate that our Banded-VHAR model outperforms traditional sparse VHAR model in forecasting and easy to interpret model coefficients.

An Algorithm for Estimating Ep/No of UWB Signals (UWB 신호의 Ep/No 추정 알고리즘)

  • Im, Sung-Bin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.9C
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    • pp.1316-1322
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    • 2004
  • Recently, the UWB (ultra wide-band) wireless communication technology, which provides high data transmission and is capable of linearly trading between throughput and signal-to-noise ratio (SNR), has drawn much attention for short-range wireless networks. Fully exploiting its notable features and minimizing its interference to coexisting other systems require the knowledge of SNR's at receivers In this paper, we propose an algorithm for estimating the pulse energy to noise ratio Ep/No of UWB signal with utilization of outputs from a correlator at a receiver, and evaluate the performance of the proposed algorithm through computer simulation. According to simulation results, the maximum standard deviation is about 1 13 dB with a block size of 500. Except for Ep/No=O and 2 dB cases with a block size of 500, no errors greater than 3 dB were observed in all the remaining experiments. Generally speaking, it improves as the true Ep/No, increases and as the block size increases A notable feature of the proposed algorithm is that it does not reduce the effective throughput because the estimation process does not require sending additional training signal of any specific format.

Resource Availability-based Multi Auction Model for Cloud Service Reservation and Resource Brokering System (자원 가용성 기반 다중 경매 모델을 이용한 서비스 예약형 클라우드 자원 거래 시스템)

  • Lee, Seok Woo;Kim, Tae Young;Lee, Jong Sik
    • Journal of the Korea Society for Simulation
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    • v.23 no.1
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    • pp.1-10
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    • 2014
  • A cloud computing is one of a parallel and distributed computing. The cloud computing provides some service for user with virtual resources. However, a user's service request does not show a time pattern. As a result, each resource also shows a different availability at the same time. This difference affects a quality of service (QoS) and a resource selection for users. Therefore, we propose the resource availability-based multi auction model for cloud service reservation and resource brokering system. The proposed system is to select the proper resource provider based on the users' request. The proposal adopts the multi phase of the auction to transact resources. The system evaluates the available factor of each resource on the auction phase, and finally reserves the service on the adaptive queue. The proposed model shows the better performance than other existing method.

A Model-based Performance Study of the EPCglobal Network (모델 기반 EPCglobal 네트워크의 성능 분석)

  • Kang, Yong-Shin;Son, Kyung-Won;Lee, Yong-Han;Rhee, Jong-Tae
    • IE interfaces
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    • v.24 no.2
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    • pp.139-150
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    • 2011
  • The EPCglobal Network is a computer network used to share product data among trading partners. It provides the supply chain with improved visibility and traceability by using Electronic Product Code (EPC), which is stored on an RFID tag. Although this network model is widely accepted as a global standard and the growth of EPCglobal-subscriber base is considerable, the EPC technology adoption process is still in its infancy. This is because some of the critical issues on this model still remain to be verified such as scalability, data management, security, privacy and the economic value of data sharing. In this paper, we focus on scalability issue among the challenges to overcome and we regard performance of the EPCglobal Network only as a track and trace query-processing cost in the network. We developed performance models consisting of three elements of the EPCglobal Network : Discovery Services (DS), EPC Information Services (EPCIS), Object Naming Services (ONS). Then we abstracted out the track and trace query execution model to evaluate performance of the overall EPCglobal Network. Finally using the proposed models, we carried out simulation analysis based on an RFID-based inbound logistics process of automobile parts. This work is an important step towards the EPC technology diffusion and provides guidelines for businesses looking to buy or build the EPCglobal Network-based systems.

A Monte-Carlo Least Squares Approach for CO2 Abatement Investment Options Analysis with Linearly Non-Separable Profits of Power Plants (분리불가 이윤함수를 가진 발전사의 온실가스 감축투자 옵션 연구: 몬테카를로 최소자승법)

  • Park, Hojeong
    • Environmental and Resource Economics Review
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    • v.24 no.4
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    • pp.607-627
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    • 2015
  • As observed and experienced in EU ETS, allowance price volatility is one of major concerns in decision making process for $CO_2$ abatement investment. The problem of linearly non-separable profits functions could emerge when one power company holds several power plants with different technology specifications. Under this circumstance, conventional analytical solution for investment option is no longer available, thereby calling for the development of numerical analysis. This paper attempts to develop a Monte-Carlo least squares model to analyze investment options for power companies under emission trading scheme regulations. Stochastic allowance price is considered, and simulation is performed to verify model performance.

Side-Channel Attacks on Square Always Exponentiation Algorithm (Square Always 멱승 알고리듬에 대한 부채널 공격)

  • Jung, Seung-Gyo;Ha, Jae-Cheol
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.24 no.3
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    • pp.477-489
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    • 2014
  • Based on some flaws occurred for implementing a public key cryptosystem in the embedded security device, many side-channel attacks to extract the secret private key have been tried. In spite of the fact that the cryptographic exponentiation is basically composed of a sequence of multiplications and squarings, a new Square Always exponentiation algorithm was recently presented as a countermeasure against side-channel attacks based on trading multiplications for squarings. In this paper, we propose Known Power Collision Analysis and modified Doubling attacks to break the Right-to-Left Square Always exponentiation algorithm which is known resistant to the existing side-channel attacks. And we also present a Collision-based Combined Attack which is a combinational method of fault attack and power collision analysis. Furthermore, we verify that the Square Always algorithm is vulnerable to the proposed side-channel attacks using computer simulation.

A Study on the Estimation Method of Daily Load Curve for the Optimization Design and Economic Evaluation of Stand-alone Microgrids Based on HOMER Simulation in Off-Grid Limiting the Supply of Electricity (제한급전하는 오프그리드의 독립형 마이크로그리드 최적 설계 및 경제성 평가를 위한 일부하곡선 추정 방안에 관한 연구)

  • Nam, Yong-Hyun;Youn, Seok-Min;Kim, Jung-Hoon;Hwang, Sung-Wook
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.68 no.1
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    • pp.27-35
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    • 2019
  • There is a growing interest in various microgrid solutions that supply electricity 24 hours a day to off-grid areas where are not connected with the main grid, and Korea has many positive effects by constructing overseas microgrids as a country operating the emission trading scheme. Since it is not clear how to obtain load curves that is one of the inputs of the HOMER used to design a microgrid optimization plan, or it is necessary to examine whether electricity is supplied to the peak load level of the areas where have not received the electricity benefits from the viewpoint of the demand management, a methodology should be developed to know the load composition ratio and the shape of the daily load curve. In this paper, the relative coefficient and average load information for each load group obtained from the survey are used besides peak load and total average load. A mathematical model is proposed to derive the load composition ratio in the form of a Quadratic Programming and the load forecasting is performed using simple linear regression with future indicators. The effectiveness of the proposed method is confirmed for the Philippine island region supported by Korea Energy Agency and the Asian Development Bank.