• 제목/요약/키워드: Trading rules

검색결과 87건 처리시간 0.029초

외환거래에서 의사결정나무와 그래디언트 부스팅을 이용한 수익 모형 연구 (The study of foreign exchange trading revenue model using decision tree and gradient boosting)

  • 정지현;민대기
    • Journal of the Korean Data and Information Science Society
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    • 제24권1호
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    • pp.161-170
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    • 2013
  • 외환차액거래는 국제외환 시장에서 외국의 통화를 거래하는 것으로 현물시장에서 이뤄지는 장외 통화선물 거래를 의미한다. 외환차액거래 데이터를 이용하여 의사결정나무와 그래디언트 부스팅 방법을 이용한 수익모델을 비교하였다. 금융시장의 예측을 위해 사용되고 있는 시계열분석과 같은 방법들은 장기간의 예측 모형을 설명하기에 장점이 있지만, 파동이많고 짧은 시간에 가격이 급변하는 외환시장을 예측하기에는 한계가 있다. 따라서 본 논문에서는 단기간 즉 1, 3, 5분에서 외환시장의 수익구조를 의사결정나무와 앙상블기법의 하나인 그래디언트 부스팅으로 비교하여 매수, 매도거래 시 수익을 만들기 위한 규칙을 연구하였다.

문화산업분야 다자통상규범 : DDA의 쟁점 및 전망 (Multilateral Trade Rules on Cultural Industry : Issues and Outlook of the DDA)

  • 이한영
    • 통상정보연구
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    • 제11권1호
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    • pp.465-484
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    • 2009
  • Since the launch of the GATT system, one of the most controversial topics in trade liberalization has been the conflict between culture and trade. The sticking point has been the necessity of cultural exceptions in trade rules. Some countries do not wish to allow further exceptions to basic principles even in cultural industry, while many other countries make their efforts to obtain "cultural safety valve." The latter group asserts that it is indispensable for the protection of cultural identity, whereas the former seems to doubt the truth of the assertion. That is because cultural policy measure possibly constitute a means of arbitrary or unjustifiable discrimination between countries, or a disguised barriers to trade in cultural products. Unfortunately, cultural exceptions still remain unresolved in the WTO, the successor to the GATT. This paper is to review the history and rules of multilateral trading system on cultural industry, address the critical issues to deal with in the DDA negotiations, and lastly provide some perspectives on the appropriate shape of the cultural safety valve.

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좁은 수로에 있어서의 항법에 관한 연구 - 완도구역 연안항로를 중심으로 - (A Study on the Navigational Rules and Regulations for the Narrow Channel)

  • 이철환;김광수;금종수
    • 해양환경안전학회지
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    • 제7권3호
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    • pp.41-59
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    • 2001
  • Recently, as the coastal trading is being increased rapidly, risk of collision being increased especially in the coastal route near around the port of Wando. In this paper, with the reference to various literatures and papers on collision avoidance rules, the navigational rules and regulations for the coastal area-especially for the narrow channel-are construed and introduced in brief. Also, 3 collision cases near around the port of Wando and statistical data during 5 years(1996 to 2000) are studied. The results of this study are as follows; 1. It is strongly recommended to separate the route of east-bound and west-bound in this area due to removing the risk of collision between the vessels in reciprocal way. 2. The owner of the fleet should lead that the master should con the vessel by himself when passing this area. 3. For the introduction of the Coastal VTS, it is required to investigate the capability to cooperate with military radar sites which based on all over the coast.

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Developing an Optimization Module for Water, Energy, and Food Nexus Simulation

  • Wicaksono, Albert;Jeong, Gimoon;Kang, Doosun
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2017년도 학술발표회
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    • pp.184-184
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    • 2017
  • A nation-wide water-energy-food (WEF) nexus simulation model has been developed by the authors and successfully applied to South Korea to predict the sustainability of those three resources in the next 30 years. The model was also capable of simulating future scenarios of resources allocation based on priority rules aiming to maximize resources sustainability. However, the process was still relying on several assumptions and trial-and-error approach, which sometimes resulted in non-optimal solutions of resources allocation. In this study, an optimization module was introduced to enhance the model in generating optimal resources management rules. The objective of the optimization was to maximize the reliability index of resources by determining the resources' allocation and/or priority rules for each demand type that accordingly reflect the resources management policies. Implementation of the optimization module would result in balanced allocation and management of limited resources and assist the stakeholders in deciding resources' management plans, either by fulfilling the domestic production or by global trading.

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The Comparative Study of Incoterms 2020 and 2010 in International Physical Distribution

  • KIM, Jin-Hwan
    • 유통과학연구
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    • 제20권4호
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    • pp.101-110
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    • 2022
  • Purpose: This study is a comparative study to examine the differences between Incoterms 2010 and Incoterms 2010 through a study on the revision contents and conditions of Incoterms 2020. Research design, data, methodology: This study is composed of 5 chapters through literature study. Chapter 1 is an introduction, and Chapter 2 explains the significance and change of standard trading conditions. Chapter 3 compares Incoterms 2020 and 2010. Chapter 4 deals with major revisions and considerations of Incoterms 2020, and Chapter 5 mentions conclusions and implications. Results: In comparison with Incoterms 2020 and Incoterms 2010, first, the selection of the correct Incoterms rules was emphasized through the introduction; second, the division and connection between the sale contract and the ancillary contract were more clearly explained; and third, each Incoterms An explanatory note was presented by improving the existing guidance note for rules, and finally, the order of clauses within individual Incoterms rules was changed to further emphasize delivery and risk. Conclusions: This study pays attention to the understanding of academic content related to standard trade terms and conditions and how usefully it can be used in the business process of users in practice.

UNCITRAL 중재규칙(仲裁規則) 개정초안(改正草案) 내용(內容)의 분석(分析)과 방향검토(方向檢討) (Analysis of Deliberations by UNCITRAL Working Group on the Draft Revised Version of UNCITRAL Arbitration Rules)

  • 강병근
    • 한국중재학회지:중재연구
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    • 제18권2호
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    • pp.3-31
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    • 2008
  • At its thirty-ninth session(New York, 19 June - 7 July 2006), United Nations Commission on International Trade Law(hereinafter referred to as the Commission) agreed to give priority to the topic of revising the UNCITRAL Arbitration Rules. From the forty-fifth through the forty-seventh session, the Working Group checked various issues based on the draft revised version of the UNCITRAL Arbitration Rules prepared by the Secretariat. At its forty-eighth session, the Working Group is going to finish its first reading of articles 38 to 41 of the draft revised version of the UNCITRAL Arbitration Rules, and to commence its second reading of the draft revised version of UNCITRAL Arbitration Rules. Korea is keen on enticing foreign direct investment into its territory. From the 1960s, Korea has concluded more than 80 BITs. Korea is making efforts to conclude FTAs with its trading partners. As of January, 2008, 3 FTAs have taken into effect with respect to Korea. According to provisions on dispute settlement found in such BITs and FTAs involving Korea, the Rules can be chosen for Investor-State Arbitration. Furthermore, the Rules is followed by the arbitration rules for domestic and international arbitrations administered by the Korean Commercial Arbitration Board. If the Commission adopts the revised version of UNCITRAL Arbitration Rules, the Rules will be able to give impact on the arbitration law and practice around the world of arbitration. That is the reason why we should keep attention to the development of the deliberations of the Working Group.

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인터넷에 의한 증권거래에 관하여 - ILA. Committee on International Securities Regulation에서의 논의 - (On the Internet Securities Transaction)

  • 박영길
    • 한국중재학회지:중재연구
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    • 제12권2호
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    • pp.221-262
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    • 2003
  • In recent years, information technological revolution of using Internet in the Stock Market has shown reconsideration of Securities and Exchange Law. Since the 1998 Taipei Conference, ILA have studied upon it and presented 6th Interim Report during the 2000 London Conference. This paper summarizes a part of the 6th Interim Report. The Internet has created a medium to which traditional principles of jurisdiction may not have full relevance. To understand the jurisdictional issues posed by this new medium, we should first review the traditional principles of jurisdiction under international, U. S. law and Other Countries law. In previous reports, the general principles of jurisdiction in international law have been described. These principles are, however, difficult to apply in the context of Internet and other forms of computerized securities trading. Regulators all over the world are trying to address and solve jurisdictional issues raised by the Internet. The traditional rules of jurisdiction in international law, grounded as they are on a geography-based approach, may be in the process of being undermined by the Internet and other global networks allowing for remote access to information and to markets.

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고객의 잠재가치에 기반한 증권사 수수료 정책 연구 (Analysis of Brokerage Commission Policy based on the Potential Customer Value)

  • 신형원;손소영
    • 산업공학
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    • 제16권spc호
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    • pp.123-126
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    • 2003
  • In this paper, we use three cluster algorithms (K-means, Self-Organizing Map, and Fuzzy K-means) to find proper graded stock market brokerage commission rates based on the cumulative transactions on both stock exchange market and HTS (Home Trading System). Stock trading investors for both modes are classified in terms of the total transaction as well as the corresponding mode of investment, respectively. Empirical analysis results indicated that fuzzy K-means cluster analysis is the best fit for the segmentation of customers of both transaction modes in terms of robustness. We then propose the rules for three grouping of customers based on decision tree and apply different brokerage commission to be 0.4%, 0.45%, and 0.5% for exchange market while 0.06%, 0.1%, 0.18% for HTS.

한국무역업계의 FTA 평가와 활용 제고방안 연구 (A Study on the Korean Companys' Evaluation of decade-long Korean FTAs and how to improve its for FTA Utilization)

  • 배명렬;박천일
    • 통상정보연구
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    • 제16권5호
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    • pp.249-273
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    • 2014
  • 본 연구는 우리나라의 무역업체를 대상으로 실시한 설문조사를 통해 지금까지 추진해 온 FTA에 대한 우리 무역업계의 평가를 살펴보고 활용에 있어 애로요인을 파악함으로써 지원정책에 대한 시사점과 대응방안을 모색하고자 하였다. 설문조사에 따르면 대부분의 무역업체는 FTA를 활용해 본 경험이 있었으며, FTA를 활용한 무역업체의 대부분은 FTA가 기업경영 및 수출입 확대에 도움이 되었다고 평가하였다. 그러나 응답기업 중에는 FTA를 활용해 본 경험이 없다고 응답한 기업도 상당수 있었으며, 활용한 경험이 있는 기업들도 복잡한 원산지규정과 실질적 정보부족 등으로 FTA를 활용하는데 어려움이 있음을 밝히고 있다. 따라서 FTA의 활용도를 높이기 위한 노력의 필요성이 제기되었고, 지원정책 또한 업계가 필요로 하는 실질적인 정책으로의 전환이 요구되었다. 또한 무역업계는 향후 체결될 FTA에 대해 가능한 동아시아 거대 경제권과의 FTA 체결을 선호하였으며, FTA가 기업경영에 실질적 도움이 되는 방향에서 추진되기를 희망하였다.

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AMOEBA 기법을 활용한 상권 경계 탐지 (Trade Area Delimitation Using AMOEBA Technique)

  • 권필;유기윤
    • 대한공간정보학회지
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    • 제23권2호
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    • pp.11-16
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    • 2015
  • 일반적으로 상권의 경계는 조사기관의 내부 기준에 따라 현장답사를 실시하고 지역에 따라 시간이 많이 소요될 뿐만 아니라 과학적이지 않다는 문제점을 가지고 있다. 특히, 홍대입구역과 같이 폐점과 개점의 속도가 빠르게 일어나는 지역에 대한 현장답사는 많은 시간과 비용을 필요로 한다. 그럼에도 불구하고, 현장답사 방법은 상권의 경계를 구분할 때 가장 믿을 수 있는 대안으로 여겨지고 있다. 본 연구는 기 구축된 공간정보 데이터를 활용하여 현장답사를 최소화하고 공간통계기법을 활용하여 상권경계를 설정하고자 한다. 서울시 관악구를 연구 지역으로 삼았으며, 공시지가와 유동인구 데이터에 AMOEBA기법을 적용하여 상권의 경계를 확인하였다. 상권의 경계를 구분하기 위해 필지 경계를 활용하였으며 연구의 타당성을 확보하기 위해 현장조사 방법으로 구분된 상권 경계와 비교 하였다.