• Journal of Internet of Things and Convergence
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• v.9 no.6
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• pp.57-62
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• 2023

This research is a comparative analysis of the U.S. S&P 500 index using the volatility breakout strategy against the Buy and Hold approach. The volatility breakout strategy is a trading method that exploits price movements after periods of relative market stability or concentration. Specifically, it is observed that large price movements tend to occur more frequently after periods of low volatility. When a stock moves within a narrow price range for a while and then suddenly rises or falls, it is expected to continue moving in that direction. To capitalize on these movements, traders adopt the volatility breakout strategy. The 'k' value is used as a multiplier applied to a measure of recent market volatility. One method of measuring volatility is the Average True Range (ATR), which represents the difference between the highest and lowest prices of recent trading days. The 'k' value plays a crucial role for traders in setting their trade threshold. This study calculated the 'k' value at a general level and compared its returns with the Buy and Hold strategy, finding that algorithmic trading using the volatility breakout strategy achieved slightly higher returns. In the future, we plan to present simulation results for maximizing returns by determining the optimal 'k' value for automated trading of the S&P 500 index using artificial intelligence deep learning techniques.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.42 no.5
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• pp.579-596
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• 1997

A simulation study was carried out to delineate potential effects of the lake-induced climate change on crop productivity around Lake Imha which was formed after a multi-purpose dam construction in Andong, Korea. Twenty seven cropping zones were identified within the 30 km by 25 km study area. Five automated weather stations were installed within the study area and operated for five years after the lake formation. A geostatistical method was used to calculate the monthly climatological normals of daily maximum and minimum temperature, solar radiation and precipitation for each cropping zone before and after the dam construction. Daily weather data sets for 30 years were generated for each cropping zone from the monthly normals data representing "No lake" and "After lake" climatic scenarios, respectively. They were fed into crop models (ORYZA1 for rice, SOYGRO for soybean, CERES-maize for corn) to simulate the yield potential of each cropping zone. Calculated daily maximum temperature was higher after the dam construction for the period of October through March and lower for the remaining months except June and July. Decrease in daily minimum temperature was predicted for the period of April through August. Monthly total radiation was predicted to decrease after the lake formation in all the months except February, June, and September and the largest drop was found in winter. But there was no consistent pattern in precipitation change. According to the model calculation, the number of cropping zones which showed a decreased yield potential was 2 for soybean and 6 for corn out of 27 zones with a 10 to 17% yield drop. Little change in yield potential was found at most cropping zones in the case of paddy rice, but interannual variation was predicted to increase after the lake formation. the lake formation.

• Journal of Korea Water Resources Association
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• v.54 no.12
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• pp.1339-1348
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• 2021

In accordance with the River Law, the basic river maintenance plan is established every 5-10 years with a considerable national budget for domestic rivers, and various river surveys such as the river section required for HEC-RAS simulation for flood level calculation are being conducted. However, river survey data are provided only in the form of a pdf report to the River Management Geographic Information System (RIMGIS), and the original data are distributedly owned by designers who performed the river maintenance plan in CAD format. It is a situation that the usability for other purposes is considerably lowered. In addition, when using surveyed CAD-type cross-sectional data for HEC-RAS, tools such as 'Dream' are used, but the reality is that time and cost are almost as close as manual work. In this study, RAUT (River Information Auto Upload Tool), a tool that can solve these problems, was developed. First, the RAUT tool attempted to automate the complicated steps of manually inputting CAD survey data and simulating the input data of the HEC-RAS one-dimensional model used in establishing the basic river plan in practice. Second, it is possible to directly read CAD survey data, which is river spatial information, and automatically upload it to the river spatial information DB based on the standard data model (ArcRiver), enabling the management of river survey data in the river maintenance plan at the national level. In other words, if RIMGIS uses a tool such as RAUT, it will be able to systematically manage national river survey data such as river section. The developed RAUT reads the river spatial information CAD data of the river maintenance master plan targeting the Jeju-do agar basin, builds it into a mySQL-based spatial DB, and automatically generates topographic data for HEC-RAS one-dimensional simulation from the built DB. A pilot process was implemented.

• Journal of Environmental Impact Assessment
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• v.30 no.3
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• pp.141-154
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• 2021

In this study, the effect of the restoration of Yaksa stream and the construction of an apartment complex by the urban renewal project in the Yaksa district of Chuncheon on air quality in the surrounding area was evaluated using computational fluid dynamics (CFD) model simulations. In orderto compare the impact of the project, wind and pollutant concentration fields were simulated using topographic data in 2011 and 2017, which stand for the periods before and after the urban renewal project, respectively. In the numerical experiments, the scenarios were set to analyze the effect of the construction of the apartment complex and the effect of stream restoration. Wind direction and wind speed data obtained from the Chuncheon Automated Synoptic Observing System (ASOS) were used as the inflow boundary conditions, and the simulation results were weighted according to the frequencies of the eight-directional inflow wind directions. The changes in wind speed and NO_X concentration distribution according to the changes in building and terrain between scenarios were compared. As a result, the concentration of NO_X emitted from the surrounding roads increased by the construction of the apartment complex, and the magnitude of the increase was reduced as the result of including the effect of stream restoration. The concentration of NO_X decreased around the restored stream, while the concentration increased significantly around the constructed apartment complex. The increase in the concentration of NO_X around the apartment complex was more pronounced in the place located in the rear of the wind direction to the apartment complex, and the effect remains up to the height of the building. In conclusion, it was confirmed that the relative arrangement of apartment complex construction and stream restoration in relation to the main wind direction of the target area was one of the major factors in determining the surrounding air quality.

• Cartoon and Animation Studies
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• s.36
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• pp.147-165
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• 2014

Around the turn of 21st century, there has been a major technological shift in the animation industry. With development of reality-based computer graphics, major American animation studios replaced hand-drawn method with the new 3D computer graphics. Traditional animation was known for its simplified shapes such as circles and triangle that makes characters' movements distinctive from non-animated feature films. Computer-generated animation has largely replaced it, but is under continuous criticism that automated movements and reality-like graphics devaluate the aesthetics of animation. Although hand-drawn animation is still produced, 3D computer graphics have taken commercial lead and there has been many changes to acting of animated characters, which calls for detailed investigation. Firstly, the changes in acting of 3D characters can be traced from looking at human-like rigging method that mimics humanistic moving mechanism. Also, if hair and clothing was part of hand-drawn characters' acting, it has now been hidden inside mathematical simulation of 3D graphics, leaving only the body to be used in acting. Secondly, looking at "Stretch and Squash" method, which represents the distinctive movements of animation, through the lens of media, a paradox arises. Hand-drawn animation are produced frame-by-frame, and a subtle change would make animated frames shiver. This slight shivering acts as an aesthetic distinction of animated feature films, but can also require exaggerated movements to hide the shivering. On the contrary, acting of 3D animation make use of calculated movements that may seem exaggerated compared to human acting, but seem much more moderate and static compared to hand-drawn acting. Moreover, 3D computer graphics add the third dimension that allows more intuitive movements - maybe animators no longer need fine drawing skills; what they now need is directing skills to animate characters in 3D space intuitively. On the assumption that technological advancement and change of artistic expressionism are inseparable, this paper compares acting of 3D animation studio Pixar and classical drawing studio Disney to investigate character acting style and movements.