• Journal of Korean Society of Industrial and Systems Engineering
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• v.37 no.4
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• pp.202-211
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• 2014

Pairs trading is a type of arbitrage investment strategy that buys an underpriced security and simultaneously sells an overpriced security. Since the 1980s, investors have recognized pairs trading as a promising arbitrage strategy that pursues absolute returns rather than relative profits. Thus, individual and institutional traders, as well as hedge fund traders in the financial markets, have an interest in developing a pairs trading strategy. This study proposes pairs trading rules (PTRs) created from a price ratio between securities (i.e., stock index futures) using rough set analysis. The price ratio involves calculating the closing price of one security and dividing it by the closing price of another security and generating Buy or Sell signals according to whether the ratio is increasing or decreasing. In this empirical study, we generate PTRs through rough set analysis applied to various technical indicators derived from the price ratio between KOSPI 200 and S&P 500 index futures. The proposed trading rules for pairs trading indicate high profits in the futures market.

• Advances in materials Research
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• v.1 no.1
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• pp.1-12
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• 2012

There have been many efforts on the generating metal nanocrystals enclosed by high-index facets for the use as highly active catalysts. This paper describes a facile synthesis of Au trisoctahedra with high-index facets. In brief, the Au trisoctahdra were prepared by reduction of $HAuCl_4$ in N,N-dimethylformamide (DMF) containing poly (vinyl pyrrolidone) (PVP) and trace amount of $AgNO_3$. The Ag ions in the reaction solution played a critical role in controlling the trisoctahedral shape of the final product by underpotential deposition (UPD) on the Au surfaces. The as-prepared Au trisoctahedra were single crystal and enclosed by high-index {441}, {773} and {331} facets.

• Korean Journal of Remote Sensing
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• v.26 no.3
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• pp.305-316
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• 2010

The MODerate Resolution Imaging Spectroradiometer (MODIS) sensor has 36 bands at 250m, 500m, 1km spatial resolution. However, 500m or 1km MODIS data exhibits a few limitations when low resolution data is applied at small areas that possess complex land cover types. In this study, we produce seven 250m spectral bands by fusing two MODIS 250m bands into five 500m bands. In order to recommend the best fusion method by which one acquires MODIS data, we compare seven fusion methods including the Brovey transform, principle components algorithm (PCA) fusion method, the Gram-Schmidt fusion method, the least mean and variance matching method, the least square fusion method, the discrete wavelet fusion method, and the wavelet-PCA fusion method. Results of the above fusion methods are compared using various evaluation indicators such as correlation, relative difference of mean, relative variation, deviation index, peak signal-to-noise ratio index and universal image quality index, as well as visual interpretation method. Among various fusion methods, the local mean and variance matching method provides the best fusion result for the visual interpretation and the evaluation indicators. The fusion algorithm of 250m MODIS data may be used to effectively improve the accuracy of various MODIS land products.

• Journal of the Korea Society for Simulation
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• v.30 no.2
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• pp.23-31
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• 2021

Defense M&S(Modeling & Simulation) requires weapon effectiveness index which indicates Ph(Probability of hit) and Pk(Probability of kill) values on various impact and environmental conditions. The index is usually produced by JMEM(Joint Munition Effectiveness Manual) development process, which calculates Pk based on the impact condition and circular error probable. This approach requires experts to manually adjust the index to consider the environmental factors such as terrain, atmosphere, and obstacles. To reduce expert's involvement, this paper proposes a meta-model based method to produce weapon effectiveness index. The method considers the effects of environmental factors during calculating a munition's trajectory by utilizing high-resolution weapon system models. Based on the result of Monte-Carlo simulation, logistic regression model and Gaussian Process Regression(GPR) model is respectively developed to predict Ph and Pk values of unobserved conditions. The suggested method will help M&S users to produce weapon effectiveness index more efficiently.

• Proceedings of the KIEE Conference
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• 1990.11a
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• pp.244-246
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• 1990

This paper describes the Large Deviation Method for computing the loss-of-load-probability (L.O.L.P.) index for a generating system. Also, we introduce a rule to prevent the initial value from diverging in Newton-Raphson method which we have to use to determine the value of t. By applying the Large Deviation Method to computing the L.O.L.P. index for some representative reliability test systems, it is verified that the Large Deviation Method is generally very accurate and very fast.

• Journal of Electrical Engineering and Technology
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• v.9 no.2
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• pp.441-451
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• 2014

This article addresses an efficient heuristic-based approach to assign static shunt capacitors along radial distribution networks using the artificial bee colony algorithm. The objective function is adapted to enhance the overall system static voltage stability index and to achieve maximum net yearly savings. Load variations have been considered to optimally scope the fixed and switched capacitors required. The numerical results are compared with those obtained using recent heuristic methods and show that the proposed approach is capable of generating high-grade solutions and validated viability.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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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.

• Journal of The Korean Association For Science Education
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• v.17 no.1
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• pp.93-101
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• 1997

The purpose of this study is to develop a test of earth science inquiry abilities using structured items. To develop a more valid and reliable instrument factual data was used, and most of the previous studies regarding inquiry teaching method and inquiry evaluation were consulted. The model developed in this study is composed of 5 stages; recognizing problems and generating hypotheses, designing inquiry, pursuiting inquiry, interpreting data, and drawing conclusion. Also, in this study 10 science inquiry abilities; recognizing problems, generating hypotheses, controlling variables, designing experiments, performing experiments, transforming data, inferencing, predicting, conclusing, and generalizing were clearly defined. The test developed in the study, Test of Earth Science Inquiry Abilities, includes 25 multiple-choice (five-choice) items and requires testing time of 50 minutes. The content validity of items, objectivity of scoring keys and clarity of items were checked by 7 experienced specialists in science education and earth science. The developed test were investigated and revised through three field tests. According to the results of the third field trial, test reliability (Cronbach $\alpha$) was 0.62, difficulty index was 0.54 and index of discrimination was 0.35. Also, the developed Test of Earth Science Inquiry Abilities showed a correlation coefficient of 0.53 with TIPS. Therefore, the development of Test of Earth Science Inquiry Abilities using structured items satisfied the reliability and validity requirements for general assessment instruments for students' earth science inquiry abilities.

• Journal of the Korean Society of Safety
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• v.35 no.5
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• pp.59-65
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• 2020

For monitoring the status of industrial accidents, many statistical indexes have been developed and applied such as fatal rate, frequency rate, and severity rate. These accident indexes are measured by frequency and loss time according to the accidents in the individual industry level. However, it is less considered to use the index of identifying the industrial concentration of accidents in the holistic view. Thus, this study aims to suggest the accident concentration level among domestic industries through index analysis. The concentration level of industrial accidents is calculated by the accident composition of sub-industries. This concentration level shows whether an industry is comprised of a few sub-industries generating more accidents or an industry consists of sub-industries having the similar number of accidents. To this end, the concentration rate (CR) and concentration index (CI) are proposed to take a look at the industry composition of accidents by embracing the concept of market concentration indexes such as Hirschman-Herfindahl Index. As for the case study, four industries of mining, manufacturing, transportation, and other business (usually service) are analyzed in terms of indexes of accident rate, death(fatality) rate, and CR and CI of accident and death. Finally, we illustrate the positioning map that the accident concentration level is compared with the traditional accident frequency level among industries.

• Journal of Information Processing Systems
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• v.9 no.2
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• pp.287-300
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• 2013

Cloud storage is provided as a service in order to keep pace with the increasing use of digital information. It can be used to store data via networks and various devices and is easy to access. Unlike existing removable storage, many users can use cloud storage because it has no storage capacity limit and does not require a storage medium. Cloud storage reliability has become a topic of importance, as many users employ it for saving great volumes of data. For protection against unethical administrators and attackers, a variety of cryptography systems, such as searchable encryption and proxy re-encryption, are being applied to cloud storage systems. However, the existing searchable encryption technology is inconvenient to use in a cloud storage environment where users upload their data. This is because this data is shared with others, as necessary, and the users with whom the data is shared change frequently. In this paper, we propose a searchable re-encryption scheme in which a user can safely share data with others by generating a searchable encryption index and then re-encrypt it.