• Title/Summary/Keyword: price comparison

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Trading Strategies Using Reinforcement Learning (강화학습을 이용한 트레이딩 전략)

  • Cho, Hyunmin;Shin, Hyun Joon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.22 no.1
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    • pp.123-130
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    • 2021
  • With the recent developments in computer technology, there has been an increasing interest in the field of machine learning. This also has led to a significant increase in real business cases of machine learning theory in various sectors. In finance, it has been a major challenge to predict the future value of financial products. Since the 1980s, the finance industry has relied on technical and fundamental analysis for this prediction. For future value prediction models using machine learning, model design is of paramount importance to respond to market variables. Therefore, this paper quantitatively predicts the stock price movements of individual stocks listed on the KOSPI market using machine learning techniques; specifically, the reinforcement learning model. The DQN and A2C algorithms proposed by Google Deep Mind in 2013 are used for the reinforcement learning and they are applied to the stock trading strategies. In addition, through experiments, an input value to increase the cumulative profit is selected and its superiority is verified by comparison with comparative algorithms.

A Study on the Investment Review of Passive and Active Elements through Comparison of Energy Demand and Generation Variation of Zero Energy Building (제로에너지건축물의 에너지 소요량과 생산량 비교를 통한 패시브와 액티브 요소의 투자 검토 연구)

  • Lee, Soon-Myung;Lee, Tae-Kyu;Kim, Jeong-Uk
    • Journal of the Architectural Institute of Korea Planning & Design
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    • v.34 no.11
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    • pp.13-22
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    • 2018
  • At the time when zero energy building is expected to be generalized, this study examines whether the investment in the passive element or the active element is more effective in terms of energy in the construction process of zero energy building. In other words, the effect of energy demand by passive element and the change of energy generation by active element are examined in terms of the same investment cost. The purpose of this study is to examine the change of energy demand by passive element and the change of energy generation by active element in zero energy building and to make reasonable investment decision by comparing energy with cost aspect. For this purpose, we selected the buildings to be subjected to energy simulation and derive the required energy amount and energy generation amount by using meteorological data of four regions in Korea. The change of energy demand and energy generation according to the change of application condition was derived. In order to compare and analyze the changes in energy demand and generation at the same cost standard through price survey and quotation of window and photovoltaic power generation equipment.

A Study on the Housing Policies and Design Characteristics of Apartment Remodeling by Comparative Analysis between Korea and France Cases (프랑스와 한국의 리모델링 사례분석을 통한 아파트 계획과 주택정책 비교 연구)

  • Jang, Han-Doo;Je, Hae-Seong
    • Journal of the Architectural Institute of Korea Planning & Design
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    • v.35 no.9
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    • pp.131-142
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    • 2019
  • The purpose of this study was to find out the characteristics of housing policies and apartment designs by comparison of supplying and remodeling apartments between France and Korea. The literature review was used in Korea cases and the literature review, site investigation, and expert interviews were used in France cases. At first, by reviewing the related literatures about the apartment developments and regenerations in France and Korea, twelve remodeling cases were represented respectively in Ile de France and Seoul. As a result, in housing policy, the Korean housing market had a shortage of low-priced houses related to biased apartment developments by private sector dependence. Consequently, the living in Korea generally required the high price in low quality houses. But in France, the housing policies were very successful in housing quantity, quality, and expense. It is involved in balances between the public housing supply and the activation of a private housing market based on the government support policy. Nevertheless, in the success of the apartment as a house type, apartments in France means the social elimination because of the supply method problems and the management failures of HLM institutions. However, in Korea, the apartment implies the successful life of the middle class population because of the competitive evolutions during 40 years as a market housing. Secondly, In the characteristics of remodeling, the remodeling in Korea was for property value improvements. It mainly executed to expand the size of a house by expansion of living space. However the remodeling in France was for social mixes and connections with the surrounding area. It mostly performed by various design methods such as vertical merging houses, partial removal, reconstruction, and construction of a local community centers and mixed-use residential buildings. This study shows the simultaneously remodeling features of those two countries. These findings can be used in developing effective strategies for the public housing regenerations in Korea and other countries.

Comparison of Land Surface Temperature Algorithm Using Landsat-8 Data for South Korea

  • Choi, Sungwon;Lee, Kyeong-Sang;Seo, Minji;Seong, Noh-Hun;Jin, Donghyun;Jung, Daeseong;Sim, Suyoung;Jung, Im Gook;Han, Kyung-Soo
    • Korean Journal of Remote Sensing
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    • v.37 no.1
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    • pp.153-160
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    • 2021
  • Land Surface Temperature (LST) is the radiological surface temperature which observed by satellite. It is very important factor to estimate condition of the Earth such as Global warming and Heat island. For these reasons, many countries operate their own satellite to observe the Earth condition. South Korea has many landcovers such as forest, crop land, urban. Therefore, if we want to retrieve accurate LST, we would use high-resolution satellite data. In this study, we made LSTs with 4 LST retrieval algorithms which are used widely with Landsat-8 data which has 30 m spatial resolution. We retrieved LST using equations of Price, Becker et al. Prata, Coll et al. and they showed very similar spatial distribution. We validated 4 LSTs with Moderate resolution Imaging Spectroradiometer (MODIS) LST data to find the most suitable algorithm. As a result, every LST shows 2.160 ~ 3.387 K of RMSE. And LST by Prata algorithm show the lowest RMSE than others. With this validation result, we choose LST by Prata algorithm as the most suitable LST to South Korea.

The Simplification of information visualization using metaphor (메타포를 적용한 정보시각화의 단순화)

  • Kim, Sungkon
    • The Journal of the Convergence on Culture Technology
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    • v.7 no.3
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    • pp.303-310
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    • 2021
  • A method for developing a visual information concept that analogously compares and analyzes macroscopic data changes in a simple form is needed. The development of the visual information concept requires the selection of visualization form, selection of rhetorical effects, and selection of digital expression elements. Among them, an example of a rhetorical effect selection method for effectively delivering visual information to a user is presented. In this study, metaphorical rhetoric, which allows data comparison and analysis from a macroscopic point of view, was selected for stock price analysis by period and industry. We present a two-dimensional three-stage shape change using a dandelion with spreading cockle hair as a metaphor and a three-dimensional three-stage shape change information expression method using a coral peony flower that changes shape and color according to time as a metaphor. Using this rhetorical metaphor, it is possible to compare macroscopic trading changes and stock prices by industry.

Design of a Novel 3D Printed Harmonic Drive and Analysis of its Application (3D 프린팅 기법을 이용한 하모닉 드라이브(Harmonic Drive) 설계 및 응용 분석)

  • Kim, Sang-Hyun;Byeon, Chang-Sup;Lee, Chul-Hee
    • Tribology and Lubricants
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    • v.38 no.1
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    • pp.27-31
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    • 2022
  • Harmonic drives have attracted increasing attention with the development of materials, parts, and related equipment. Harmonic drives exhibit high deceleration, high accuracy, and light weight. The stiffness of flexible splines according to the radial load is studied using a commercial FEM program to design the structure of the flexible spline and finite element to improve the weight and price competitiveness of harmonic drives. In addition, several studies have measured and compared friction coefficients based on 3D printed tread patterns. However, owing to the characteristics of plastic materials, a decrease in stiffness in the radial direction is inevitable. To prevent a decrease in stiffness in the radial direction, we designed and manufactured flex splines with a wrinkle shape. Through structural analysis, the reaction force and stiffness in the radial direction were determined. In addition, the maximum angle of the mound was derived by theoretical calculations, and the performance of the harmonic drive was compared with the results obtained in the mound experiment. Structural analysis shows that the shape of wrinkles decreased the stress and reaction force and increased the safety factor in comparison with that of the circular shape. During performance verification through continuous experiments, the developed harmonic drive showed continuous performance similar to that of an actual tank model. It is expected that the flex spline with a compliant spring and wrinkle shape will prevent a decrease in the radial stiffness.

Comparison of Fentanyl-Based Rapid Onset Opioids for the Relief of Breakthrough Cancer Pain: Drug Price Based on Effect Size

  • Seongchul Kim;Hayoun Jung;Jina Park;Jinsol Baek;Yeojin Yun;Junghwa Hong;Eunyoung Kim
    • Korean Journal of Clinical Pharmacy
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    • v.33 no.1
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    • pp.43-50
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    • 2023
  • Background and Objective: With the advancement of cancer treatments and increased life expectancy, managing breakthrough cancer pain (BTcP) is essential to improve the quality of life for cancer patients. This study aimed to compare the major rapid onset opioids in Korea based on their characteristics and costs to determine the best option for each patient. Methods: Based on sales information from IQVIA-MIDAS, sublingual fentanyl tablet (SLF), fentanyl buccal tablet (FBT), and oral transmucosal fentanyl citrate (OTFC) were selected as the top three drugs for the treatment of BTcP in Korea, considering them the most comparable drugs. The cost and cost-pain relief ratio of the drugs for short-term (1 month) and long-term (1 year) treatment were compared and the ease of administration based on various factors, including pharmacokinetics, onset of action, and administration procedures were evaluated. Results: SLF was evaluated as the best overall in terms of rapid onset of action, ease of administration, and drug cost and also had the highest market share. SLF had the lowest cost pain relief ratio for both the initial and supplemental treatment for the 1-month pain intensity difference 15 (PID15) ratio. However, for the 1-month PID30 ratio, SLF was not superior to OTFC or FBT. The longer the breakthrough cancer pain duration, the more cost-effective the other rapid onset opioids. Conclusion: The rapid onset opioids that fit the patient's breakthrough cancer pain pattern have the best cost-effectiveness.

Distribution and Improvement of the Capital Market in Indonesia: A Comparative Study of Risk Management

  • Murtiadi AWALUDDIN;Rustan DM;HASBIAH;Muhammad Akil RAHMAN;Sri Prilmayanti AWALUDDIN;Nadya Yuni BAHRA
    • Journal of Distribution Science
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    • v.21 no.5
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    • pp.11-18
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    • 2023
  • Purpose: The purpose of this article is to determine whether there are differences in the level of return and risk of the conventional and Islamic capital markets. Research design, data and methodology: This study takes data on the Jakarta Islamic Index (JII) and the Liquid-45 (LQ45) stock groups in the 2017 to 2020 period. The research approach used is quantitative research with a type of comparison. The data used secondary data sourced from the closing price of shares on the Indonesia Stock Exchange. The statistical method used to test the hypothesis is a different test or independent sample t-test. Results: There is a significant difference between the rate of return and investment risk in JII and LQ-45. The rate of return and risk of investing in LQ-45 is higher than that of JII. Conclusions: There is a significant difference in the rate of return on investment in Jakarta Islamic Index (JII) and LQ-45, including conventional stock Liquid-45 (LQ-45) is higher than the rate of return on shares of JII shares. There is a significant difference in the level of investment risk in the Jakarta Islamic Index (JII) and the Liquid-45 (LQ-45), where the risk level for the LQ-45 is higher than that of the JII shares.

Trading Algorithm Selection Using Time-Series Generative Adversarial Networks (TimeGAN을 활용한 트레이딩 알고리즘 선택)

  • Lee, Jae Yoon;Lee, Ju Hong;Choi, Bum Ghi;Song, Jae Won
    • Smart Media Journal
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    • v.11 no.1
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    • pp.38-45
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    • 2022
  • A lot of research is being going until this day in order to obtain stable profit in the stock market. Trading algorithms are widely used, accounting for over 80% of the trading volume of the US stock market. Despite a lot of research, there is no trading algorithm that always shows good performance. In other words, there is no guarantee that an algorithm that performed well in the past will perform well in the future. The reason is that there are many factors that affect the stock price and there are uncertainties about the future. Therefore, in this paper, we propose a model using TimeGAN that predicts future returns well and selects algorithms that are expected to have high returns based on past records of the returns of algorithms. We use TimeGAN becasue it is probabilistic, whereas LSTM method predicts future time series data is deterministic. The advantage of TimeGAN probabilistic prediction is that it can reflect uncertainty about the future. As an experimental result, the method proposed in this paper achieves a high return with little volatility and shows superior results compared to many comparison algorithms.

A Study on Comparison of Response Time using Open API of Daishin Securities Co. and eBestInvestment and Securities Co.

  • Ryu, Gui Yeol
    • International journal of advanced smart convergence
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    • v.11 no.1
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    • pp.11-18
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    • 2022
  • Securities and investment services have and use large data. Investors started to invest through their own analysis methods. There are 22 major securities and investment companies in Korea and only 6 companies support open API. Python is effective for requesting and receiving, analyzing text data from open API. Daishin Securities Co. is the only open API that officially supports Python, and eBest Investment & Securities Co. unofficially supports Python. There are two important differences between CYBOS plus of Daishin Securities Co. and xingAPI of eBest Investment & Securities Co. First, we must log in to CYBOS plus to access the server of Daishin Securities Co. And the python program does not require a logon. However, to receive data using xingAPI, users log on in an individual Python program. Second, CYBOS plus receives data in a Request/Reply method, and zingAPI receives data through events. It can be thought that these points will show a difference in response time. Response time is important to users who use open APIs. Data were measured from August 5, 2021, to February 3, 2022. For each measurement, 15 repeated measurements were taken to obtain 420 measurements. To increase the accuracy of the study, both APIs were measured alternately under same conditions. A paired t-test was performed to test the hypothesis that the null hypothesis is there was no difference in means. The p-value is 0.2961, we do not reject null hypothesis. Therefore, we can see that there is no significant difference between means. From the boxplot, we can see that the distribution of the response time of eBest is more spread out than that of Cybos, and the position of the center is slightly lower. CYBOS plus has no restrictions on Python programming, but xingAPI has some limits because it indirectly supports Python programming. For example, there is a limit to receiving more than one current price.