• Title/Summary/Keyword: strategy direction

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Comparative Study of Automatic Trading and Buy-and-Hold in the S&P 500 Index Using a Volatility Breakout Strategy (변동성 돌파 전략을 사용한 S&P 500 지수의 자동 거래와 매수 및 보유 비교 연구)

  • Sunghyuck Hong
    • 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.

Maritime Officers' Strategies for Collision Avoidance in Crossing Situations

  • Hong, Seung Kweon
    • Journal of the Ergonomics Society of Korea
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    • v.36 no.5
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    • pp.525-533
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    • 2017
  • Objective: The aim of this study is to investigate maritime officers' strategies to avoid the ship collision in crossing situations. Background: In a situation where there is a risk of collision between two ships, maritime officers can change the direction and speed of the own-ship to avoid the collision. They have four options to select; adjusting the speed only, the direction only, both the speed and direction at the same time and no action. Research questions were whether the strategy they are using differs according to the shipboard experience of maritime officers and the representation method of ARPA (automatic radar plotting aid) - radar graphic information. Method: Participants were 12. Six of them had more than 3 years of onboard experience, while the others were 4th grade students at Korea Maritime and Ocean University. For each participant, 32 ship encounter situations were provided with ARPA-radar information. 16 situations were presented by the north-up display and 16 situations were presented by the track-up display. Participants were asked to decide how to move the own-ship to avoid the ship collision for each case. Results: Most participants attempted to avoid the collision by adjusting the direction of the ship, representing an average of 22.4 times in 32 judgment trials (about 70%). Participants who did not have experience on board were more likely to control speed and direction at the same time than participants with onboard experience. Participants with onboard experience were more likely to control the direction of the ship only. On the other hand, although the same ARPA Information was provided to the participants, the participants in many cases made different judgments depending on the method of information representation; track-up display and north-up display. It was only 25% that the participants made the same judgment under the same collision situations. Participants with onboard experience did make the same judgment more than participants with no onboard experience. Conclusion: In marine collision situations, maritime officers tend to avoid collisions by adjusting only the direction of their ships, and this tendency is more pronounced among maritime officers with onboard experience. The effect of the method of information representation on their judgment was not significant. Application: The results of this research might help to train maritime officers for safe navigation and to design a collision avoidance support system.

A berthing control for underwater vehicle with velocity constraints (속도구속조건을 이용한 수중 이동체의 접안제어)

  • Nam Taek-Kun;Kim Chol-Seong;Roh Young-Oh;Park Young-San
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2004.11a
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    • pp.41-46
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    • 2004
  • In this paper, we study the stabilization control if an underwater vehicle from its initial posture to its desired one. We assume tint the underwater vehicle has velocity constraint, i.e. it has no velocity component for some direction. Our approach is based on the nonholonomic system which am derived from velocity constraints that cannot integrable. We proposed a control strategy for posture control of the underwater vehicle using multi-rate digital control. The proposed control scheme is applied to the berthing control if an underwater vehicle and verified the effectiveness if control strategy by numerical simulation.

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Instructional Strategy Utilizing Information Communication & Technology (ICT) in Home Economics Education - Centering on the development of Instructional Model and Lesson Plan - (가정과교육에서 정보통신기술 활용 교수.학습전략 - 교수.학습 모형 및 교수.학습지도안 개발을 중심으로 -)

  • 왕석순
    • Journal of Korean Home Economics Education Association
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    • v.13 no.1
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    • pp.25-37
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    • 2001
  • This study is based on education reforms related to strengthening information education in curriculums. This study develops and presents ' General Economics'Model Utilizing ICT(Information Communication & Technology) in Home Economics'which could be used as a concrete guidance and direction in teaching and learning Economics education in schools. To do so, this study reviews the necessity of adopting ICT in Home Economics instructional activities and it also reviews and analyzes previous studies of how ICT contribute to instructional activities. Such analysis was used as a theoretical basis for the Instructional Model. The Tool of ICT is a useful instructional strategy because it allows the learners'self-lead learning and Performance Assessment. Therefore the 'General Instructional Model Utilizing ICT'interprets the role of ICT tools to adequate class activities in each step of instruction which includes the conventional steps of introduction. development review and evaluation. It also develops and presents Lesson Plan that can be adopted in school education and thereby shows the possibility of practical application of the theory. This study has limits in that the Instructional Model and Lesson Plan are theoretical in nature. Therefore, in future studies it is desirable to critically review the Instructional Model an Lesson Plan and prove their applicability in real classes and the real learning effects.

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A Study on the Brand Space Characteristics from the Aspect of Social Psychology - Focused on the Advance Research through Analyzing the Theoretical Methodology of Realism and Relationship - (사회심리학 기반의 브랜드공간 특성 연구 - 실재론적·관계론적 분석을 통한 선행연구를 중심으로 -)

  • Shin, Hye-Won
    • Korean Institute of Interior Design Journal
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    • v.22 no.6
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    • pp.49-57
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    • 2013
  • This study aims to provide direction for the brand goals approaching and analyzing previous studies in social psycholog y perspective, focusing on man and society relationship. 526 preceding 'brand space' associated papers from 1992 to 2012 were collected and analyzed them by year, by space and by theme utilizing the realism methodology, the theor etical relationship methodology. The numbers of the study for 'brand space' had increased gradually from 2003 to 2010 then climbed vertically and the most common study was about place, that shows there is a relationship between variou s social phenomena and human psychology. For the thematic analysis, 'Social psychological components of the brand' based on social psychology was used for analyzing the cognitive aspects, the relational aspects, and the attitudinal aspects. The most common study was the study of the cognitive aspects, and relational aspects, and lastly the attitud inal aspects in order. The strategy was the most common research for the brand associated study. The ultimate point of the strategy is to get 'attitude'. From social psychology perspective, there is a cycle in the minds of consumers, 'Identification', 'Internalization', 'Conformity' and 'Compliance'. Structure of these relationships can provide a clue that consumers' attitude lead the consumers' action.

A numerical tool for thermo-mechanical analysis of multilayer stepped structures

  • Bagnoli, Paolo Emilio;Girardi, Maria;Padovani, Cristina;Pasquinelli, Giuseppe
    • Structural Engineering and Mechanics
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    • v.48 no.6
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    • pp.757-774
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    • 2013
  • An integrated simulation tool for multilayer stepped pyramidal structures is presented. The tool, based on a semi-analytical mathematical strategy, is able to calculate the temperature distributions and thermal stresses at the interfaces between the layers of such structures. The core of the thermal solver is the analytical simulator for power electronic devices, DJOSER, which has been supplemented with a mechanical solver based on the finite-element method. To this end, a new ele-ment is proposed whose geometry is defined by its mean surface and thickness, just as in a plate. The resulting mechanical model is fully three-dimensional, in the sense that the deformability in the direction orthogonal to the mean surface is taken into account. The dedicated finite element code developed for solving the equilibrium problem of structures made up of two or more superimposed plates subjected to thermal loads is applied to some two-layer samples made of silicon and copper. Comparisons performed with the results of standard finite element analyses using a large number of brick elements reveal the soundness of the strategy employed and the accuracy of the tool developed.

Control Strategy for Modifiable Bipedal Walking on Unknown Uneven Terrain

  • Lee, Woong-Ki;Chwa, Dongkyoung;Hong, Young-Dae
    • Journal of Electrical Engineering and Technology
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    • v.11 no.6
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    • pp.1787-1792
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    • 2016
  • Previous walking pattern generation methods could generate walking patterns that allow only straight walking on flat and uneven terrain. They were unable to generate modifiable walking patterns whereby the sagittal and lateral step lengths and walking direction can be changed at every footstep. This paper proposes a novel walking pattern generation method to realize modifiable walking of humanoid robots on unknown uneven terrain. The proposed method employs a walking pattern generator based on the 3-D linear inverted pendulum model (LIPM), which enables a humanoid robot to vary its walking patterns at every footstep. A control strategy for walking on unknown uneven terrain is proposed. Virtual spring-damper (VSD) models are used to compensate for the disturbances that occur between the robot and the terrain when the robot walks on uneven terrain with unknown height. In addition, methods for generating the foot and vertical center of mass (COM) of the 3-D LIPM trajectories are developed to realize stable walking on unknown uneven terrain. The proposed method is implemented on a small-sized humanoid robot platform, DARwIn-OP and its effectiveness is demonstrated experimentally.

The Strategy of Health Approach to Cope with the Environmental Change in 2000's (2000년대의 환경변화에 대응한 건강접근전략)

  • 변종화
    • Korean Journal of Health Education and Promotion
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    • v.7 no.2
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    • pp.1-14
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    • 1990
  • This papaer discusses the recent tendencies of health approach in the developed countries and suggests the strategy of health approach in order to cope with the changing environmental conditions of Korea in 2000's. In 2000's, Korea will have the environmental conditions and health problems similar to those of the developed countries at present. The American and European developed countries have shown the integrative approach trend by the interdisciplinary cooperation based on the holistic health conception, for example, as in the behavioral medicine, with the active drive of the medical self care movement and the national health preactice movement. The basic solution to the 2000's main health problems such as high morbidity of chronic diseases and high medical expenditure is to decrease the health need through the health promotion, disease prevention and early. ditection and early treatment of disease. The above actions need to induce the public to change their health behavior in the desirable direction through the national health practice movement and the health self care movement. The succeed of the movements depends upon how to use effectively the mass media, health and administrative organizations, schools, industrial and medical insurance organizations with the strong government support of health and preventive policies and programs.

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A Literature Review of Performance Determinants of Business Incubator Based on Foreign English Literatures (창업보육 인큐베이터의 성과결정 요인에 관한 문헌연구: 외국 문헌을 중심으로)

  • Lee, Kyoung-Joo;Choi, Jong-In
    • Journal of Technology Innovation
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    • v.19 no.3
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    • pp.115-140
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    • 2011
  • The fact that innovation activities of venture firms and start-ups play crucial role in driving industrial development and economic growth has significantly increased the importance of business incubator and techno-park which promote new businesses creations. This review paper aims at not only generating performance measurement index of business incubators but also categorizing performance determinants in accordance with three different theoretical perspectives of resource-based view, strategy patterns, and social networks. Futhermore, as future direction of research, this paper emphasizes structured research efforts on the critical effects of incubator's governance patterns, external and regional contexts, and analysis of government incubator policy.

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A Study on Technology Innovation Framework through Analysis of RD&D Cases in Electric Power Industry (전력산업 RD&D 실증사례 분석을 통한 기술혁신 프레임워크 설정에 관한 연구)

  • Park, Sooman
    • KEPCO Journal on Electric Power and Energy
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    • v.3 no.1
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    • pp.57-63
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    • 2017
  • This study aimed at proposing a RD&D good practice policy guidelines for energy technology innovation in electric power industry, we identified the success factors on energy RD&D through representative case analysis such as energy RD&D demonstration project and strategy plan, technology road map, etc. Based on a successful case study, we have identified the key elements needed to suggest when setting a RD&D technology innovation policy framework for technological competitiveness in the power industry sector. We have presented guidelines for energy technology innovation direction from the full cycle perspective of RD&D. The energy RD&D innovation system that we have established is meaningful in that the implications are derived and reflected through the case analysis of developed countries. The results of this study are as follows; Enhancement of R&D investment performance, commercialization of research achievements, promotion of export industrialization of electric power industry, establishment of RD&D governance system of power energy, etc.