• Title/Summary/Keyword: technical indicator

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Finding the optimal frequency for trade and development of system trading strategies in futures market using dynamic time warping (선물시장의 시스템트레이딩에서 동적시간와핑 알고리즘을 이용한 최적매매빈도의 탐색 및 거래전략의 개발)

  • Lee, Suk-Jun;Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.2
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    • pp.255-267
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    • 2011
  • The aim of this study is to utilize system trading for making investment decisions and use technical analysis and Dynamic Time Warping (DTW) to determine similar patterns in the frequency of stock data and ascertain the optimal timing for trade. The study will examine some of the most common patterns in the futures market and use DTW in terms of their frequency (10, 30, 60 minutes, and daily) to discover similar patterns. The recognized similar patterns were verified by executing trade simulation after applying specific strategies to the technical indicators. The most profitable strategies among the set of strategies applied to common patterns were again applied to the similar patterns and the results from DTW pattern recognition were examined. The outcome produced useful information on determining the optimal timing for trade by using DTW pattern recognition through system trading, and by applying distinct strategies depending on data frequency.

Study on Theoretical Models of Regional Humanity Lung Cancer Hazards Assessment

  • Zhang, Chuan;Gao, Xing
    • Asian Pacific Journal of Cancer Prevention
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    • v.16 no.5
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    • pp.1759-1764
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    • 2015
  • Purpose: To establish the concept of lung cancer hazard assessment theoretical models, evaluating the degree of lung cancer risk of Beijing for regional population lung cancer hazard assessment to provide a basis for technical support. Materials and Methods: ISO standards were used to classify stratified analysis for the entire population, life cycle, processes and socioeconomic management. Associated risk factors were evaluated as lung cancer hazard risk assessment first class indicators. Study design: Using the above materials, indicators were given the weight coefficients, building lung cancer risk assessment theoretical models. Regional data for Beijing were entered into the theoretical model to calculate the parameters of each indicator and evaluate the degree of local lung cancer risk. Results: Adopting the concept of lung cancer hazard assessment and theoretical models for regional populations, we established a lung cancer hazard risk assessment system, including 2 first indicators, 8 secondary indicators and 18 third indicators. All indicators were given weight coefficients and used as information sources. Score of hazard for lung cancer was 84.4 in Beijing. Conclusions: Comprehensively and systematically building a lung cancer risk assessment theoretical model for regional populations in conceivable, evaluating the degree of lung cancer risk of Beijing, providing technical support and scientific basis for interventions for prevention.

The Concentration Distribution and Temperature Dependence of Hexachlorocyclohexane in Rural Atmosphere (교외지역에서 대기 중 Hexachlorocyclohexane의 농도분포 및 온도 의존성)

  • 최민규;여현구;김태욱;천만영;선우영
    • Journal of Korean Society for Atmospheric Environment
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    • v.18 no.3
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    • pp.183-192
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    • 2002
  • Concentrations of $\alpha$- and ${\gamma}$-hexachlorocyclohexane (HCH) were measured in ambient air samples at a two week intervals between July 1999 and February 2000 at Ansung, Kyonggi province. Their concentration levels averaged at 78 ($\alpha$-HCH) and 18 pg/m$^3$(${\gamma}$-HCH). Although the use of HCHs was ceased in South Korea since 1979, their residues are still present in air even after nearly 20 years. Given the composition of the two main HCH pesticide formulation (technical HCH antral lindane), the $\alpha$/${\gamma}$-HCH ratio in air is a useful indicator on the regional scale. The moderately low $\alpha$/${\gamma}$-HCH ration in this study indicates previous usage of both technical HCH and lindane. The relationship of temperature with gas-phase partial pressures was also examined using the Clausius-Clapeyron equation. Slopes generated by linear regression analysis between partial pressure (In P) and 1/T were considerably steep thor HCHs. It is thus suggested that their concentrations are controlled by re-volatilization processes from surfaces in the local surroundings of the sampling site.

Shear stress indicator to predict seismic performance of residential RC buildings

  • Tekeli, Hamide;Dilmac, Hakan;Demir, Fuat;Gencoglu, Mustafa;Guler, Kadir
    • Computers and Concrete
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    • v.19 no.3
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    • pp.283-291
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    • 2017
  • A large number of residential buildings in regions subjected to severe earthquakes do not have enough load carrying capacity. The most of them have been constructed without receiving any structural engineering attention. It is practically almost impossible to perform detailed experimental evaluation and analytical analysis for each building to determine their seismic vulnerability, because of time and cost constraints. This fact points to a need for a simple evaluation method that focuses on selection of buildings which do not have the life safety performance level by adopting the main requirements given in the seismic codes. This paper deals with seismic assessment of existing reinforced concrete residential buildings and contains an alternative simplified procedure for seismic evaluation of buildings. Accuracy of the proposed procedure is examined by taking into account existing 250 buildings. When the results of the proposed procedure are compared with those of the detailed analyses, it can be seen that the results are quite compatible. It is seen that the accuracy of the proposed procedure is about 80% according to the detailed analysis results of existing buildings. This accuracy percentage indicates that the proposed procedure in this paper can be easily applied to existing buildings to predict their seismic performance level as a first approach before implementing the detailed and complex analyses.

Ink Transfer Problem on Cooled Papers and its Causes (냉각된 종이의 잉크수리성에 관한 연구)

  • Jeon, Sung-Jai;Sohn, Chang-Man;Hong, Gi-Ahn;Youn, Jong-Tae
    • Proceedings of the Korea Technical Association of the Pulp and Paper Industry Conference
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    • 2006.11a
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    • pp.17-27
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    • 2006
  • Paper could be situated in a cooled environment seasonally or regionally otherwise it is forced to be in a controlled circumstance. In this paper, printing problems on a cooled paper are investigated and characterized in terms of paper properties. For this purposes, various kinds of sample are cooled down under a specially designed freezing device and printed for observing their printability. Causes for poor ink transfer on a cooled paper are suggested due to condensation, surface inactivity, and rheological change in ink film. Paperboards with higher amount of binder, thick and/or multi coat layers are more vulnerable to poor ink trap. Severe drying could cause the same effect as that of higher binder formulation. It is shown that more absorptive porous structure is desirable for better ink receptivity in a cooled status. Printing on a dampened surface may be an indicator for ink transferability on a cooled paper. Finally, desirable directions for papermaker and printshop are suggested.

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Fundamental Study on the Quantitative Analysis of Fluorescent Whitening Agent used for Papermaking (제지용 형광증백제의 정량분석에 대한 기초연구)

  • Lee, Ji-Young;Kim, Chul-Hwan;Lee, Hui-Jin;Gwak, Hye-Joeng
    • Journal of Korea Technical Association of The Pulp and Paper Industry
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    • v.43 no.2
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    • pp.9-15
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    • 2011
  • Fluorescent whitening agent (FWA) is a widely used chemical in paper industry, but a systematic and scientific method on FWA analysis has not been established. We performed the basic researches on the fluorescence analysis of FWA. The fluorescence of FWA was investigated using a spectrofluorometer and a spectrophotometer. When FWA solution was analyzed using the spectrofluorometer, we found that the peak wavelength of the fluorescence emission was about 440 nm and that of the fluorescence excitation was about 370 nm irrespective of FWA types. Papers dyed with an internal FWA were prepared in a laboratory and the reflectance and the fluorescence index were measured using the spectrophotometer. It was confirmed that the optimum peak wavelength of the reflectance was 440 nm and the fluorescence index calculated from the CIE whiteness with and without UV light under a light source D65 was the best indicator to measure the fluorescence of FWAs exiting in papers.

A Review on Recent Development and Application of Marine Controlled-Source Electromagnetics (Marine CSEM의 최근 기술 개발 및 적용 사례)

  • Song, Yoon-Ho;Kim, Hee-Joon;Seol, Soon-Jee
    • 한국지구물리탐사학회:학술대회논문집
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    • 2007.12a
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    • pp.87-100
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    • 2007
  • Marine controlled source electromagnetics (CSEM) or sea bed logging (SBL) is an emerging technology which can provide quantitative information on hydrocarbon reservoir embedded in marine sediment. Electromagnetic responses to the resistive formation saturated with a certain amount of hydrocarbon can be characterized by less attenuated profile otherwise exponentially attenuated fields in conductive sea water or through sediments, and thus can be regarded as a direct indicator of hydrocarbon. In this paper, we introduce the technology of marine CSEM in terms of its physical characteristics and in comparison of typical three-dimensional (3-D) seismic method. History and evolution of commercial marine CSEM are also briefly summarized. We then introduce a representative case history showing how marine CSEM works in reality. Outlook of future applications and technical advances to be made are discussed. Finally, we demonstrate a test example of 2.5-D inversion of synthetic data as the groundwork of 3-D inversion of field data that is to be the ultimate goal of technical development.

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Social Engineering Attack Graph for Security Risk Assessment: Social Engineering Attack Graph framework(SEAG)

  • Kim, Jun Seok;Kang, Hyunjae;Kim, Jinsoo;Kim, Huy Kang
    • Journal of the Korea Society of Computer and Information
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    • v.23 no.11
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    • pp.75-84
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    • 2018
  • Social engineering attack means to get information of Social engineering attack means to get information of opponent without technical attack or to induce opponent to provide information directly. In particular, social engineering does not approach opponents through technical attacks, so it is difficult to prevent all attacks with high-tech security equipment. Each company plans employee education and social training as a countermeasure to prevent social engineering. However, it is difficult for a security officer to obtain a practical education(training) effect, and it is also difficult to measure it visually. Therefore, to measure the social engineering threat, we use the results of social engineering training result to calculate the risk by system asset and propose a attack graph based probability. The security officer uses the results of social engineering training to analyze the security threats by asset and suggests a framework for quick security response. Through the framework presented in this paper, we measure the qualitative social engineering threats, collect system asset information, and calculate the asset risk to generate probability based attack graphs. As a result, the security officer can graphically monitor the degree of vulnerability of the asset's authority system, asset information and preferences along with social engineering training results. It aims to make it practical for companies to utilize as a key indicator for establishing a systematic security strategy in the enterprise.

A New Fe (III)-Selective Membrane Electrode Based on Fe (II) Phthalocyanine

  • Ozer, Tugba;Isildak, Ibrahim
    • Journal of Electrochemical Science and Technology
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    • v.10 no.3
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    • pp.321-328
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    • 2019
  • A new miniaturized all solid-state contact Fe (III)-selective PVC membrane electrode based on Fe (II) phthalocyanine as a neutral carrier was described. The effects of the membrane composition and foreign ions on the electrode performance was investigated. The best performance was obtained with a membrane containing 32% poly (vinyl chloride), 64% dioctylsebacate, 3% Fe (II) phthalocyanine, and 1% potassium tetrakis (p-chlorophenyl) borate. The electrode showed near Nernstian response of $26.04{\pm}0.95mV/decade$ over the wide linear concentration range $1.0{\times}10^{-6}$ to $1.0{\times}10^{-1}M$, and a very low limit of detection $1.8{\pm}0.5{\times}10^{-7}M$. The potentiometric response of the developed electrode was independent at pH 3.5-5.7. The lifetime of the electrode was approximately 3 months and the response time was very short (< 7 s). It exhibited excellent selectivity towards Fe (III) over various cations. The miniaturized all solid-state contact Fe (III)-selective membrane electrode was successfully applied as an indicator electrode for the potentiometric titration of $1.0{\times}10^{-3}M$ Fe (III) ions with a $1.0{\times}10^{-2}M$ EDTA and the direct determination of Fe (III) ions in real water samples.

Modernization determinants by ensuring economic security of enterprises in the competitive conditions

  • Tkachenko, Tetiana;Tulchynska, Svitlana;Kostiunik, Olena;Vovk, Olha;Kovalenko, Nataliia
    • International Journal of Computer Science & Network Security
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    • v.21 no.8
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    • pp.119-126
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    • 2021
  • The study develops methodological aspects for modeling the determining impact of modernization on the enterprise's economic security in development competitive conditions using the model of speed, stability and spaciousness of modernization. Modeling the determining impact of modernization on the enterprise's economic security in a competitive conditions involves: firstly, the formation of estimated modeling indicators in accordance with the speed, stability and spaciousness of the enterprise's modernization; secondly, establishing the weight of indicators in the assessment system using the tools of cognitive judgment; thirdly, the establishment of reference values of sound evaluation indicators; fourthly, the calculations of the integrated impact assessment of the modernization's determining impact modeling on the enterprise's ensuring economic security in a competitive conditions; fifthly, conducting calculations and analytical summarization of the results. To determine a comprehensive integrated indicator of the modernization changes impact on the competitiveness and economic security of enterprises, we use the correlation method of the calculated value with the reference value, as well as use weights for groups of calculations. Approbation of modeling of determining influence of modernization on maintenance of economic safety of the enterprise in competitive conditions of development by authors was carried out concerning such enterprises, as: JSC "Ukrzaliznytsia", SE "Ukraerorukh", SE IA "Boryspil", SE "Ukrposhta", KP "Kyivpastrans".