• 제목/요약/키워드: value strategy

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

  • 홍성혁
    • 사물인터넷융복합논문지
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    • 제9권6호
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    • pp.57-62
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    • 2023
  • 본 연구는 미국 S&P 500 지수를 변동성 돌파 전략을 활용하여 Buy and Hold 방식과 비교 분석한 연구이다. 변동성 돌파 전략은 시장의 상대적 안정 또는 집중된 시기 후의 가격 움직임을 활용하는 거래 전략이다. 특히, 낮은 변동성 기간 후에 큰 가격 움직임이 더 자주 발생한다는 것이 관찰된다. 주식이 한동안 좁은 가격 범위에서 움직이다가 가격이 갑작스레 상승 또는 하락하는 경우, 그 주식이 해당 방향으로 계속 움직일 것으로 예상된다. 이러한 움직임을 활용하기 위해 거래자들은 변동성 돌파 전략을 채택한다. 'k' 값은 최근 시장 변동성의 측정값에 곱하는 배수로서 활용된다. 변동성의 측정 방법 중 하나로는 최근 거래일의 최고가와 최저가 차이를 나타내는 평균 진정 범위(ATR)가 있다. 'k' 값은 거래자들이 거래 임계값을 설정하는 데 중요한 역할을 한다. 본 연구는 'k' 값을 일반적인 값으로 연산하여 Buy and Hold 전략과 수익률을 비교 하여, 변동성 돌파전략을 사용한 알고리즘 트레이딩이 약간은 높은 수익률을 이룩하였다. 추후에는 인공 지능 딥러닝 기법을 이용하여 S&P 500 지수의 자동 거래를 위한 최적의 K 값을 구하고, 이를 통해 수익률을 극대화하기 위한 시뮬레이션 결과를 제시할 예정이다.

오피니언 마이닝 기반 SNS 감성 정보 분석 전략 설계 (A Design of SNS Emotional Information Analysis Strategy based on Opinion Mining)

  • 정은희;이병관
    • 한국정보전자통신기술학회논문지
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    • 제8권6호
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    • pp.544-550
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    • 2015
  • 현재, SNS으로 소통되는 의견들이 증가하고 있기 때문에 SNS 메시지로부터 의미 있는 정보를 유추해내는 오피니언 마이닝(Opinion mining) 기술이 중요해지고 있다. 본 논문은 반의어와 부사의 위치에 따라 가중치를 다르게 설정하여 SNS의 감성 정보를 정확하게 추출하는 오피니언 마이닝 기반 SNS 감성 정보 분석 전략(SEIAS, SNS Emotional Information Analysis Strategy)을 제안한다. 제안하는 SEIAS(SNS Emotional Information Analysis Strategy)는 첫째, 오피니언 마이닝 분석에 필요한 감성사전을 구축하고, 둘째, SNS 데이터를 실시간으로 수집하고, 수집된 SNS 데이터와 감성사전를 비교하여 SNS 데이터의 의견값을 산출한다. 특히, 데이터의 의견값을 산출할 때, 반의어, 부사의 위치에 따라 가중값을 다르게 설정함으로써 기존의 SO-PMI와 비교하였을 때 오피니언 분석결과의 정확도를 향상시켰다.

와이브로 서비스(WiBro service) 상용화를 위한 시장개발전략 (A Market Development Strategy for WiBro Service)

  • 김영찬;지경용;김문구;김지연
    • Asia Marketing Journal
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    • 제7권2호
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    • pp.71-92
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    • 2005
  • 성공적인 신제품개발과 이에 따른 시장개발을 위해서는 신제품의 새로운 편익에 대해 소비자가 지각하고 있어야 하며, 이러한 편익이 소비자의 욕구를 해결해 줄 수 있어야 한다. 시장에 도입되는 신제품의 편익에 대해 새로운 가치를 부여하는 방법은 매우 다양할 수 있으나 무엇보다 새로운 가치가 소비자의 입장에서 혜택으로 여겨져야만 성공적으로 시장에 정착할 수 있다. 본 연구는 기존에 기술 중심적으로 설명되고 평가되어 왔던 와이브로 서비스를 소비자의 가치체계를 중심으로 서비스속성을 파악하고, 속성에 대한 부분가치를 추정해 이들의 상대적 중요도를 살펴보았다. 또한 부분가치를 기준으로 시장발전단계에 따른 표적고객집단을 선정하고 표적고객의 특징을 규명하는 동시에 적절한 마케팅전략을 제언하고자 한다.

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금형산업의 중장기 발전 전략 (Mid-long Strategy for Dies and Molds Industry in Korea)

  • 허영무;강정진;신광호;이영훈
    • 한국소성가공학회:학술대회논문집
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    • 한국소성가공학회 2003년도 춘계학술대회논문집
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    • pp.409-418
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    • 2003
  • The dies & molds are a very economical production tool and a high value-added product because of its mass production capability compared to other production methods. Due to the very stiff international competitiveness, the industries meet many obstacles. At this moment, measured the status, the international trends and try to find the vision and strategy to promotion of the industry. In Korea, large portion of dies and molds are still low value-added and make large number of tools. In order to advance this industry to the high-tech area and gain competitiveness in the golbal marketplaces, effective means of resource investment and strategy should be properly provided.

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한국 농촌계획의 방향정립과 과제 (Directions and Tasks of Rural Planning System in Korea)

  • 윤원근
    • 농촌지도와개발
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    • 제11권1호
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    • pp.111-123
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    • 2004
  • The directions and tasks of rural planning system can be accessed by the three view points of planning theory that are value formation, mean identification and effectuation. The concept of rural planning in Korea have been confronted with many problems and need to make new paradigm being able to develop depressed rural area. The highest valve in rural planning have been changed from economic development oriented to environmentally sound and sustainable development oriented. Also, the strategy of rural development have been changed rapidly. The growth pole theory and agricultural economic development strategy have been replaced by the urban-rural linkage theory and multi-sectoral development strategy including economic. social and spatial development. In recent, The implementation instruments for rural development focus on the participation of residence in rural area.

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비즈니스 진화에 기초한 블루오션 전략캔버스의 개선에 관한 연구 (A Refined Strategic Canvas of Blue Ocean Strategy Based on the Business Evolution)

  • 송창용
    • 산업경영시스템학회지
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    • 제35권3호
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    • pp.210-216
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    • 2012
  • Recently, it is not sufficient that contemporary firms satisfy customers to be really successful, they must create new value. To do so, many firms focus on the blue ocean strategy. The blue ocean strategy proposed the strategic canvas as a main tool for identifying the opportunities for value differentiation. It is easy to understand and for the use, but has weakness that is a unclear procedure to make it done. To complement its weak point, this study proposes a refined strategic canvas based on the concept of the business evolution that comes from a discontinuous evolution trend of 5 stages known as customer expectation.

Robust On-line Rotor Time Constant Estimation for Induction Machines

  • Yoo, Anno
    • Journal of Power Electronics
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    • 제14권5호
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    • pp.1000-1007
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    • 2014
  • This paper proposes an on-line rotor time constant estimation strategy for indirect field oriented induction machines. The performance of the indirect field oriented control is dependent especially on the rotor time constant whose value varies according to the temperature. The proposed method calculates the difference between the nominal rotor time constant and the real value from the d- and q-axis integration terms of a proportional integral (PI) current regulator and the demanded voltages of the induction machine to regulate the current in the steady state. Because the proposed strategy has a simple structure and is available in wide speed and torque ranges, the proposed method can be easily used in the industrial field. The effectiveness of proposed strategy is verified with simulations and a 7.5kW experimental setup.

Coordinated State-of-Charge Control Strategy for Microgrid during Islanded Operation

  • Kim, Jong-Yul;Jeon, Jin-Hong;Kim, Seul-Ki
    • Journal of Electrical Engineering and Technology
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    • 제7권6호
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    • pp.824-833
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    • 2012
  • In this paper, a coordinated state-of-charge (SOC) control strategy for the energy storage system (ESS) operating under microgrid islanded mode to stabilize the frequency and voltage was proposed. The proposed SOC control loop is made up of PI controller, which uses a SOC state of the energy storage system as an input and an auxiliary reference value of secondary control as an output. The SOC controller changes the auxiliary reference value of secondary control to charge or discharge the ESS. To verify the proposed control strategy, PSCAD/EMTDC simulation study was performed. The simulation results show that the SOC of the ESS can be regulated at the desired operating range without degrading the stabilizing control performance by proposed coordinated SOC control method.

스마트폰 탑재기술과 마케팅전략 연구: TV광고를 중심으로 (Analysis on Smart-Phone Technology and Marketing Strategy: Focused on TV Commercial Advertisement)

  • 이로운;한정희
    • 산업융합연구
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    • 제15권1호
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    • pp.9-15
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    • 2017
  • This study aims to present a direction for the efficient TV commercial marketing strategy at the market by analyzing the relationship between technology and the smart-phones' TV commercial especially 'iPhone series' and 'galaxy S series'. As the results of the factor analysis of the hardwares, slogans and TV commercial for the target smart-phones, TV commercial is the way of the expression for the technology through the meaning of the value. And the meaning of value is defined by reclassifying the expression technique of each scene of TV commercial into nouns and adjectives. Setting a slogan is very important because it is making memorable motto or phrase for the consumer and it decide the image of the product. So the correct configuration of the slogan is a keystone that is important for creating a TV commercial and has a profound impact on product image formation.

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Optimal Network Defense Strategy Selection Based on Markov Bayesian Game

  • Wang, Zengguang;Lu, Yu;Li, Xi;Nie, Wei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권11호
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    • pp.5631-5652
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    • 2019
  • The existing defense strategy selection methods based on game theory basically select the optimal defense strategy in the form of mixed strategy. However, it is hard for network managers to understand and implement the defense strategy in this way. To address this problem, we constructed the incomplete information stochastic game model for the dynamic analysis to predict multi-stage attack-defense process by combining Bayesian game theory and the Markov decision-making method. In addition, the payoffs are quantified from the impact value of attack-defense actions. Based on previous statements, we designed an optimal defense strategy selection method. The optimal defense strategy is selected, which regards defense effectiveness as the criterion. The proposed method is feasibly verified via a representative experiment. Compared to the classical strategy selection methods based on the game theory, the proposed method can select the optimal strategy of the multi-stage attack-defense process in the form of pure strategy, which has been proved more operable than the compared ones.