• Title/Summary/Keyword: value strategy

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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.

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

  • Jeong, Eun-Hee;Lee, Byung-Kwan
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.8 no.6
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    • pp.544-550
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    • 2015
  • The opinion mining technique which analogize significant information from SNS message is increasingly important because opinions communicated through SNS are increasing. This paper propose SEIAS(SNS Emotional Information Analysis Strategy) based on opinion mining that analogize emotional information from SNS setting a different weight according to position of antonym and adverb. Firstly, the proposed SEIAS constructs a emotion dictionary for opinion mining analysis, Secondly, it collects SNS data on real time, compare it with emotion dictionary and calculates opinion value of SNS data. Specially, it increases the precision of opinion analysis result compared to the existing SO-PMI because it sets up the different value according to the position of antonym and adverb when it calculates the opinion value of data.

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

  • Kim, Youngchan;Jee, Kyoung-Yong;Kim, Moon-Koo;Kim, Jiyeon
    • Asia Marketing Journal
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    • v.7 no.2
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    • pp.71-92
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    • 2005
  • Given the rapid changes in consumer tastes, technology, and competition, companies must develop a steady stream of new products and services. To be a successful product or service and explore the available market, the target market consumers need to be fully acknowledged a new product or service's value or benefit. And at the same time, the presented benefit should satisfy the customer's needs and wants. Therefore, a firm must investigate the target consumers' needs and wants before launching the new product or service. In this paper, we suggest the marketing strategy for newly developed WiBro service in telecommunication industry. We focus on consumer-oriented marketing strategy as well as the technology development process. To explore the customer's value scheme, we employ a self-explicated approach for estimating the customer's part-worth of the different target market in the process of market development stage. And we present the marketing strategy for each market development stages as well.

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

  • 허영무;강정진;신광호;이영훈
    • Proceedings of the Korean Society for Technology of Plasticity Conference
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    • 2003.05a
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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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Directions and Tasks of Rural Planning System in Korea (한국 농촌계획의 방향정립과 과제)

  • Yoon, Won-Keun
    • Journal of Agricultural Extension & Community Development
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    • v.11 no.1
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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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A Refined Strategic Canvas of Blue Ocean Strategy Based on the Business Evolution (비즈니스 진화에 기초한 블루오션 전략캔버스의 개선에 관한 연구)

  • Song, Chang-Yong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.3
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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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    • v.14 no.5
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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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    • v.7 no.6
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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.

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

  • Lee, Ro-Woon;Han, Jung-Hee
    • Journal of Industrial Convergence
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    • v.15 no.1
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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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    • v.13 no.11
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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.