• Title, Summary, Keyword: P2P Trading

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S & P 500 Stock Index' Futures Trading with Neural Networks (신경망을 이용한 S&P 500 주가지수 선물거래)

  • Park, Jae-Hwa
    • Journal of Intelligence and Information Systems
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    • v.2 no.2
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    • pp.43-54
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    • 1996
  • Financial markets are operating 24 hours a day throughout the world and interrelated in increasingly complex ways. Telecommunications and computer networks tie together markets in the from of electronic entities. Financial practitioners are inundated with an ever larger stream of data, produced by the rise of sophisticated database technologies, on the rising number of market instruments. As conventional analytic techniques reach their limit in recognizing data patterns, financial firms and institutions find neural network techniques to solve this complex task. Neural networks have found an important niche in financial a, pp.ications. We a, pp.y neural networks to Standard and Poor's (S&P) 500 stock index futures trading to predict the futures marker behavior. The results through experiments with a commercial neural, network software do su, pp.rt future use of neural networks in S&P 500 stock index futures trading.

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Blockchain Based Energy Trading Technology for the Community (커뮤니티형 블록체인 기반 에너지 거래 기술 동향)

  • Moon, Y.B.;Heo, T.W.;Lee, C.H.;Doh, Y.M.
    • Electronics and Telecommunications Trends
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    • v.35 no.6
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    • pp.97-106
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    • 2020
  • This article explains domestic and overseas technology trends as well as an energy trading architecture model that can safely execute energy power trading through blockchain in the community. There is a way to trade energy between homes as well as between homes and the public in the community, but there are currently no institutions that make this possible. However, our aim is to approach these power trading methods collectively through global technology related to blockchain. We try to solve the problems of energy trading using the blockchain technique. We discuss domestic and overseas technology trends in power trading using blockchain and introduce the power trading architecture for the community proposed by ETRI. We propose a framework that supports reliability and interoperability based on blockchain and develop scalable technology capable of supporting not only small-scale electricity trading but also medium-scale power trading.

The Information Content of Option Prices: Evidence from S&P 500 Index Options

  • Ren, Chenghan;Choi, Byungwook
    • Management Science and Financial Engineering
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    • v.21 no.2
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    • pp.13-23
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    • 2015
  • This study addresses the question as to whether the option prices have useful predictive information on the direction of stock markets by investigating a forecasting power of volatility curvatures and skewness premiums implicit in S&P 500 index option prices traded in Chicago Board Options Exchange. We begin by estimating implied volatility functions and risk neutral price densities every minute based on non-parametric method and then calculate volatility curvature and skewness premium using them. The rationale is that high volatility curvature or high skewness premium often leads to strong bullish sentiment among market participants. We found that the rate of return on the signal following trading strategy was significantly higher than that on the intraday buy-and-hold strategy, which indicates that the S&P500 index option prices have a strong forecasting power on the direction of stock index market. Another major finding is that the information contents of S&P 500 index option prices disappear within one minute, and so one minute-delayed signal following trading strategy would not lead to any excess return compared to a simple buy-and-hold strategy.

A study on the baseline load estimation method for microgrid energy trading (마이크로그리드 전력 거래를 위한 기준부하 추정 방법에 대한 연구)

  • Wi, Young-Min
    • Journal of IKEEE
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    • v.22 no.2
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    • pp.324-329
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    • 2018
  • As the environment of power systems changes, the demand and necessity for new electrical energy market are increasing. Especially, efforts to increase the efficiency of electric energy use by using demand response programs are being studied constantly in advanced countries and it is operated as a real market. This paper presents a study on the baseline load estimation required in the new power market, such as demand response, P2P electricity trading etc. The proposed method estimates the baeline load through analysis of the load pattern and verifies the effectiveness of the proposed method using actual data.

A Study on the Reasonable Objectiveness of Trading Area of the Korea Ship Safety Act (선박안전법상 항해구역의 합목적성에 관한 연구)

  • Park, Yong-Sub;Park, Jin-Soo;Lee, Yun-Cheol
    • Journal of the Korean Institute of Navigation
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    • v.15 no.2
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    • pp.61-86
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    • 1991
  • This paper aims to investigated the reasonable objectiveness of trading areas on the Korea Ship Safety Act and to make a regulated proposal of trading areas. To achieve the above mentioned object, we analyzed the existing rules and other related circumstances of maritime fields. On the basis of this viewpoint, this paper was focused on three topics of concern : (1) the relationship between the ship Safety Act and other Maritime Acts. (2) the legislative examples of foreign countries, (3) the reasonable revised reasons of trading areas. In this paper, we proposed following four matters such as (1) the modification of ship's length and speed which are the designative basis of trading areas, (2) the extension of the smooth sea area to limit of territorial seas (3) the extension of the near-coastal area to the coasts of the P.R.C., Japan, the U.S.S.R and the R.O.C ., and rename of its area into the near & greater coastal area, (4) the annulment of greater-coastal area.

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A Study on the Production and Consumption Authentication Power Trading System based on Big Data Analysis using Blockchain Network (블록체인 네트워크를 이용한 빅데이터 분석 기반 생산·소비량 인증 전력 거래 시스템에 관한 연구)

  • Kim, Young-Gon;Heo, Keol;Choi, Jung-In
    • Journal of Energy Engineering
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    • v.28 no.4
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    • pp.76-81
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    • 2019
  • This paper is a review of the certification system required for various energy prosumer business models, including P2P energy trading and participation in small demand response programs, which are based on reliable production and consumption certification. One of the most important parameter in energy trading is ensuring the reliability of trading account balancing. Therefore, we studied to use big data pattern analysis based blockchain smart contract between trading partners to make its tradings are more reliable. For this purpose big data analysis system collected from the IoT AMI and a production authentication system using a private blockchain network linked with the AMI is discussed, using the blockchain smart contract are also suggested. Futhermore, energy trading system concept and business models are introduced.

An Empirical Study on the Implementation Model of Global e-trade (글로벌 전자무역 구현모델의 실증분석)

  • Lee, Sang-Jin;Chung, Ja-Son
    • International Commerce and Information Review
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    • v.8 no.2
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    • pp.119-139
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    • 2006
  • The purpose of this research is to analyze four models of global e-trade implementation which was suggested at the advance research of implementation global e-Trade with major trading countries. The main outcomes of this empirical study are as follows. For realizing global e-trade of G-Networking model country we have to implement e-trade in the field of "import & logistics". And for realizing global e-trade of P-Networking model country, it need to try in "settlement & clearance". Furthermore, for realizing global e-Trade of G-Penetration model country, we have known that the field of "import & logistics" would be implemented. Finally for realizing global e-Trade of P-Penetration model country, "settlement & clearance" could be implemented. Also, this study suggests that we have to do negotiation with China and Japan at first, and to try the area of settlement & clearance to implement the global e-Trade with Korea's 10 major trading countries.

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Review on Integration of Smart Grid into Smart City (스마트 그리드(스마트 에너지)의 스마트 시티에의 통합에 대한 문헌 연구)

  • Sim, Min Kyu
    • The Journal of Society for e-Business Studies
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    • v.25 no.1
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    • pp.35-43
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    • 2020
  • Smart grid aims to achieve efficient energy-related operations. Smart grid will become a central component of Smart city that aims to improve citizens' quality of life. This paper validates that smart grid at matured state is the state where smart grid is naturally integrated into smart grid. Also, this paper describes smart grid as an essential element of smart city. This paper discusses necessary social infrastructure and investigates necessary technological features.

Effect of Supplementing 2-Hydroxy-4-(Methylthio) Butanoic Acid and DL-methionine in Corn-soybean-cottonseed Meal Diets on Growth Performance and Carcass Quality of Broilers

  • Liu, Y.L.;Song, G.L.;Yi, G.F.;Hou, Y.Q.;Huang, J.W.;Vazquez-Anon, M.;Knight, C.D.
    • Asian-Australasian Journal of Animal Sciences
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    • v.19 no.8
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    • pp.1197-1205
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    • 2006
  • This experiment was conducted to compare the effects of feeding DL-2-hydroxy-4-(methylthio)butanoic acid (HMTBA) and DL-methionine (DLM) supplemented corn-soybean-cottonseed meal diets on growth performance, carcass composition, and muscle color of broilers. The trial was designed as a $2{\times}3{\times}2$ factorial experiment, including two methionine (Met) sources (HMTBA and DLM), three equimolar graded levels of Met supplementation (i.e., 0.08, 0.16, and 0.24% in the starter diet and 0.07, 0.14, and 0.21% in the grower and finisher diets, respectively), and two sexes (male and female). Additionally, one basal diet for each sex was formulated to be limiting in Met to test the dosage response of increasing supplemental Met levels. Four hundred and twenty 10-d-old broilers were randomly allotted to 14 treatments (seven each for males and females), with five replicate pens per treatment and six chicks per pen. There was no difference (p>0.05) between the two Met sources in growth performance and muscle deposition of broilers throughout the whole experimental period (d 10 to 49). With the increasing Met supplementation levels, average daily gain was increased (quadratic; p<0.01) during the starter, grower, and overall phases, average daily feed intake was increased (quadratic; p<0.01) during the starter phase, and feed:gain ratio was decreased (quadratic; p<0.05) during the grower and overall phases. At the end of finisher phase, Met supplementation increased breast muscle content (quadratic; p<0.01) and thigh muscle content (linear; p<0.05), and decreased abdominal fat content (quadratic; p<0.02). Compared to the broiler fed DLM, broilers fed HMTBA had superior breast and thigh muscle coloration (p<0.01). Male broilers had higher weight gain and feed intake and better feed conversion than female broilers (p<0.01). The fat content of thigh muscle in female broilers was higher than that of male broilers (p<0.03). The best fit comparison of HMTBA vs. DLM was determined by Schwarz Bayesian Criteria index, which indicated that the average relative bioefficacy of HMTBA vs. DLM was 120% with 95% confidence limit 67 to 172%. These results indicated that Met supplementation improved growth performance and carcass quality of broilers fed corn-soybean-cottonseed meal diets irrespective of Met sources. Compared to DLM, HMTBA has the same molar bioefficacy on improving the growth performance and carcass quality of broilers; however, HMTBA fed birds had superior meat color to DLM fed birds.

The Effects of Walking and Turning and Treadmill Training on Postural Balance and Walking in People with Parkinson's Disease

  • Bang, Dae-Hyouk;Jeong, Wang-Mo
    • PNF and Movement
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    • v.17 no.2
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    • pp.189-197
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    • 2019
  • Purpose: The aim of our study was to evaluate the therapeutic effects of walking and turning plus treadmill training on the functional balance and walking ability of individuals with Parkinson's disease (PD). Methods: Twenty-four participants with Stage 1 to 3 ($2.13{\pm}0.64$) PD based on the Hoehn and Yahr scale were randomly allocated to the experimental group (EG) and control group (CG), with 12 participants in each group. The measured outcomes included the motor subscale of the unified Parkinson's disease rating scale (UPDRS-M), the Berg balance scale (BBS), the Timed Up and Go (TUG) test, the 10-meter walk test (10MWT), and the 6-minute walk test (6MWT). Results: Pre-to-post intervention improvements were noted for all the outcome measures for both groups (p < 0.05). Post intervention, there was a significant improvement in the EG compared to the CG for the following measured outcomes (p < 0.05): UPDRS-M (p = 0.021; 95% CI, 0.081-6.519), BBS (p = 0.042; 95% CI, 1.375-4.541), TUG (p = 0.034; 95% CI, -3.315--0.143), 10MWT (p = 0.011; 95% CI, -2.032--0.289), and 6MWT (p = 0.002; 95% CI, 24.39-91.273). Conclusion: Our study suggests that walking and turning plus treadmill training improves balance and walking compared to treadmill training only in patients with PD.