• Title/Summary/Keyword: 데이지

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Performance Analysis on Day Trading Strategy with Bid-Ask Volume (호가잔량정보를 이용한 데이트레이딩전략의 수익성 분석)

  • Kim, Sun Woong
    • The Journal of the Korea Contents Association
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    • v.19 no.7
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    • pp.36-46
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    • 2019
  • If stock market is efficient, any well-devised trading rule can't consistently outperform the average stock market returns. This study aims to verify whether the strategy based on bid-ask volume information can beat the stock market. I suggested a day trading strategy using order imbalance indicator and empirically analyzed its profitability with the KOSPI 200 index futures data from 2001 to 2018. Entry rules are as follows: If BSI is over 50%, enter buy order, otherwise enter sell order, assuming that stock price rises after BSI is over 50% and stock price falls after BSI is less than 50%. The empirical results showed that the suggested trading strategy generated very high trading profit, that is, its annual return runs to minimum 71% per annum even after the transaction costs. The profit was generated consistently during 18 years. This study also improved the suggested trading strategy applying the genetic algorithm, which may help the market practitioners who trade the KOSPI 200 index futures.

Self-supervised Learning Method using Heterogeneous Mass Corpus for Sentence Embedding Model (이종의 말뭉치를 활용한 자기 지도 문장 임베딩 학습 방법)

  • Kim, Sung-Ju;Suh, Soo-Bin;Park, Jin-Seong;Park, Sung-Hyun;Jeon, Dong-Hyeon;Kim, Seon-Hoon;Kim, Kyung-Duk;Kang, In-Ho
    • Annual Conference on Human and Language Technology
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    • 2020.10a
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    • pp.32-36
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    • 2020
  • 문장의 의미를 잘 임베딩하는 문장 인코더를 만들기 위해 비지도 학습과 지도 학습 기반의 여러 방법이 연구되고 있다. 지도 학습 방식은 충분한 양의 정답을 구축하는데 어려움이 있다는 한계가 있다. 반면 지금까지의 비지도 학습은 단일 형식의 말뭉치에 한정해서 입력된 현재 문장의 다음 문장을 생성 또는 예측하는 형식으로 문제를 정의하였다. 본 논문에서는 위키피디아, 뉴스, 지식 백과 등 문서 형태의 말뭉치에 더해 지식인이나 검색 클릭 로그와 같은 구성이 다양한 이종의 대량 말뭉치를 활용하는 자기 지도 학습 방법을 제안한다. 각 형태의 말뭉치에 적합한 자기 지도 학습 문제를 설계하고 학습한 경우 KorSTS 데이셋의 비지도 모델 성능 평가에서 기준 모델 대비 7점 가량의 성능 향상이 있었다.

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Design and Performance Evaluation of a Faraday Cage and an Aerosol Charger (패러데이 케이지와 에어로졸 하전기의 설계 및 성능평가)

  • Ji, Jun-Ho;Bae, Kwi-Nam;Hwang, Jung-Ho
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.28 no.3
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    • pp.315-323
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    • 2004
  • An electrical cascade impactor is a multi-stage impaction device to separate airborne particles into aerodynamic size classes using particle charging and electrical detection techniques. A Faraday cage and an aerosol charger, which are basic components of the electrical cascade impactor, were designed and evaluated in this study. The low-level current response of the Faraday cage was investigated with changing particle size and air flow rate by using sodium chloride (NaCl) particles. The response of the prototype Faraday cage was very similar to that of a commercial aerosol electrometer (TSI model 3068) within ${\pm}$5% for singly-charged particles. The response linearity of the prototype Faraday cage could be extended up to flow rate of 30 L/min. For the performance evaluation of the aerosol charger the monodisperse liquid dioctyl sebacate (DOS) particles, with diameters of 0.1∼0.8$\mu\textrm{m}$, were generated using spraying from an atomizer followed by evaporation-condensation process. Typical performance parameters of the aerosol charger such as P$.$n, wall loss, and elementary charges per particle were evaluated. The performance of the prototype aerosol charger was found to be close to that of the aerosol charger used in an electrical low pressure impactor (ELPI, Dekati).

A Study on Revitalization and Development of Digital Talking Book Based on the DAISY Format (DAISY 포맷 기반의 디지털음성도서 개발 및 서비스 방안 연구)

  • Jang, Bo-Seong;Kim, Gyu-Hwan;Yi, Hyun-Jung
    • Journal of Korean Library and Information Science Society
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    • v.40 no.3
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    • pp.295-315
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    • 2009
  • This study suggested a scheme of revitalization and development of digital talking books(DTB) for the print disable people. In Korea, the number of print disabled people is quickly increasing because of increasing of the acquired blind and the elderly in population. To promote information service and to encourage active participation from the group categorized as print disabled people, library is required two distinctive considerations, design and implementation of authoring tool for DTB and policy and administrative consideration for revitalization for DTB service to the print disable people.

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A Development Of A System For Earthquake Warning Using Social Media (소셜미디어를 이용한 지진정보전달 시스템 개발)

  • Jeon, Inchan;Choi, Seong-Jong;Lee, Yong-Tae;Hong, Sung-Dae
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.12 no.5
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    • pp.169-175
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    • 2012
  • The Great East Japan Earthquake left some implications. Especially the case of alerting by social media had present. This paper suggests system for posting earthquake information to microblog like twitter and me2day. Microblog is most efficient and effective social media. So, this system receive earthquake information from the Earthquake Broadcast System in the Korea Meteorological Administration and post the information to twitter and me2day. By this system, earthquake information can be notice easily and response can be checked.

A Study on Container Monitoring System Using GPS (GPS를 이용한 컨테이너 모니터링 시스템에 관한 연구)

  • Choi Byoung Gil;Jin Sea il;Hong Sang Ki
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.22 no.4
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    • pp.401-409
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    • 2004
  • A monitoring system for container using CPS is the system for positioning and managing containers in real time. CPS is capable of positioning the container, promptly with a reasonable amount of accuracy. Facility managers of ports or airports should have loading, unloading, and keeping freight effectively. Transport companies or freight owners should allocate moving container properly and be able to prevent the loss or delay of freight. In this study, the position and pathways of container are monitored by real-time tracking method. The absolute and relative locations of container are monitored digitally and visually from TC_loading to TC_unloading yard. It has been tested the movement of the containers equiped with GPS, and its accuracy and efficiency were analyzed.

Experimental Assessment of PBGA Packaging Reliability under Strong Random Vibrations (강력한 임의진동 하에서 PBGA 패키지의 실험적 신뢰성 검증)

  • Kim, Yeong K.;Hwang, Dosoon
    • Journal of the Microelectronics and Packaging Society
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    • v.20 no.3
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    • pp.59-62
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    • 2013
  • Experimental analyses on the solder joint reliability of plastic ball grid array under harsh random vibration were presented. The chips were assembled on the daisy chained circuit boards for the test samples preparation, half of which were processed for underfill to investigate the underfill effects on the solder failures. Acceptance and qualification levels were applied for the solder failure tests, and the overall controlled RMS of the power spectrum densities of the steps were 22.7 Grms and 32.1 Grms, respectively. It was found that the samples survived without any solder failure during the tests, demonstrating the robustness of the packaging structure for potential avionics and space applications.

A Study on the DAISY Service Interface for the Print-Disabled (독서장애인을 위한 DAISY 서비스 인터페이스 구성에 관한 연구)

  • Bae, Kyung-Jae
    • Journal of the Korean BIBLIA Society for library and Information Science
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    • v.22 no.3
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    • pp.173-188
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    • 2011
  • This research intended to identify empirical recommendations for designing the DAISY service interface and used a case-based method. The case of this research was LG Digital Talking Book Library(http://voice.lg.or.kr) of LG Sangnam Library. A group of experts evaluated the current DAISY interface serviced by the web. After evaluation, major recommendations were suggested and these recommendations were used to develop the new DAISY Interface. Major recommendations were consideration of the reading flow of the screen-reader program, prevention of perception as an error about the time delay, development of web-based software, support for convenient functions and prevention of shortcut key overlap and so on.

Development of a System-Independent Mobile Smart Shelter using Solar Energy (태양광 에너지를 이용한 계통 독립형 이동식 스마트 쉼터 개발)

  • Joo, Jong-Yul;Lee, Young-Jae;Park, Kyoung-Wook;Oh, Jae-Chul
    • The Journal of the Korea institute of electronic communication sciences
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    • v.15 no.6
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    • pp.1061-1068
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    • 2020
  • This paper presents a system-independent mobile smart shelter using solar energy technology that can be freely installed in various places, such as parks, countryside, event area, construction area and walking tour places where the system power are difficult to use. The proposed smart shelter is equipped with solar power generation and energy storage devices that is combined with IoT technology to collect indoor and outdoor humidity, fine dust and tourist awareness in real time. It is possible to efficiently manage energy by performing the optimal energy operation during the heat- wave, cold-wave situation and the presence of travelers and it is possible to serve as a shelter for as long as possible without system power.

mise-en-scen of Digital 3D Short Animation in a Viewpoint of 'Triple Articulation' by U. Eco Focuseed on 3D Digital Animation 'Birthday Boy' (에코의 삼중 분절 개념으로 본 디지털 3D 단편 애니메이션의 미장센 - <버스데이 보이Birthday Boy>를 중심으로 -)

  • An, Se-Ung
    • The Journal of the Korea Contents Association
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    • v.6 no.12
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    • pp.278-286
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    • 2006
  • The purpose of this study was to investigate factors of film aesthetics, a core of creative power for works, and reference indicators to establish the successful model for works by analyzing Mise-en-scene through case works focused on domestic digital 3D short snimation that has developed consistently in recent years. As to the frame of analysis for Mise-en-scene, this study applied to the concept of triple articulation under discussion in U. Eco's film semiotics, but each factor is semes, figures, and cinemorphes. The case works were focused on by a film director Park Se Jong who was nominated for the Academy Award in 2005, and secured its objectivity.

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