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Performance Comparison of Reinforcement Learning Algorithms for Futures Scalping (해외선물 스캘핑을 위한 강화학습 알고리즘의 성능비교)

  • Jung, Deuk-Kyo;Lee, Se-Hun;Kang, Jae-Mo
    • The Journal of the Convergence on Culture Technology
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    • v.8 no.5
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    • pp.697-703
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    • 2022
  • Due to the recent economic downturn caused by Covid-19 and the unstable international situation, many investors are choosing the derivatives market as a means of investment. However, the derivatives market has a greater risk than the stock market, and research on the market of market participants is insufficient. Recently, with the development of artificial intelligence, machine learning has been widely used in the derivatives market. In this paper, reinforcement learning, one of the machine learning techniques, is applied to analyze the scalping technique that trades futures in minutes. The data set consists of 21 attributes using the closing price, moving average line, and Bollinger band indicators of 1 minute and 3 minute data for 6 months by selecting 4 products among futures products traded at trading firm. In the experiment, DNN artificial neural network model and three reinforcement learning algorithms, namely, DQN (Deep Q-Network), A2C (Advantage Actor Critic), and A3C (Asynchronous A2C) were used, and they were trained and verified through learning data set and test data set. For scalping, the agent chooses one of the actions of buying and selling, and the ratio of the portfolio value according to the action result is rewarded. Experiment results show that the energy sector products such as Heating Oil and Crude Oil yield relatively high cumulative returns compared to the index sector products such as Mini Russell 2000 and Hang Seng Index.

The Effects of Personal Emotion and Social Change Perception caused by COVID-19 on Disaster Response Perception after the Post-Endemic (코로나19로 인한 개인정서와 사회변화 인식이 엔데믹 이후 재난대처 인식에 미치는 영향에 대한 연구)

  • Lee, Wan-Taek;Lim, Seong-Hyeon;Jo, Changik;Lee, Jongseok;Jung, Deuk
    • Journal of Industrial Convergence
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    • v.20 no.8
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    • pp.127-136
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    • 2022
  • This study was conducted using a multiple regression model to empirically analyze the impact of personal emotions and social change perceptions of pandemic experienced by Korean people in the COVID-19 situation on the perception of disaster response after the endemic. For this end, we used the survey data with 996 respondents on 「Daily Changes of the People After COVID-19」conducted by the Korea Press Promotion Foundation. The results showed that COVID-19 positive emotions and social change perception factors had a positive (+) effect on disaster response perception, while the sense of community had a moderating effect that alleviated COVID-19 negative emotions which had a negative (-) effect. The most influential factors on disaster response perception after the endemic were COVID-19 positive emotions and community sense that had pride and stability in Korean society during disaster situations. Therefore, this study suggests that systematic disaster response manuals and control towers that give the public pride and stability are more strongly requested for the government's prior and follow-up measures performed in the post-endemic disaster situation, and that the people are asked to have the community sense to overcome disasters together rather than to respond with personal actions and judgments.

Aristotle's Static World and Traditional Education (아리스토텔레스의 정적인 세계와 전통적인 교육)

  • Oh, Jun-Young;Son, Yeon-A
    • Journal of the Korean Society of Earth Science Education
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    • v.15 no.2
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    • pp.158-170
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    • 2022
  • The purpose of this study is to understand the characteristics of Aristotle's view of nature that is, the static view of the universe, and find implications for education. Plato sought to interpret the natural world using a rational approach rather than an incomplete observation, in terms of from the perspective of geometry and mathematical regularity, as the best way to understand the world. On the other hand, Aristotle believed that we could understand the world by observing what we see. This world is a static worldview full of the purpose of the individual with a sense of purposive legitimacy. In addition, the natural motion of earthly objects and celestial bodies, which are natural movements towards the world of order, are the original actions. Aristotle thought that, given the opportunity, all natural things would carry out some movement, that is, their natural movement. Above all, the world that Plato and Aristotle built is a static universe. It is possible to fully grasp the world by approaching the objective nature that exists independently of human being with human reason and observation. After all, for Aristotle, like Plato, their belief that the natural world was subject to regular and orderly laws of nature, despite the complexity of what seemed to be an embarrassingly continual change, became the basis of Western thought. Since the universe, the metaphysical perspective of ancient Greece and modern philosophy, relies on the development of a dichotomy of understanding (cutting branches) into what has already been completed or planned, ideal and inevitable, so it is the basis of traditional teaching-learning that does not value learner's opinions.

Christian educational understanding of worship as habit formation (습관 형성으로서의 예배에 대한 기독교교육적 이해)

  • Kim, Eun-Ju
    • Journal of Christian Education in Korea
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    • v.70
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    • pp.239-265
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    • 2022
  • The purpose of this paper is to examine the Christian educational understanding of habit formation through the practical field of Christianity called worship. In the Cultural Liturgy series, James Smith criticized the intellectualistic Christian education so far and opened up a completely different level of possibility for Christian education through a unique study on habit formation. He focuses on education through actions, not education through the mind, and deals in depth with the relationship between habits and the body, between habits and knowledge, between habits and meaning systems, and between habits and human formation. Among them, it is emphasized that worship is a major liturgy that forms the identity of the participants through habits. Accepting Smith's position positively, this thesis first deals with the concept and understanding of major thinkers about habit. Second, we will look at habitual knowledge through the body. And lastly, it deals with Christian educational understanding of worship as a place of habit formation. Worship is not a one-time event, but an inseparable relationship with habit in terms of regular body practice. In particular, when we look at worship from the point of view of habits, it can be seen that the accumulation of experiences through bodily activities plays an important role in forming the horizon and background for understanding the world of the worshiper. Therefore, this thesis is meaningful in seeking and reconfirming the Christian educational possibility of worship as a habit formation.

Future Scenarios Regarding Domestic Labor and Caregiving by the Baby Boomer Generation in the Age of the Fourth Industrial Revolution (4차 산업혁명 시대, 베이비부머 세대의 가사노동과 돌봄의 미래 시나리오 - 시나리오 플래닝 기법 활용을 중심으로 -)

  • Lee, Sunhyung;Kim, Sunghee
    • Journal of Family Resource Management and Policy Review
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    • v.27 no.1
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    • pp.1-12
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    • 2023
  • This study forecasts the outlook 10 years from now regarding domestic labor and caregiving by the Baby Boomer generation and the preparations needed in the context of the Fourth Industrial Revolution. The scenario-planning method was used to explore changing trends in domestic labor and caregiving, the rationale for which has been questioned by both seniors and family welfare experts. Based on the results of the survey and our researchers' opinions, it was concluded that the changing trends were caused by two factors: the probability of alterations in domestic labor and the strength of family relationships. On the basis of these conclusions, four scenarios regarding baby boomers' domestic labor and caregiving in 10 years were proposed using two axes: the "high and low probability of alterations" and the "strengthening and weakening of family relationships." The first scenario is a "preference for the self-caring form of family," which has a high probability of domestic labor alterations and weak family relationships. The second scenario is a "preference for the flexible form of family," which has a high probability of domestic labor alterations and strong family relationships. The third scenario is a "preference for the traditional form of family," which has a low probability of domestic labor alterations and strong family relationships. The fourth scenario is a "preference for the public caregiving form of family," which has a low probability of domestic labor alterations and weak family relationships. These results provide basic information about the various aspects of baby boomers' lives-including the development of various goods and services, the establishment of policies regarding seniors, and programs for successful aging-and can help equip our society to take the actions needed for a super-aged population.

An Exploratory Factor Analysis on the Collaborative Information Behaviors of an Online Community Responding to the MV Sewol Tragedy (세월호 비극에 대한 온라인 커뮤니티의 협력적 정보행동에 관한 탐색적 요인 분석 연구)

  • Jisue Lee
    • Journal of Korean Library and Information Science Society
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    • v.54 no.1
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    • pp.191-220
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    • 2023
  • This research attempts to identify how members of an online community collaboratively engaged with particular social information behaviors and accomplished a defined collective action. While responding to the Sewol Ferry tragedy, MissyUSA members quickly communicated and mobilized a collective action, a full-page ad campaign in The New York Times. As a follow up study, this secondary analysis quantitatively analyzes the primary data from a previous study to explore potential relationships or underlying factors among the various identified information behaviors. In this study, nineteen of the previously identified information behaviors were analyzed using exploratory factor analysis, yielding a total of eight factors. The two major factors of shared representation/collective identification and mobilizing resources verified the findings of the previous study and are in line with the findings typical of political science. The three factors of collaborative decision-making, reaction to tension, and brainstorming were factors that maximized communication and mobilization online, without any face-to-face communication or physical organization. Three emergent factors of outburst of dissent, boycott, and planning explained how members used negative emotions of anger, referential information for boycott, and incubated next collective actions. Through exploratory factor analysis, this study verifies and expands on the findings of the previous study by identifying several emergent factors that relate to the collaborative information behaviors of an online community engaged in a collective action.

Notoginseng leaf triterpenes ameliorates mitochondrial oxidative injury via the NAMPT-SIRT1/2/3 signaling pathways in cerebral ischemic model rats

  • Weijie, Xie;Ting, Zhu;Ping, Zhou;Huibo, Xu;Xiangbao, Meng;Tao, Ding;Fengwei, Nan;Guibo, Sun;Xiaobo, Sun
    • Journal of Ginseng Research
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    • v.47 no.2
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    • pp.199-209
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    • 2023
  • Background: Due to the interrupted blood supply in cerebral ischemic stroke (CIS), ischemic and hypoxia results in neuronal depolarization, insufficient NAD+, excessive levels of ROS, mitochondrial damages, and energy metabolism disorders, which triggers the ischemic cascades. Currently, improvement of mitochondrial functions and energy metabolism is as a vital therapeutic target and clinical strategy. Hence, it is greatly crucial to look for neuroprotective natural agents with mitochondria protection actions and explore the mediated targets for treating CIS. In the previous study, notoginseng leaf triterpenes (PNGL) from Panax notoginseng stems and leaves was demonstrated to have neuroprotective effects against cerebral ischemia/reperfusion injury. However, the potential mechanisms have been not completely elaborate. Methods: The model of middle cerebral artery occlusion and reperfusion (MCAO/R) was adopted to verify the neuroprotective effects and potential pharmacology mechanisms of PNGL in vivo. Antioxidant markers were evaluated by kit detection. Mitochondrial function was evaluated by ATP content measurement, ATPase, NAD and NADH kits. And the transmission electron microscopy (TEM) and pathological staining (H&E and Nissl) were used to detect cerebral morphological changes and mitochondrial structural damages. Western blotting, ELISA and immunofluorescence assay were utilized to explore the mitochondrial protection effects and its related mechanisms in vivo. Results: In vivo, treatment with PNGL markedly reduced excessive oxidative stress, inhibited mitochondrial injury, alleviated energy metabolism dysfunction, decreased neuronal loss and apoptosis, and thus notedly raised neuronal survival under ischemia and hypoxia. Meanwhile, PNGL significantly increased the expression of nicotinamide phosphoribosyltransferase (NAMPT) in the ischemic regions, and regulated its related downstream SIRT1/2/3-MnSOD/PGC-1α pathways. Conclusion: The study finds that the mitochondrial protective effects of PNGL are associated with the NAMPT-SIRT1/2/3-MnSOD/PGC-1α signal pathways. PNGL, as a novel candidate drug, has great application prospects for preventing and treating ischemic stroke.

Preparation of Bio-oil from Ginkgo Leaves through Fast Pyrolysis and its Properties (은행잎 바이오매스로부터 급속 열분해를 통한 바이오-오일 생산 및 특성 연구)

  • In-Jun Hwang;Jae-Rak Jeon;Jinsoo Kim;Seung-Soo Kim
    • Clean Technology
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    • v.29 no.3
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    • pp.200-216
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    • 2023
  • Ginkgo leaves are considered waste biomass and can cause problems due to the strong insecticidal actions of ginkgolide A, B, C, and J and bilobalide. However, Ginkgo leaf biomass has high organic matter content that can be converted into fuels and chemicals if suitable technologies can be developed. In this study, the effect of pyrolysis temperature, minimum fluidized velocity, and Ginkgo leaf size on product yields and product properties were systematically analyzed. Fast pyrolysis was conducted in a bubbling fluidized bed reactor at 400 to 550℃ using silica sand as a bed material. The yield of pyrolysis liquids ranged from 33.66 to 40.01 wt%. The CO2 and CO contents were relatively high compared to light hydrocarbon gases because of decarboxylation and decarbonylation during pyrolysis. The CO content increased with the pyrolysis temperature while the CO2 content decreased. When the experiment was conducted at 450℃ with a 3.0×Umf fluidized velocity and a 0.43 to 0.71 mm particle size, the yield was 40.01 wt% and there was a heating value of 30.17 MJ/kg, respectively. The production of various phenol compounds and benzene derivatives in the bio-oil, which contains the high value products, was identified using GC-MS. This study demonstrated that fast pyrolysis is very robust and can be used for converting Ginkgo leaves into fuels and thus has the potential of becoming a method for waste recycling.

Effects of Self-esteem, Locus of Control to Military Life on Soldiers Adjusting: Mediating effect of Social Support and Stress Coping Strategies (자기존중감 및 통제소재가 병사의 군 적응에 미치는 영향: 사회적 지지와 스트레스 대처 방식의 매개 효과)

  • Joo Hee Lee ;Jung Kyu Kim
    • Korean Journal of Culture and Social Issue
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    • v.21 no.3
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    • pp.299-315
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    • 2015
  • This study examines correlations among factors that reportedly affect adjustment to military life: self esteem, locus of control,, social support and stress coping strategies. The study also attempts to validate the structural model to enhance understanding of the process of adjusting to the military life. The subjects of the study were 447 listed soldiers from private to sergeant currently stationed and serving in an army post in Gangwon-Do, Korea. The following tools were used for this study. Based on self-inventory questionnaires, evaluations were made regarding self esteem, locus of control, social support, stress management, adaptation to military life. Reliability of each criterion was evaluated based on reliability examination, correlations among parameters were analyzed, and the structural equation model was validated to verify the research model. The results of the study can be summarized as follows. First, internal control and self esteem have significant positive influence on social support and stress coping. Second, internal control and self esteem affect adjusting to military life through social support and active coping, two factors mediated in this study to act as parameters between self-esteem and internal control and military adaption. This study emphasizes intervention such as establishment of a social support system and training for taking necessary actions as limitations of studies dealing with internal traits and military adaptation. Since the subjects of this study were chosen from an army based in a single location for convenience' sake, it may be difficult to generalize the results to analyze the entire military.

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A Hybrid Blockchain-Based E-Voting System with BaaS (BaaS를 이용한 하이브리드 블록체인 기반 전자투표 시스템)

  • Kang Myung Joe;Kim Mi Hui
    • KIPS Transactions on Computer and Communication Systems
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    • v.12 no.8
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    • pp.253-262
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    • 2023
  • E-voting is a concept that includes actions such as kiosk voting at a designated place and internet voting at an unspecified place, and has emerged to alleviate the problem of consuming a lot of resources and costs when conducting offline voting. Using E-voting has many advantages over existing voting systems, such as increased efficiency in voting and ballot counting, reduced costs, increased voting rate, and reduced errors. However, centralized E-voting has not received attention in public elections and voting on corporate agendas because the results of voting cannot be trusted due to concerns about data forgery and modulation and hacking by others. In order to solve this problem, recently, by designing an E-voting system using blockchain, research has been actively conducted to supplement concepts lacking in existing E-voting, such as increasing the reliability of voting information and securing transparency. In this paper, we proposed an electronic voting system that introduced hybrid blockchain that uses public and private blockchains in convergence. A hybrid blockchain can solve the problem of slow transaction processing speed, expensive fee by using a private blockchain, and can supplement for the lack of transparency and data integrity of transactions through a public blockchain. In addition, the proposed system is implemented as BaaS to ensure the ease of type conversion and scalability of blockchain and to provide powerful computing power. BaaS is an abbreviation of Blockchain as a Service, which is one of the cloud computing technologies and means a service that provides a blockchain platform ans software through the internet. In this paper, in order to evaluate the feasibility, the proposed system and domestic and foreign electronic voting-related studies are compared and analyzed in terms of blockchain type, anonymity, verification process, smart contract, performance, and scalability.