• Title/Summary/Keyword: Category of pairs

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A Study on Pairs Trading Performance in Global Futures Markets (페어트레이딩 전략의 수익성 연구 : 해외 선물시장을 중심으로)

  • Kim, Beomsu;Choi, Heung Sik;Kim, Sunwoong
    • Korean Management Science Review
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    • v.33 no.4
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    • pp.1-15
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    • 2016
  • Pairs trading is an arbitrage trading strategy using statistical properties of the spreads between two assets. This study analyzes the performance of the statistical pairs trading with the pairs selected from the same category as well as from the different category in the CME and other futures markets. Empirical results show that the pairs trading performance of the same category is poor whereas that of the different category proves profitable. This implies that the spreads between different category pairs can have the mean reversion property if pairs are properly selected using co-integration test, which is contrary to the existing research results on the overseas futures pairs trading.

GOTTLIEB SUBSETS WITH RESPECT TO A MORPHISM IN THE CATEGORY OF PAIRS

  • Kim, Ji-Yean;Lee, Kee-Young
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.6
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    • pp.1311-1327
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    • 2010
  • We introduce the concept of cyclic morphisms with respect to a morphism in the category of pairs as a generalization of the concept of cyclic maps and we use the concept to obtain certain sets of homotopy classes in the category of pairs. For these sets, we get complete or partial answers to the following questions: (1) Is the concept the most general concept in the class of all concepts of generalized Gottlieb subsets introduced by many authors until now? (2) Are they homotopy invariants in the category of pairs? (3) When do they have a group structure?.

SELF-PAIR HOMOTOPY EQUIVALENCES RELATED TO CO-VARIANT FUNCTORS

  • Ho Won Choi;Kee Young Lee;Hye Seon Shin
    • Journal of the Korean Mathematical Society
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    • v.61 no.3
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    • pp.409-425
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    • 2024
  • The category of pairs is the category whose objects are maps between two based spaces and morphisms are pair-maps from one object to another object. To study the self-homotopy equivalences in the category of pairs, we use covariant functors from the category of pairs to the group category whose objects are groups and morphisms are group homomorphisms. We introduce specific subgroups of groups of self-pair homotopy equivalences and put these groups together into certain sequences. We investigate properties of these sequences, in particular, the exactness and split. We apply the results to two special functors, homotopy and homology functors and determine the suggested several subgroups of groups of self-pair homotopy equivalences.

COCYCLIC MORPHISM SETS DEPENDING ON A MORPHISM IN THE CATEGORY OF PAIRS

  • Kim, Jiyean;Lee, Kee Young
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.6
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    • pp.1589-1600
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    • 2019
  • In this paper, we apply the notion of cocyclic maps to the category of pairs proposed by Hilton and obtain more general concepts. We discuss the concept of cocyclic morphisms with respect to a morphism and find that it is a dual concept of cyclic morphisms with respect to a morphism and a generalization of the notion of cocyclic morphisms with respect to a map. Moreover, we investigate its basic properties including the preservation of cocyclic properties by morphisms and find conditions for which the set of all homotopy classes of cocyclic morphisms with respect to a morphism will have a group structure.

THE RESOLUTION DIMENSIONS WITH RESPECT TO BALANCED PAIRS IN THE RECOLLEMENT OF ABELIAN CATEGORIES

  • Fu, Xuerong;Hu, Yonggang;Yao, Hailou
    • Journal of the Korean Mathematical Society
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    • v.56 no.4
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    • pp.1031-1048
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    • 2019
  • In this paper we study recollements of abelian categories and balanced pairs. The main results are: recollements induce new balanced pairs from the middle category; the resolution dimensions are bounded under certain conditions. As an application, the resolution dimensions with respect to cotilting objects of abelian categories involved in recollements are recovered.

MULTIPLICITY RESULTS AND THE M-PAIRS OF TORUS-SPHERE VARIATIONAL LINKS OF THE STRONGLY INDEFINITE FUNCTIONAL

  • Jung, Tack-Sun;Choi, Q-Heung
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.12 no.4
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    • pp.239-247
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    • 2008
  • Let $I{\in}C^{1,1}$ be a strongly indefinite functional defined on a Hilbert space H. We investigate the number of the critical points of I when I satisfies two pairs of Torus-Sphere variational linking inequalities and when I satisfies m ($m{\geq}2$) pairs of Torus-Sphere variational linking inequalities. We show that I has at least four critical points when I satisfies two pairs of Torus-Sphere variational linking inequality with $(P.S.)^*_c$ condition. Moreover we show that I has at least 2m critical points when I satisfies m ($m{\geq}2$) pairs of Torus-Sphere variational linking inequalities with $(P.S.)^*_c$ condition. We prove these results by Theorem 2.2 (Theorem 1.1 in [1]) and the critical point theory on the manifold with boundary.

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Analysis of Similarity of Twitter Topic Categories among Regions

  • Yun, Hong-Won
    • Journal of information and communication convergence engineering
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    • v.10 no.1
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    • pp.27-32
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    • 2012
  • Twitter can spread and share all kinds of information such as facts, opinions, and ideas in real time. In this paper, we empirically compare and analyze the topic categories in Twitter with all top 100 users in each of geographic region. We mainly consider the relationships among regions and selected four regions: Global, Seoul, Tokyo, and Beijing. Each of the top 100 users in Twitter is classified into a specific category and then statistical analysis is conducted. Among eight topic categories, the "Arts" category is the largest and the second is "Life". The correlation between global and Seoul groups has the lowest value among the six pairs of relationships between regional groups, and this difference is statistically significant. We find that the Seoul, Tokyo, and Beijing regional Twitter groups, all in East Asia, have high topical similarity. Based on the correlation analysis, Seoul and Tokyo saliently show a sticky trend. The correlation coefficient presents very a strong positive correlation between Seoul and Tokyo. The correlation between the global group and the East Asian groups is relatively lower than that among the East Asian groups.

Question Classification Based on Word Association for Question and Answer Archives (질문대답 아카이브에서 어휘 연관성을 이용한 질문 분류)

  • Jin, Xueying;Lee, Kyung-Soon
    • The KIPS Transactions:PartB
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    • v.17B no.4
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    • pp.327-332
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    • 2010
  • Word mismatch is the most significant problem that causes low performance in question classification, whose questions consist of only two or three words that expressed in many different ways. So, it is necessary to apply word association in question classification. In this paper, we propose question classification method using translation-based language model, which use word translation probabilities for question-question pair that is learned in the same category. In the experiment, we prove that translation probabilities of question-question pairs in the same category is more effective than question-answer pairs in total collection.

Assessing the Utilization and Interrelatedness of Scopus Subject Categories (Scopus에 설정된 주제분류 활용도 및 상호 연관성에 대한 고찰)

  • Kim, Eungi
    • Journal of Korean Library and Information Science Society
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    • v.50 no.1
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    • pp.251-272
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    • 2019
  • This study investigated the utilization and interrelatedness of Scopus subject categories. To conduct this study, major and minor subject categories of journals listed in the 2017 Scopus index were used. The results showed varying degrees of interrelatedness of subject categories. At the major subject category level, the utilization was the highest in Medicine, while Social Sciences showed a greater degree of interrelatedness in comparison to Medicine. Yet, at the minor subject level, 2700 General Medicine was particularly dominant in terms of utilization and interrelatedness. Moreover, co-occurrences of minor subject categories showed varying degrees of interrelatedness between pairs of minor subject categories. Pairs of minor subject categories showed the following characteristics: a) two subject categories having identical or closely identical descriptions, b) two different categories having an interrelationship by subject areas, and c) one category conceptually encompassing another category. Due to varying degrees of utilization and interrelatedness among subject categories, minor subject categories that may greatly influence the major subject categories in conducting research studies should be investigated in detail.

Congenital Heart Disease in Siblings (형제에서 발생한 선천성 심장질환)

  • Park, Pyowon;Hong, Jang-Su;Suh, Kyung-Pill
    • Journal of Chest Surgery
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    • v.14 no.1
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    • pp.87-90
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    • 1981
  • Genetic and environmental factors are the two areas which have received attention in the etiology of congenital cardiac malformation. Genetic factor in many types of congenital heart disease have not been clearly delineated. Congenital heart diseases are a heterogenous category of developmental anomalies, representing in most cases the multifactorial inheritance of threshold characters, the expression of which is the product of a genetic - environmental interaction. Recently we experienced three pairs of congenital heart disease in siblings including ventricular septal defects in twin.

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