• 제목/요약/키워드: Category of pairs

검색결과 30건 처리시간 0.019초

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

  • 김범수;최흥식;김선웅
    • 경영과학
    • /
    • 제33권4호
    • /
    • pp.1-15
    • /
    • 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
    • 대한수학회보
    • /
    • 제47권6호
    • /
    • pp.1311-1327
    • /
    • 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
    • 대한수학회지
    • /
    • 제61권3호
    • /
    • pp.409-425
    • /
    • 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
    • 대한수학회보
    • /
    • 제56권6호
    • /
    • pp.1589-1600
    • /
    • 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
    • 대한수학회지
    • /
    • 제56권4호
    • /
    • pp.1031-1048
    • /
    • 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
    • /
    • 제12권4호
    • /
    • pp.239-247
    • /
    • 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.

  • PDF

Analysis of Similarity of Twitter Topic Categories among Regions

  • Yun, Hong-Won
    • Journal of information and communication convergence engineering
    • /
    • 제10권1호
    • /
    • pp.27-32
    • /
    • 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.

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

  • 김설영;이경순
    • 정보처리학회논문지B
    • /
    • 제17B권4호
    • /
    • pp.327-332
    • /
    • 2010
  • 보통 두 세 개의 어휘로 구성된 질문 분류에서 어휘의 다양한 표현으로 인한 어휘 불일치문제는 성능 저하의 주요 원인이다. 따라서 질문 분류에서 어휘 사이의 연관성을 반영하는 것이 필수적이다. 본 논문에서는 같은 범주의 질문-질문 쌍들에 대해 계산한 어휘 번역확률을 번역기반 언어모델에 반영하여 질문을 분류하는 방법을 제안한다. 실험에서 야후!앤써 질문대답 아카이브를 이용해서 전체 질문-대답 쌍들에 대해서 번역확률을 계산하는 것보다 같은 범주에 속하는 질문-질문 쌍들에 대해서 번역확률을 계산하는 것이 질문 분류에서 더 좋은 번역확률인 것을 증명한다.

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

  • Kim, Eungi
    • 한국도서관정보학회지
    • /
    • 제50권1호
    • /
    • pp.251-272
    • /
    • 2019
  • 본 연구는 Scopus의 분류시스템에서 설정된 주제분류의 활용도와 상호연관성을 조사했다. 연구 수행의 범위는 2017년도 Scopus 색인에 포함된 저널의 대 주제 분류 및 소 주제분류를 포함하였다. 연구의 결과는 Scopus의 주제 분류별 활용도에서의 빈도수나 주제분류간 상호연관성에서도 다양한 양상을 보였다. 이 가운데 대 주제분류활용률과 상호연관성의 양상은 의학과 사회과학분야에서 가장 활발하고 다양하게 나타났다. 한편, 소 주제분류에서는 "2700 General Medicine"이 상호연관 측면에서 최고의 다양성을 보여주었다. 이외에 쌍을 이루는 소 주제분류 간의 동시 빈도수 분석에서 특징적인 상호연관성을 보이는 경우들을 발견하였는데 같은 분야의 주제어가 비슷한 연관성, 분야는 다르지만 주제가 연결된 연관성, 주제어간 상,하위범주의 연관성의 경우들이다. 소수의 소 주제분류간에는 매우 유사한 주제어를 사용한 경우들도 있었다. 이러한 주제분류별 활용도와 주제분류간의 상호연관성들이 보여주는 다양한 양상들로 인해 연구수행에 있어서 대 주제분류뿐만 아니라 대주제 분류에 많은 영향을 미치는 소 주제분류까지도 면밀하게 살펴볼 필요가 있다.

형제에서 발생한 선천성 심장질환 (Congenital Heart Disease in Siblings)

  • 박표원;홍장수;서경필
    • Journal of Chest Surgery
    • /
    • 제14권1호
    • /
    • pp.87-90
    • /
    • 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.

  • PDF