• Title/Summary/Keyword: Dynamic Symbol Order

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A design of automatic trading system by dynamic symbol using global variables (전역 변수를 이용한 유동 심볼 자동 주문 시스템의 설계)

  • Ko, Young Hoon;Kim, Yoon Sang
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.6 no.3
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    • pp.211-219
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    • 2010
  • This paper designs the dynamic symbol automatic trading system in Korean option market. This system is based on Multichart program which is convenient and efficient system trading tool. But the Multichart has an important restriction which has only one constant symbol per chart. This restriction causes very useful strategies impossible. The proposed design uses global variables, signal chart selection and position order exchange. So an automatic trading system with dynamic symbol works on Multichart program. To verify the proposed system, BS(Buythensell)-SB(Sellthenbuy) strategies are tested which uses the change of open-interest of stock index futures within a day. These strategies buy both call and put option in ATM at start candle and liquidate all at 12 o'clock and then sell both call and put option in ATM at 12 o'clock and also liquidate all at 14:40. From 23 March 2009 to 31 May 2010, 301-trading days, is adopted for experiment. As a result, the average daily profit rate of this simple strategies riches 1.09%. This profit rate is up to eight times of commision price which is 0.15 % per option trade. If the method which raises the profitable rate of wining trade or lower commission than 0.15% is found, these strategies make fascinated lossless trading system which is based on the proposed dynamic symbol automatic trading system.

Symbol Error Rate of 16-APSK Modulation (DVB-S2의 16-APSK 성능 분석)

  • Son, Jae-Seung;Lee, Yu-Sung;Park, Hyun-Cheol
    • Proceedings of the IEEK Conference
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    • 2004.06a
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    • pp.11-14
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    • 2004
  • Digital Video Broadcasting - Satellite (DVB-S) [1] (EN 300 421(bibliography)) was introduced as a standard in 1994. However, by combing with higher order modulation, promise more powerful alternatives to the DVB-S / DVB-DSNG coding and modulation schemes. Variable rate coding and modulation (VCM) may employed to provide different levels of error protection to different service components. Adaptive coding and modulation (ACM) provides more exact channel protection and dynamic link adaptation to propagation conditions, targeting each individual receiving terminal. By these reasons, DVB-S2 introduced. This paper derives exact symbol error rate(SER) of 16-Amplitude Phase Shift Keying(APSK) modulation by using Craig's formula. 16-APSK modulation is used in DVB-S2. The difference between Union Bound and Craig's formula is 1.26dB in low SNR and 0.1dB in high SNR.

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Secure and Efficient Cooperative Spectrum Sensing Against Byzantine Attack for Interweave Cognitive Radio System

  • Wu, Jun;Chen, Ze;Bao, Jianrong;Gan, Jipeng;Chen, Zehao;Zhang, Jia
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.16 no.11
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    • pp.3738-3760
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    • 2022
  • Due to increasing spectrum demand for new wireless devices applications, cooperative spectrum sensing (CSS) paradigm is the most promising solution to alleviate the spectrum shortage problem. However, in the interweave cognitive radio (CR) system, the inherent nature of CSS opens a hole to Byzantine attack, thereby resulting in a significant drop of the CSS security and efficiency. In view of this, a weighted differential sequential single symbol (WD3S) algorithm based on MATLAB platform is developed to accurately identify malicious users (MUs) and benefit useful sensing information from their malicious reports in this paper. In order to achieve this, a dynamic Byzantine attack model is proposed to describe malicious behaviors for MUs in an interweave CR system. On the basis of this, a method of data transmission consistency verification is formulated to evaluate the global decision's correctness and update the trust value (TrV) of secondary users (SUs), thereby accurately identifying MUs. Then, we innovatively reuse malicious sensing information from MUs by the weight allocation scheme. In addition, considering a high spectrum usage of primary network, a sequential and differential reporting way based on a single symbol is also proposed in the process of the sensing information submission. Finally, under various Byzantine attack types, we provide in-depth simulations to demonstrate the efficiency and security of the proposed WD3S.

Jung, the Symbolical/Intuitional Understanding of the Symbol, and the Interreligious Dialogue (융, 상징적/직관적 상징이해, 그리고 종교간의 대화)

  • Seung Chul Kim
    • Sim-seong Yeon-gu
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    • v.26 no.2
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    • pp.189-208
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    • 2011
  • The psychology of Carl G. Jung is often called an "ancilla religionis"(servant of religion, James Heisig), by which Jung's understanding of the unconsciousness of human being as the religious one is well expressed. According to Jung the dichotomy between the consciousness and the unconsciousness of men is reconciled in the various religious symbols of the world religions. He also asserted that the religious symbols must be understood and interpreted by a symbolical way. When the religious symbols are understood literally and dogmatically, they lost their dynamic power to bring salvation to men. In this paper I try to understand the essence of the symbolical and intuitional understanding of the exclusiveness of Jesus Christ. The confession of the Christianity that only Christ, once for all, could bring the salvation to the whole humankind is to be interpreted by a symbolical and intuitional way. That means, Christ is to be understood as a always new being at every time when he is confessed as a salvator. Christ as a symbol could never be a historical past. I mentioned about the understanding of Buddha by Muneyoshi Yanagi, a Japanese Shinto Buddhist, in order to show how such a symbolical and intuitional understanding of the Christ could be possible.

Plan for Building a Brand Power of Dutyfree Shop and Identity Design Development - Focused on the SKM Dutyfree Shop at Samsung-dong, Seoul - (면세점의 브랜드파워 구축 방안과 아이덴티티디자인 개발 - 서울 삼성동의 SKM 면세점을 중심으로 -)

  • Lee, Kyung-Seog
    • Archives of design research
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    • v.19 no.6 s.68
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    • pp.15-20
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    • 2006
  • Despite the SKM Duyree shop's potentials, such as residing over the Samsung-dong, gangnam-gu one of the premier locations in Seoul, and offering a large shopping store, the old 'SKM Dutyfree' symbol [image #2] has become the burden for a company due to its low-profile brand quality and lack of location advertisements. Therefore, first, we have agreed to acquire the popular brand word 'COEX' and replace "SKM Dutyfree" to "COEX Dutyfree", and second, the new visual image has been created in order to create a synergy of the urban-look and the location-information. Therefore, the visual identity design concepts have been utilized in order to achieve such goals; first, promote the existing COEX-image and metropolitan-esque image. Second, unify the international-metropolitan looks of the COEX-mall, hotel, shopping center, exhibition, and airport terminal with location information. Third, deliver the new identity-design [image #1] of the fresh look(compare to competing dutyfree shops) and dynamic images.

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A Study on a Knowledge-level Supporting Tool for Building Expert Systems (전문가시스템 구축을 위한 지식레벨 지원도구에 관한 연구)

  • Kim, Eun-Gyung;Kim, Seong-Hoon;Park, Choong-Shik
    • The Transactions of the Korea Information Processing Society
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    • v.5 no.3
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    • pp.662-670
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    • 1998
  • In order to overcome the problems with first generation expert systems at the symbol level, recently various knowledge level development techniques of second generation expert systems have been proposed. But, these techniques are conceptual modelling techniques. This paper modifies and complements these conceptual modelling techniques and proposes a Task Object Modelling (TOM) technique as a practical knowledge level expert system development technique. This paper defines a Task Object(TO) as a knowledge unit consisted of a goal, execution conditions, behaviour knowledge, and so on. And, we define a Task Object Diagram(TOD) to depict structual, dynamic, and functional aspects of TO easily. We also define Inference Types as basic units to describe behaviour knowledge of TOs. In order to utilize the proposed TOM technique as not a simple conceptual modelling technique but a practical second generalion expert system development technique, we implement a TOD editor, a TO editor, and TO processing algorithm based on the state of TOs. Also we implement a Inference Types Library, in which each inference type is corresponded to an IRE(Jntelligent Rules Element) method, to transform the defined inference types into IRE methods automatically.

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Study on the Performance Analysis of Push-Pull Strategy by Multicharts' Portpolio (멀티차트 포트폴리오를 이용한 푸쉬풀 전략의 성능 분석에 관한 연구)

  • Ko, Young-Hoon;Kim, Yoon-Sang
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.10 no.6
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    • pp.317-324
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    • 2010
  • This paper analyses the performance of push-pull strategy by Multicharts' portpolio tool. This strategy decreases a risk of option sell by moving an exercise price to outward and compensates the profit by doubling contracts. This strategy also makes risk-free option sell to move inward for earning gain. This strategy basically uses several symbols. And this feature makes impossible to use a portpolio tool. However, This paper provides the method to use it with extracting intrinsic data from a symbolname. As an experiment for one month of september experiment options, it shows 1.5 million won in case of 5-displace and also shows 32 million won in case of 2.5-displace. If a Margin is enough, this strategy always earns profit, but it's difficult to be applicated in real trades because of a margin risk.

The Application of High Order Modulation Scheme in the Mobile Communication System (이동 통신 환경에서 고차원 변조 방식의 적용)

  • Seo, In-Kwon;Won, Se-Young;Kim, Young-Lok
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.44 no.10
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    • pp.156-161
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    • 2007
  • In a TDD system, the length of slots can be unequal, and the number of downlink (DL) and uplink (UL) slots per frame can be different as well. The advantage of using TDD is the capability to accommodate asymmetric high-bit-rate services for the DL and It, which will be one of the prominent features in 4G systems. This paper analyzes the performance of TDD system on mobile channel environments like indoor pedestrian and vehicular channel, and proposes optimum modulation/demodulation method in TDD system. A rectangular QAM (RQAM) used in various communication systems has good BER performance but the much more signal amplitudes also have become one of the barriers to implement receiver. While PSK receiver is implemented easily because it has a constant amplitude, but it's BER performance is worse than RQAM. APSK proposed in this paper integrates merits of RQAM and PSK, and minimizes demerits of then And a simple method is also proposed to demodulate the soft symbol. The results indicate that the proposed APSK has a little worse performance than RQAM but the dynamic range of APSK is about 4 dB, 8 dB better than RQAM at 16-ary, 64-ary modulation/demodulation respectively.

A Study on the Characteristics and Utility of Oriental Calligraphy Technique (동양적 캘리그라피 기법의 특성과 활용에 관한 연구)

  • 김병옥
    • Archives of design research
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    • v.16 no.4
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    • pp.163-172
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    • 2003
  • Nowadays calligraphy technique is widely utilized in diverse areas throughout the world. It is adopted in the visual environment of modern people comprehending from graphic design areas such as advertisement, package, symbol marks, logotypes, and movie posters to modern abstract paintings. It is because its dynamic and suggestive power of expression as symbolic and kinetic representation has been appreciated anew. In response to modern people's aversion from the mechanical and artificial digital environment as well as from the uniform, official, and modernistic trend, calligraphy technique is attracting people's attention as a new expressive style with oriental mysticism and emotional intimacy. Therefore, this study aims at illuminating the history of calligraphy, understanding its characteristics, searching for the expanded value of modern paintings and graphic designs, and ultimately contributing to the propagation of visual languages and expressive styles. In addition, this study attempted to establish the concept of Calli-Illust, which combines oriental painting techniques and materials and calligraphy techniques, and to explore for its potential uses in order to expand the area of illustration. According to the results of this study, calligraphy technique is a painting style of abstract expressionism, contributing to the expansion of the territory of a new formative area. Furthermore, this study proved that it is necessary to develop new expressive styles to overcome the limitation of design styles based on western rational, logical, and geometric functionalism, which have been received uncritically in the design environment of diversity. What is more, the concept and definition of calli-illust, which has been understood as a part of the concept of calligraphy so far, were clarified Research on calli-illust is just in its beginning stage. The present researcher expects that deeper and more extensive studies will be carried out in the future, so that calli-illust can be applied to communication design in various ways.

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A Study on the Improvement of Streetscape in Landfill of Public Water Surface and Its Evaluation (Focusing of Marine City in Haeundae) (공유수면 매립지 내 가로경관 개선 방안 및 평가에 관한 연구 (해운대 머린시티를 대상으로))

  • Kim, Jong-Gu
    • Journal of Korean Society of Transportation
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    • v.28 no.2
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    • pp.99-108
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    • 2010
  • In this paper I tried to find out changed and improved streetscape through the simulation using components of streetscape abstracted by factor analysis after analyzing present situation and problems of the streetscape for housing developments prepared on publis water surface. An analysis object is located in Haeundae Marine City in Busan. As a result of analysing the streetscape of marine city at present, I could see that main problems were discontinuous street space that did not reflect the characteristic of seashore, uncomfortable and insecure passage owing to coexistence street at seashore, insufficient street facilities for pedestrians, and disordered outdoor signboards. Therefore, I put the causal problems of marine city's streetscape in the insufficient street components, disharmony, and discontinuity so analysed the simulation elements applying selected street components and evaluated them to deduce demand factors having common meaning. As the result, the common demand factors were 'street furniture', 'harmonious streetscape with surrounding', 'landscape with natural openness', and 'landscape with dynamic symbol' in the order. So it needs to stress on a plan for proper arrangement of 'street facilities' and symbolic streetscape having continuity and harmony with surrounding so that the plan can proceed more properly for marine city's identity.