• Journal of Korea Society of Digital Industry and Information Management
• /
• v.6 no.3
• /
• pp.211-219
• /
• 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.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.16 no.11
• /
• pp.3738-3760
• /
• 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.

• The Transactions of the Korea Information Processing Society
• /
• v.5 no.3
• /
• pp.662-670
• /
• 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.

• Journal of the Institute of Electronics Engineers of Korea TC
• /
• v.44 no.10
• /
• pp.156-161
• /
• 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.