• Title/Summary/Keyword: Information Transferring

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Using rough set to support arbitrage box spread strategies in KOSPI 200 option markets (러프 집합을 이용한 코스피 200 주가지수옵션 시장에서의 박스스프레드 전략 실증분석 및 거래 전략)

  • Kim, Min-Sik;Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.1
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    • pp.37-47
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    • 2011
  • Stock price index option market has various investment strategies that have been developed. Specially, arbitrage strategies are very important to be efficient in option market. The purpose of this study is to improve profit using rough set and Box spread by using past option trading data. Option trading data was based on an actual stock exchange market tick data ranging from 2001 to 2006. Validation process was carried out by transferring the tick data into one-minute intervals. Box spread arbitrage strategies is low risk but low profit. It can be accomplished by back-testing of the existing strategy of the past data and by using rough set, which limit the time line of dealing. This study can make more stable profits with lower risk if control the strategy that can produces a higher profit module compared to that of the same level of risk.

Study of validation process according to various option strategies in a KOSPI 200 options market (코스피 200 주가지수옵션 데이터의 효율적 가공을 통한 다양한 옵션 전략들의 사후검증에 관한 연구)

  • Song, Chi-Woo;Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1061-1073
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    • 2009
  • Stock price index option investing is a scientific investment method and various index and investment strategies have been developed. The purpose of this study is to apply the variety of option investment strategies that have been introduced in the market and validate them using past option trading data. Option data was based on an actual stock exchange market tick data ranging from September 2001 to January 2007. Visual Basic is used to propose an option back-testing model. Validation process was carried out by transferring the tick data into ten-minute intervals and empirically analyzed. Furthermore, most option-related strategies have been applied to the model, and the usefulness of each strategies can be easily evaluated. As option investment has high leverage followed by high risks and profit, the optimal option investment strategy should be used according to the market condition at the time to make stable profit with minimum risk.

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IoT-based Indoor Localization Scheme (IoT 기반의 실내 위치 추정 기법)

  • Kim, Tae-Kook
    • Journal of Internet of Things and Convergence
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    • v.2 no.4
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    • pp.35-39
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    • 2016
  • This paper is about IoT(Internet of Things)-based indoor localization scheme. GPS and WiFi are widely used to estimate the location of things. However, GPS has drawback of poor reception and radio disturbance in doors. To estimate the location in WiFi-based method, the user collects the information by scanning nearby WiFi(s) and transferring the information to WiFi database server. This is a fingerprint method with disadvantage of having an additional DB server. IoT is the internetworking of things, and this is on rapid rise. I propose the IoT-based indoor localization scheme. Under the proposed method, a device internetworking with another device with its own location information like GPS coordinate can estimate its own location through RSSI. With more devices localizing its own, the localization accuracy goes high. The proposed method allows the user to estimate the location without GPS and WiFi DB server.

A Turbo-Coded Modulation Scheme for Deep-Space Optical Communications (Deep-Space 광통신을 위한 터보 부호화 변조 기법)

  • Oh, Sang-Mok;Hwang, In-Ho;Lee, Jeong-Woo
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.2C
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    • pp.139-147
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    • 2010
  • A novel turbo coded modulation scheme, called turbo-APPM, for deep space optical communications is constructed. The constructed turbo-APPM is a serial concatenations of turbo codes, an accumulator and a pulse position modulation (PPM), where turbo codes act as an outer code while the accumulator and the PPM act together as an inner code. The generator polynomial and the puncturing rule for generating turbo codes are chosen to show the low bit error rate. At the receiver, the joint decoding is performed by exchanging soft information iteratively between the inner decoder and the outer decoder. In the outer decoder, a local iterative decoding for turbo codes is conducted before transferring soft information to the inner decoder. Poisson distribution is used to model the deep space optical channel. It is shown by simulations that the constructed turbo-APPM provides coding gains over all previously proposed schemes such as LDPC-APPM, RS-PPM and SCPPM.

The Effect of Rubber Roller's Roughness & Compounds on Printability (고무 롤러이 원료 및 표면 조도가 잉크 전이에 미치는 영향에 관한 연구)

  • Ko, Ki-Hun;Ha, Young-Baeck;Lee, Jae-Soo;Oh, Sung-Sang;Lee, Euy-Soo
    • Journal of the Korean Graphic Arts Communication Society
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    • v.24 no.2
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    • pp.61-68
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    • 2006
  • Rubber rollers in off-set printing process are one of the most important factor, transferring the ink and water to the plate. Each different roughness of roller surface and different rubber compounds could effect to ink transparency and printability. Three different rubber compounds (NBR, EPDM, PU) and each different roughness of roller surface would show us different result of ink transparency and density of actual printing result. There might be a differences from actual printing result not only the amount of transferred ink, but there is also some other point we should check it out. According to the result of this studies, we found that different rubber compounds and their surface roughness directly effect to the rate of ink transfer. It also shows that the amount of transferred ink is not even and stable amount what we expect to get optimum printability. To reach a targeted printability with rollers, firstly it is necessary to choose correct rubber compounds with certain purpose and the roughness of roller surface has to be as smooth as less than $5{\mu}m{\sim}7{\mu}m$.

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Sensor Data Processing System using Sensor Service Description Language (센서 서비스 기술 언어를 이용한 센서 데이터 처리 시스템)

  • Hong, Hyeon-Woo;Kim, Yong-Woon;Yoo, Sang-Keun;Kim, Hyoung-Jun;Jung, Hoe-Kyung
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.11 no.6
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    • pp.1182-1189
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    • 2007
  • As ubiquitous environment rapidly emerges due to the development of network and information communication technology, ubiquitous computing is being noticed as a technology that will take the lead in information technology industry of the future. To the end, the data recognized from each sensors, collected and processed need be transferred to applied service so that they may be used as data for providing sum to users. However, in reality as the definitions of metadata and platform for each sensor are not clear, approach from applied service for data use is difficult and there are limitations in transferring sensor measurement data of the applied service because of the difference of platform and protocol. In this paper, we designed sensor service technology language that expresses sensor and measurement data and describes the service though sensor data service. Also the researcher implemented a sensor data processing system that transfers sensor data to the applied service by using web service. The thesis will apply a reference model for standardization to guarantee mutual compatibility in exchanging sensor data through the system.

OVERVIEW OF TELEMATICS: A SYSTEM ARCHITECTURE APPROACH

  • Cho, K.Y.;Bae, C.H.;Chu, Y.;Suh, M.W.
    • International Journal of Automotive Technology
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    • v.7 no.4
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    • pp.509-517
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    • 2006
  • In the mid 1990s, the combination of vehicles and communication was expected to bolster the stagnant car industry by offering a flood of new revenues. In-vehicle computing systems provide safety and control systems needed to operate the vehicle as well as infotainment, edutainment, entertainment, and mobile commerce services in a safe and responsible manner. Since 1980 the word "telematics" has meant the blending of telecommunications and informatics. Lately, telematics has been used more and more to mean "automotive telematics" which use informatics and telecommunications to enhance the functionality of motor vehicles such as wireless data applications, intelligent cruise control, and GPS in vehicles. This definition identifies telecommunications transferring information as the key enabling technology to provide these advanced services. In this paper, a possible framework for future telematics, which called an Intelligent Vehicle Network(IVN), is proposed. The paper also introduces and compares a number of existing technologies and the terms of their capabilities to support a suite of services. The paper additionally the paper suggests and analyzes possible directions for future telematics from current telematics techniques.

Reduction of Block Artifacts in Haze Image and Evaluation using Disparity Map (안개 영상의 블럭 결함 제거와 변위 맵을 이용한 평가)

  • Kwon, Oh-Seol
    • Journal of Broadcast Engineering
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    • v.19 no.5
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    • pp.656-664
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    • 2014
  • In the case of a haze image, transferring the information of the original image is difficult as the contrast leans toward bright regions. Thus, dehazing algorithms have become an important area of study. Normally, since it is hard to obtain a haze-free image, the output image is qualitatively analyzed to test the performance of an algorithm. However, this paper proposes a quantitative error comparison based on reproducing the haze image using a disparity map. In addition, a Hidden Random Markov Model and EM algorithm are used to remove any block artifacts. The performance of the proposed algorithm is confirmed using a variety of synthetic and natural images.

Backup path restoration scheme and delay time analysis in GMPLS network (GMPLS 망의 백업경로 복구구조 및 지연시간 분석)

  • Cho, Pyung-Dong;Kim, Sang-Ha
    • The KIPS Transactions:PartC
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    • v.10C no.5
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    • pp.603-610
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    • 2003
  • On the optical network, it is important to build restoration scheme capable to network survivability in preparation of potential failure on communication route. This paper analyze the existing schemes on restoration of failure on the optical network, and propose deferred commit scheme to improve resource utilization and management efficiency. Also, the transfer flow of messages needed for transferring restoration signal are presented in a concrete way and delay time required by shared mesh restoration scheme is explained in a substantial way. Simulation-based comparative analysis of various schemes is performed.

Numerical Stability Improvement Technique for Indirect Feedback Kalman Filter in Delayed-Measurement Systems (시간지연을 고려한 간접 되먹임 구조 칼만필터의 수치안정성 향상 기법)

  • Nam, Seongho;Sung, Changky;Kim, Taewon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.20 no.1
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    • pp.25-32
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    • 2017
  • Most of weapon systems use aided navigation system which integrates inertial navigation and aiding sensors to compensate the INS errors increasing with the passage of time. Various aid sensors can be applied such as Global Navigation Satellite System (GNSS), radar, barometer, etc., but there might exist time delay caused by signal processing or transferring aid information. This time delay leads out-of-sequence measurements (OOSM) systems. Previously, optimal and suboptimal measurment update method for OOSM systems, where the time delay length are known, are proposed. However, previous algorithm does not guarantee the positive definite property of covariance matrix. In order to improve numerical stability for aided navigation using delayed-measurement, this paper proposes a new measurement covariance update algorithm be similar to Joseph-form in Kalman filter. Futhermore, we propose how to implement it in indirect feedback Kalman filter structure, which is commonly used in aided navigation systems, for time-delayed measurement systems. Simulation and vehicle test results show effectiveness of a proposed algorithm.