• 제목/요약/키워드: Order Imbalance

검색결과 259건 처리시간 0.024초

Research on the Amount of Empty Containers in Japanese Main Ports

  • Kubo, Masayoshi;Zhang, Wenhui
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2004년도 Asia Navigation Conference
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    • pp.87-95
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    • 2004
  • Economic development is remarkable in Asia and progress of industrialization of NIES, ASEAN, and China in East Asia has increased the international physical distribution in this area. However, an imbalance of trade becomes severe in these areas. The imbalance is especially big in the Asia-North America route and the Japan-China route. The imbalance in the Asia -North America liner route is 5.04 million TEUS in 2002.The transportation ratio of loaded containers between China and Japan route is approximately 3:1 in 2000. In other words, it means that the transportation of loaded containers from China to Japan is 3, the transportation of loaded containers from Japan to China is I. The imbalance at a port is generally obtained by subtracting export loaded container cargo volume from import container cargo volume. However, the imbalance and the empty containers at the port are not always same. Then, in order to evaluate rationalization and efficiency of maritime container transportation, we introduce the amount of empty containers at a port as an evaluation index. However, the past data of the amount of handling empty containers have a lot of lacking portions. Then, it is necessary to estimate the past amount of empty containers in order to grasp the amount of empty containers historically. So, we construct the model that estimates the amount of empty containers using the imbalance of main port statistics in Japan.

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온라인 주식게시판 정보가 주식투자자의 거래행태에 미치는 영향 (The Impact of Information on Stock Message Boards on Stock Trading Behaviors of Individual Investors based on Order Imbalance Analysis)

  • 김현모;박재홍
    • 경영정보학연구
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    • 제18권2호
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    • pp.23-38
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    • 2016
  • 지금까지 수행된 연구들은 온라인 주식게시판 정보가 주식시장 활동에 미치는 영향의 유무만을 보이는 것에 초점을 맞추었으며, 온라인 주식게시판 정보가 주식투자자에게 매수 의도를 갖도록 하는지, 혹은 매도 의도를 갖도록 하는지에 대해서 연구되지 않았다. 따라서 본 연구의 목적은 온라인 주식게시판 정보가 주로 주식투자자의 어떠한 거래행태를 불러일으키는지 확인하는 것이다. 본 연구의 목적을 달성하기 위하여, 온라인 주식게시판 정보로서 주식 게시물 수를 온라인 구전활동 정도로 보았으며, 매수 및 매도 거래행태로서 주문불균형을 주식투자자의 거래방향성으로 보았다. 그리고 이를 기반으로 온라인 주식게시판의 장내 및 장외 주식게시물 수와 주문불균형 간의 상관관계를 확인하였다. 실증분석을 위하여, KOSPI에 상장된 40개 주식종목에 대한 온라인 주식시판으로부터 3개월 동안의 전체 게시물 46,077개를 수집하였고, 코스콤 데이터베이스로부터 해당 주식 종목에 대한 매수 및 매도 주도거래 데이터를 수집하여 절대 거래횟수 주문불균형 데이터를 설정하였다. 수집한 모든 데이터는 종목 및 시간에 따른 균형 패널데이터(balanced panel data)로 구성하였고, 패널 벡터자기 회귀 분석을 수행하였다. 본 연구의 분석결과를 살펴보면, 온라인 주식게시판의 1, 2일 전(t-1, t-2) 장내 게시물 수는 당일 주문불균형에 양의 영향을 미치는 것으로 나타났다. 그리고 온라인 주식게시판의 1일 전(t-1) 장외 게시물 수는 당일 주문불균형에 양의 영향을 미치는 것으로 나타났다. 즉, 온라인 주식게시판 정보는 주식투자자에게 주로 주식매수 결정에 영향을 미치는 것으로 보여 졌으며, 온라인 주식게시판 정보는 주로 해당 주식을 매수하도록 하는 감성(strong buy or buy sentiment)의 속성을 가진 것으로 추정되었다. 이러한 실증분석 결과를 바탕으로 정보시스템 및 재무행태학 부문의 학술적, 실무적 기여점을 제시한다.

다수 캐비티 금형에서 캐비티 간의 압력과 균형충전도 (The Pressure and Degree of Filling Balance between Cavity to Cavity in Multi-Cavity Injection Mold)

  • 노병수;박태원;정영득
    • Design & Manufacturing
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    • 제2권6호
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    • pp.33-37
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    • 2008
  • Almost all injection molds have multi-cavity, which are designed with geometrically balanced runner system in order to made filling balance between cavity to cavity during injection molding. However, filling imbalance has been existed in the geometrically balanced runner system. In this study, we made an experiment and investigated that are filling balanced according to material. Also, in case of filling imbalance was occurred, we conducted experiments in order to find out difference of cavity pressure with cavity pressure sensor. When filling imbalance was occurred between cavity to cavity, we investigated the filling imbalance and pressure differences by computer-aided engineering(CAE).

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인코더를 이용한 2축 각도 기반 보행 불균형 평가 시스템 연구 (A Study on Gait Imbalance Evaluation System based on Two-axis Angle using Encoder)

  • 심현민;김유현;조우형;권장우;이상민
    • 제어로봇시스템학회논문지
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    • 제21권5호
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    • pp.401-406
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    • 2015
  • In this study, the gait imbalance evaluation algorithm based on two axes angle using encoder is proposed. This experiment was carried out to experiment with a healthy adult male to 10 people. The device is attached to the hip and knee joint in order to measure the angle during the gait. Normal and imbalance gait angle data were measured using an encoder attached to the hip and knee joints. Also, in order to verify the reliability of estimation of asymmetrical gait using hip and knee angle, it was compared with the result of asymmetrical gait estimation using foot pressure. SI (Symmetry Index) was used as an index for determining the gait imbalance. As a result, normal gait and 1.5cm imbalance gait were evaluation as normal gait through SI using an encoder. And imbalance gait of 3cm, 4cm, and 6cm were judge by imbalance gait. Whereas all gait experiments except normal gait were evaluation as imbalance gait through SI using the pressure. It was possible to determine both the normal gait and imbalance gait through measurement for the angle and the pressure.

다점 핀포인트 금형에서 균형충전이 가능한 사출금형 구조 (On the new mold structure with multi-point gate for filling-balance mold)

  • 권윤숙;정영득
    • Design & Manufacturing
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    • 제2권5호
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    • pp.25-29
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    • 2008
  • Almost all injection molds have multi-cavity runner system for mass production, which are designed with geometrically balanced runner system in order to accomplish filling balance between cavity to cavity during processing. However, even though geometrically balanced runner is used, filling imbalance have been observed. Filling imbalance could be decreased by modifying processing conditions such as injections rate, mold temperature, injection pressure, melt temperature that are related to shear, viscosity. In this study, a series of experiment was conducted to investigate filling imbalance variation when modifying runner layout and ploymer and to determine which processing condition influences as the primary cause of filling imbalance in geometrically balanced runner system. The filling imbalance was desreased up to result range of $3{\leq}DFI{\leq}8(%)$ by using a new runner system for balanced filling.

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분류 알고리즘 기반 주문 불균형 정보의 단기 주가 예측 성과 (Classification Algorithm-based Prediction Performance of Order Imbalance Information on Short-Term Stock Price)

  • 김선웅
    • 지능정보연구
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    • 제28권4호
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    • pp.157-177
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    • 2022
  • 투자자들은 증권회사가 제공하는 시세표인 Limit Order Book 정보를 통해 국내외 투자자들이 제출하는 주문 정보를 실시간으로 파악하면서 거래에 참여하고 있다. Limit Order Book에 실시간으로 공개되고 있는 주문 정보가 주가 예측에서 유용성이 있을까? 본 연구는 장 중 투자자들의 매수와 매도 주문이 어느 한쪽으로 쏠리면서 주문 불균형이 나타나는 경우 미래 주가 등락의 예측 변수로서 유의성이 있는지를 분석하는 것이다. 분류 알고리즘을 이용하여 주문 불균형 정보의 당일 종가 등락에 대한 예측 정확도를 높이고, 예측 결과를 이용한 데이트레이딩 전략을 제안하며 실증분석을 통해 투자 성과를 분석한다. 자료는 2004년 1월 19일부터 2022년 6월 30일까지의 4,564일 동안의 코스피200 주가지수선물 5 분 봉 주가를 분석하였다. 실증분석 결과는 다음과 같다. 첫째, 총매수 주문량과 총매도 주문량의 불균형 정도로 측정하는 주문 불균형지수와 주가는 유의적 상관성을 보인다. 둘째, 주문 불균형 정보는 당일 종가까지의 미래 주가 등락에 대해서도 유의적인 영향력이 나타났다. 셋째, 주문 불균형 정보를 이용한 당일 종가 등락의 예측 정확도는 Support Vector Machines 알고리즘이 54.1%로 가장 높게 나타났다. 넷째, 하루 중 이른 시점에서 측정한 주문 불균형지수가 늦은 시점에서 측정한 주문 불균형지수보다 예측 정확성이 더 높았다. 다섯째, 종가 등락 예측 결과를 이용한 데이트레이딩 전략의 투자 성과는 비교모형의 투자 성과보다 높게 나타났다. 여섯째, 분류 알고리즘을 이용한 투자 성과는 K-Nearest Neighbor 알고리즘을 제외하면 모두 비교모형보다 총수익 평균이 높게 나타났다. 일곱째, Logistic Regression, Random Forest, Support Vector Machines, XGBoost 알고리즘의 예측 결과를 이용한 데이트레이딩 전략의 투자 성과는 수익성과 위험성을 동시에 평가하는 샤프비율에서도 비교모형보다 높은 결과를 보여주었다. 본 연구는 Limit Order Book 정보 중 총매수 주문량과 총매도 주문량 정보의 경제적 가치가 존재함을 밝혔다는 점에서 기존의 연구와 학술적 차별점을 갖는다. 본 연구의 실증분석 결과는 시장 참여자들에게 투자 전략적 측면에서 함의가 있다고 판단된다. 향후 연구에서는 최근 활발히 연구가 진행되고 있는 딥러닝 모형 등으로의 확장을 통해 주가 예측의 정확도를 높임으로써 데이트레이딩 투자전략의 성과를 개선할 필요가 있다.

균형충전을 위한 HR3P 금형 구조에서의 공정의 최적화 (Optimization of Processing on Filling Balance of the HR3P Mold Structure)

  • 권윤숙;정영득
    • 한국정밀공학회지
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    • 제26권3호
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    • pp.98-102
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    • 2009
  • Almost all injection molds have multi-cavity runner system for mass production, which are designed with geometrically balanced runner system in order to accomplish filling balance between cavity to cavity during processing. However, even though geometrically balanced runner is used, filling imbalance has been observed. Filling imbalance could be decreased by modifying processing conditions such as injections rate, mold temperature, injection pressure, melt temperature that are related to shear, viscosity. In this study, a series of experiment was conducted to investigate filling imbalance variation when modifying runner layout and polymer and to determine which processing condition influences as the primary cause of filling imbalance in geometrically balanced runner system. The filling imbalance was decreased up to result range of $3{\leq}DFI{\leq}8(%)$ by using a new runner system for balanced filling.

사출성형시 불균형 충전에 관한 다구찌 실험계획법을 이용한 성형공정의 최적화 (On the new mold structure with multi-point gate for filling-balance mold)

  • 권윤숙;한동엽;정영득
    • Design & Manufacturing
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    • 제1권1호
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    • pp.13-16
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    • 2007
  • Almost all injection molds have multi-cavity runner system for mass production, which are designed with geometrically balanced runner system in order to accomplish filling balance between cavity to cavity during processing. However, even though geometrically balanced runner is used, filling imbalance have been observed. Filling imbalance could be decreased by modifying processing conditions such as injections rate, mold temperature, injection pressure, melt temperature that are related to shear, viscosity. In this study, a series of experiment was conducted to investigate filling imbalance variation when modifying runner layout and polymer and to determine which processing condition influences as the primary cause of filling imbalance in geometrically balanced runner system.

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편측 분기형 러너 배열을 가진 다수 캐비티 사출금형에서의 충전 불균형도 (The Filling Imbalance in Multi-Cavity Injection Molds with Unary Branch Type Runner Lay-out)

  • 강철민;정영득
    • 소성∙가공
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    • 제13권7호
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    • pp.580-585
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    • 2004
  • Almost all injection molds have multi-cavity runner system fur productivity and are designed with geometrically balanced runner system in order to minimize filling imbalance between cavity to cavity during processing. However, filling imbalances have been observed though geometrically balanced runner lay-out. Generally, these filling imbalances are due to thermal unbalance, viscosity, characteristic of polymers and so on. These kinds of filling imbalances have already been reported by Beaumont since 1997, but his research has mainly focused on filling imbalance at binary runner. In this study, we conducted an experimental study about the filling imbalances in unary branch runner as well as binary branch runner and inquired into the causes of filling imbalances. The results could be summarized as fellowing: Filling imbalances existed in multi-cavity mold with unary branch runner, it could be decreased by optimizing processing condition such as increasing injection rate, and it is almost proportion to each polymer's temperature sensibility.

다수 캐비티를 갖는 3매 구성형 사출금형에서의 충전 불균형 (Filling Imbalance in 3 Plate Type Injection Molds with Multi-Cavity)

  • 제덕근;정영득
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2003년도 춘계학술대회 논문집
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    • pp.752-755
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    • 2003
  • Injection molding is the one of the most important processes for mass production of plastic parts. Usually Injection molds for mass production are constituted to multi-cavity runner system to manufacture the more parts at a time. To uniformly fill to each cavity, multi-cavity molds are designed to geometrically balanced runner system. However. in practice this is not the case. The previous studies by Beaumount at.[2] reported that filling imbalance occurred by thermal unbalance on the mold and viscosity variation of resins and so on. In this study, we conducted experiments in order to know the causes or filling imbalance for 3 plate type mold with 8 cavities. We presented a new so called 4BF mold(4plate Type Balanced Filling Mold) to improve filling balance. We conducted a experimental injection molding to verify a efficiency of the 4BF mold. In the results of the experiment, We could confirmed the possibility of the 4BF mold.

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