• Title/Summary/Keyword: Push-Pull Strategy

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The Profit Analysis of Push-Pull Strategy in Option Market (옵션 시장에서 푸쉬풀 전략의 성능 분석)

  • Ko, Young-Hoon
    • Proceedings of the Korea Information Processing Society Conference
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    • 2010.04a
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    • pp.1051-1054
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    • 2010
  • 본 논문은 옵션 시장에서 푸쉬풀 전략을 제시하고 이의 성능 분석을 한다. 푸시풀 전략은 초기 진입 시 설정한 예탁금이 줄어들지 않도록 관리하는 전략이다. 옵션의 만기에 외가 가격이 0이 되는 특성상외가 매도는 프리미엄의 수익을 기대할 수 있다. 시스템 트레이딩 툴이 멀티차트를 통하여 푸쉬풀 전략을 구현하고, 3월물 옵션에 대하여 성능 분석을 하였다. 2월 5일과 2월 11일에 두 번 임계값 조정이 발생하여, 총 6번의 매매에 총수익 769,000원 발생하였다. 승률은 67%이고, 자산대비 수익률은 한달에 9%가 발생하였다. 푸쉬풀 전략은 급격한 추세장을 제외하고는 한달에 10% 내외의 수익을 기대할 수 있는 안정된 전략으로 개인 투자자의 옵션 투자에 많은 도움을 줄 수 있다. 일반화된 자료를 추출하기 위해서는 향후에 실험 구간을 넓히고, 행사가 이동 구간을 줄이는 최적 지점을 찾아내는 연구가 필요하다.

Pulse Density Modulation Controlled Series Load Resonant Zero Current Soft Switching High Frequency Inverter for Induction-Heated Fixing Roller

  • Sugimura, Hisayuki;Kang, Ju-Sung;Saha, Bishwajit;Lee, Hyun-Woo;Nakaoka, Mutsuo
    • Proceedings of the KIEE Conference
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    • 2006.04b
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    • pp.226-228
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    • 2006
  • This paper presents the two lossless auxiliary inducors-assisted voltage source type half bridge(single ended push pull:SEPP) series resonant high frequency inverter for induction heated fixing roller in copy and printing machines. The simple high-frequency inverter treated here can completely achieve stable zero current soft switching (ZCS) commutation forwide its output power regulation ranges and load variations under constant high frequency pulse density modulation (PDM) scheme. Its transient and steady state operatprinciple is originally described and discussed for a constant high-frequency PDM control strategy under a stable ZCS operation commutation, together with its output effective power regulation charactertics-based on the high frequency PDM strategy. The experimenoperating performances of this voltage source SEPP ZCS-PDM series resonant high frequency inverter using IGBTs are illustrated as compared with computer simulation results and experimenones. Its power losses analysis and actual efficiency are evaluated and discussed on the basis of simulation and experimental results. The feasible effectiveness of this high frequency inverter appliimplemented here is proved from the practical point of view.

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Development of the forecasting model for import volume by item of major countries based on economic, industrial structural and cultural factors: Focusing on the cultural factors of Korea (경제적, 산업구조적, 문화적 요인을 기반으로 한 주요 국가의 한국 품목별 수입액 예측 모형 개발: 한국의, 한국에 대한 문화적 요인을 중심으로)

  • Jun, Seung-pyo;Seo, Bong-Goon;Park, Do-Hyung
    • Journal of Intelligence and Information Systems
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    • v.27 no.4
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    • pp.23-48
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    • 2021
  • The Korean economy has achieved continuous economic growth for the past several decades thanks to the government's export strategy policy. This increase in exports is playing a leading role in driving Korea's economic growth by improving economic efficiency, creating jobs, and promoting technology development. Traditionally, the main factors affecting Korea's exports can be found from two perspectives: economic factors and industrial structural factors. First, economic factors are related to exchange rates and global economic fluctuations. The impact of the exchange rate on Korea's exports depends on the exchange rate level and exchange rate volatility. Global economic fluctuations affect global import demand, which is an absolute factor influencing Korea's exports. Second, industrial structural factors are unique characteristics that occur depending on industries or products, such as slow international division of labor, increased domestic substitution of certain imported goods by China, and changes in overseas production patterns of major export industries. Looking at the most recent studies related to global exchanges, several literatures show the importance of cultural aspects as well as economic and industrial structural factors. Therefore, this study attempted to develop a forecasting model by considering cultural factors along with economic and industrial structural factors in calculating the import volume of each country from Korea. In particular, this study approaches the influence of cultural factors on imports of Korean products from the perspective of PUSH-PULL framework. The PUSH dimension is a perspective that Korea develops and actively promotes its own brand and can be defined as the degree of interest in each country for Korean brands represented by K-POP, K-FOOD, and K-CULTURE. In addition, the PULL dimension is a perspective centered on the cultural and psychological characteristics of the people of each country. This can be defined as how much they are inclined to accept Korean Flow as each country's cultural code represented by the country's governance system, masculinity, risk avoidance, and short-term/long-term orientation. The unique feature of this study is that the proposed final prediction model can be selected based on Design Principles. The design principles we presented are as follows. 1) A model was developed to reflect interest in Korea and cultural characteristics through newly added data sources. 2) It was designed in a practical and convenient way so that the forecast value can be immediately recalled by inputting changes in economic factors, item code and country code. 3) In order to derive theoretically meaningful results, an algorithm was selected that can interpret the relationship between the input and the target variable. This study can suggest meaningful implications from the technical, economic and policy aspects, and is expected to make a meaningful contribution to the export support strategies of small and medium-sized enterprises by using the import forecasting model.

Numerical modelling for monitoring the hysteretic behaviour of CFRP-retrofitted RC exterior beam-column joints

  • Mahini, Seyed S.;Ronagh, Hamid R.
    • Structural Engineering and Mechanics
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    • v.38 no.1
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    • pp.27-37
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    • 2011
  • This paper presents the results of a study on the capability of nonlinear quasi-static finite element modelling in simulating the hysteretic behaviour of CFRP and GFRP-retrofitted RC exterior beam-column joints under cyclic loads. Four specimens including two plain and two CFRP/GFRP-strengthened beam-column joints tested by Mahini and Ronagh (2004) and other researchers are modelled using ANSYS. Concrete in compression is defined by the modified Hognestad model and anisotropic multi-linear model is employed for modelling the stress-strain relations in reinforcing bars while anisotropic plasticity is considered for the FRP composite. Both concrete and FRP are modelled using solid elements whereas space link elements are used for steel bars considering a perfect bond between materials. A step by step load increment procedure to simulate the cyclic loading regime employed in the testing. An automatically reforming stiffness matrix strategy is used in order to simulate the actual seismic performance of the RC concrete after cracking, steel yielding and concrete crushing during the push and pull loading cycles. The results show that the hysteretic simulation for all specimens is satisfactory and therefore suggest that the numerical model can be used as an inexpensive tool to design of FRP-strengthened RC beam-column joints under cyclic loads.

Novel Buck Mode Three-Level Direct AC Converter with a High Frequency Link

  • Li, Lei;Guan, Yue;Gong, Kunshan;Li, Guangqiang;Guo, Jian
    • Journal of Power Electronics
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    • v.18 no.2
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    • pp.407-417
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    • 2018
  • A novel family of Buck mode three-level direct ac converters with a high frequency link is proposed. These converters can transfer an unsteady high ac voltage with distortion into a regulated sinusoidal voltage with a low THD at the same frequency. The circuit configuration is constituted of a three-level converter, high frequency transformer, cycloconverter, as well as input and output filters. The topological family includes forward, push-pull, half-bridge, and full-bridge modes. In order to achieve a reliable three-level ac-ac conversion, and to overcome the surge voltage and surge current of the cycloconverter, a phase-shifted control strategy is introduced in this paper. A prototype is presented with experimental results to demonstrate that the proposed converters have five advantages including high frequency electrical isolation, lower voltage stress of the power switches, bi-directional power flow, low THD of the output voltage, and a higher input power factor.

Advanced Induction Heating Equipment using Dual Mode PWM-PDM Controlled Series Load Resonant Tank High Frequency Inverters

  • Fathy, Khairy;Kwon, Soon-Kurl;Nakaoka, Mutsuo
    • Journal of Power Electronics
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    • v.7 no.3
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    • pp.246-256
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    • 2007
  • In this paper, a novel type auxiliary active edge resonant snubber assisted zero current soft switching pulse modulation Single-Ended Push Pull (SEPP) series load resonant inverter using IGBT power modules is proposed for cost effective consumer high-frequency induction heating (IH) appliances. Its operating principle in steady state is described by using each switching mode's equivalent operating circuits. The new multi resonant high-frequency inverter with series load resonance and edge resonance can regulate its high frequency output power under a condition of a constant frequency zero current soft switching (ZCS) commutation principle on the basis of the asymmetrical pulse width modulation (PWM) control scheme. Brand-new consumer IH products using the proposed ZCS-PWM series load resonant SEPP high-frequency inverter using IGBTs is evaluated and discussed as compared with conventional high-frequency inverters on the basis of experimental results. In order to extend ZCS operation ranges under a low power setting PWM as well as to improve efficiency, the high frequency pulse density modulation (PDM) strategy is demonstrated for high frequency multi-resonant inverters. Its practical effectiveness is substantially proved from an application point of view.

Effect of Inter-and mixed cropping with Attractant and Repellent Plants on Occurrence of Major Insect Pests in Organic Cultivation of Chinese Cabbage (간.혼작을 이용한 유기농 배추 주요해충 발생경감 효과)

  • Kim, Min-Jeong;Shim, Chang-Ki;Kim, Yong-Ki;Jee, Hyeomng-Jin;Yun, Jong-Chul;Park, Jong-Ho;Han, Eung-Jung;Hong, Sung-Jun
    • Korean Journal of Organic Agriculture
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    • v.21 no.4
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    • pp.685-699
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    • 2013
  • This study was evaluated the effect of attractant or repellent plants for establishing push-pull strategy for insect pest management of organic Chinese cabbage cultivation. The attractant or repellent effect of Ten plants, marigold, rye, Chinese chive, lettuce, chicory, Nongwoo-chicory, crown daisy, Treviso, green leaf mustard, and red leaf mustard were evaluated against diamondback moth, striped flea beetle, aphids, brown-winged stink bug and cabbage stink bug in organic Chinese cabbage field in Seosan in 2012. Of the ten repellent or attractant plants, rye and chicory attracted significantly brown-winged stink bug and cabbage stink bug, respectively. Aphids ate attracted significantly to the rye rather than the other plants. Leaf mustard was attracted cabbage stink bug and brown-winged stink bug in order. Cabbage stink bug was attracted by only a combination of lettuce and Chinese chive. Diamondback moth, striped flea beetle, aphid, brown-winged stink bug and cabbage stink bug were significantly repelled by single or combined cultivation of crown daisies, Treviso, and leaf mustard in organic Chinese cabbage cultivation. The results above-mentioned indicate that selected insect-attractant and -repellent plants can be used as tools for integrated pest managements of Chinese cabbage.

Emerging Technologies in Mobile Communications for 2020 (2020년 미래 무선통신 유망기술 발굴)

  • Lee, Kyungpyo;Song, Youngkeun;Han, Woori;Lee, Sungjoo
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38A no.1
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    • pp.108-126
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    • 2013
  • Recently, it becomes essential for firms or nations to forecast the future and identify emerging technologies in order to improve R&D efficiency and gain a competitive advantage. Particularly, the mobile communications industry is characterized by rapid advance and wide application of its technology and thus identifying emerging technologies is more important in the industry than in others. Nevertheless, few attempts have been made to explore its emerging technologies. Therefore, this research aims to develop a methodology to identify the future and emerging technologies especially for the industry and applied it to list top ten emerging technologies for 2020 in the industry. For this purpose, firstly, we focused the key issues in the future targeting 2020 and identified user needs relating to them. Then, candidates of emerging technologies were defined from a set of technologies to meet the needs, for which technological and economic feasibility is assessed to determine their priorities. Finally, the top ten most important technologies were selected and verified. This research is distinct from the previous studies in that it takes a market-pull approach instead of a technology-push approach. The research results are expected to provide valuable information to support strategy- and policy-makings in the mobile communications industry.

Proposal of methodology for AI-based new product development: ambidexterity approach (인공지능 기반 신제품 개발 방법론 제안: 양손잡이(Ambidexterity) 접근)

  • Chung, Doohee
    • Journal of Technology Innovation
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    • v.29 no.4
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    • pp.161-196
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    • 2021
  • This study presents a new methodology for developing AI-based products. It identifies the distinctive attributes of AI innovation that are different from existing methods, and presents a product design process and methodology reflecting these attributes. This study emphasizes that AI product development should be oriented toward an ambidexterity approach. This study proposes a design process and specific development method for AI-based products that including steps such as technology push oriented idea generation with morphological approach, market pull oriented consumer requirements analysis, product design refinement, etc. In order to verify the practical applicability of this methodology, an AI-based car infotainment system development strategy is derived as a case study. 13 innovative ideas were generated by the morphological approach and expert review based on technological possibility, and a total of 6 quality requirements were derived as new product development strategies through the analysis of consumer requirements by combining Kano and TOPSIS. The methodology proposed in this research paper can be usefully utilized for companies to pioneer new markets through AI-based products or to expand the market by upgrading existing products or services.

Highly Efficient and Stable Organic Photo-Sensitizers based on Triphenylamine with Multi-anchoring Chromophore for Dye-sensitized Solar Cells (트리페닐아민을 이용한 염료감응형 태양전지 고효율 염료합성)

  • Yang, Hyunsik;Jung, Daeyoung;Jung, Miran;Kim, Jaehong
    • 한국신재생에너지학회:학술대회논문집
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    • 2010.06a
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    • pp.88.1-88.1
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    • 2010
  • Organic dyes, because of their many advantages, such as high molar extinction coefficients, convenience of customized molecular design for desired photophysical and photochemical properties, inexpensiveness with no transition metals contained, and environment-friendliness, are suitable as photosensitizers for the Dye-sensitized Solar Cell (DSSC). The efficiency of DSSC based on metal-free organic dyes is known to be much lower than that of Ru dyes generally, but a high solar energy-to-electricity conversion efficiency of up to 8% in full sunlight has been achieved by Ito et al. using an indoline dye. This result suggests that smartly designed and synthesized metal-free organic dyes are also highly competitive candidates for photosensitizers of DSSCs with their advantages mentioned above. Recently, the performance of DSSC based on metal-free organic dyes has been remarkably improved by several groups. We had reported the novel organic dye with double electron acceptor chromophore, which was a new strategy to design an efficient photosensitizer for DSSC. To verify the strategy, we synthesized organic dyes whose geometries, electronic structures and optical properties were derived from preceding density functional theory (DFT) and time-dependent density functional theory (TD-DFT) calculations. In this paper, we successfully synthesized the chromophore containing multi-acceptor push-pull system from triphenylamine with thiophene moieties as a bridge unit. Organic dyes with a single electron acceptor and double acceptor system were also synthesized for comparison purposes. The photovoltaic performances of these dyes were compared, and the recombination dark current curves and the incident photon-to-current (IPCE) efficiencies were also measured in order to characterize the effects of the multi-anchoring groups on the open-circuit voltage and the short-circuit current. In order to match specifications required for practical applications to be implemented outdoors, light soaking and thermal stability tests of these DSSCs, performed under $100mWcm^{-2}$ and $60^{\circ}C$ for 1000h.

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