• Title/Summary/Keyword: Simulation analysis

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Comparative Study of Automatic Trading and Buy-and-Hold in the S&P 500 Index Using a Volatility Breakout Strategy (변동성 돌파 전략을 사용한 S&P 500 지수의 자동 거래와 매수 및 보유 비교 연구)

  • Sunghyuck Hong
    • Journal of Internet of Things and Convergence
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    • v.9 no.6
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    • pp.57-62
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    • 2023
  • This research is a comparative analysis of the U.S. S&P 500 index using the volatility breakout strategy against the Buy and Hold approach. The volatility breakout strategy is a trading method that exploits price movements after periods of relative market stability or concentration. Specifically, it is observed that large price movements tend to occur more frequently after periods of low volatility. When a stock moves within a narrow price range for a while and then suddenly rises or falls, it is expected to continue moving in that direction. To capitalize on these movements, traders adopt the volatility breakout strategy. The 'k' value is used as a multiplier applied to a measure of recent market volatility. One method of measuring volatility is the Average True Range (ATR), which represents the difference between the highest and lowest prices of recent trading days. The 'k' value plays a crucial role for traders in setting their trade threshold. This study calculated the 'k' value at a general level and compared its returns with the Buy and Hold strategy, finding that algorithmic trading using the volatility breakout strategy achieved slightly higher returns. In the future, we plan to present simulation results for maximizing returns by determining the optimal 'k' value for automated trading of the S&P 500 index using artificial intelligence deep learning techniques.

Techno-economic Analysis and Environmental Impact Assessment of a Green Ammonia Synthesis Process Under Various Ammonia Liquefaction Scenarios (암모니아 액화 시나리오에 따른 그린암모니아 합성 공정의 경제성 및 환경 영향도 평가)

  • Gunyoung Kim;Yinseo Song;Boram Gu;Kiho Park
    • Korean Chemical Engineering Research
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    • v.62 no.2
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    • pp.163-172
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    • 2024
  • In this study, two different scenarios for ammonia liquefaction in the green ammonia manufacturing process were proposed, and the economic-feasibility and environmental impact of each scenario were analyzed. The two liquefaction processes involved gas-liquid separation before cooling at high pressure (high pressure cooling process) or after decompression without the gas-liquid separation (low pressure cooling process). The high-pressure cooling process requires higher capital costs due to the required installation of separation units and heat exchangers, but it offers relatively lower total utility costs of 91.03 $/hr and a reduced duty of 2.81 Gcal/hr. In contrast, although the low-pressure cooling process is simpler and cost-effective, it may encounter operational instability due to rapid pressure drops in the system. Environmental impact assessment revealed that the high-pressure cooling process is more environmentally friendly than the low-pressure cooling process, with an emission factor of 0.83 tCO2eq less than the low-pressure cooling process, calculated based on power usage. Consequently, the outcomes of this study provide relevant scenario and a database for green ammonia synthesis process adaptable to various process conditions.

Analysis of the effect of improving human thermal environment by road directions and street tree planting patterns in summer (여름철 도로 방향과 가로수 식재 방식에 의한 인간 열환경 개선효과 분석)

  • Jeonghyeon Moon;Yuri Choi;Eunja Choi;Jueun Yang;Sookuk Park
    • Journal of the Korean Association of Geographic Information Studies
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    • v.27 no.2
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    • pp.1-18
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    • 2024
  • This study aimed to identify the optimal street tree planting method to improve the summer thermal environment in Seoul, Republic of Korea. The effects of road direction and street tree planting patterns on urban thermal environments using ENVI-met simulations were analyzed. The 68 scenarios were analyzed based on four road directions and 17 planting patterns. The results showed that tree planting had a reducing air temperature, mean radiant temperature, human thermal sensation (PET and UTCI). The most effective planting pattern among all scenarios was low tree height (6m), wide crown width (9m), high leaf area index (3.0), and narrow planting interval (8m). The largest improvement in the thermal environment was the northern sidewalk of the east-west road. Since this study used computer simulations, the difference from real urban spaces should be considered, and further research is needed through field measurement and consideration of more variables.

A study on the design of an efficient hardware and software mixed-mode image processing system for detecting patient movement (환자움직임 감지를 위한 효율적인 하드웨어 및 소프트웨어 혼성 모드 영상처리시스템설계에 관한 연구)

  • Seungmin Jung;Euisung Jung;Myeonghwan Kim
    • Journal of Internet Computing and Services
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    • v.25 no.1
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    • pp.29-37
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    • 2024
  • In this paper, we propose an efficient image processing system to detect and track the movement of specific objects such as patients. The proposed system extracts the outline area of an object from a binarized difference image by applying a thinning algorithm that enables more precise detection compared to previous algorithms and is advantageous for mixed-mode design. The binarization and thinning steps, which require a lot of computation, are designed based on RTL (Register Transfer Level) and replaced with optimized hardware blocks through logic circuit synthesis. The designed binarization and thinning block was synthesized into a logic circuit using the standard 180n CMOS library and its operation was verified through simulation. To compare software-based performance, performance analysis of binary and thinning operations was also performed by applying sample images with 640 × 360 resolution in a 32-bit FPGA embedded system environment. As a result of verification, it was confirmed that the mixed-mode design can improve the processing speed by 93.8% in the binary and thinning stages compared to the previous software-only processing speed. The proposed mixed-mode system for object recognition is expected to be able to efficiently monitor patient movements even in an edge computing environment where artificial intelligence networks are not applied.

Highband Coding Method Using Matching Pusuit Estimation and CELP Coding for Wideband Speech Coder (광대역 음성부호화기를 위한 매칭퍼슈잇 알고리즘과 CELP 방법을 이용한 고대역 부호화 방법)

  • Jeong Gyu-Hyeok;Ahn Yeong-Uk;Kim Jong-Hark;Shin Jae-Hyun;Seo Sang-Won;Hwang In-Kwan;Lee In-Sung
    • The Journal of the Acoustical Society of Korea
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    • v.25 no.1
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    • pp.21-29
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    • 2006
  • In this Paper a split bandwidth wideband speech coder and its highband coding method are Proposed. The coder uses a split-band approach. where the wideband input speech signal is split into two equal frequency bands from 0-4kHz and 4-8kHz. The lowband and the highband are coded respectively by the 11.8kb/s G.729 Annex E and the proposed coding method. After the LPC analysis, the highband is divided by two modes according to the properties of signals. In stationary mode. the highband signals are compressed by the mixture excitation model; CELP algorithm and W (Matching Pursuit) algorithm. The others are coded by the only CELP algorithm. We compare the performance of the new wideband speech coder with that of G.722 48kbps SB-ADPCM and G.722.2 12.85kbps in a subjective method. The simulation results show that the Performance of the proposed wideband speech coder has better than that of 48kbps G.722 and no better than that of 12.85kbps G.722.2.

Cybersickness and Experience of Viewing VR Contents in Augmented Reality (증강현실에서의 가상현실 콘텐츠 시청 경험과 사이버 멀미)

  • Jiyoung Oh;Minseong Jin;Zion Park;Seyoon Song;Subin Jeon;Yoojung Lee;Haeji Shin;Chai-Youn Kim
    • Science of Emotion and Sensibility
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    • v.26 no.4
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    • pp.103-114
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    • 2023
  • Augmented reality (AR) and virtual reality (VR) differ fundamentally, with AR overlaying computer-generated information onto the real world in a nonimmersive way. Despite extensive research on cybersickness in VR, its occurrence in AR has received less attention (Vovk et al., 2018). This study examines cybersickness and discomfort associated with AR usage, focusing on the impact of content intensity and exposure time. Participants viewed 30-minute racing simulation game clips through AR equipment, varying in racing speed to alter content intensity. Cybersickness was assessed subjectively using the Simulator sickness questionnaire (SSQ; Kennedy et al., 1993). Findings revealed a progressive increase in cybersickness with longer exposure, persisting even after removing the AR equipment. Contrarily, content intensity did not significantly influence cybersickness levels. Analysis of the SSQ subscales revealed higher oculomotor (O) scores compared to nausea (N) and disorientation (D), suggesting that discomfort primarily stemmed from oculomotor strain. The study highlights distinct differences in user experience between AR and VR, specifically in subjective responses.

Analysis of grout injection distance in single rock joint (단일절리 암반에서 그라우팅 주입거리 분석)

  • Ji-Yeong Kim;Jo-Hyun Weon;Jong-Won Lee;Tae-Min Oh
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.25 no.6
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    • pp.541-554
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    • 2023
  • The utilization of underground spaces in relation to tunnels and energy/waste storage is on the rise. To ensure the stability of underground spaces, it is crucial to reinforce rock fractures and discontinuities. Discontinuities, such as joints, can weaken the strength of the rock and lead to groundwater inflow into underground spaces. In order to enhance the strength and stability of the area around these discontinuities, rock grouting techniques are employed. However, during rock grouting, it is impossible to visually confirm whether the grouting material is being smoothly injected as intended. Without proper injection, the expected increases in strength, durability, and degree of consolidation may not be achieved. Therefore, it is necessary to predict in advance whether the grouting material is being injected as designed. In this study, we aimed to assess the injection performance based on injection variables such as the water/cement mixture ratio, injection pressure, and injection flow using UDEC (Universal Distinct Element Code) numerical program. Additionally, numerical results were validated by the lab experiment. The results of this study are expected to help optimize variables such as injection material properties, injection time, and pump pressure in the grouting design in the field.

Whose Opinion Matters More? A Study on the Effect of Contradictory Word of Mouth on the Intention of Purchase (온라인 구전이 구매의도에 미치는 영향: 정보원 유형간 구전방향의 불일치성을 중심으로)

  • Soo ji Kim;Bumsoo Kim
    • Knowledge Management Research
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    • v.25 no.2
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    • pp.115-134
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    • 2024
  • In an age where consumers can easily search and pass on their opinions of products and purchasing decisions through the internet, Electronic-word-of-mouth(Ewom) plays an important role in decision making of other potential customers. In this study, we empirically analyze the impact EWOM on consumer purchase decisions, when contradictory Ewom is presented from varying sources of information, such as experts and general consumers. First, we find that when there is a consensus among different information sources there exists a positive relationship between Ewom sentiment and purchase intent, confirming the results of previous literature. However, when expert opinion and consumer opinion do not match we find that consumer opinion is more impactful on purchasing decisions compared to the expert opinion, regardless of product types. The findings of this study add insight to the current literature by examining the effect of contradictory Ewom on purchase decisions, and also to industry marketers by presenting a more efficient strategy in promoting positive Ewom for different product types.

Analysis of The Human Thermal Environment in Jeju's Public Parking Lots in Summer and Suggestion for Its Modification (제주시 공영 주차장 내 여름철 인간 열환경 분석 및 저감 방안 제안)

  • Choi, Yuri;Park, Sookuk
    • Journal of the Korean Institute of Landscape Architecture
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    • v.52 no.3
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    • pp.18-32
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    • 2024
  • This study aims to analyze the summer human thermal environment in Jeju City's outdoor parking lots by measuring microclimate data and comparing pavement and vegetation albedoes and elements through computer simulations. In measured cases, results due to albedo showed no significance, but there was a significant difference between sunny and shaded areas by trees. The sunny area had a PET (physiological equivalent temperature) in the 'very hot' level, while the shaded area exhibited a 2-step lower 'warm' level. UTCI (universal thermal climate index) also showed that the sunny area was in the 'very strong heat stress' level, whereas the shaded area was 1-step lower in the 'strong heat stress' level, confirming the role of trees in reducing incoming solar radiant energy. Simulation results, using the measured albedoes, closely resembled the measured results. Regarding vegetation, scenarios with a wide canopy, high leaf density, and narrow planting spacing were effective in mitigating the human thermal environment, and the differences due to tree height varied across scenarios. The scenario with the lowest PET value was H9W9L3D8 (tree height 9m, canopy width 9m, leaf area index 3.0, planting spacing 8m), indicating a 0.7-step decrease compared to the current landscaping scenario. Thus, it was confirmed that, among landscaping elements, trees have a significant impact on the summer human thermal environment compared to ground pavement.

A Study on the Calculation of Optimal Compensation Capacity of Reactive Power for Grid Connection of Offshore Wind Farms (해상풍력단지 전력계통 연계를 위한 무효전력 최적 보상용량 계산에 관한 연구)

  • Seong-Min Han;Joo-Hyuk Park;Chang-Hyun Hwang;Chae-Joo Moon
    • The Journal of the Korea institute of electronic communication sciences
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    • v.19 no.1
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    • pp.65-76
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    • 2024
  • With the recent activation of the offshore wind power industry, there has been a development of power plants with a scale exceeding 400MW, comparable to traditional thermal power plants. Renewable energy, characterized by intermittency depending on the energy source, is a prominent feature of modern renewable power generation facilities, which are structured based on controllable inverter technology. As the integration of renewable energy sources into the grid expands, the grid codes for power system connection are progressively becoming more defined, leading to active discussions and evaluations in this area. In this paper, we propose a method for selecting optimal reactive power compensation capacity when multiple offshore wind farms are integrated and connected through a shared interconnection facility to comply with grid codes. Based on the requirements of the grid code, we analyze the reactive power compensation and excessive stability of the 400MW wind power generation site under development in the southwest sea of Jeonbuk. This analysis involves constructing a generation site database using PSS/E (Power System Simulation for Engineering), incorporating turbine layouts and cable data. The study calculates reactive power due to charging current in internal and external network cables and determines the reactive power compensation capacity at the interconnection point. Additionally, static and dynamic stability assessments are conducted by integrating with the power system database.