• Title/Summary/Keyword: Trading Policy

검색결과 298건 처리시간 0.026초

통합 다중 시뮬레이션에 의한 신경망 기반 주식 거래 시스템의 성능 최적화 (Integrated Multiple Simulation for Optimizing Performance of Stock Trading Systems based on Neural Networks)

  • 이재원;오장민
    • 정보처리학회논문지B
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    • 제14B권2호
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    • pp.127-134
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    • 2007
  • 기계 학습 등 인공 지능 기법의 발전에 힘입어 지능형 주식 거래 시스템에 관한 많은 연구가 이루어져 왔다. 그러나 현실 주식 거래에서 적절한 거래 정책의 수립이 거래의 결과에 커다란 영향을 미치는 중요 요소로 작용하고 있음에도 불구하고, 기존의 연구에서는 예측 모듈의 예측 성능 향상에 주력하였거나, 거래 정책을 다룬 경우라도 예측 모듈에 종속적인 단순한 정책만을 제시하였다. 본 논문에서는 이러한 문제를 개선하기 위한 방안의 하나로, 신경망 기반 주식 거래 시스템의 구축을 위한 통합 개발 도고인 NXShell에서 채택하고 있는 ‘통합 다중 시뮬레이션‘ 기법을 제안한다. 통합 다중 시뮬레이션 기법에서는 신경망의 출력 값과 거래 정책 인자들 간의 모든 주어진 예측기의 특성에 맞는 고유의 최적 거래 정책을 수립한다. 제안된 기법의 효용성을 검증하기 위해, 한국 거래소 시장 및 코스닥 시장에서 수집한 데이터를 사용하여 수행한 거래 성능 비교 실험 결과를 제시한다.

탄소배출권 거래제도 의제형성과정의 역동성 분석 (Dynamic Analysis on the Policy Agenda Setting Process of the CO2 Emissions Trading)

  • 이은규
    • 한국시스템다이내믹스연구
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    • 제10권2호
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    • pp.53-79
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    • 2009
  • The main purpose of this study is to find what steps are needed for a system for CO2 emissions trading to be formulated as government policy, using System Thinking approach. First, this paper analyzed Korean newspapers to consider the social issue regarding CO2 emissions trading. There were more articles related to international issues than domestic ones before 2008. This trend, however, became reversed from January 2008, which means that consideration of CO2 emissions trading has been discussed as a domestic social issue from 2008. Second, it analyzed speeches by former president Roh Moo-Hyun and current president Lee Myung-bak. In particularly, President Lee Myung-bak declared "Low Carbon and Green Growth" as a new growth engine and a Korea's vision of the future national development. Third, it examined which government agencies, including departments and committees, are pursuing policies regarding climate change, global warming, and CO2 emissions trading. Most policy has originated in the Ministry of Environment, although policy alternatives have been proposed in other agencies including the Ministry of Knowledge Economy. The study concludes that the political consideration has played a major role in the policy agenda-setting process of the CO2 emissions trading in Korea.

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인더스트리 4.0시대에서 전자무역을 활용한 중소기업 수출 확대 방안 (A Plan on Expanding Export of Small Businesses Using e-Trading Application in Industrie 4.0)

  • 송계의
    • 무역상무연구
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    • 제78권
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    • pp.53-72
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    • 2018
  • Recently, it has been known that it need to be solved export marketing on expanding export of Small Business Commodity. Therefore, the purpose of this paper is to analyse on expanding export of Small Business Commodity through e-Trading Application in Industrie 4.0. This study deals with the terms of three connection success factors on expanding export of Small Business Commodity through e-Trading Application in Industrie 4.0 which are a firm's subjective factors, a industrial environment factors, and a governmental policy factors. According to analysis results of the three success factors, a firm's subjective factors(4.13 score) are scored at the most ones of the three success factors, to be compared with a industrial environment factors(3.89 score), with a government policy factors(3.72 score). Therefore, first of all, it is important to expanding export of Small Business Commodity through e-Trading Application in Industrie 4.0 through as follows, a firm's subjective factors : (1) to procure concentrated market strategy and real market capacity, (2) to procure speedy satisfaction of customer needs and confidence, (3) to procure ability of export marketing through e-Trading Application, (4) to enhance export expanding strategy coincided in Industrie 4.0. And, the next, we have to expanding export of Small Business Commodity through e-Trading Application in Industrie 4.0 through considering a industrial environment factors and a government policy factors.

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온실가스 감축을 위한 배출권거래제와 탄소세의 정책혼합 효과 분석 (Green-house GAS Reduction Through the Environmental Policy Mixes Both Environmental Trading and Carbon Taxes)

  • 임재규;김정인
    • 자원ㆍ환경경제연구
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    • 제12권2호
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    • pp.245-274
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    • 2003
  • 본 연구는 한국에서 온실가스 감축을 위해 온실가스 배출권거래제 또는 탄소세, 그리고 두 정책수단이 혼합하여 도입될 경우 한국의 경제, 에너지소비, 그리고 온실가스 배출량에 미치는 파급효과를 분석하였다. 연산일반균형모형인 KORTEM을 이용한 다양한 시나리오 분석 결과, 탄소세만 부과하는 경우에는 배출권거래제만을 도입하는 경우보다 온실가스 감축의 경제적 비용이 상대적으로 높을 것으로 예측되었다. 따라서 한국은 온실가스 감축을 위한 정책포트폴리오를 설계함에 있어, 국내배출권거래제를 핵심정책으로 도입하며 가능한 많은 기업 및 경제주체들을 배출권거래에 참여시키고, 거래에 참여하지 않는 경제부문의 특성을 반영한 보완적 정책수단을 도입하는 방향으로 정책포트폴리오가 설계되어야 한다.

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개발예정 도시의 수질교환법 적용을 위한 정책결정 시스템 제시 (Suggestion of a Decision Support System for Implementing the Water Quality Trading Policy to Developing Urban Areas)

  • 신이숙
    • Ecology and Resilient Infrastructure
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    • 제3권1호
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    • pp.54-61
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    • 2016
  • 미국의 수질교환법의 제정 이후 이 법안의 적용을 위하여 많은 파일럿 프로그램과 프로젝트가 생성되었으나 실제로 수질교환이 이루어 지는 경우는 흔치 않은 현실이다. 수질교환법의 적용이 용이하지 않은 이유로 가장 큰 것은 교환 지역 양측간의 공정성을 확보하기가 쉽지 않기 때문이다. 또한 도시개발로 유발되는 비점오염원의 유출량으로 인한 하천의 환경영향의 불확실성이 정책입안자의 법안 적용을 더욱 어렵게 하고 있다. 본 논문은 수질 모델링 프로그램 중 도시의 불투수면의 유출을 모의하기에 유용한 Hydrological Simulation Program-Fortran (HSPF)을 이용하여 미래의 도시개발 시나리오에 대응하는 점오염과 비점오염원 유출량을 도출하였다. 도시개발의 정도와 강우강도에 따른 부유탁도의 증가분을 계산 함으로써 향후 도시개발이 미치는 수질 영향을 하천 상 하류 간의 수질교환 단위로 전환하여 제시하였다. 제시된 지역 특화된 수질교환단위는 정책입안자와 이해관계자들에게 수질교환법 적용을 위한 정책결정 시스템으로 사용될 수 있다.

탄소배출권 거래를 고려한 자전거 활성화 정책 (Bike Transportation Activation Policy through Carbon Emission Trading)

  • 최재순
    • 한국도로학회논문집
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    • 제18권6호
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    • pp.1-10
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    • 2016
  • OBJECTIVES : Currently, the market for carbon emissions trading has been increasing. In Korea, it is known that traffic mode rate in bike transportation is low. However, if bike transportation system is encouraged and the traffic mode rate is increased, it would be possible to reduce carbon emissions through the trading market. In this study, a practical policy to activate the bike transportation system in Korea will be proposed and verified. METHODS : Past studies regarding bike transportation system in international and domestic metropolitan cities were analyzed. Moreover, detailed reviews on recent carbon emissions trading market were performed. In particular, SWOT analysis on the bike transportation system in Korea and policy topology analysis were conducted. RESULTS : Based on the literature reviews and SWOT analysis, a new bike transportation policy was proposed. Several actual plans to adopt in Korea were proposed. In addition, a new bike transportation policy was analyzed using policy typology model, and a business model related to the cost of implementing the system and CERs were also proposed. CONCLUSIONS : It is concluded that the proposed bike transportation activation policy and several practical plans to connect CERs and a business model including bus, subway, T-money and bike riders to give some incentive were effective and reasonable. It is desired that this study will help Korea to get CERs through bike transportation activation in the future.

국내 수입 원유의 선물거래 타당성 분석 (Feasibility Analysis for Futures Trading of Imported Crude Oil)

  • 윤원철
    • 자원ㆍ환경경제연구
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    • 제9권2호
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    • pp.421-449
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    • 2000
  • The objective of this paper is to examine whether it is feasible to introduce an crude oil futures contract on domestic commodity exchange in order to minimize the price risks of imported crude oil. In addition. this study suggests the policy issues to promote futures trading and the alternatives to use foreign energy compares the five criteria to evaluate the feasibility of crude oil futures trading on the domestic exchange. Related to the possibility of successful futures trading of imported crude oil on the domestic exchange, they are evaluated as follows: it is highly possible to succeed for the aspects of price volatility, potential market size or liquidity, and commodity homogeneity; but it is inappropriate for the aspects of deliverable amounts and market power or market structure. Therefore, it is concluded that trading a new futures contract for the underlying imported crude oil on the domestic exchange is inappropriate. For the policy issues and the hedging alternatives, first, it is urgent to establish an atmosphere for futures trading by promoting spot trading. Second, for the case of futures trading on the domestic exchange it is important to consider the simultaneous hedging of crude oil price and foreign exchange risks and mutual offsetting mechanism with major foreign exchanges. Third, for the case of futures trading on foreign exchanges it is reasonable to regard cooperation among concerned companies, government support for futures trading and direct participation into futures trading by the government.

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대기오염물질과 온실가스 배출권 거래제 연계 방안 (A Strategy to Integrated Emission Trading System for Greenhouse Gas with that of Air Pollutants)

  • 이규용;이재현
    • 한국대기환경학회지
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    • 제21권6호
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    • pp.561-571
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    • 2005
  • To introduce an emissions trading system for GHG that currently have no reduction requirements, the following should be considered as priorities: eliciting the participation of the industrial sector and linking GHG emission trading systems to the emissions trading system (implemented from July 2007) that has become part of national policy with the enactment of the Special Act. Two directions can serve as viable alternatives in that regard. One is a baseline-and-credit method based on incentive auctioning. This has the advantage of inducing participation through economic incentives without a reductions commitment. The downside of this method is that it requires vast investments, as well as the fact that reaching an agreement between participants and the government to decide an objective baseline is difficult. On the other hand, the cap-and-trade method set forth in the Special Act is attractive in that it can be integrated with the air pollutant emissions trading system, but it would be difficult to elicit the participation of the industrial sector in the absence of GHG emission reduction requirements. In the current situation, it would be preferable for the government to induce the participation of the industrial sector by devising a wide variety of incentives because taking part in the emissions trading system before reducing GHG emissions offers large incentives through learning by doing. The timing of GHG reduction commitments and emissions trading system implementation may be uncertain but their Implementation will be unavoidable. Thus the government needs to facilitate preparations for emissions trading of GHG in the future and continuously review its operation in integration with the air pollutant emissions trading system to maximize adaptation and teaming by doing effect in the industrial sector.

The Effects of Trading Blocs on U.S. Outward FDI Activity: The Role of Extended Market Size

  • Im, Hyejoon
    • East Asian Economic Review
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    • 제16권2호
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    • pp.205-225
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    • 2012
  • I use panel data of sales by the foreign subsidiaries of the U.S. MNCs to examine whether trading blocs create more or less FDI and the impacts on FDI of the extended market size created by forming blocs. By employing a region-fixed effects model, I find that countries forming trading blocs attract more FDI, particularly from non-member countries, but that FDI does not always increase with the market size of the blocs. As the market size increases, FDI increases only for large blocs. However, these findings are sensitive to model specifications. A policy implication is that a country considering forming or joining a trading bloc with a view to attract FDI may want to form a trading bloc with a country or countries with a large market size.

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새로운 유형의 Green Round로서 국제 탄소배출권 시장의 최근 동향과 대응 전략 (Recently Development and Policy Recommendations of Greenhouse Gas Emissions Trading Schemes for Korea)

  • 이길남;윤영한
    • 통상정보연구
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    • 제10권2호
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    • pp.305-323
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    • 2008
  • Climate change is one of the broadest and the most complex issues of international environmental cooperation. Concern about climate change has been steadily increasing and has become a worldwide issue. According to IPCC(Intergovernmental Panel for Climate Change)'s recently report, global warming has accelerated vest serious problems. GHG(Green House Gas) emissions trading schemes, including the Kyoto mechanism that spread to solving the problems. Based on the evaluation on GHG emissions trading schemes, we also find some policy implications on the future development of emissions trading the conventional air pollutants in Korea which start to 2007. The regulatory authority needs to make clear how to allocate allowances to new entrants and also to keep the balance between the opportunity costs of reduction between potential shutdown facilities and new entrants. Under the current rule that does not allow shutdown credits, an equivalent level of allowances needs to be allocated to new entrants free of charge. We believe our policy recommendations may be useful not only for Korea but also for a the other countries, since they are facing a similar policy environment as Korea, particularly in the case of climate change.

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