• Communications for Statistical Applications and Methods
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• v.31 no.5
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• pp.585-599
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• 2024

Options pricing remains a critical aspect of finance, dominated by traditional models such as Black-Scholes and binomial tree. However, as market dynamics become more complex, numerical methods such as Monte Carlo simulation are accommodating uncertainty and offering promising alternatives. In this paper, we examine how effective different options pricing methods, from traditional models to machine learning algorithms, are at predicting KOSPI200 option prices and maximizing investment returns. Using a dataset of 2023, we compare the performance of models over different time frames and highlight the strengths and limitations of each model. In particular, we find that machine learning models are not as good at predicting prices as traditional models but are adept at identifying undervalued options and producing significant returns. Our findings challenge existing assumptions about the relationship between forecast accuracy and investment profitability and highlight the potential of advanced methods in exploring dynamic financial environments.

• Korean Architects
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• s.648
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• pp.119-121
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• 2023

• Korean Journal of Radiology
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• v.23 no.2
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• pp.153-155
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• 2022

• Korean Journal of Radiology
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• v.23 no.3
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• pp.293-294
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• 2022

• Korean journal of food and cookery science
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• v.25 no.5
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• pp.586-592
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• 2009

Sulgidduk samples containing 2, 4, and 8% red ginseng powder and a control[ED highlight - consider specifying what the control was, if 0%, then change to Sulgidduk samples containing 0(control), 2, 4 and 8%] were examined for moisture content, color, gelatinization properties, textural characteristics, and sensory qualities to determine the optimal ratio of red ginseng powder in the formulation. The moisture contents among the samples did not differ significantly. Specifically, they ranged from 39.64 to 40.69%, and increased as the red ginseng powder content increased. Additionally, the lightness decreased and the yellowness and redness increased as the red ginseng powder content increased. Evaluation of the gelatinization properties revealed that the, peak viscosity(P), hold viscosity(H), final viscosity(F), setback, and time to peak viscosity decreased with increasing red ginseng powder content, but the breakdown and temperature to peak viscosity did not differ significantly among samples[ED highlight - please ensure my changes are correct]. The hardness and adhesiveness decreased with increasing red ginseng powder content, as did the cohesiveness, gumminess, and chewiness; however, the springiness did not differ significantly among samples. Sulgidduk containing 4% red ginseng received the highest scores for flavor, taste, texture and overallquality. Based on the above results of the sensory and texture analyses, Sulgidduk containing 4% red ginseng had the highest quality[ED highlight - please ensure my changes are correct].

• Journal of Broadcast Engineering
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• v.24 no.4
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• pp.553-563
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• 2019

As the number of videos uploaded on live streaming platforms rapidly increases, the demand for providing highlight videos is increasing to promote viewer experiences. In this paper, we present novel methods for predicting highlights using chat logs and audio data in videos. The proposed models employ bi-directional LSTMs to understand the contextual flow of a video. We also propose to use the features over various time-intervals to understand the mid-to-long term flows. The proposed Our methods are demonstrated on e-Sports and baseball videos collected from personal broadcasting platforms such as Twitch and Kakao TV. The results show that the information from multiple time-intervals is useful in predicting video highlights.

• IMMUNE NETWORK
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• v.13 no.4
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• pp.111-115
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• 2013

Recent investigations have demonstrated extensive reciprocal interactions between the immune and skeletal systems, resulting in the establishment of osteoimmunology as a cross-disciplinary field. Here we highlight core concepts and recent advances in this emerging area of study.

• Publications of The Korean Astronomical Society
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• v.30 no.2
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• pp.577-581
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• 2015

The main goals of the Parkes Pulsar Timing Array (PPTA) project are to 1) detect ultra-low-frequency gravitational waves, 2) improve the solar system planetary ephemeris and 3) provide a long-term, stable time standard. In this paper, we highlight the main results from the project so far and discuss our expectations for the future.

• International conference on construction engineering and project management
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• 2005.10a
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• pp.681-686
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• 2005

This paper discusses the role of construction management (CM) profession in claims management. It reviews the attitudes, psychology and practices relevant to CM knowledge. It is the purpose of this paper to highlight CM profession's knowledge in this area as this profession's core competence in contemporary construction.

• Communications of the Korean Mathematical Society
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• v.38 no.2
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• pp.561-573
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• 2023

In this paper, we extend the medial triangle theorem and Varignon's theorem to generic two-dimensional polygons and highlight the role played by diagonals in this process. One of the results is a synthetic definition of the concept of median for an n-sided polygon.