• 제목/요약/키워드: transaction volume

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거래량 정보와 주가 간의 관계분석 (An Analysis of the Relationship between Stock Prices and Trading Volume)

  • 곽병관
    • 경영과정보연구
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    • 제26권
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    • pp.1-26
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    • 2008
  • Since Capital Asset Pricing Model(CAPM) was proposed in the early 1960s by William Sharpe(1964) and John Lintner(1965) researchers have investigated the validity of the model. The results of empirical researches do not show that expected returns of stocks seem to be determined solely by systematic risk of the stocks as precicted by CAPM. In this paper the relationship between transaction volume and expected returns of stocks was investigated. Empirical cross-sectional analysis about the data collected from Stock Market of Korea Exchange shows transaction volume and variability of stock returns play an important role in pricing assets. The well-known variables which were used traditionally to explain the differences of expected returns among stocks such as the size and beta of a stock seems to be unimportant in pricing assets.

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인터넷 경매에서 경매빈도와 거래규모가 경매 성과에 미치는 영향 (The effect of auction frequency and transaction volume on auction performance in internet auction)

  • 박종한;김현우
    • 인터넷정보학회논문지
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    • 제12권5호
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    • pp.159-170
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    • 2011
  • 구매 물량이 많고 구매 시점이 분산되어 있는 기업간 구매경매에서 경매빈도와 한번 경매 시 거래되는 거래규모에 대한 결정은 구매경매 성과에 중요한 영향을 미치는 것으로 조사되었다. 하지만 이제까지 구매경매 연구에서는 새로운 시스템을 만들거나, 참여자들의 행위 분석 위주의 연구가 이루어지고, 경매빈도와 거래규모의 영향에 대한 실증적 연구는 없었다. 본 연구에서는 MRO 구매대행 업체의 실제 경매 데이터를 이용하여 경매빈도와 거래규모가 경매의 성과에 미치는 영향을 분석하였다. 분석결과 같은 대하여 경매빈도가 낮을수록 입찰자들이 경매시장에 대한 사전 정보가 부족하고, 상대적으로 적은 판매기회를 잡기 위해 낮은 가격으로 입찰하여 낙찰가격이 낮아지는 것으로 분석되었다. 거래규모는 가설과 달리 거래규모가 증가하여도 낙찰가격이 낮아지지 않았다. 대상 제품인 MRO 제품이 표준화되어 대량 생산되는 제품이므로 규모의 경제에 의한 가격 할인이 이미 반영된 것으로 파악되고, 특정 경매에서 거래규모의 크기가 추가적인 가격인하에 미치는 영향이 없고 오히려 거래규모가 적을 때, 상대적 낙찰가격이 더 낮아지는 것으로 분석되었다.

개선된 n-항목 연관 규칙 알고리즘 연구 (A Study on the Advanced Association Rules Algorithm of n-Items)

  • 황현숙;어윤양
    • 한국경영과학회지
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    • 제27권4호
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    • pp.29-39
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    • 2002
  • The transaction tables of the existing association algorithms have two column attributes : It is composed of transaction identifier (Transaction_id) and an item identifier (item). In this kind of structure, as the volume of data becomes larger, the performance for the SQL query statements came applicable decreases. Therefore, we propose advanced association rules algorithm of n-items which can transact multiple items (Transaction_id, Item 1, Item 2…, Item n). In this structure, performance hours can be contracted more than the single item structures, because count can be computed by query of the input transaction tables. Our experimental results indicate that performance of the n items structure is up to 2 times better than the single item. As a result of this paper, the proposed algorithm can be applied to internet shopping, searching engine and etc.

Benefits and Concerns of the Sharing Economy: Economic Analysis and Policy Implications

  • KIM, MIN JUNG
    • KDI Journal of Economic Policy
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    • 제41권1호
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    • pp.15-41
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    • 2019
  • This paper economically analyzes the benefits and concerns of the sharing economy and derives policy implications that could help to achieve the expected benefits and respond appropriately to any concerns. Primary benefits anticipated from the sharing economy are the creation of new transactions and promotional and market testing opportunities, and the main concerns include the crowding out of existing transactions as well as transaction and social risks. How these benefits and concerns are being realized in Korea is empirically examined by conducting a survey on participation experiences with the sharing economy. The sharing economy is expected to contribute to the enhancement of social welfare with its wide range of benefits if risk factors can be properly controlled. Accordingly, an institutional framework is needed to support the stable growth of the sharing economy, and the unique characteristics of non-professional, peer-to-peer transactions should be reflected in tandem with regulatory equity between existing and sharing economy suppliers. To do this, transaction-volume-based regulations are recommended. Furthermore, to secure regulatory effectiveness and to alleviate transaction risks, the pertinent obligations must be imposed on sharing platforms.

수소충전소 계량 정확도 향상을 위한 거래량 산출 모델 연구 (A Study on the Transaction Volume Calculation model for Improving the Measurement Accuracy of Hydrogen Fuelling Station)

  • 최진영;이화영;임상식;이재훈
    • 한국수소및신에너지학회논문집
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    • 제33권6호
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    • pp.692-698
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    • 2022
  • With the expansion of domestic hydrogen fuelling station infrastructure, it is necessary to secure reliability among hydrogen traders, and for this, technology to accurately measure hydrogen is important. In this study, 4 types of hydrogen trading volume calculation models (model 1-4) were presented to improve the accuracy of the hydrogen trading volume. In order to obtain the reference value of model 4, and experiment was conducted using a flow rate measurement equipment, and the error rate of the calculated value for each model was compared and analyzed. As a result, model 1 had the lowest metering accuracy, model 2 had the second highest metering accuracy and model 3 had the highest metering accuracy until a certain point. But after the point, model 2 had the highest metering accuracy and model 3 had the second metering accuracy.

머신러닝을 활용한 내부 발생 요인 기반의 미세먼지 예측에 관한 연구 (A Study on Fine Dust Prediction Based on Internal Factors Using Machine Learning)

  • Yong-Joon KIM;Min-Soo KANG
    • Journal of Korea Artificial Intelligence Association
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    • 제1권2호
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    • pp.15-20
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    • 2023
  • This study aims to enhance the accuracy of fine dust predictions by analyzing various factors within the local environment, in addition to atmospheric conditions. In the atmospheric environment, meteorological and air pollution data were utilized, and additional factors contributing to fine dust generation within the region, such as traffic volume and electricity transaction data, were sequentially incorporated for analysis. XGBoost, Random Forest, and ANN (Artificial Neural Network) were employed for the analysis. As variables were added, all algorithms demonstrated improved performance. Particularly noteworthy was the Artificial Neural Network, which, when using atmospheric conditions as a variable, resulted in an MAE of 6.25. Upon the addition of traffic volume, the MAE decreased to 5.49, and further inclusion of power transaction data led to a notable improvement, resulting in an MAE of 4.61. This research provides valuable insights for proactive measures against air pollution by predicting future fine dust levels.

Characteristics of a Radial Flux Type Slotless Brushless DC Motor for No Cogging Torque

  • Hong, Sun-Ki
    • KIEE International Transaction on Electrical Machinery and Energy Conversion Systems
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    • 제4B권1호
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    • pp.20-23
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    • 2004
  • BLDCMs are widely used in many industries. In certain specialized areas, they need to have high efficiency, high power rate and produce a low volume of noise, etc. In this study, a new type of slotless BLDCM is proposed that has no cogging torque, low iron loss and low volume as compared to commonly used BLDCMs. With a high performance magnet and coreless compact winding structure similar to those employed in linear synchronous motors, motor volume is reduced. The proposed motor has been put been through various experiments arid has demonstrated acceptable results for industry applications.

블록체인 망을 위한 데이터 볼륨 기반 신뢰 메트릭 (Data Volume based Trust Metric for Blockchain Networks)

  • 전승현
    • 융합정보논문지
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    • 제10권10호
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    • pp.65-70
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    • 2020
  • Peer-to-Peer 망에서 디지털 콘텐츠를 거래와 암호화폐를 발행할 수 있는 신뢰망인 비트코인이 출현된 후, 거래 성능을 향상시키기 위해 많은 블록체인이 개발되었다. Joseph Lubin이 이런 Transaction Per Second (TPS) 만 강조한 블록체인 망에 탈중앙화 지수라는 개념을 최근 보완하여 Decentralization TPS (DTPS)를 제안하였지만, TPS에 대한 가중치가 여전히 크고 확장 트릴레마 중 하나인 보안 이슈를 충분히 고려하지 않았다. 본 논문은 블록체인 크기, 고아 블록률과 평균 블록 크기를 고려하여 새로운 신뢰 메트릭을 제안하고, 시그모이드 함수 및 최적화 기법으로 블록체인 망의 만족도를 극대화하기 위한 최적의 블록체인 크기를 제시했다. 인기 있는 블록체인 망들과 비교하여 기존 Lubin의 신뢰 모델보다 향상된 성능을 보였으며, 비트코인 계열의 블록체인 망이 이더리움 보다 나은 최적의 데이터 볼륨과 신뢰 만족도를 제공했다.

부산수산물의 유통개선정책에 관한 연구 (A Study on Policy of Distribution Improvement of Fishery Products in Busan)

  • 송계의
    • 무역상무연구
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    • 제37권
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    • pp.161-185
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    • 2008
  • In 2006, the share of fisheries distribution in Busan amounted to 1.9 million ton, which was 41 percent of the whole country. In details, coastal fishery 334 thousand ton(14% of the whole country), deep sea fishery 452 thousand ton(82%), import fishery 964 thousand ton(70%), export fishery 157 thousand ton(43%) were distributed in Busan region, respectively. According to distribution share, import(50%), deep sea fishery(24%), coastal fishery(18%), export(8%) are main category of fisheries distribution in Busan. After the institutional changes in 1997, that is, from monopoly to the competitive systems are implemented, the share of sales volume through a home trust market decreased gradually since 2000. Especially, the share of direct sales in farming fisheries sector amounted to 73.8 percent of total production volume, 80.7 percent of production value in 2005. Furthermore, the share of fisheries sale through e-commerce is increasing owing to the growth of IT and competitive price of its products. and the sale share of large discount store is also on the 10% more increase. Hereafter these structure changes of fisheries distribution in Busan will be more intensified. Therefore, after reflecting the change in distribution policy of Busan Fisheries, the directions of distribution policy should be established, as follows. $\cdot$ Distribution policy to prepare for increasing of non-trust market sales $\cdot$ Fisheries distribution policy to prepare for increasing of direct transaction like e-commerce $\cdot$ Distribution policy to prepare for increasing of sales ratio in large discount store $\cdot$ Distribution policy for making up sound purchasing circumstance of Fisheries $\cdot$ Distribution policy for reducing the fisheries distribution cost $\cdot$ Distribution policy to prepare for increasing of direct carrying the deep sea fisheries and import fisheries to Seoul and $Inch'{\breve{o}}n$ section $\cdot$ Distribution policy for implementing the information system for managing fisheries transaction $\cdot$ Distribution policy for advancing the export & import management of fisheries $\cdot$ Distribution policy for establishing transaction principle reflecting the peculiarity in fishery distribution(to enacting independent fishery law)

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LSTM 모델을 이용한 조각투자 상품의 가격 예측: 뮤직카우를 중심으로 (Price Prediction of Fractional Investment Products Using LSTM Algorithm: Focusing on Musicow)

  • 정현조;이재환;서지혜
    • 지능정보연구
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    • 제28권4호
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    • pp.81-94
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    • 2022
  • 최근 고액의 실물자산이나 채권을 분할하여 여러 투자자가 공동으로 투자하는 이른바 조각투자가 인기를 얻고 있다. 2016년 설립된 뮤직카우는 음원 유통에 따른 저작권료 참여 청구권을 조각투자할 수 있는 서비스를 세계 최초로 시작하였다. 본 연구에서는 딥러닝 알고리즘 중 하나인 LSTM 모델을 사용하여 뮤직카우에서 거래되는 저작권료 참여 청구권의 가격을 예측하는 연구를 진행하였다. 청구권의 이전 가격과 거래량, 저작권료와 같은 청구권과 관련된 변수 외에도, 음악저작권료 참여 청구권 시장 상황을 나타내는 종합 지표와 경제 상황을 반영하는 환율, 국고채 금리, 한국종합주가지수도 변수로 사용하였다. 연구 결과 상대적으로 거래량이 낮은 조각투자의 사례에서도 LSTM 모델이 거래가격을 잘 예측하는 것을 확인할 수 있었다.