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        검색결과 5

        2.
        2014.12 KCI 등재 구독 인증기관 무료, 개인회원 유료
        Pairs trading is a type of arbitrage investment strategy that buys an underpriced security and simultaneously sells an overpriced security. Since the 1980s, investors have recognized pairs trading as a promising arbitrage strategy that pursues absolute returns rather than relative profits. Thus, individual and institutional traders, as well as hedge fund traders in the financial markets, have an interest in developing a pairs trading strategy. This study proposes pairs trading rules (PTRs) created from a price ratio between securities (i.e., stock index futures) using rough set analysis. The price ratio involves calculating the closing price of one security and dividing it by the closing price of another security and generating Buy or Sell signals according to whether the ratio is increasing or decreasing. In this empirical study, we generate PTRs through rough set analysis applied to various technical indicators derived from the price ratio between KOSPI 200 and S&P 500 index futures. The proposed trading rules for pairs trading indicate high profits in the futures market.
        4,000원
        3.
        2014.03 KCI 등재 구독 인증기관 무료, 개인회원 유료
        This research is carried out to investigate the odor emission characteristics in a sewage treatment plant. The plantwas divided into four areas (boundary areas, sewage treatment processes, sludge treatment processes and odortreatment plants), and measured around 27 sampling points. Odor characteristics from each areas were evaluatedby air dilution olfactory method and NH₃/SO₂/VOCs passive sampler, mainly in terms of spatial distribution. Themain odor emission sources were found out to be dewatering plant (S-4) of sludge, sludge transshipment place(S-5), and the outlet of odor treatment plant (B-2, B-3). The correlation between dilution number (OU) and ammoniaconcentration of passive sampler appeared to be low; correlation coefficient 0.49, but correlation coefficient for theresults of sulfur dioxide and toluene were very high, 0.95 and 0.93, respectively. These results indicate that odorcompounds form sewage treatment facility are mainly due to sulfur compounds and volatile organic compounds.
        4,000원
        4.
        2013.12 KCI 등재 구독 인증기관 무료, 개인회원 유료
        The aim of this study is to design an intelligent pattern-based real-time trading system (PRTS) using rough set analysis of technical indicators, dynamic time warping (DTW), and genetic algorithm in stock futures market. Rough set is well known as a data-mining tool for extracting trading rules from huge data sets such as real-time data sets, and a technical indicator is used for the construction of the data sets. To measure similarity of patterns, DTW is used over a given period. Through an empirical study, we identify the ideal performances that were profitable in various market conditions.
        4,000원
        5.
        2011.12 KCI 등재 구독 인증기관 무료, 개인회원 유료
        점박이응애(Tetranychus urticae)에 대한 살비활성을 가지는 물질을 알아보기 위하여 약용식물 25과 35 종의 메탄올 또는 헥산 추출물을 이용하여 잎 침지법과 살포법으로 실내와 pot, 야외에서 실험을 수행하였 다. 살비활성은 약용식물 종류별로 차이를 보였다. 강남콩(Phaseolus vulgaris var. humilis) 잎을 1,000 ppm 농도의 추출물에 1분간 침지한 후 점박이응애에 대한 치사율을 조사한 결과, 비자나무(Torreya nucifera) 열매 추출물과 팥꽃나무(Daphne genkwa)와 도꼬마리(Xanthium strumarium), 나팔꽃 (Pharbitis nil) 씨앗 추출물이 각각 56.8%와 47.8, 47.7, 47.7%의 살비활성을 나타내었다. 잎 침지시간을 30초로 단축시켜 점박이응애에 대한 살비효과검정 시는 1분 침지에 비하여 효과가 감소하였고, 나팔꽃과 도꼬마리의 살비 활성이 가장 높았다. 도꼬마리와 나팔꽃 씨앗 헥산 추출물의 반수치사농도는 각각 1,824 ppm과 1,899 ppm이었다. 두 식물의 1,000 ppm 온수 및 냉수 추출물은 점박이응애에 대한 살비효과가 20% 이하로 낮았다. Pot의 강낭콩에 점박이응애를 접종한 후 분무법으로 추출물을 1,000 ppm 농도로 살포한 결과 도꼬마리와 나팔꽃 씨앗 헥산추출물은 각각 76.3과 71.3%의 높은 살비활성을 나타내었다. 그리고 온실에서 국화의 점박이응애를 대상으로 나팔꽃 씨앗 헥산 추출물을 2,000 ppm과 1,000 ppm으로 처리 시에 는 50.8%와 35.1%의 방제가를 보였다.
        4,300원