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.

심해저 망간단괴의 탐사규칙에 따른 탐사계약이 오는 2016년 만료되는 국가가 많으므로 탐사규칙에 이은 개발규칙의 준비가 본격화 되고 있다. 본 논문에서는 심해저 망간단괴 개발규칙의 핵심쟁점으로 예상되는 사안들을 살펴보고 그에 대한 분석 및 향후 연구과제를 도출한다. 망간단괴 개발규칙에 있어서 가장 핵심이 될 것으로 예상되는 쟁점은 계약의 유형, 면허의 종류, 재정체계 등이다. 계약의 종류는 프로젝트에 대한 정부의 통제가 가능한 서비스계약과, 운영자의..

본 연구에서는 반도체 업체인 M사의 공정을 조사하고 현재 M사의 일정계획 순서와 기존에 연구되었던 일정계획 방법에 대한 결과를 조사한 후 CLV 알고리즘을 적용한 일정계획 기법을 시뮬레이션을 통해 비교 분석하고 알고리즘에 대한 타당성을 검증하고자 한다. CLV 알고리즘을 통한 고객 분류에 의해서 ATP rule을 적용한다면 생산 공정상의 일정계획이 조정되어 고객이 원하는 납기 준수를 달성할 수 있을 것이다. 또한 기존 연구와의 비교 분석을 위하여 시뮬레이션의 수행은 기존 연구 수행일과 동일한 시간(2003년 11월12월)을 기준으로 수행하였다.

This study is to develop and operate the R-FCE(Real-time Fuzzy Control Expert System) model on the SBR(Sequency Batch Reactors) type sewage disposal facility which is for the environmental problem of future and the effective treatment. It is the system that regularly handles the input, output information in real time by the Fuzzy control IF-THEN rule. Nowadays the water pollution caused by the increase of population and the industrialization already exceeds the purifying ability of nature and is getting worse. The sewage disposal facility needs an expert having wide experience and know-how because the quality or quantity of inflow water is so irregular that the process of sewage disposal is difficult. In the nation, however, the accumulation of technology is so weak because field-operators avoid the long-term duty. So the accurate and speedy decision or control of field are difficult in the case of emergency situation.

This study aims to develop the information service system of integrated seakeeping performance for seagoing vessels. It has been successful in developing the intended system which has made possible to provide the following functions and capabilities: ⦁ immediate computation of the dynamic motions of a ship against the present and future weather conditions; ⦁ evaluation of the integrated seakeeping performance of a ship on a real time basis and providing the navigators with the seakeeping informations on the spot enabling them to take the most appropriate countermeasures; and ⦁ supporting the navigators in the selection of a safe sailing route by providing the integrateseakeeping performance.