• 제목/요약/키워드: 간이 예측 모델

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Asymmetric Effect of News on Stock Return Volatility in Asian Stock Markets (최근 아시아 주식시장에서의 주식수익률 변동성의 비대칭적 반응)

  • Ohk, Ki Yool
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.3015-3024
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    • 2018
  • This study investigates the recent asymmetric effect of news on stock return volatility in Asian five stock markets - Japan, Korea, Singapore, Taiwan, and Malaysia - since 2000. This study uses the GJR-M model which shows a different effect of a good and bad news on volatility. Empirical results show that the unexpected negative return has a more crucial effect on stock return volatility than the unexpected positive one does in all five stock markets. This implies that the bad news of the stock markets gives a more remarkable effect on volatility than good news does. This study finds that it is very important for market participants and regulation practitioners to distinguish between positive and negative return shocks in the stock markets since bad news might have a larger impacts on volatility than good news.

Impact of Filler Aspect Ratio on Oxygen Transmission and Thermal Conductivity using Hexagonal Boron Nitride-Polymer Composites (필러 네트워크 형성 및 배향이 복합소재 열전도도와 산소투과도에 미치는 영향 고찰)

  • Shin, Haeun;Kim, Chae Bin
    • Composites Research
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    • v.34 no.1
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    • pp.63-69
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    • 2021
  • In order to develop an integrated heat dissipating material and gas barrier film for electronics, new polymer was designed and synthesized for preparing composites containing hexagonal boron nitride (hBN) filler. Depending on the size and content of the hBN filler, both thermal conductivity and oxygen transmission rate can be adjusted. The composite achieved a high thermal conductivity of 28.0 W·m-1·K-1 at most and the oxygen transmission rate was decreased by 62% compared to that of the filler free matrix. Effective filler aspect ratios could be estimated by comparing thermal conductivity and oxygen transmission rate with values predicted by theoretical models. Discrepancy on the aspect ratios extracted from thermal conductivity and oxygen transmission rate comparisons was also discussed.

Development of RVE Reconstruction Algorithm for SMC Multiscale Modeling (SMC 복합재료 멀티스케일 모델링을 위한 RVE 재구성 알고리즘 개발)

  • Lim, Hyoung Jun;Choi, Ho-Il;Yoon, Sang Jae;Lim, Sang Won;Choi, Chi Hoon;Yun, Gun Jin
    • Composites Research
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    • v.34 no.1
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    • pp.70-75
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    • 2021
  • This paper presents a novel algorithm to reconstruct meso-scale representative volume elements (RVE), referring to experimentally observed features of Sheet Molding Compound (SMC) composites. Predicting anisotropic mechanical properties of SMC composites is challenging in the multiscale virtual test using finite element (FE) models. To this end, an SMC RVE modeler consisting of a series of image processing techniques, the novel reconstruction algorithm, and a FE mesh generator for the SMC composites are developed. First, micro-CT image processing is conducted to estimate probabilistic distributions of two critical features, such as fiber chip orientation and distribution that are highly related to mechanical performance. Second, a reconstruction algorithm for 3D fiber chip packing is developed in consideration of the overlapping effect between fiber chips. Third, the macro-scale behavior of the SMC is predicted by the multiscale analysis.

Operation System Design of Distribution Feeder with Distributed Energy Resources (분산전원이 연계된 배전선로의 운영시스템 설계)

  • Kim, Seong-Man;Chang, Young-Hak;Kim, Kyeong-Hun;Kim, Sul-Ki;Moon, Chae-Joo
    • The Journal of the Korea institute of electronic communication sciences
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    • v.16 no.6
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    • pp.1183-1194
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    • 2021
  • Traditionally, electric power systems have been known as the centralized structures, which is organized into placing customers at the end of the supply chain. However, recent decades have witnessed the emergence of distributed energy resources(:DERs) such as rooftop solar, farming PV system, small wind turbines, battery energy storage systems and smart home appliances. With the emergence of distributed energy resources, the role of distributed system operators(:DSOs) will expand. The increasing penetration of DERs could lead to a less predictable and reverse flow of power in the system, which can affect the traditional planning and operation of distribution and transmission networks. This raises the need for a change in the role of the DSOs that have conventionally planned, maintained and managed networks and supply outages. The objective of this research is to designed the future distribution operation system with multi-DERs and the proposed distribution system model is implemented by hardware-in-the-loop simulation(HILS). The test results show the normal operation domain and reduction of distribution line loss.

Cognitive Flexibility Promotes Creativity for Securely (but not Fearfully) Attached People (애착유형과 창의성을 높이는 인지적 경로 간의 상호작용 연구)

  • Yekang Kim;Sohyeon Shim;Seongjee Seo;Taehyun Kim;Sujin Lee
    • Knowledge Management Research
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    • v.23 no.4
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    • pp.159-175
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    • 2022
  • As creativity is a crucial attribute for companies' survival and innovative success, many firms encourage and implement ways to promote employee creativity. Previous studies in the dual pathway to creativity model have shown that creativity can be enhanced when either the cognitive flexibility or cognitive persistence path is triggered. Although individuals have different personal traits, prior research has rarely investigated whether one pathway is more effective for a certain personality in promoting creativity than the other. Using attachment theory, we examined the influence of attachment style on the degree of the impact of each path on creativity. Specifically, we hypothesized that securely attached people would show higher creativity only when they use the cognitive flexibility path. Data from the US support our hypothesis. Our research highlights that the link between cognitive flexibility and creativity is salient when securely attached people use the cognitive flexibility path because of the strong fit between secure attachment and flexible thinking.

Design and Implementation of Early Warning Monitoring System for Cross-border Mining in Open-pit Mines (노천광산의 월경 채굴 조기경보 모니터링시스템의 설계 및 구현)

  • Li Ke;Byung-Won Min
    • Journal of Internet of Things and Convergence
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    • v.10 no.2
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    • pp.25-41
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    • 2024
  • For the scenario of open pit mining, at present, manual periodic verification is mainly carried out in China with the help of video surveillance, which requires continuous investment in labor cost and has poor timeliness. In order to solve this difficult problem of early warning and monitoring, this paper researches a spatialized algorithmic model and designs an early warning system for open-pit mine transboundary mining, which is realized by calculating the coordinate information of the mining and extracting equipments and comparing it with the layer coordinates of the approval range of the mines in real time, so as to realize the determination of the transboundary mining behavior of the mines. By taking the Pingxiang area of Jiangxi Province as the research object, after the field experiment, it shows that the system runs stably and reliably, and verifies that the target tracking accuracy of the system is high, which can effectively improve the early warning capability of the open-pit mines' overstepping the boundary, improve the timeliness and accuracy of mine supervision, and reduce the supervision cost.

Study on the Treesize Prediction Model : A case study of Zelkova serrata, Pinus strobus and Magnolia denudata (주요조경수목의 크기 예측 " 모델 "에 관한 연구 : 느티나무, 스트로브잣나무, 백목련을 대상으로)

  • 김남춘;최준수;문석기
    • Journal of the Korean Institute of Landscape Architecture
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    • v.16 no.1
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    • pp.27-35
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    • 1988
  • Size characteristics of three widely used landscape trees were analized to establish a methodology of size prediction as time Passes. Tree height, tree width, stem diameter(breast or surface), canopy length and tree age were measured directly and indirectly(by using photograph), and the data were analized by using regression analysis through PC-SAS. The results are summarized as follows : 1. Zelkova serrata MAKINO showed relatively slow growth rate and the tree form was changed as aged. Size predictions were available by using the regression equations listed below : Surface diameter = 0.8293 x AGE Tree height = 0.4109(0.8293 x AGE) - 0.0039(0.7273 x AGE)$^2$Tree width = 0.3240(0.8293 x AGE) - 0.0024(0.1293 x AGE)$^2$Canopy length = 0.1337(0.8293 x AGE) - 0.0020(0.7293 x AGE)$^2$2. Pinus strobus L. showed relatively fast growth rate and the tree form did not change much as aged. Size predictions were available by using the regression equations listed below. Breast diameter = 0.756 x AGE Tree height = 0.7695(0.756 x AGE) - 0.0164(0.75\ulcorner x AGE)$^2$Tree width = 0.4331(0.756 x AGE) - 0.0079(0.75\ulcorner x AGE)$^2$Canopy length = 0.1365(0.756 x AGE) - 0.0032(0.75f x AGE)$^2$ 3. In case of Magnolia denudata DESROUX, tree form was determined relatively earlier than the other two species. Si2e predictions were available by using the regression equations listed below : Surface diameter = 0.88 x AGE Tree height = 0.5412(0.88 x AGE) - 0.0110(0.88 x AGE)$^2$ Tree width = 0.3752(0.88 x AGE) - 7.0061(0.88 x AGE)$^2$Canopy length = 0.1110(0.88 x AGE) - 0.0022(0.88 x AGE)$^2$ This study aimed to find a way to predict size change of landscaping plants. This methodology will be applied to a wide range of landscape plants to provide practical data to landscape designers.

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The Cornerstone Project: Establishing the Interministerial Collaborative R&D Support Framework between NRF and KEITI, Korea (한국연구재단과 한국환경산업기술원 간 Eco-Bridge 구축방안에 관한 연구 - 우수 연구성과 연계 활용으로 부처간 벽 허물기 -)

  • Lee, Jong-Hyun;Kwon, Sang-Sook;Jung, Dong-Il;Son, Jiho;Cha, Eun-Jong;Yeu, Moo-Song;Lee, Sung-Jong;Park, Kwisun
    • Journal of Korean Society of Environmental Engineers
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    • v.35 no.8
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    • pp.533-539
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    • 2013
  • Korea is one of the top countries that has funded great amount to promote basic research and others in recent decade. While the quantity of R&D fund in Korea has rapidly increased, the effectiveness and quality of R&D outcomes became a controversial issue. National Research Foundation of Korea (NRF) and Korea Environmental Industry & Technology Institute (KEITI) agreed to collaborate for diffusing and utilizing R&D outcomes of each institute. NSF and KEITI signed the bilateral MOU in 2012, and Interministerial Collaborative R&D Support Framework (ICR&DSF) was developed. The ICR&DSF consist of launching an Eco-Bridge Program as an interministerial R&D program and composition of Environmental Convergence R&D Bridge Committee. The Eco-Bridge Program was applied to 'Environmental Convergence Technology Project' of KEITI as a pilot program in 2012. The unique feature of this interministerial R&D program is that the Eco-Bridge Program directly supports the basic research outcomes which are previously funded by NRF. As the collaboration between NRF and KEITI becomes stronger, it is expected to explore the more creative and the more transformative research.

Estimating the Yield of Marketable Potato of Mulch Culture using Climatic Elements (시기별 기상값 활용 피복재배 감자 상서수량 예측)

  • Lee, An-Soo;Choi, Seong-Jin;Jeon, Shin-Jae;Maeng, Jin-Hee;Kim, Jong-Hwan;Kim, In-Jong
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.61 no.1
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    • pp.70-77
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    • 2016
  • The object of this study was to evaluate the effects of climatic elements on potato yield and create a model for estimating the potato yield. We used 35 yield data of Sumi variety produced in mulching cultivation from 17 regions over 11 years. According to the results, some climatic elements showed significant level of correlation coefficient with marketable yield of potato. Totally 22 items of climatic elements appeared to be significant. Especially precipitation for 20 days after planting (Prec_1 & 2), relative humidity during 11~20 days after planting (RH_2), precipitation for 20 days before harvest (Prec_9 & 10), sunshine hours during 50~41 days before harvest (SH_6) and 20 days before harvest (SH_9 & 10), and days of rain during 10 days before harvest (DR_10) were highly significant in quadratic regression analysis. 22 items of predicted yield ($Y_i=aX_i{^2}+bX_i+c$) were induced from the 22 items of climatic elements (step 1). The correlations between the predicted yields and marketable yield were stepwised using SPSS, statistical program, and we selected a model (step 2), in which 4 items of independent variables ($Y_i$) were used. Subsequently the $Y_i$ were replaced with the equation in step 1, $aX_i{^2}+bX_i+c$. Finally we derived the model to predict the marketable yield of potato as below. $$Y=-336{\times}DR_-10^2+854{\times}DR_-10-0.422{\times}Prec_-9^2+43.3{\times}Prec_-9\\-0.0414{\times}RH_-2^2+46.2{\times}RH_-2-0.0102{\times}Prec_-2^2-7.00{\times}Prec_-2-10039$$.

Impacts of Climate Change and Follow-up Cropping Season Shift on Growing Period and Temperature in Different Rice Maturity Types (미래 기후변화 및 그에 따른 재배시기 조정이 벼 생태형별 생육기간과 생육온도에 미치는 영향)

  • Lee, Chung-Kuen;Kwak, Kang-Su;Kim, Jun-Hwan;Son, Ji-Young;Yang, Won-Ha
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.56 no.3
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    • pp.233-243
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    • 2011
  • This experiment was conducted to investigate the effect of future climate change on growing period and temperature in different rice maturity types as global warming progressed, where Odaebyeo, Hwaseongbyeo, Ilpumbyeo were used as a representative cultivar of early, medium, and medium-late rice maturity type, respectively, and A1B scenario was applied to weather data for future climate change at 57 sites in Korea. When cropping season was not adjusted to climate change, entire growing period and growing temperature were shorten and risen, respectively, as global warming progressed. On the other side, when cropping season was adjusted to climate change, growing period and temperature after heading date were not changed in contrast to growing period and growing temperature before heading which were more seriously shortened and risen as global warming progressed than in not adjusted cropping season. It is supposed that adjusting cropping season to climate change can alleviate rice yield reduction and quality deterioration to some degree by improving growing temperature condition during grain-filling period, but also still have a limit such as seriously shortened growing period indicating that there need to develope actively new rice cultivation methods and varieties for future climate change.