• Title/Summary/Keyword: 강건성 지수

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Robustness Evaluation of GaN Low-Noise Amplifier in Ka-band (Ka-대역 GaN 저잡음 증폭기의 강건성 평가)

  • Lee, Dongju;An, Se-Hwan;Joo, Ji-Han;Kwon, Jun-Beom;Kim, Younghoon;Lee, Sanghun;Seo, Mihui;Kim, Sosu
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.22 no.6
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    • pp.149-154
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    • 2022
  • Due to high power capabilities and high linearity of GaN devices, GaN Low-Noise Amplifiers (LNAs) without a limiter can be implemented in order to improve noise figure and reduce chip area in radar receivers. In this paper, a GaN LNA is presented for Ka-band radar receivers. The designed LNA was realized in a 150-nm GaN HEMT process and measurement results show that the voltage gain of >23 dB and the noise figure of <6.5 dB including packaging loss in the target frequency range. Under the high-power stress test, measured gain and noise figure of the GaN LNA is degraded after the first stress test, but no more degradation is observed under multiple stress tests. Through post-stress noise and s-parameter measurements, we verified that the GaN LNA is resilient to pulsed input power of ~40 dBm.

An Examination on Asymmetric Volatility of Firm Size Stock Indices (기업규모 주가지수의 비대칭적 변동성에 관한 연구)

  • Lee, Minkyu;Lee, Sang Goo
    • The Journal of the Korea Contents Association
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    • v.16 no.8
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    • pp.387-394
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    • 2016
  • The volatility in the stock market responds differently to information types. That is, the asymmetric volatility exists in the stock market which responds more to unexpected negative returns due to bad news than unexpected positive returns due to good news. This paper examines the asymmetric response of the volatility of KOSPI, large-cap, middle-cap, and small-cap indices returns which is announced in Korea exchange (KRX) by using the MA-GJR model and the MA-EGARCH model. According to empirical analyses, it shows that the asymmetric response of volatility exists in all indices regardless of volatility estimation models and the degree of the asymmetric volatility response of the small-cap index returns is greater than that of the large-cap index returns. Moreover, this results also observed robustly during the period of both before and after the global financial crisis.

Study on Variability of WTP Estimates by the Estimation Methods using Dichotomous Choice Contingent Valuation Data (양분선택형 조건부가치측정(CV) 자료의 추정방법에 따른 지불의사금액의 변동성 연구)

  • Shin, Youngchul
    • Environmental and Resource Economics Review
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    • v.25 no.1
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    • pp.1-25
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    • 2016
  • This study investigated the variability of WTP estimates(i.e. mean or median) with ad hoc assumptions of specific parametric probability distributions(i.e. normal, logistic, lognormal, and exponential distribution) to estimate WTP function using dichotomous choice CV data on mortality risk reduction. From the perspective of policy decision, the variability of these WTP estimates are intolerable in comparison with those of Turnbull nonparametric estimation method which is free from ad hoc distribution assumptions. The Turnbull nonparametric estimation can avoid a kind of misspecification bias due to ad hoc assumption of specific parametric distributions. Furthermore, the WTP estimates by Turnbull nonparametric estimation are robust because the similar estimates are elicited from a dichotomous choice or double dichotomous choice CV data, and the statistically significant WTP estimates can be obtained even though it is not possible by parametric estimation methods. If there are considerable variability among those WTP estimates by parametric estimation methods in condition with no criteria of model adequacy, the mean WTPs from Turnbull nonparametric estimation can be the robust estimates without ad hoc assumptions, which can avoid controversial issues in the perspective of policy decisions.

An Empirical Study of the Trading Rules on the basis of Market Anomalies and Technical Analysis (시장이상현상과 기술적 분석을 이용한 거래전략에 관한 연구)

  • Ohk, Ki-Yool;Lee, Min-Kyu
    • Management & Information Systems Review
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    • v.37 no.1
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    • pp.41-53
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    • 2018
  • This study validates the trading rules based market anomalies and technical analysis in the Korean stock market. For the analysis, we built decile portfolios on the basis of corporate characteristics factors that clearly demonstrate specific patterns of stock returns including the firm size, book-to-market equity, and accruals. This portfolio was used to develop a portfolio based on the moving average trading strategy which was used for popular technical analysis tools, and then that was evaluated using the Sharpe ratio. We also created a zero-cost portfolio to identify the profitability and success rate of the moving average trading strategy. We lastly sought to ensure a more robust evaluation by calculating the Sortino ratio of the portfolio based on the moving average trading strategy with various lags. Key findings from this validation are as follows. First, a smaller firm size, a higher book-to-market equity, and lower accruals led to larger average returns. Second, the risk-adjusted performance of the moving average trading strategy was the highest in terms of the firm size, followed by book-to-market equity and accruals. Third, the returns of the zero-cost portfolios all had a positive value, with its overall success rate hovering over 68.8%, demonstrating the successfulness of the moving average trading strategy. Fourth, various evaluations revealed the economic usefulness of our trading strategy that used market anomalies and technical analysis.

Random Walk Test on Hedge Ratios for Stock and Futures (헤지비율의 시계열 안정성 연구)

  • Seol, Byungmoon
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.9 no.2
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    • pp.15-21
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    • 2014
  • The long memory properties of the hedge ratio for stock and futures have not been systematically investigated by the extant literature. To investigate hedge ratio' long memory, this paper employs a data set including KOSPI200 and S&P500. Coakley, Dollery, and Kellard(2008) employ a data set including a stock index and commodities foreign exchange, and suggested the S&P500 to be a fractionally integrated process. This paper firstly estimates hedge ratios with two dynamic models, BEKK(Bollerslev, Engle, Kroner, and Kraft) and diagonal-BEKK, and tests the long memory of hedge ratios with Geweke and Porter-Hudak(1983)(henceforth GPH) and Lo's modified rescaled adjusted range test by Lo(1991). In empirical results, two hedge ratios based on KOSPI200 and S&P500 show considerably significant long memory behaviours. Thus, such results show the hedge ratios to be stationary and strongly reject the random walk hypothesis on hedge ratios, which violates the efficient market hypothesis.

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Factors Affecting Basilar Artery Pulsatility Index on Transcranial Doppler (뇌혈류 초음파 검사에서 기저동맥 박동지수에 영향을 미치는 인자)

  • Jeong, Ho Tae;Kim, Dae Sik;Kang, Kun Woo;Nam, Yun Teak;Oh, Ji Eun;Cho, Eun Kyung
    • Korean Journal of Clinical Laboratory Science
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    • v.50 no.4
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    • pp.477-483
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    • 2018
  • Transcranial doppler is a non-invasive method that measures the blood flow velocity and the direction of cerebral blood vessels through the doppler principle. The pulsatility index is an index for measuring the transcranial doppler that reflects the distal vascular resistance and is used as an index for the presence and diffusion of cerebral small vessel diseases. The purpose of this study was to evaluate the risk factors affecting the basilar artery pulsatility index in ischemic stroke patients. From January 2014 to May 2015, 422 patients were selected by measuring the transcranial doppler pulsatility index, considering their basilar artery pulsatility index. Univariate analysis was performed using the basilar artery pulsatility index as a dependent variable. Multiple regression analysis was performed considering the factors affecting the pulsatility index as variables. Univariate analysis revealed age, presence of hypertension, presence of diabetes mellitus, presence of hyperlipidemia, and hematocrit (P<0.1) as factors. Multiple regression analysis showed statistically significant results with age (P<0.001), presence of diabetes (P=0.004), and presence of hyperlipidemia (P=0.041). The risk factors affecting the basilar artery pulsatility index of transcranial doppler were age, diabetes, and hyperlipidemia. Further research will be needed to increase the cerebral pulsatility index as a surrogate marker of the elderly, diabetes, and hyperlipidemia.

An Empirical Analysis on the Production and Price Effect by Agricultural Disaster Insurance (농업재해보험의 생산량 및 가격 효과에 관한 실증분석)

  • Han, Sungmin
    • KDI Journal of Economic Policy
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    • v.36 no.4
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    • pp.135-169
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    • 2014
  • This study empirically analyzes changes in production patterns of farmers by agricultural disaster insurance. The aim of this project is to achieve stability of farm management by paying insurance in case of a natural disaster. However, it causes farmers to change production patterns in the direction of increasing production, and leads the crop price to drop. This can be explained by producers' risk reduction through the disaster insurance. The empirical analysis is based on IV approach with using two stage least squares method. The first stage estimates by difference-in-differences methodology indicate that the production of insurable crops increases more about 80,000ton on average than that of non-insurable crops. In addition, to solve the endogeneity problem caused by general supply and demand model, I use the first stage estimates and find that the price index of the crops drops about 2.3% according to the production increase by 10,000ton. The credibility of these results is also attained by various robustness checks. These findings suggest that it is necessary for government to analyze the whole economy which consists of producer and consumer welfare when it determines the policy. Besides, it implies that it is essential to develop a new market to cope with the unintended effect.

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Relationship of Oral Health Awareness to Oral Health Indexes among Adults (성인의 구강건강인식과 구강보건지수와 관계)

  • Shin, Myong-Suk;Hwang, Mi-Yeong;Kim, Soo-Kyung
    • Journal of dental hygiene science
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    • v.12 no.6
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    • pp.607-616
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    • 2012
  • The purpose of this study was to examine the self-rated oral health status and oral health concern of 6,094 adults over the age of 19, which were both related to subjective oral health awareness, based on the second-year (2008) raw data of the 4th National Health and Nutrition Survey. 1. As for subjective oral health awareness, 49.4 percent replied they were in bad oral health when they were asked about self-rated oral health status. Regarding oral health concern, 62.6 percent answered they were sort of concerned about oral health. 2. As to oral health indexes by sociodemographic characteristics, there were statistically significant differences in oral health indexes according to gender, age, academic credential, monthly mean household income, frequency of eating between meals and toothbrushing frequency. Smoking made no statistically significant differences to oral health indexes (p<0.000). 3. Concerning self-rated oral health status by sociodemographic characteristics, no significant differences were found according to gender, age and academic credential, and there were statistically significant differences according to monthly mean household income and smoking (p<0.000), frequency of eating between meals (p<0.018), toothbrushing frequency (p<0.003). 4. In relation to oral health concern by sociodemographic characteristics, gender and smoking made no significant differences, and statistically significant differences were found according to age (p<0.003), academic credential, monthly mean household income, frequency of eating between meals and toothbrushing frequency (p<0.000). 5. In regard to the relationship between subjective oral health awareness and oral health indexes, none of the oral health indexes had a significant relationship to self-rated oral health status, and there were statistically significant differences in oral health concern according to functioning teeth index (p<0.011) and community periodontal index (p<0.017).

Breeding of Daepoongjam, a Sex-limited Larval Marking and High Silk Yielding Silkworm Variety for Spring Rearing Season (다수성 편친한성(片親限性) 봄누에 품종 "대풍잠" 육성)

  • Kang, Pil-Don;Lee, Sang-Uk;Jung, I-Yeon;Kim, Kee-Young;Kim, Mi-Ja;Hong, In-Pyo;Kim, Young-Dae;Lee, Heui-Sam
    • Journal of Sericultural and Entomological Science
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    • v.48 no.2
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    • pp.37-40
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    • 2006
  • A new silkworm variety "Daepoongjam" for spring rearing season is $F_1$ hybrid between Jam151, a Japanese race bred from introduction breeding and Jam152, a Chinese race from introduction breeding. In the local adaptatability test performed at 8local areas in spring of 2005, the heavy cocoon yield of "Daepoongjam" was recorded 6% higher than "Kumokjam". The concentration of Deokynojirimycin (DNJ) was measured 4.22 mg in "Daepoongjam", similar to "Kumokjam" (4.26 mg). In the Peacilomyces tenuipes production ability test, the pupal weight of "Daepoongjam" was 1.61 g/individual 13% heavier than "Kumokjam" (1.41 g/individual)

Breeding of (다수성 편친한성(片親限性) 가을누에 품종)

  • Kang, Pil-Don;Sohn, Bong-Hee;Lee, Sang-Uk;Kim, Mi-Ja;Jung, I-Yeon;Kim, Young-Soon;Kim, Yung-Dae;Lee, Heui-Sam
    • Journal of Sericultural and Entomological Science
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    • v.46 no.2
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    • pp.54-57
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    • 2004
  • A new silkworm variety "Buhungjam" for autumn rearing season is $F_1$ hybrid between Jam149, a japanese race bred from introduction breeding and Jam150, a chinese race from introduction breeding. Jam149, japanese parent of the "Buhungjam" showed high GCA in pupation percentage, cocoon shell percentage and filament length and Jam15, chinese parent showed high GCA in cocoon shell percentage and cocoon filament length. In the local adaptability test performed at 8 local areas in spring of 2003, Buhungjam records 7% higher in cocoon yield and 8% in raw silk yield than the check variety, Daesungjam.