• Title/Summary/Keyword: 공통결과효과

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A Test on the Volatility Feedback Hypothesis in the Emerging Stock Market (신흥주식시장에서의 변동성반응가설 검정)

  • Kim, Byoung-Joon
    • The Korean Journal of Financial Management
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    • v.26 no.4
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    • pp.191-234
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    • 2009
  • This study examined on the volatility feedback hypothesis through the use of threshold GARCH-in-Mean (GJR-GARCH-M) model developed by Glosten, Jaganathan, and Runkle (1993) in the stock markets of 14 emerging countries during the period of January, 1996 to May, 2009. On this study, I found successful evidences which can support the volatility feedback hypothesis through the following three estimation procedures. First, I found relatively strong positive relationship between the expected market risk premiums and their conditional standard deviations from the GARCH-M model in the basis of daily return on each representative stock market index, which is appropriate to investors' risk-averse preferences. Second, I can also identify the significant asymmetric time-varying volatility originated from the investors' differentiated reactions toward the unexpected market shocks by applying the GJR-GARCH-M model and further find the lasting positive risk aversion coefficient estimators. Third, I derived the negative signs of the regression coefficient of unpredicted volatility on the stock market return by re-applying the GJR-GARCH-M model after I controlled the positive effect of predicted volatility through including the conditional standard deviations from the previous GARCH-M model estimation as an independent explanatory variable in the re-applied new GJR-GARCH-M model. With these consecutive results, the volatility feedback effect was successfully tested to be effective also in the various emerging stock markets, although the leverage hypothesis turned out to be insufficient to be applied to another source of explaining the negative relationship between the unexpected volatility and the ex-post stock market return in the emerging countries in general.

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A Distributed Intelligent System for Multidisciplinary Design Optimization (다분야통합최적설계를 위한 지능형 분산 시스템)

  • 이재호;홍은지
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2000.11a
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    • pp.257-266
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    • 2000
  • 산업 및 가정용 기기들이 점차 복잡해짐에 따라 다양한 공학 분야의 해석 기술을 동시에 고려하면서 이들 원리를 적용한 최적의 설계를 결정하는 방법론의 필요성이 대두되고 있다. 다분야통합최적설계 또는 MDO(Multidisciplinary Design Optimization)라 일컫는 새로운 기술은 이러한 필요에 대응하는 기술로서 국내외적으로 활발한 연구가 진행되고 있다. 이러한 MDO 기술을 구현하는 소프트웨어와 하드웨어 복합 체계를 MDO 프레임웍(framework)이라 한다. 일반적으로 프레임웍이란 실제 응용프로그램의 용도에 맞는 주문제작(customization)이 가능한 일종의 전단계 프로그램이라 할 수 있다 MDO 프레임웍은 설계 및 해석 도구들간의 인터페이스를 제공하고, 이들 도구들이 사용하는 설계 데이터를 효율적으로 공유할 수 있도록 지원하여, 설계 작업을 정의, 실행, 관리하는 역할을 한다. 이러한 MDO 프레임웍은 설계 작업을 통합적으로 관리하고 자동화하여 설계 도구간의 데이터 전달과 변환에 소묘되는 설계자의 부담을 경감시키며 다분야 전문가가 참여하는 공통 작업 환경을 제공함으로써 설계 효율성을 증진시킨다. 본 논문에서는 이러한 효용을 달성하기 위한 MDO 프레임웍(framework)을 제시하고 프레임웍 설계의 논리적 근저와 타당성을 밝힌다. 본 논문에서 제안하는 다분야 통합 최적화를 위한 분산형 지능 시스템인 DisMDO는 사용자가 GUI를 동해서 편리하게 다분야통합최적화 문제를 해결할 수 있도록 지원하며, 제공되는 스크립트 언어를 동해서도 이를 정의할 수 있도록 지원하여 일괄처리도 가능하도록 한다. 또한, 집중화된 데이터베이스를 관리하여 다분야 전문가들이 공통의 데이터를 안전하게 공유할 수 있도록 지원하며, 외부에서 제공되는 해석 도구나 최적화 모듈을 손쉽게 프레임웍에 통합시킬 수 있도록 하는 인터페이스 제작기(factory) 기능을 제공한다.ackscattering spectroscopy, X-ray diffraction, secondary electron microscopy, atomic force microscoy, $\alpha$-step, Raman scattering spectroscopu, Fourier transform infrared spectroscopy 및 micro hardness tester를 이용하여 기판 bias 전압이 DLC 박막의 특성에 미치는 영향을 조사하였다. 분석결과 본 연구에서 제작된 DLC 박막은 탄소와 수소만으로 구성되어 있으며, 비정질 상태임을 알 수 있었다. 기판 bias 전압의 증가에 따라 박막의 두께가 감소됨을 알 수 있었고, -150V에서는 박막이 거의 만들어지지 않았으며, -200V에서는 기판 표면이 식각되었다. 이것은 기판 bias 전압과 ECR 플라즈마에 의한 이온충돌 효과 때문으로 판단되며, 150V 이하에서는 증착되는 양보다 re-sputtering 되는 양이 더 많을 것으로 생각된다. 기판 bias 전압을 증가시킬수록 플라즈마에 의한 이온충돌 현상이 두드러져 탄소와 결합하고 있던 수소원자들이 떨어져 나가는 탈수소화 (dehydrogenation) 현상을 확인할 수 있었으며, 이것은 C-H 결합에너지가 C-C 결합이나 C=C 결합보다 약하여 수소 원자가 비교적 해리가 잘되므로 이러한 현상이 일어난다고 판단된다. 결합이 끊어진 탄소 원자들은 다른 탄소원자들과 결합하여 3차원적 cross-link를 형성시켜 나가면서 내부 압축응력을 증가시키는 것으로 알려져 있으며, hardness 시험 결과로 이것을 확인할 수 있었다. 그리고 표면거칠기는 기판 bias 전압을 증가시킬수록 더 smooth 해짐을 확인하였다.인하였다.을 알 수 있었다. 즉 계면에서의 반응에 의해 편석되는 Ga에 의해 박막의 strain이 이완되면, pinhole 등의 박막결함

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A Development of an Evaluation System for Traffic Calming Schemes (교통정온화사업 평가체계 개발에 관한 연구)

  • Park, Wan-Yong;Won, Jai-Mu
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.32 no.4D
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    • pp.335-343
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    • 2012
  • In the study, evaluation indicators that should be considered in applying traffic calming schemes were developed, and it was intended to analyze the importance of indicators that should most considered in evaluation traffic calming scheme through AHP analysis on the basis of it. The result of the study is summarized as follows. The result of evaluation indicators may be summarized by dividing into residential area and commercial area. In category, the safety is shown to be more important than other indicators in the analysis when evaluation (residential area is 0.514 and commercial area is 0.439). Importance of evaluation indicators was analyzed in order Average Vehicle Speed, Traffic Accident Severity, and Pedestrian Separation. Residential areas to help keep the safety of pedestrians 'Average Vehicle Speed' as the major indices were derived. In commercial areas were analyzed as an important indicator Pedestrian Separation. Because there are so many pedestrians. When applying the effect of Traffic Calming, residential is greater than the commercial area.

Design a Programming Education Plan for SW Education Using Robot and Mobile Application Development Tool (SW 교육을 위한 로봇과 앱 개발 도구 활용 프로그래밍 교육 방안)

  • Yoo, Inhwan
    • Journal of The Korean Association of Information Education
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    • v.18 no.4
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    • pp.615-624
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    • 2014
  • According to the rapid growth and popularization of the SMART device, the society is being changed greatly and importance of SW education is being emphasized. Also many student have a lot of interests about mobile application programming. The latest study suggests using the robots in the programming education may help to induce learners' interest and motivation, participation, achievement. So in this research, I designed a programming educational plan for SW education using robot and mobile application development tool(App Inventor) and applied them. And I conducted a survey four ares such as class, robot, App Inventor, robot and App Inventor. As a result, learner's response of interest and satisfaction was very positive commonly at four areas. In particular, learners could get programming result immediately using smart phone and could control the robot using smart phone, so learner's interest had increased especially. The conclusion is that suggested plan for SW education using robot and mobile application development tool is useful for programming education.

Antimicrobial Activities of Zanthoxylum schinifolium Extract Against Vibrio parahaemolyticus (Vibrio parahaemoiyticus에 대한 산초 추출물의 항균활성)

  • 김정순;구경모;정용현;양재길;이강권
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.33 no.3
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    • pp.500-504
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    • 2004
  • This study was designed to investigate the possible utilization of Zanthoxylum schinifolium as a source of decontamination agents. The antimicrobial effect of Zanthoxylum schinifolium extract was investigated against Vibrio parahaemolyticus which is food-born disease organism. Ethanol extract of Zanthoxylum schinifolium was compared with water extract of Zanthoxylum schinifolium to test antimicrobial activities against Vibrio parahaemolyticus by disk method. Ethanol extract was more effective than water ,extract on the antimicrobial activities. It had remarkable antimicrobial activities against Vibrio parahaemolyticus. It was very stable on the wide range of temperature and pH. It turned out by GC-MS that estragole (4-allyl anisole) was a major antimicrobial component of Zanthoxylum schinifolium extract. These results indicated that Zanthoxylum schinifolium extract could protect against bacterial contamination and inhibit a growth of Vibrio parahaemolyticus.

Analysis on the Effects of Renewable Policies in OECD Countries Using Dynamic Panel Model (동적 패널 모형을 이용한 재생에너지 정책의 OECD 국가 재생에너지 보급 효과 분석)

  • Kim, Eunsung;Heo, Eunnyeong
    • Environmental and Resource Economics Review
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    • v.25 no.2
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    • pp.229-253
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    • 2016
  • To achieve the socially optimum level of renewable generation, governments should design renewable policies to induce renewable technologies competitive with conventional generation technologies. And to do that, it is needed to understand how each policy has been effective in promoting renewables for power sector. In most of the literatures, there are two key limitations that they did not considered autocorrelation problem using the amount of generation from renewables as a dependent variable and technology innovation which needs to be preceded technology adoption. In this study, I try to overcome these two problems by using dynamic panel model and adding an additional variable for technology innovation. According to the result, FIT has been effective rather than RPS in promoting renewables for generation and I found the possibility that the counterintuitive results which commonly appeared in existing studies might be due to the two limitations mentioned above.

The Impact of Reviewer Professionalism and Expectation on the Intention to Watch: A Comparison between Commercial and Art Films (비평의 전문성과 사전 기대가 관람 의도에 미치는 영향: 예술영화와 상업영화 비교를 중심으로)

  • Hwang, Sanyoung;Shin, Hyung-Deok
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.13 no.11
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    • pp.4975-4983
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    • 2012
  • Commercial and Art movies have different characteristics even when they belong to the same 'movie' category. This study investigated the differential effects of reviewer professionalism and expectation about a movie on the intention to watch the movie. Based on the survey on young potential movie goers, we found that movie types indeed have significant effects. Specifically, in the case of art movie, people had high level of intention to watch when they were exposed to professional reviews. We found that utilitarian expectation mediates between reviewer professionalism and intention to watch for art movie. On the other hand, in the case of commercial movie, people had high level of intention to watch when they were exposed to amateur reviewers. We found that hedonic expectation mediates between reviewer professionalism and intention to watch for art movie. In result, this study contributes to our knowledge to movie industry through showing that reviewer professionalism have different impacts on commercial and art movies.

The Effect of Job Stress of Hotel Employee's on Depression: Focused on Moderating Effect of Positive Psychological Capital (호텔종사원의 직무스트레스가 우울에 미치는 영향: 긍정심리자본의 조절효과를 중심으로)

  • Yeo, Young-suk;Na, Jeong-mi
    • The Journal of the Convergence on Culture Technology
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    • v.4 no.3
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    • pp.305-312
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    • 2018
  • This study investigates moderating effects of positive psychological capital between job stress and depression focusing on hotel employees. Data were collected for 3 weeks from November 7 to November 27, 2017. 6 five-star and deluxe hotels in Seoul and Gyeonggi province were chosen for this study and samples were collected from employees working the hotel. A total of 330 employees were attended in this research and finally 308 samples were used for the empirical analysis. The result of this study showed that 3 factors(self-efficacy, restoration ability, optimism) of positive psychological capital but hope factor moderated the relationship between job stress(working environment, time pressure constraint, communication factors among them) and depression. However, all factors of positive psychological capital did not moderated between job instability and depression.

PROPENSITY TO PERCEIVE AND EFFECTIVENESS OF TYPOGRAPHY WITH HUMOR (타이포그래피 유머적 표현의 지각성향과 효용성 연구)

  • 진경인;김지현
    • Archives of design research
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    • v.12 no.3
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    • pp.17-26
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    • 1999
  • We use humorous expression in general dialogue. And this humor os especially good methods for expressing more creative and persuasive thoughts. If could not effective data for developing expression techniques, because most of the studies on humor focused on advertising, especially effectiveness for product purchase until now. So, we need the data objectively tested and we can use the data for persuasive, agreeable and effective communication. This study presents new expression methods with humor, classifies the expression type with humor and analyses the specific characters each type. It was as follows. first, which expression types are existing in typography with humor, and how to apply to typography. Second, how to change the propensity to perceive through the communication method and through types of humor Third, what is more effective between typogratphy with humor and typography without humor Miore study based on this must be followed in order to plan objective and agreeable design and improve communication effects.

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Growth Inhibition of Water Extract of Schizandra chinensis Bullion on the Bacteria (오미자 물추출물의 세균증식 억제효과)

  • 지원대;정민선;정현채;최웅규;정원환;권대준;김성영;정영건
    • Journal of Food Hygiene and Safety
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    • v.16 no.2
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    • pp.89-95
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    • 2001
  • This study was conducted to find material having antibacterial activity. The effects of preservatives, antibiotics and oriental medicines on growth of teated microorganisms were investigated. The growth of all tested bacteria was inhibited by water extract of Schizandra chinensis. Antibacterial activity on the concentration of Schizandra chinensis extract was tested. The growth of Escherichia coli W3110, Enterobacter colacae MG82 and Salmonella typhimurium was extraordinarily inhibited by more than 0.2% concentration of Schizandra chinensis extract. The specific growth rate of Escherichia coli W3110, Enterobacter cloacae ME82 and Salmonella typhimurium under control conditin had mean values of 0.514(hr ̄), 0.381(hr ̄) and 0.489(hr ̄), respectively. When 0.2% of Schizandra chinensis extract was added, specific growth rates of Escherichia coli W3110, Enterobacter colacae MG82 and Salmonella typhimurium wre decreased, compared to contorl, in 1.26, 2.23 and 1.50 fold, respectivley. Minimal inhibiotory concentration of Schizandra chinensis extract was 0.25% on the tested microorganisms The growth of Enterobacter cloacae MG82 was more inhibited by Schizandra chinensis extract than other tested microorganisms.

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