• Title/Summary/Keyword: 다변량 이상점

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The Dynamics of Intraday Price Transmission Across the Stock Index Futures Markets: The Standard & Poor's 500, the New York Stock Exchange Composite, and the Major Market Index Futures (주가지수선물시장 상호간의 가격정보 전달구조에 관한 연구)

  • Kim, Min-Ho
    • The Korean Journal of Financial Management
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    • v.12 no.2
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    • pp.239-271
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    • 1995
  • 본 연구는 현재 미국에서 거래되고 있는 세 가지 주가지수선물 상호간의 일중(intradaily) 가격선도(price leadership) 관계에 관한 실증분석이다. 본 연구가 기존의 연구와 다른점은, 기존의 연구가 주가지수선물과 그 기준이 되는 현물 가격사이의 가격 선도 관계에 초점을 두고 있는데 반하여 본 연구는 주가지수선물 시장 사이에서 존재하는 가격 선도관계를 분석하고 있다는 점이다. 실증 분석의 대상이 된 주가지수선물들은 Chicago Mercantile Exchange의 Standard and Poor's 500 Index(S&P 500), New York Futures Exchange의 New York Stock Exchange Composit Index (NYSE), 그리고 Chicago Board of Trade의 Major Market Index(MMI)이다. 만약 이들 시장들이 정보의 전달에 있어서 효율적(informationally efficient) 이라면 이들 가격간에 선도-지연(lead-lag) 현상은 존재하지 않을 것이다. 그러나 어느 한 시장이 새로운 정보를 선물가격에 반영하는데 다른 시장에 비해 상대적으로 느리다면, 이들 시장 상호간에는 가격의 전이(transmission)현상이 존재하게 될 것이다. 이들 선물간의 일중 가격선도 관계 연구는 이러한 시장의 효율성 문제를 밝히는데 의의가 있을 뿐만 아니라, 시장간의 단기적 가격 괴리를 이용하려는 차익거래자들에게도 유용하게 쓰일 수 있을 것이다. 본 연구는 위에서 언급한 각각의 주가지수선물들이 가격 선도성을 가질 수 있는 이유와 관련된 다음과 같은 세 가지 가설을 설정하였다. 첫째 가설은, 가격의 선도성은 거래량과 관련이 있다는 것이다. 즉, 이들 주가지수선물 중 가장 거래량이 많은 S&P 500 선물이 다른 선물을 선도할 것이라는 가설이다. 둘째, 가격의 선도성은 주가지수를 구성하는 주식의 수에 비례한다는 가설이다. 다시 말하면, 보다 않은 수로 구성된 주가지수일수록 정보처리 속도가 빠르다는 가설이다. 따라서, 본 연구에 포함된 주가지수선물 중 가장 많은 수의 주식을 대상으로 하는 NYSE 선물이 다른 선물을 선도할 것이다. 마지막 가설은 정보의 처리는 대형주 혹은 기관선호주(institutionally-favored)들이 주도한다는 것이다. 따라서, 주로 이와 같은 주식들로 구성 된 MMI 선물이 선도성을 가질 수 있다는 것이다. 위의 가설들을 검증하고 시장간의 가격 선도관계를 분석하기 위하여 본 연구는 vector autoregressive(VAR) 모형을 이용하여 충격-반응 함수(impulse response functions)를 계산하고, 분산분해(variance decomposition)를 수행하였다. 또한 가격 상호간에 존재할지도 모르는 공적분(cointegration)관계를 Johansen(1991)과 Jokansen and Juselius (1992) 등이 제시한 다변량 공적분 검정(multivariate cointegration test)를 통하여 분석하였다. 분석기간은 1986년 1월부터 1990년 7월까지이며, 각 주가지수선물들의 5분 간격 data를 사용하였다. 연구결과, 충격-반응 분석은 어느 한 시장에서의 충격(shock)은 다른 시장으로 매우 빠르게 전달되고 있음을 보여 주었다. 그러나 충격의 지속정도는 그 충격의 진원지에 따라 달랐다. 즉, NYSE나 MMI 선물로부터 발생 한 충격은 다른 시장의 가격에 5분 안에 반영을 끝냈지 만 S&P 500 선물에서 발생한shock은 그 이상 지속되었다. 또한, 분산분해 결과 S&P 500 선물이 자기자신 뿐만 아니라 다른 시장의 예상하지 못했던 움직임(unexpected movements)을 설명하는데 가장 큰 설명력(explanatory power)을 가지고 있었다. 결론적으로 S&P 500 선물이 다른 선물을 약 5분 간격으로 선도하였다. 이는 가격의 선도가 거래량과 밀접한 관계가 있음을 보여 주는 것이다.

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Transmission Dose Estimation Algorithm for Tissue Deficit (조직 결손에 대한 투과선량 계산 알고리즘 보정)

  • Yun Hyong Geun;Chie Eui Kyu;Huh Soon Nyung;Lee Hyoung Koo;Woo Hong Gyun;Shin Kyo Chul;Ha Sung Whan
    • Radiation Oncology Journal
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    • v.20 no.2
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    • pp.186-192
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    • 2002
  • Purpose : Measurement of transmission dose is useful for in vivo dosimetry. In this study, previous algorithm for estimation of transmission dose was modified for use in cases with tissue deficit. Materials and Methods : The beam data was measured with flat solid phantom in various conditions of tissue deficit. New algorithm for correction of transmission dose for tissue deficit was developed by physical reasoning. The algorithm was tested in experimental settings with irregular contours mimicking breast cancer patients using multiple sheets of solid phantoms. Results : The correction algorithm for tissue deficit could accurately reflect the effect of tissue deficit with errors within ${\pm}1.0\%$ in most situations and within ${\pm}3.0\%$ in experimental settings with irregular contours mimicking breast cancer treatment set-up. Conclusion : Developed algorithm could accurately reflect the effect of tissue deficit and irregularly shaped body contour on transmission dosimetry.

A Study on Establishment of Time Series Model for Deriving Financial Outlook of Basic Research Support Programs (기초연구지원사업의 재정소요 전망 도출을 위한 시계열 모형 수립 연구)

  • Yun, Sujin;Lee, Sangkyoung;Yeom, Kyunghwan;Shin, Aelee
    • Journal of Technology Innovation
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    • v.27 no.4
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    • pp.21-48
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    • 2019
  • In the basic research field, quantitative expansion is carried out with active support from the government, but there is no research and policy data suggesting systematic investment plans or data-based financial requirements yet. Therefore, this study predicted future financial requirements of basic research support programs by using time series prediction model. In order to consider various factors including the characteristics of the basic research field, we selected the ARIMAX model which can reflect the effect of multi valuable factors rather than the ARIMA model which predicts the value of single factor over time. We compared the predictions of ARIMAX and ARIMA models for model suitability and found that the ARIMAX model improves the prediction error rate. Based on the ARIMAX model, we predicted the fiscal spending of basic research support programs for five years from 2017 to 2021. This study has significance in that it considers the financial requirements of the basic research support programs as a pilot research conducted by applying a time series model, which is a statistical approach, and multi-variate rather than single-variate. In addition, considering the policy trends that emphasize the importance of basic research investment such as 'the expansion of basic research budget twice', which is the current government's national policy task, it can be used as reference data in establishing basic research investment strategy.

Social Distancing by Socioeconomic Characteristics during the Early Phase of COVID-19 Pandemic (코로나19 확산 초기의 사회경제적 특성별 사회적 거리두기 준수)

  • Kang, Eunjeong;Kim, Sun Jung;Shon, Changwoo;Koh, Kwangwook
    • The Journal of the Korea Contents Association
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    • v.22 no.1
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    • pp.581-590
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    • 2022
  • The purpose of this study was to ascertain the differences in social distancing practices by socioeconomic characteristics according to the national campaign on strong social distancing from March 22 through April 19. The data were obtained from the online survey performed by Embrain from May 13 through May 19. The sample consisted of 1,117 adults aged between 19 and 69. The campaign included six rules: to postpone or cancel unnecessary meeting, to refrain from going out, to keep personal hygiene, to stay home when sick, to ventilate frequently. Social distancing scores were defined as the proportion of items observed on a scale of 10. The multivariate regression analysis showed that type of housing and type of working were significantly related to social distancing scores. Study results imply that customized campaigns are needed for those from lower socioeconomic status.

Related Factors to Health Behavior by Patients With Hyperlipidemia Based on Health Belief Model (건강신념모형에 기초한 고지혈증 환자의 건강행태 관련요인)

  • Lee, Eun-Sun;Na, Baeg-Ju;Lee, Moo-Sik;Lee, Jin-Yong;Hong, Jee-Young;Lim, Young-Shil
    • Proceedings of the KAIS Fall Conference
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    • 2011.05b
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    • pp.1057-1060
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    • 2011
  • 본 연구는 건강신념모형의 주요 변수와 고지혈증 환자의 건강행태와의 관계를 파악하여 고지혈증 환자의 건강행태를 촉진하고 더 나아가 만성질환 보건사업 및 교육프로그램을 계획하는데 기초 자료를 제공하고자 시도되었다. 자료는 2009년 07월부터 2010년 9월까지 총콜레스테롤이 240mg/dl 이상이고, 중성지방이 200mg/dl 이상으로 고지혈증을 진단받은 20세 이상의 성인 남녀 146명을 대상으로 구조화된 설문지를 이용하여 조사하였으며, SPSS WIN(14.0 한글판) 프로그램을 이용하여 Chronbach's alpha의 신뢰성 분석, 요인분석, 단변량 및 다변량 분석을 시행하였다. 본 연구의 결과는 다음과 같다. 첫째, 본 연구에서는 LDL-cholesterol, HDL-cholesterol, TG에 대한 인지수준 중 TG에 대한 인지가 가장 높았고, 3가지 모두를 인지한 경우는 28.08%였다. 또한 9가지 항목에 대한 고지혈증 지식수준은 9점 만점에 평균 6.51이었으며, 지식수준이 높을수록 건강행태수준도 높았다. 둘째, 요인분석을 통하여 10개의 건강행태를 2개 요인으로 재분류 하였다. 그 결과, 건강행태 요인 1은 '식이, 운동 습관 및 고지혈증 검사 및 관련 검사요인', 건강행태 요인 2는 '흡연, 음주 습관 및 고지혈증 치료 관련 요인'이었다. 건강행태 요인1에 유의한 관련성이 있는 건강신념변수는 심각성, 이득, 장애로 나타났고, 취약성은 상관 관계가 없는 것으로 나타났다. 각 신념 요인들과 건강행태 간의 상관되는 순서는 이득(r =.455), 심각성 (r=.38), 장애(r=-.244) 순으로 나타나 고지혈증에 대한 이득 인식이 건강행태 요인1과 가장 관련성이 높은 것으로 파악되었다. 그러나, 건강행태 요인2는 건강신념변수와 관련성이 없는 것으로 나타났다. 셋째, 행동계기에 따른 건강행태의 관계를 살펴보면, 교육을 받았을 때 건강행태 요인1과 요인2에 모두 유의한 차이를 보이는 것으로 나타나, 교육이 고지혈증 환자의 건강행태에 중요한 영향을 미치는 것을 보여 주었다. 넷째, 다중회귀분석 결과 고지혈증 건강행태 요인1에 영향을 미치는 요인 중 유의한 요인으로 인지된 심각성 및 이점 신념요인, 교육여부, 보건소 교육정도 이었다. 건강행태 요인2에서는 성별, 연령, 교육여부가 유의한 영향을 미치는 요인으로 나타났다. 이상의 결과를 종합하면 건강신념모형이 고지혈증 건강행태를 예측하는데 적합한 모형이라고 판단 할 수 있으며, 건강행태 요인 특성에 따라 건강신념변수 중 고지혈증 예방에 대한 이득을 높이 인식할 수 있도록 프로그램과 교육목표를 설정하면 보다 효과적인 교육이 될 것이라 생각된다.

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Risk Factor Analysis for Operative Death and Brain Injury after Surgery of Stanford Type A Aortic Dissection (스탠포드 A형 대동맥 박리증 수술 후 수술 사망과 뇌손상의 위험인자 분석)

  • Kim Jae-Hyun;Oh Sam-Sae;Lee Chang-Ha;Baek Man-Jong;Hwang Seong-Wook;Lee Cheul;Lim Hong-Gook;Na Chan-Young
    • Journal of Chest Surgery
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    • v.39 no.4 s.261
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    • pp.289-297
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    • 2006
  • Background: Surgery for Stanford type A aortic dissection shows a high operative mortality rate and frequent postoperative brain injury. This study was designed to find out the risk factors leading to operative mortality and brain injury after surgical repair in patients with type A aortic dissection. Material and Method: One hundred and eleven patients with type A aortic dissection who underwent surgical repair between February, 1995 and January 2005 were reviewed retrospectively. There were 99 acute dissections and 12 chronic dissections. Univariate and multivariate analysis were performed to identify risk factors of operative mortality and brain injury. Resuit: Hospital mortality occurred in 6 patients (5.4%). Permanent neurologic deficit occurred in 8 patients (7.2%) and transient neurologic deficit in 4 (3.6%). Overall 1, 5, 7 year survival rate was 94.4, 86.3, and 81.5%, respectively. Univariate analysis revealed 4 risk factors to be statistically significant as predictors of mortality: previous chronic type III dissection, emergency operation, intimal tear in aortic arch, and deep hypothemic circulatory arrest (DHCA) for more than 45 minutes. Multivariate analysis revealed previous chronic type III aortic dissection (odds ratio (OR) 52.2), and DHCA for more than 45 minutes (OR 12.0) as risk factors of operative mortality. Pathological obesity (OR 12.9) and total arch replacement (OR 8.5) were statistically significant risk factors of brain injury in multivariate analysis. Conclusion: The result of surgical repair for Stanford type A aortic dissection was good when we took into account the mortality rate, the incidence of neurologic injury, and the long-term survival rate. Surgery of type A aortic dissection in patients with a history of chronic type III dissection may increase the risk of operative mortality. Special care should be taken and efforts to reduce the hypothermic circulatory arrest time should alway: be kept in mind. Surgeons who are planning to operate on patients with pathological obesity, or total arch replacement should be seriously consider for there is a higher risk of brain injury.

Depression and Anxiety in Outpatients with Chronic Obstructive Pulmonary Disease (만성폐쇄성폐질환 환자에서 우울과 불안심리 평가)

  • Ryu, Yon Ju;Chun, Eun Mi;Sim, Yun Su;Lee, Jin Hwa
    • Tuberculosis and Respiratory Diseases
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    • v.62 no.1
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    • pp.11-18
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    • 2007
  • Background: Patients with chronic obstructive pulmonary disease (COPD) have often been reported to suffer from depression and anxiety possibly due to the exacerbation, hospitalization and mortality of COPD. However,scarce data are available in Korea. This study assessed degree of depression and anxiety, and evaluated the factors associated with depressive symptoms in COPD. Methods: The cross-sectional data on the lung function measurements, smoking behavior, body mass index (BMI), age, gender, depressive symptoms using Beck Depression Inventory (BDI) and anxiety using the State-Trait Anxiety Inventory (STAI) were evaluated in 72 outpatients with COPD and 50 controls without underling lung diseases from September, 2005 to October, 2006 in the Ewha medical center. Results: 1) The age, body mass index (BMI) and serum albumin levels were similar in the patients and controls. The BDI scores (16(0-37) vs. 12(1-30), p=0.001) and the prevalence of depression (36% vs. 6%, p<0.0001) were higher in the COPD patients than in the controls. In the COPD group, the prevalence of depression increased with increasing GOLD stage (p=0.008). The prevalence was 18%(4/22), in mild cases, 30%(6/20) in moderate cases, 52%(13/25) in severe cases and 60%(3/5) in very severe cases. 2) The SAI and TAI scores were higher in the COPD patients (44(20-67) and 47(20-66)) than in the healthy controls (39(26-65) and 44(33-90)). There were a significant correlation between the depression and anxiety scores (p<0.001). 3) A lower BMI, lower postbronchodilator $FEV_1$, current smoking behavior and severity of COPD were univariately associated with the depressive group in COPD, 4) while multivariate logistic analysis revealed only the severe-to-very severe group (OR 3.9, 95% CI 1.2 to 12.9) to be independently associated with depressive symptoms. Conclusion: COPD is strongly associated with depression and anxiety. Therfore, screening for psychological problems in COPD patients is essential, particularly in patients with severe-to-very severe COPD.

A Review of Multivariate Analysis Studies Applied for Plant Morphology in Korea (국내 식물 형태 연구에 사용된 다변량분석 논문에 대한 재고)

  • Chang, Kae Sun;Oh, Hana;Kim, Hui;Lee, Heung Soo;Chang, Chin-Sung
    • Journal of Korean Society of Forest Science
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    • v.98 no.3
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    • pp.215-224
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    • 2009
  • A review was given of the role of traditional morphometrics in plant morphological studies using 54 published studies in three major journals and others in Korea, such as Journal of Korean Forestry Society, Korean Journal of Plant Taxonomy, Korean Journal of Breeding, Korean Journal of Apiculture, Journal of Life Science, and Korean Journal of Plant Resources from 1997 to 2008. The two most commonly used techniques of data analysis, cluster analysis (CA) and principal components analysis (PCA) with other statistical tests were discussed. The common problem of PCA is the underlying assumptions of methods, like random sampling and multivariate normal distribution of data. The procedure was intended mainly for continuous data and was not efficient for data which were not well summarized by variances or covariances. Likewise CA was most appropriate for categorical rather than continuous data. Also, the CA produced clusters whether or not natural groupings existed, and the results depended on both the similarity measure chosen and the algorithm used for clustering. An additional problems of the PCA and the CA arised with both qualitative and quantitative data with a limited number of variables and/or too few numbers of samples. Some of these problems may be avoided if a certain number of variables (more than 20 at least) and sufficient samples (40-50 at least) are considered for morphometric analyses, but we do not think that the methods are all mighty tools for data analysts. Instead, we do believe that reasonable applications combined with focus on objectives and limitations of each procedure would be a step forward.

Quality of Life(QOL), Life Satisfaction, and Its Determinents of the Physically Disabled in Taegu City (대구지역 재가 지체장애인의 삶의 질 및 삶의 만족도에 영향을 미치는 요인)

  • Lee, Young-Sook;Kim, Keon-Yeop;Park, Ki-Soo;Son, Jae-Hee;Lee, Jong-Young
    • Journal of Preventive Medicine and Public Health
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    • v.31 no.3 s.62
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    • pp.503-515
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    • 1998
  • In order to investigate the factors influencing QOL and life satisfaction of the physically disabled, the author interviewed, by using structuralized questionnaire, 440 individuals among the physically disabled who were participated in Health Examination from April to July, 1997. The questionnaire consisted of the general characteristics(sex, age, marital status, family number, etc), the Reintegration to Normal Living Index(RNLI) to assess QOL, and the single item of five-likert scale to evaluate life satifaction. The means of RNLI were $16.2{\pm}4.8$ in total score, $12.2{\pm}3.4$ in daily functioning and $4.0{\pm}2.1$ in perception of self. The respondents were less reintegrated toward social activities and relationships than impairments or disabilities. While the satisfied group was 47.3%, the dissatisfied group was 52.7%. As the results of multiple regression and logistic regression analysis, the significant predictors of QOL were age, education, job, grade of disability and subjective health status. The life satisfaction were related to economic status, job and subjective health status. To improve QOL and life satisfaction of the physically disabled, it is important that we improve their basic socioeconomic status by getting a job through rehabilitation education and induce them to have positive self-assessment by extending the opportunity of social participation.

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Association of depression with chewing problems in Koreans : A cross-sectional study using the Korea National Health and Nutrition Examination Survey 2016 (한국인에서 씹기 불편감과 우울증의 연관성: 2016 국민건강영양조사를 이용한 단면 연구)

  • Yang, Chan Mo;Baek, Ju Won
    • Journal of Dental Rehabilitation and Applied Science
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    • v.36 no.1
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    • pp.12-20
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    • 2020
  • Purpose: This study was designed to analyze the relationship between the presence and severity of depression and chewing problems (CPs) in a representative sample of the general population. Materials and Methods: Health surveys and examinations were conducted on a nationally representative sample (n = 8150) of Korean was conducted. CPs was determined by a simple survey response concerning "Do you feel uncomfortable about chewing your food because of problems with your mouth such as teeth, dentures and gums?" Depression was defined as individuals with a total score ≥ 10 on the Patient Health Questionnaire (PHQ)-9 survey. Data regarding demographics, socioeconomic history and comorbid health conditions were used to analyze adjusted logistic regression models. Results: In the Korean population, the prevalence of depression was significantly greater in individuals with CP (17.2%) than in those without CP (10.2%). On multivariate logistic regression analysis, the presence of depression was significantly associated with CPs (adjusted odd ratio [aOR]: 1.90, P < 0.001). The risk of CPs increased with increasing severity of depression as follows: severe depression (OR: 2.62, P < 0.001), moderately severe depression (OR: 2.19, P < 0.001). Conclusion: The presence of depression was significantly associated with CPs, especially in severely depressed individuals. Depression screening should be considered in treating CP patients.