• Title/Summary/Keyword: 미시 분석

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한국증권시장에서 Roll의 함축스프레드의 의미와 주가행태

  • Kim, Gyeong-Won
    • The Korean Journal of Financial Management
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    • v.14 no.2
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    • pp.83-108
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    • 1997
  • 본 논문은 Roll이 제시한 딜러시장에서의 함축스프레드의 의미를 한국증권시장에 적용하여 미국을 중심으로 한 딜러시장(dealer market)과 한국의 지정가주문형 공매(公賣)시장(auction market)의 형태를 간접적으로 비교하고 시장미시구조의 주가행태에 미치는 영향을 연구하였다. 또한 공매(公賣)시장에서의 Roll이 제시한 함축스프레드 모델의 의미를 확장 재분석했다. Roll의 모델을 한국시장에서 적용하여 실증한 결과 미국을 중심으로 한 딜러시장과 한국의 공매(公賣)시장의 시장미시구조는 근본적으로 패턴의 차이가 없었다. 실증분석한 결과 함축스프레드는 거래량에 반비례하고 수익률의 분산이 크면 추정 함축스프레드가 큼을 확인하였다. Roll이 제시한 딜러시장의 추정된 함축스프레드는 실제 스프레드 자체에 의한 영향일 수도 있지만 이 보다는 일차적으로 거래량이나 거래빈도(trading thinness) 같은 시장 유동성위험 및 충격요인이 관측된 실제 거래주가가 이론적인 균형가에서 벗어나게 작용한 요인의 결과일 수도 있다.

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A Microhistory Study on the Social Worker's Salary (사회복지사의 급여에 관한 미시사 연구)

  • Choi, Ok-Chai
    • Korean Journal of Social Welfare
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    • v.59 no.4
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    • pp.63-81
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    • 2007
  • The purpose of this study is to understand the realities of social worker's lives dealt with his/her salary. This study has been conducted by Microhistory Study as a method of qualitative research. For this study, a participant who has worked at the social work agency for 12 years is chosen and interviewed in depth. Analysis of the collected data has been processed and conceptualized by 'finding a clue' named by Carlo Ginzburg. The core themes revealed through the collected data are 'government's incongruent management and social indifference', 'ambiguous expectancy', 'hard time with a small salary', 'uncertainty and losing pride', and 'living painfully and hoping ingenuous living'. Finally, it has been emphasized that the participant's incongruent salary disobeyed the constitution because the participant's duties are to be served by the public government officials.

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A Study on the Analysis for the Effects of the Section Speed Enforcement System at the Misiryeong tunnel section (구간속도위반 단속장비 설치효과 분석 - 미시령동서관통도로를 중심으로 -)

  • Lee, Ho-Won;Joo, Doo-Hwan;Hyun, Cheol-Seung;Jeong, Jun-Ha;Park, Boo-Hee;Lee, Choul-Ki
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.12 no.3
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    • pp.11-18
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    • 2013
  • Since 1996, Korean National Police Agency has been promoting a project for installation of Automated Speed Enforcement (ASE) system aiming at reduction of accidents. The number has increased to 5,348 stations throughout country as of December 2012. Recently, the Section Speed Enforcement Systems have been installed at many sites to produce a general effect well beyond the localised effect at overt fixed camera sites. In this study aims, we have analyzed the effects of the Section Speed Enforcement System at the Misiryeong tunnel section. We have found that there were a statistically significant 21.4%~31.% reduction of the average speed and 45.9% reduction in a number of traffic accidents per month. Accordingly, the study indicates that the Section Speed Enforcement Systems at Misiryeong tunnel section has effective to produce road safety.

Micromechanical Analysis for Effective Properties of HfC-coated Carbon/Carbon Composites (HfC-코팅 C/C 복합재료의 유효 물성 산출을 위한 미시역학 전산 해석)

  • Roh, Kyung Uk;Kim, Ho Seok;Shin, Eui Sup
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.48 no.12
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    • pp.961-968
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    • 2020
  • In this study, the effective thermal conductivity and elastic modulus of heat-resistant coating materials are analyzed by using micromechanical computational models. Three-dimensional computational models for HfC-coated carbon/carbon composites were created with Simpleware, and finite element analysis was performed. The porosity and thickness changes in the coating layer were taken into account to identify the tendency of effective material properties. In addition, the coupon specimen was produced to compare the thermal conductivity measured by experiments with the one obtained by finite element analysis according to temperature changes, and the analysis results were close to the measured values. This confirms that micromechanical computational analysis is appropriate in the calculation of effective material properties of coating composites.

우리나라 저축률(貯蓄率)의 결정요인(決定要因)

  • Hong, Gi-Seok;Kim, Jun-Gyeong
    • KDI Journal of Economic Policy
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    • v.19 no.4
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    • pp.3-46
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    • 1997
  • 본 논문은 우리나라 저축률(貯蓄率)의 결정요인을 실증적으로 분석하는 데 목적을 두고 있다. 특히 본 논문은 생애주기가설/항상소득가설(生涯週期假說/恒常所得假說)에 바탕을 두고 거시(巨視)시계열자료와 미시(微視)횡단면자료를 모두 분석함으로써 개별경제주체의 저축행위와 경제전체의 저축간의 일관된 관계를 밝히려고 하였다. 표준적인 생애주기가설/항상소득가설에 의하면, 저축은 소득(所得)의 일시적 변동으로부터 소비(消費)를 독립시키려는 개별소비자의 합리적 선택의 결과이다. 따라서 개별소비자의 저축은 단기적으로는 소득이 일시적으로 높은 해(년(年))에, 그리고 보다 장기적으로는 일생동안 가장 높은 수준의 소득을 벌게 되는 장년기간중에 가장 크게 된다. 본 논문의 실증결과는 이러한 생애주기가설/항상소득가설의 예측이 실제자료와 대체로 일치함을 보여준다. 거시자료 분석결과에 의하면 우리나라 저축률의 연간변동은 소득성장률(所得成長率)과 인구연령구조(人口年齡構造)의 변동에 의해서 잘 설명되는 것으로 나타난다. 또한 미시자료 분석결과를 보더라도 소득이 일시적으로 높은 가계나 경제활동연령인구의 비중이 높은 가계일수록 더 많은 저축을 하는 것으로 나타난다. 따라서 생애주기가설/항상소득가설은 우리나라 저축률의 결정을 설명하는 데 매우 유용하다고 판단된다. 본 논문은 또한 소득성장률이나 연령구조 외에 이자율, 유동성 제약, 그리고 예비적 저축동기 등이 저축에 미치는 영향에 대해서도 살펴보았다. 실증결과에 의하면 실질이자율은 저축률을 다소 증대시키는 효과가 있으나, 기타 요인들의 효과는 유의하지 않은 것으로 나타났다.

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Macroscopic-Microscopic Sequential Traffic Simulation Analysis and Dynamic O/D Estimation for Sub-area (거시-미시 순차적 교통시뮬레이션 방법과 부분상세지구의 동적 O/D추정)

  • Lee, Jin Hak;Kim, Ikki;Kim, Dae Hyun
    • Journal of Korean Society of Transportation
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    • v.32 no.6
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    • pp.567-578
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    • 2014
  • The study suggested a method to improve analysis accuracy such that the interactive effects of transportation changes between outside and inside of sub-areas were sequentially considered in the analysis by linking a macroscopic network analysis and a microscopic traffic simulation. A dynamic O/D estimation method was developed for practical implement of sub-area microscopic simulation analysis by using the results of macroscopic network analysis, the results of selected link analysis at the cordon line of the sub-area, departure time data of household travel survey, timely observed traffic volume data at the cordon. This estimated dynamic O/D for the sub-area made it possible to analyze traffic phenomena in details. Various detailed phenomena such as traffic queues, delay at intersection, and conflicts between vehicles, which is impossible to be grasped through a macroscopic analysis, can be analyzed with the dynamic microscopic traffic analysis. Through implementing an empirical study and validation, the study provided a reference result about accuracy of a microscopic traffic simulation of a sub-area to help its application for real transportation policy analysis.

Factors Influencing Death Anxiety in Community-Dwelling Elderly: Based on the Ecology Theory (재가 노인의 죽음불안에 영향을 미치는 요인: 생태학 이론을 바탕으로)

  • Kim, Yeonha;Kim, Minju
    • Journal of Hospice and Palliative Care
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    • v.22 no.1
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    • pp.30-38
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    • 2019
  • Purpose: This study analyzed a path through which factors influencing death anxiety in the community-dwelling elderly, assuming personal organismic factors and microsystemic factors based on the ecology model purported by Belsky (1980). Methods: This study was performed with 189 elderly people. Data were collected through a self-report questionnaire. The data were analyzed using the SPSS and AMOS programs. Results: The factors influencing death anxiety in the elderly were depression, family support, social network, and familism value, and the explanatory power of these variables was 22%. Death anxiety increased with higher depression, higher familism value, larger social network, and lower family support. Spiritual well-being and elderly discrimination experience had indirect effects on death anxiety, and these effects were mediated by depression. Conclusion: Depression, family support, social network, and familism value were found to influence death anxiety in the elderly, and the strongest effect came from depression. To reduce death anxiety in the elderly, it is important to improve their relationship with their family and friends. Moreover, support should be provided by establishing local systems, and intervention should be provided to alleviate depression.

Effects on the Housing Market by Supplying "New Stay" Apartments: Focused on the Two Areas, Michuhol-Gu, Incheon and Gwonseon-Gu, Suwon (뉴스테이 공급에 따른 주택시장 반응과 효과: 인천 미추홀구와 수원 권선구 지역에 관한 연구)

  • Koh, Young Chon;Shin, Jong Hwa
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.22 no.5
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    • pp.433-442
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    • 2021
  • This study analyzed the housing market before and after the New Stay movement which was introduced in 2015. In this study, the territories having a New Stay Project and non-involved territories were analyzed based on the apartment price changes according to supply for 12 months before and after the movement date. This study used the difference-in-differences statistical technique. A comparison was carried out in Michuhol-gu, Incheon between Dowha-dong where a New Stay Project was executed, and Sungeui-dong where no project was executed, based on the movement date. It was seen that the price level in the former territory was higher than the latter demonstrating that the introduction of the New Stay Project in Dowha-dong lowered the apartment prices nearby (Sungeui-dong). A comparison in Gwonseon-gu, Suwon between Omogcheon-dong where a New Stay Project was executed and Gosaek-dong where there was no such project, based on the movement date showed that the introduction of the New Stay Project in Omogcheon-dong seemed to lower or stabilize the apartment prices nearby (Gosaek-dong). These results imply that the apartment prices in nearby areas can be stabilized if the supply volume of company-type rental houses is increased.

Comparison of Ordinary Kriging and Artificial Neural Network for Estimation of Ground Profile Information in Unboring Region (미시추 구간의 지반 층상정보 예측을 위한 정규 크리깅 및 인공신경망 기법의 비교)

  • Chun, Chanjun;Choi, Changho;Cho, Jinwoo
    • Journal of the Korean GEO-environmental Society
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    • v.20 no.3
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    • pp.15-20
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    • 2019
  • A large amount of site investigation data is essential to obtain reliable design value. However, site investigations are generally insufficient due to economic problems. It is important to estimate the ground profile information in unboring region for accurate earthwork-volume prediction, and such ground profile information can be estimated by using the geo-statistical approach. Furthermore, the ground profile information in unboring region can be estimated by training a model via machine learning technique such as artificial neural network. In this paper, artificial neural network-based model estimated the ground profile information in unboring region, and this results were compared with that of ordinary kriging technique, which is referred to the geo-statistical approach. Accordingly, a total of 84 ground profile information in an actual bridge environment was split into 75 training and 9 test databases. The observed ground profile information of the test database was compared with those of the ordinary kriging technique and artificial neural network.