• Title/Summary/Keyword: 베타 결정

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Smart Beta Strategies based on the Quality Indices (퀄리티 지수를 이용한 스마트 베타 전략)

  • Ohk, Ki Yool;Lee, Minkyu
    • Management & Information Systems Review
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    • v.37 no.4
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    • pp.63-74
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    • 2018
  • Recently, in the asset management industry, the smart beta strategy, which has an intermediate nature between passive and active strategies, is attracting attention. In this smart beta strategy, value, momentum, low volatility, and quality index are widely used. In this study, we analyzed the quality index which is not clear and complicated to calculate. According to the MSCI methodology, the quality index was calculated using three variables: return on equity, debt to equity, and earnings variability. In addition, we use the index using only return on equity variable, the index using only two variables of return on equity and debt to equity, and the KOSPI index as comparison targets for the quality index. In order to evaluate the performance of the indices used in the analysis, the arithmetic mean return, the coefficient of variation, and the geometric mean return were used. In addition, Fama and French (1993) model, which is widely used in related studies, was used as a pricing model to test whether abnormal returns in each index are occurring. The results of the empirical analysis are as follows. First, in all period analysis, quality index was the best in terms of holding period returns. Second, the quality index performed best in the currency crisis and the global financial crisis. Third, abnormal returns were not found in all indices before the global financial crisis. Fourth, in the period after the global financial crisis, the quality index has the highest abnormal return.

Can anomalous monism be interpreted as a counter theory against the consequence argument? (무법칙적 일원론은 결과논변에 대응할 수 있는가?)

  • Hong, Jiho
    • Korean Journal of Logic
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    • v.18 no.3
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    • pp.359-387
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    • 2015
  • As is well known, the consequence argument(shortly, CA) is intended as showing the incompatibility of free will and determinism. Recently, professor Choi Hoon tries to show there is a way in which Davidson's anomalous monism(shortly, AM) can be interpreted to counter CA. But I do not agree with his interpretation. So, in this paper, I will try to show why in the following way. In order to counter CA, it must be possible for AM to deny at least one of the premises of CA or to deny ${\beta}$ rule which guarantees the validity of CA or to show that free will is compatible with determinism in spite of the soundness of CA. In this paper, I will show that AM can do neither.

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Effect of Chemical Vapor Deposition Condition on the Growth of SiC Thin Films (화학기상증착조건이 SiC 박막의 성장에 미치는 영향)

  • Bang, Wook;Kim, Hyeong-Joon
    • Korean Journal of Crystallography
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    • v.3 no.2
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    • pp.98-110
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    • 1992
  • B-SiC thin films were fabricated on Si(100) substrate under 1 atom by fVD. The effects of deposition conditions on the growth and the properties especially crystallinity and prefer ential alignment of these thin films were investigated. SiH4 and CH4 were used as source gases and H2 as Carrier gas. Th9 growth Of B-SiC thin films with changing parameters such as the growth temperature, the ratio of source gases (SiH4/CH4 ) and the total amount of source gases. The grown thin films were characterized by using SEM, a -step, XRD, Raman Spectro- scopy and TEM. Chemical conversion process improved the quality of thin films due to the formation of SiC buffer layer. The crystallinity of SiC thin films was improved when the growth temperature was higher than l150t and the amount of CH4 exceeded that of SiH4. The better crystallinity, the better alignment to the crystalline direction of substates. TEM analyses of the good quality thin films showed that the grain size was bigger at the surface than at the interface and the defect density is not depend on the ratio of the source gases.

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A Study on the Reliability Quality Testing Model of Game Software (게임 소프트웨어의 신뢰성 품질 평가 모델에 대한 연구)

  • Jung Hye-Jung
    • Journal of Internet Computing and Services
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    • v.6 no.4
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    • pp.37-46
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    • 2005
  • Computer are being used in an increasingly wide variety of application areas, and their correct operation is often critical for business success and humasn safety. Developing high quality software products is therefore of prime important. The recent game software become popular, so we are interest in the game software testing. According to the kinds of game software, because it has the different characters, so game software testing is very difficult. According to enviroment change, Recently, online game is popular, so online game trade in the world market. In the company, developers try to develop the reliable game software. But we can experience many fault of game software in spite of the beta testing. Especially, Testing is very difficult on the game software because of various environment and functionality. We tried the survey for game user. In this paper, we study the quality testing metric of game software fault basis on the ISO/IEC 9126. Also, we consist of the check list of game software a point of view user. It apply for the reliability testing metrics of ISO/IEC 9126.

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Optimization of Acquisition Time of Beta-Gamma Coincidence Counting System for Radioxenon Measurement (방사성제논 탐지를 위한 베타-감마 동시 계측시스템의 측정시간 최적화)

  • Byun, Jong-In;Park, Hong-Mo;Choi, Hee-Yeoul;Song, Myeong-Han;Yun, Ju-Yong
    • Journal of Radiation Protection and Research
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    • v.40 no.3
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    • pp.181-186
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    • 2015
  • Measurement of xenon radioisotopes from nuclear fission is a key element for monitoring underground nuclear weapon tests. $^{131m}Xe$, $^{133}Xe$, $^{133}mXe$ and $^{135}Xe$ in the air can be detected via low background systems such as a beta-gamma coincidence counting system. Radioxenon monitoring is performed through air sampling, xenon extraction, measurement and spectrum analysis. The minimum detectable concentration of $^{135}Xe$ can be significantly variable depending on the sampling time, extraction time and data acquisition time due to its short half-life. In order to optimize the acquisition time with respect to certain experimental parameters such as sampling and xenon extraction, theoretical approach and experiment using SAUNA system were performed to determine the time to minimize the minimum detectable concentration, which the results were discussed.

A Case of Child with Poststreptococcal Reactive Arthritis (베타 용혈성 연구균 감염 후 발생한 반응성 관절염 1례)

  • Park, Dong-Kyun;Kim, Young-Min;Chung, Sa Jun;Cha, Sung-Ho
    • Pediatric Infection and Vaccine
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    • v.11 no.2
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    • pp.208-211
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    • 2004
  • The patient with group A beta-hemolytic streptococcal infection and articular disease who does not fulfill the modified Jones criteria for a diagnosis of acute rheumatic fever(ARF) have been classified as poststreptococcal reactive arthritis/arthralgia. A 10-year-old girl had presented with fever and arthralgia. She had pain in her left knee for 7 days but no swelling. A throat culture showed no growth but antistreptolysin O titer and C-reactive protein were elevated. A clinical follow up one month later showed neither arthralia nor sequelae as acute rheumatic fever. Poststreptococcal reactive arthritis/arthralgia seems to be part of the disease spectrum of ARF and to prevent subsequent development of ARF and carditis in these patient, it is recommended that antistreptococcal prophylaxis should be administered for 1 year and then could be discontinued if there is no evidence of cardiac involvement.

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Isolation and Analysis of the Yeast Mutant Gene, soo1-1, which Confers the Defect in $\beta$-1,3-glucan Biosynthesis (효모의 베타-1,3-글루칸 생합성 결함을 초래하는 돌연변이 유전자(soo1-1)의 분리 및 분석)

  • 이재준;이동원;김기현;박희문
    • Korean Journal of Microbiology
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    • v.37 no.1
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    • pp.42-48
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    • 2001
  • Allele rescue and sequence analysis of soo1-1 allele in Saccharomyces cerevisiae mutant LP0353 revealed that soo1-1 is identical to the previously reported ret1-1 allele, which has a base substitution of A for $G^{681}$ leading to an amino acid substitution of aspartic acid for $glycine^{227}$ in Soolp. However, it was revealed that the addition of osmotic stabilizer, such as 1.2M sorbitol can rescue the temperature sensitive phenotype of the ret1-1 mutant and that the soo1-1/ret1-1 mutation may confer defects in post-translational modification of proteins involved in the yeast cell wall biogenesis. Evidence for a putative role of 5th WD40 domain of the Soo1p/$\alpha$-COP in the construction and maintenance of cell walls was also presented by complementation test with deletion constructs of the SOOl.

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Types of Extended-Spectrum β-Lactamase Produced in Enteric Bacteria Isolated from Sewage Plant Drain Water (하수처리수에서 분리된 장내세균의 광범위 베타락탐분해효소의 유형)

  • Kim, Gun-Do;Lee, Hun-Ku
    • Journal of Life Science
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    • v.20 no.5
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    • pp.676-682
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    • 2010
  • This study focused on typing of the extended-spectrum $\beta$-lactamase (ESBL) produced in organisms isolated from a natural environment, rather than a clinical setting. Samples were collected from drain water issuing from a sewage plant in Kwanganri (Busan, Korea). Following double disk synergy testing, 29 strains were selected as potential ESBL positive strains. Of these, 15 strains were transconjugants of the sodium azide resistant recipient strain Escherichia coli J53 and analyzed biochemically including indole, methyl-red, Voges-Proskauer, Simmon's citrate, decarboxylase-dihydrolase and sugar-fermentation tests. The tests classified the 15 strains as Klebsiella pneumoniae (n=13) and Escherichia coli (n=2). The type of ESBL from each strain was deduced by isoelectric focusing point analysis and DNA sequencing. The results indicated that the types of ESBL were SHV-12 (n=4) and SHV-12/TEM-1 (n=9) from K. pneumoniae and TEM-1 (n=2) from E. coli strains.

Study on the Radiocarbon Dating with Liquid Scintillation Counting (액체섬광계수법을 이용한 방사성탄소 연대측정법 연구)

  • Kim, Nak Bae;Woo, Hyung Joo;Hong, Wan;Cho, Soo Young
    • Analytical Science and Technology
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    • v.5 no.4
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    • pp.381-387
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    • 1992
  • Optimum counting condition of a low level liquid scintillation counter for radiocarbon dating has been determined to minimize the contribution of tritium activity and get the highest FOM by the variation of scintillation solutions, scintillation solution to benzene ratio, and ${\beta}$-ray spectrum counting ranges. Under the condition, background count rate has been reduced to $2.26{\pm}0.03cpm$, and the maximum measurable age reached to about 40,000 years. And the practicality of counting system has been verified by the analysis of shell and peat samples.

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Seismic Performance Assessment of Unreinforced Masonry Wall Buildings Using Incremental Dynamic Analysis (증분동적해석을 통한 비보강 조적벽식 건물의 내진성능 평가)

  • Kwon, Ki Hyuk;Kim, Man Hoe;Kim, Hyung Joon
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.17 no.3
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    • pp.28-39
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    • 2013
  • The most common housing type in Korea is low-rise buildings with unreinforced masonry walls (UMWs) that have been known as a vulnerable seismic-force-resisting system (SFRS) due to the lack of ductility capacities compared to high lateral stiffness of an UMW. However, there are still a little experimental investigation on the shear strength and stiffness of UMWs and on the seismic performance of buildings using UMWs as a SFRS. In Korea, the shear strength and stiffness of UMWs have been evaluated with the equations suggested in FEMA 356 which can not reflect the structural and material characteristics, and workmanship of domestic UMW construction. First of all, this study demonstrates the differences in shear strength and stiffness of UMWs obtained from between FEMA 356 and test results. The influence of these differences on the seismic performance of UMW buildings is then discussed with incremental dynamic analyses results of a prototype UMW building that were selected by the site survey of more than 200 UMW buildings and existing test results of UMWs. The seismic performance assessment of the prototype UMW building are analyzed based on collapse margin ratios and beta values repesenting uncertainty of seismic capacity. Analysis results show that the seismic performance of the UMW building estimated using the equations in FEMA 356 underestimates both a collapse margin ratio and a beta value compared to that estimated by test results. Whatever the estimation is carried out two cases, the seismic performance of the prototype building does not meet the criteria prescribed in a current Korean seismic code and about 90% collapse probability presents for more than 30-year-old UMW buildings under earthquakes with 2400 return years.