• Title/Summary/Keyword: 변동강도

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The Effect of Portal Search Intensity on Stock Price Synchronicity and Risk: Evidence from Korea (한국 포털 사이트 검색강도가 주가 동조성 및 위험에 미치는 영향)

  • Kim, Min-Su;Xu, Mengxia;Kwon, Hyuk-Jun
    • The Journal of Society for e-Business Studies
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    • v.25 no.4
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    • pp.125-141
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    • 2020
  • Recent Studies emphasize the effect of investors attention, recognition and sentiment on the trading behavior of retail investors and stock price variation. In this study, we use Naver Trend to measure investors'attention and investigate the relation between investor attention and price synchronicity, total risk and systematic risk of stocks. Using various research methodologies such as portfolio analysis, fixed effect regression and dynamic panel analysis, we find consistent results. First, stock price synchronicity is increased with lager average search volume, but with less search variability. Second, both average search volume and its variability are positively related to total risk and beta of stocks. These results can be interpreted that search volume sharply increases only when stock-related event occurs.

Factors affecting recognition of successive impulsive noise (연속성 충격소음의 인지에 관여하는 영향인자)

  • Lee, Jae-Won;Shin, Sung-Hwan
    • The Journal of the Acoustical Society of Korea
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    • v.35 no.3
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    • pp.202-207
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    • 2016
  • Most of noises from cars or home appliances accompany successive impulsive noise due to repeated operation. A human auditory system is able to perceive the successive impulsive noise as either a set of independent noise or amplitude modulated noise according to its occurrence period. This study is to identify main influence factors on understanding of impulsive characteristics and find most appropriate sound quality metrics to express the successive impulsive noise. To do this, the successive impulsive noises were designed and utilized to perform a listening test for identifying conditions where successive impulsive noise can be recognized to have impulsive characteristics. These results were analyzed with sound quality metrics such as loudness, fluctuation strength, and roughness in order to compare the subjective results with the objective results. Consequently, the results revealed that the successive impulsive noise exhibits impulsive characteristics when its occurrence frequency is less than 50 Hz. It was also observed that roughness and fluctuation strength results are not applicable to express the successive impulsive noise because they heavily depend on the amplitude modulation characteristics. On the other hand, loudness results are considered to be useful as an evaluation factor of the successive impulsive noise through the use of loudness limen because it does not depend on the amplitude modulation characteristics.

Impact of Drag-Related Weighting Coefficients in Vegetated Open-Channel Flows (식생된 개수로에서 항력가중계수가 흐름에 미치는 영향 분석)

  • Kang, Hyeongsik;Choi, Sung-Uk
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.5B
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    • pp.529-537
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    • 2006
  • This paper investigates the impacts of the drag-related weighting coefficients on mean velocity and turbulence structures. The transport equations for the Reynolds stress of vegetated open-channel flows are derived by using the temporal- and horizontal-averaging scheme. It is found that the total Reynolds stress of vegetated open channel flows consists of the Reynolds stress due to temporally fluctuating velocities and the Reynolds stress due to spatially fluctuating velocities. The drag-related weighting coefficient $C_{fk}$ for the total Reynolds stress component is found to be unit, while the coefficient for the Reynolds stress due to temporally fluctuating velocities can be negligible. This is the reason why very small weighting coefficients in previous studies yield very good agreements with measured data. In other words, the Reynolds stress due to spatially fluctuating velocities remains still unknown, especially due to the large number of measuring locations. Through a developed Reynolds stress model, vegetated open-channel flows are simulated and compared with measured data from the literature. Comparisons reveal that the computed mean flow and Reynolds stress structures are hardly affected by the drag-related weighting coefficients. However, the computed turbulence intensity profiles are significant different with the drag-related weighting coefficients. A budget analysis of the transport equations for the Reynolds stress component is carried to investigate why turbulence intensity is affected by the drag-related weighting coefficients.

스프링의 피로 파손 확률 분포 예측

  • Kim, Hyung-Ik;Heo, Yong;Park, Jae-Sil;Seok, Chang-Sung;Jang, Pil-Soo;Joo, Jae-Man;Kang, Jung-Hoon
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2004.05a
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    • pp.78-78
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    • 2004
  • 기계 및 구조물의 설계시에는 허용응력 이하의 설계 조건으로 설계하지만 반복 작동을 하게 되는 기계 시스템의 경우에는 피로에 의한 파괴 현상이 나타나게 된다. 대부분의 기계 및 구조물은 사용시 변동 하중 상태에 놓이는 경우가 많게 되고 이로 인해 변동 응력이 작용되며 그 재료의 정적 강도보다 상당히 작은 간이라도 반복횟수가 증가함으로써 금속재료의 강도가 저하되어 결국 피로 파괴가 발생한다. 자동차, 항공기, 압축기, 펌프, 터빈 등과 같이 반복 작동을 하게 되는 기계 시스템에서 일어나는 파괴 현상 중에서 피로 파괴가 차지하는 비율이 점차 늘어나고 있다.(중략)

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Rainfall Ensemble Generation Considering the Regional Characteristics (지역특성을 고려한 강우 앙상블 생성)

  • Kang, Minseok;Ro, Yonghun;Kim, Gildo;Youn, Sunghyun;Yoo, Chulsang
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.217-217
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    • 2016
  • 강우는 시 공간적 변동성이 크고 지형특성으로 인한 지역 편차가 큰 특성을 가지고 있다. 따라서 강우 발생을 분석하는 경우, 강우의 시 공간적 변동성과 지역특성을 고려해야한다. 본 연구에서는 지역특성을 고려한 강우 앙상블을 생성하였다. 강우의 지역특성을 고려하기 위해 2010~2015년 동안 발생한 강우사상 중 서울지역을 통과하는 대류성 강우사상 30개를 선정하였다. 지역특성 고려하기 위한 매개변수로 강우강도와 풍향을 선정하고, 매개변수의 가중인자를 결정하였다. 또한 매개변수의 정량화를 위해 강우강도의 경우 대수정규분포, 풍향의 경우 Von mises분포를 매개변수의 확률분포로 선정하고, 선정된 두 확률분포에 Copula함수를 적용하여 결합확률분포를 추정하였다. 아울러 추정된 결합확률분포에 Monte-Carlo Simulation기법을 적용하여 매개변수에 대한 난수를 발생시키고, 이를 이용하여 지역특성을 고려한 강우 앙상블을 생성하였다.

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반응표면법과 Monte Carlo 모사를 이용한 불확실한 변동의 강건설계를 위한 확률적 민감도의 제안

  • 백석흠;이경영;조석수;주원식
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2004.05a
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    • pp.89-89
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    • 2004
  • 결정적인 알고리즘과 입력정보의 사용은 평가된 해석과 실제 시스템 값과의 차이로 잘못된 결론을 이끌지도 모른다. 실제 시스템은 대부분 각각의 입력 매개변수들(input parameters)과 관계된 넓은 공차 영역(tolerance band)을 가지고 있어서 입력정보로 하나의 단일한 값을 할당하는 것이 어렵다. 단일 입력에 대한 한가지 해는 변동의 이해 없이 제한된 값이라는 것을 인식할 필요가 있는데 대개 결정론적 설계는 형상과 관련된 치수변동, 항복강도나 부재의 밀도, 탄성계수와 같은 재료 물성치의 불확실성(uncertainty)과 시스템에 작용하는 하중의 변동 등을 직접 고려하지 않고 설계를 수행하기 때문에 수용할 수 있는 오차의 범위 안에서 시스템의 응답을 정확히 평가하기가 쉽지 않았다.(중략)

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Characterization of the rainfall structure in summer using the stochastic rainfall model (추계학적 강우모형을 이용한 낙동강유역의 여름철 강우사상의 구조적 변동분석)

  • Cho, Hyungon;Kim, Gwangseob;Yi, Jaeeung;Choi, Kgu Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.530-530
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    • 2015
  • 최근 세계 곳곳에서는 호우로 인한 피해와 빈도는 증가하고 있는 추세이며 한반도 또한 이러한 추세 속에 있다. 이러한 기후변화에 의한 자연재해의 인적, 물적 피해를 감소시키기 위해 호우의 시공간 변동 특성 분석에 대한 연구가 많이 이루지고 있으나 강우량 및 강도 등 정량적인 분석에만 집중되고 있다. 본 연구에서는 극치강우의 시간적 구조의 변동을 상세분석하기 위하여 추계학적 강우생성 모형인 NSRPM를 이용한 강우의 군집특성과 강우세포의 변동 특성을 분석하였다(Fig. 1).

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Comparison of the Vocal Characteristics of Adults with and without Cerebral Palsy on Musical Speech Tasks (뇌성마비 성인과 일반 성인의 음악적 발화과제 시 음성 특성 비교)

  • Park, Han Na
    • Journal of Music and Human Behavior
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    • v.12 no.2
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    • pp.1-18
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    • 2015
  • The purpose of this study was to compare the vocal characteristics of 40 adults with and without cerebral palsy (CP), upon presentation of three speech tasks (i.e., reading, chanting, and singing). The Praat program was utilized to generate data on fundamental frequency, voice intensity, jitter, and shimmer. The results of the analysis revealed no significant differences on fundamental frequency and intensity. However, both groups showed significant decreases in jitter and shimmer when engaged in singing tasks. The analysis of group differences indicated that adults with CP showed significantly higher variation scores on jitter and shimmer than the group without CP, and the difference on jitter and shimmer became greater during rhythmic chanting. In terms of jitter variation, the interaction effects according to the groups and types of speech tasks were greater, demonstrating the differences between the two groups. This study can be utilized as a basic research, regarding changes in vocal characteristics of adults with CP according to different musical speech tasks.

A Probabilistic Study on the Engineering Characteristics of Soil in Korea by the Unified Soil Classification (통일분류(統一分類)에 의한 우리나라 토질(土質) 공학적(工學的) 특성(特性)에 관한 확률론적(確率論的) 연구(硏究))

  • Chung, Chul Ho
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.9 no.3
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    • pp.115-123
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    • 1989
  • This paper probabilisticly analyses the variance of the soil parameters on kinds of soil by conducting statistical analysis through the Unified Soil Classification System. Data used are the result of soil test which the Korea National Housing Corporation conducted in 176 sites of 74 cities throughout the country during the past 13 years from 1974 to 1986. In this paper, soil parameters such as natural water contents, specific gravity of soil particle, Atterberg limits, N-values, unconfined compression strength, compression index and shear strength parameter etc., is analysed. The result of the analysis is as follows. 1) The variance in physical properties of the soil is, when compared with coefficient of variation which is statistical variable, comparatively small. 2) The shear strength parameter is proved to be about 40% and compression index is about 32%. 3) The variance in specific gravity is 0.87-2.49% in granular soil and 0.91~5.03% in cohesive soil respectively. So, the degree of the variance is very small.

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High Frequency Scattering from Cylindrical Scatterer (원통형 산란체의 고주파 산란 특성)

  • Kim Kitaek;Yoon Kwan-Seob;La Hyoungsul;Na Jungyul
    • The Journal of the Acoustical Society of Korea
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    • v.24 no.8
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    • pp.441-446
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    • 2005
  • This paper presents the changes of acoustic scattering pattern from a single cylinder and two identical cylinders in both theoretical calculations and experimental measurements. Bi-static scattering pattern by single cylinder and two parallel cylinders (length 2m, radius 30mm) was measured in $5m\times5m\times5m$ water tank using high frequency projector (120 kHz) and hydrophone. The results show similar agreement between experiment and theory. In case of single cylinder scattering. omni-directional pattern was observed in backward but there are fluctuations or target strength in forward. Interference between each cylinder's scattering fields produce fluctuations of target strength in all directions of two cylinders.