• Title/Summary/Keyword: 자기상관계수

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A study on the Linkage of Volatility in Stock Markets under Global Financial Crisis (글로벌 금융위기하에서 주식시장 변동성의 연관성에 대한 연구)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
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    • v.33 no.1
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    • pp.139-155
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    • 2014
  • This study is to examine the linkage of volatility between changes in the stock market of India and other countries through the integration of the world economy. The results were as follows: First, autocorrelation or serial correlation did not exist in the classic RS model, but long-term memory was present in the modified RS model. Second, unit root did not exist in the unit root test for all periods, and the series were a stable explanatory power and a long-term memory with the normal conditions in the ARFIMA model. Third, in the multivariate asymmetric BEKK and VAR model before the financial crisis, it showed that there was a strong influence of the own market of Taiwan and UK in the conditional mean equation, and a strong spillover effect from Japan to India, from Taiwan to China(Korea, US), from US(Japan) to UK in one direction. In the conditional variance equation, GARCH showed a strong spillover effect that indicated the same direction as the result of ARCH coefficient of the market itself. Asymmetric effects in three home markets and between markets existed. Fourth, after the financial crisis, in the conditional mean equation, only the domestic market in Taiwan showed strong influences, and strong spillover effects existed from India to US, from Taiwan to Japan, from Korea to Germany in one direction. In the conditional variance equation, strong spillover effects were the same as the result of the pre-crisis and asymmetric effect in the domestic market in UK was present, and one-way asymmetric effect existed in Germany from Taiwan. Therefore, the results of this study presented the linkage between the volatilities of the stock market of India and other countries through the integration of the world economy, observing and confirming the asymmetric reactions and return(volatility) spillover effects between the stock market of India and other countries.

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Spatial Genetic Structure at a Korean Pine (Pinus koraiensis) Stand on Mt. Jumbong in Korea Based on Isozyme Studies (점봉산(點鳳山) 잣나무임분(林分)의 개체목(個體木) 공간분포(空間分布)에 따른 유전구조(遺傳構造))

  • Hong, Kyung-Nak;Kwon, Young-Jin;Chung, Jae-Min;Shin, Chang-Ho;Hong, Yong-Pyo;Kang, Bum-Yong
    • Journal of Korean Society of Forest Science
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    • v.90 no.1
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    • pp.43-54
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    • 2001
  • Genetic differentiation of populations is resulted from the environmental and the genetic effects, and the interactions between them. Whereas, the major factors influencing to the genetic differentiation within populations are the gene flow induced by seed or pollen dispersial, the microsite heterogeneity, and the density-dependent distribution of individuals. For the purpose of studying spatial genetic structure and the distribution pattern of Korean pines(Pinus koraiensis), we set up one $100{\times}100m$ plot at a Korean pine stand in Quercus mongolica community on Mt. Jumbong in Korea. To estimate the coefficient of spatial autocorrelation as Moran's index and an analogue, simple block distance, isozyme markers were analyzed in 325 Korean pines. For 11 polymorphic loci observed in 9 enzyme systems, the average percentage of polymorphic loci, the observed and expected heterozygocity were 72.2% 0.200, and 0.251, respectively. It was revealed the excess of homozygotes was observed in the plot, which suggests that here may be more number of consanguineous trees than expected. On the basis of isozyme genotypes observed in this study, 325 trees were classified into 147 groups in which the maximum number of trees for one group was 34. From the distance class of 24-32m, the genetic heterogeneity began to increase. The variation of simple block distance against the growth performance by tree height and diameter also showed the same trend at 24~32m class. According to high fixation index(F=0.204), the spatial genetic structure within a stand, the analysis of the growth performance, and the distribution patterns of identical genotypes, we inferred that the genetic structure of a Korean pine stand in Mt. Jumbong has been maintained rather density-dependent mechanism than the gene flow, such as the pollen dispersial or the heavy input of seeds following the forest gaps. The genetic patchy size was determined between 24~32m, which suggests that the selection of individuals for the ex situ conservation of Korean pine in Mt. Jumbong may be desirable to be made with the spatial distance over 37 meters between trees.

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Development of the Perceived Stress Response Inventory (스트레스반응 지각척도의 개발)

  • Koh, Kyung-Bong;Park, Joong-Kyu;Kim, Chan-Hyung
    • Korean Journal of Psychosomatic Medicine
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    • v.7 no.1
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    • pp.26-41
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    • 1999
  • The perceived stress response inventory(PSRI) was developed to measure 4 types of current stress responses : emotional, somatic, cognitive, and behavioral responses. 242 patients with psychiatric disorders(71 patients with anxiety disorders, 73 patients with depressive disorders, 47 patients with somatoform disorders, 51 patients with psychosomatic disorders) and 215 healthy subjects completed the questionnaire including the PSRI. Global assessment of recent stress(GARS) scale, perceived stress questionnaire(PSQ) and symptom checklist-90-revised(SCL-90-R) were also administered at the same time. Factor analysis for each of 4 types of stress responses yielded 8 factors : negative emotional responses, general somatic symptoms, specific somatic symptoms, lowered cognitive function and general negative thinking, self-depreciative thinking, impulsive-aggressive thinking, passive-responsive and careless behavior, and impulsive-aggressive behavior. Both test-restest reliability(r= .83 -.93) and internal consistency(Cronbach's alpha : .79 -.96 for each of 8 subscales and .98 for total items of the scale) were all at statistically significant levels. Total scores of the PSRI significantly correlated with total scores of GARS scale, PSQ, and global indicies of SCL-90-R, respectively. The patient group had significantly higher scores than healthy subjects in each of all the subscales except impulsive-aggressive behavior subscale. These results suggest that the PSRI is a reliable and valid tool stable over time which may be effectively used for the research in stress-related field including psychosomatic medicine.

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Development of Porcine Pericardial Heterograft for Clinical Application (Tensile Strength-thickness) (돼지의 심낭을 이용한 이종이식 보철편의 개발 (장력-두께간의 구조적 특성))

  • Kim, Kwan-Chang;Lee, Cheul;Choi, Chang-Hue;Lee, Chang-Ha;Oh, Sam-Sae;Park, Seong-Sik;Kim, Kyung-Hwan;Kim, Woong-Han;Kim, Yong-Jin
    • Journal of Chest Surgery
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    • v.41 no.2
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    • pp.170-176
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    • 2008
  • Background: Bioprosthetic devices for treating cardiovascular diseases and defects may provide alternatives to autologous and homograft tissue. We evaluated the mechanical and physical conditions of a porcine pericardial bioprosthesis treated with Glutaraldehyde (GA), Ethanol, or Sodium dodecylsulfate (SDS) before implantation. Material and Method: 1) Thirty square-shaped pieces of porcine pericardium were fixed in 0.625%, 1.5% or 3% GA solution. 2) The tensile strength and thickness of these and other bioprosthesis, including fresh porcine pericardium, fresh human pericardium, and commercially produced heterografts, were measured. 3) The tensile strength and thickness of the six treated groups (GA-Ethanol, Ethanol-GA, SDS only, SDS-GA, Ethanol-SDS-GA and SDS-Ethanol-GA) were measured. Result: 1) Porcine pericardium fixed in 0.625% GA the thinnest and had the lowest tensile strength, with thickness and tensile strength increasing with the concentration of GA solution. The relationship between tensile strength and thickness of porcine pericardium increased at thicknesses greater than 0.1mm (correlation-coefficient 0.514, 0<0.001). 2) There were no differences in tensile strength or thickness between commercially-produced heterografts. 3) Treatment of GA, ethanol, or SDS minimally influenced thickness and tensile strength of porcine pericardium, except for SDS alone. Conclusion: Porcine pericardial bioprosthesis greater than 0.1 mm thick provide better handling and advantageous tensile strength. GA fixation did not cause physical or mechanical damage during anticalcification or decellularization treatment, but combining SDS-ethanol pre-treatment and GA fixation provided the best tensile strength and thickness.

The Relationships between Meaning in Life and Happiness among University Students. (대학생의 생의 의미와 행복의 관계)

  • Lee, Ok-Sook;Jang, Sun-Hee
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.9
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    • pp.113-122
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    • 2017
  • This study was conducted to understand the factors influencing happiness of college students while focusing on meaning in life and to supply an interventional way for promotion of happiness of college students. The subjects were 205 students in C city and the data were collected from 20-30 October 2016. Data were analyzed based on themeans using an independent t-test, ANOVA, $Scheff{\acute{e}}^{\prime}s$ method, Pearson's correlation coefficients and stepwise multiple regression. Significant differences were found in the happiness grades by sex (p=0.045), age (p=0.019), degree (p=0.038), satisfaction in major (p<0.001), and perceived health condition (p<0.001). Happiness was positively related to self-confidence (p<0.001), self-control (p<0.001), positive emotion (p<0.001), meaning in life (p<0.001), finding meaning in life (p<0.001), and search for meaning in life (p<0.001). Uponmultiple regression analysis, finding meaning in life, perceived health condition, and satisfaction withmajor accounted for 41.0% of the happiness, with finding meaning in life beingthe most influential factor.

Influence of Critical Thinking Disposition, Self-esteem, Creative Convergence Competency on Professional Self-concept in Nursing Students (간호대학생의 비판적 사고성향, 자아존중감, 창의융합역량이 간호전문직 자아개념에 미치는 영향)

  • Yang, Hae-Ju
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.11
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    • pp.161-170
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    • 2020
  • The purpose of this study was to identify the influence of a disposition towards critical thinking, self-esteem, creative convergence competency, and professional self-concept as factors affecting the professional self-concept of nursing students. This study was conducted on 326 nursing students between July 1st and July 30th, 2020. The data was collected by self-reporting questionnaires and analyzed with the SPSS/Win19.0 program using the descriptive statistics t-test, ANOVA, Pearson's correlation coefficient, and multiple regression. The mean score of critical thinking disposition was 3.39±0.02, self-esteem 3.46±0.03, creative convergence competency 3.33±0.02, and professional self-concept 3.07±0.02 in nursing students. There was a significant positive correlation between professional self-concept and critical thinking disposition (r=.748, p<.001), self-esteem (r=.642, p<.001), and creative convergence competency (r=.707, p<.001). The significant factors influencing professional self-concept were critical thinking disposition, self-esteem and creative convergence competency, which explained 67.8% of the variance. Therefore, this study suggests that there is a need for a strategy that increases critical thinking disposition, self-esteem, and creative convergence competency to improve professional self-concept in nursing students.

A Development of the Korean Version of the constitutions in Ayurveda Questionnaire (한국형 아유르베다(Āyurveda) 체질유형 검사지의 개발을 위한 기초연구)

  • Cheong, MeeSook;Rim, Aela
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.12
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    • pp.62-70
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    • 2016
  • This study investigated the development of a Korean version of the Ayurvedic constitution questionnaire and sought to verify its validity and reliability. Each study subject completed a self-administered questionnaire consisting of 63 questions. The Ayurvedic constitutions were placed into 7 categories. The results from 271 subjects revealed that the internal consistency reliability (Cronbach's ${\alpha}$) in the 41 item biometric signature part of the questionnaire was 0.757. The Cronbach's ${\alpha}$ for the 22 item psychological part was 0.616, whereas the Cronbach's ${\alpha}$ for the entire 63 items was 0.840. Taken together, the results indicate that the Korean version of the Ayurvedic questionnaire was valid. Within the questionnaire, the fourth item about body and the ninth item about psychological showed item-total correlations with negative total values, thereby indicating inconsistent (less reliable) responses. The remaining 61 items had a 0.864 degree of reliability. The results for the pure Vata Pitta and Kapha body types showed a high level of internal consistency reliability, presumably because those participants were of a pure constitution type. The Kappa factor for inter-item coincidence between the judgment of Ayurvedic constitution experts and the judgment derived from the written test scores was 0.619, thereby indicating questionnaire validity. The results of this study may be useful in further development of a Korean version of the Ayurveda constitution questionnaire.

Evaluating the groundwater prediction using LSTM model (LSTM 모형을 이용한 지하수위 예측 평가)

  • Park, Changhui;Chung, Il-Moon
    • Journal of Korea Water Resources Association
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    • v.53 no.4
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    • pp.273-283
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    • 2020
  • Quantitative forecasting of groundwater levels for the assessment of groundwater variation and vulnerability is very important. To achieve this purpose, various time series analysis and machine learning techniques have been used. In this study, we developed a prediction model based on LSTM (Long short term memory), one of the artificial neural network (ANN) algorithms, for predicting the daily groundwater level of 11 groundwater wells in Hankyung-myeon, Jeju Island. In general, the groundwater level in Jeju Island is highly autocorrelated with tides and reflected the effects of precipitation. In order to construct an input and output variables based on the characteristics of addressing data, the precipitation data of the corresponding period was added to the groundwater level data. The LSTM neural network was trained using the initial 365-day data showing the four seasons and the remaining data were used for verification to evaluate the fitness of the predictive model. The model was developed using Keras, a Python-based deep learning framework, and the NVIDIA CUDA architecture was implemented to enhance the learning speed. As a result of learning and verifying the groundwater level variation using the LSTM neural network, the coefficient of determination (R2) was 0.98 on average, indicating that the predictive model developed was very accurate.

A Study on Income and Price Elasticities of Tourism Demand in Korea (한국관광수요의 소득 및 가격탄력성에 대한 연구)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
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    • v.36 no.4
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    • pp.81-102
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    • 2017
  • This study examined the income and price elasticities of tourism demand model by using the ARDL models. This paper used the ARDL & ARDL-RECM model based on the annual number of tourists arrivals, GDP and CPI including tourists from the US, Japan and China entering Korea. First, the income elasticity of the US was inelastic and insensitive necessities for long-run US tourists in the ARDL model. China's income elasticity was elastically sensitive luxuries. Second, the US and China's own price elasticities were very elastic to tourism demand in both models. Third, the US's cross price elasticity showed the relationship between inelastic positive substitutes and inelastic negative complements in China in ARDL model. The cross price elasticities of the US and China showed inelastic positive substitutes in the ARDL-RECM model. Fourth, the coefficients of the error correction term were such that the actual sign and the expected sign of the US and China coincided with the negative sign in the ARDL-RECM model. Therefore, first, it can be established in a tourist policy or tourism strategy through income elasticity. Second, we can improve the quality and differentiation of products, recognizing that Korea's tourism price is more elastic than other markets through price elasticity.

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Optimization of a Crystallization Process by Response Surface Methodology (반응표면분석법을 이용한 결정화 공정의 최적화)

  • Lee, Se-Eun;Kim, Jae-Kyeong;Han, Sang-Keun;Chae, Joo-Seung;Lee, Keun-Duk;Koo, Kee-Kahb
    • Applied Chemistry for Engineering
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    • v.26 no.6
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    • pp.730-736
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    • 2015
  • Cyclotrimethylene trinitramine (RDX) is a high explosive commonly used for military applications. Submicronization of RDX particles has been a critical issue in order to alleviate the unintended and accidental stimuli toward safer and more powerful performances. The purpose of this study is to optimize experimental variables for drowning-out crystallization applied to produce submicron RDX particles. Effects of RDX concentration, anti-solvent temperature and anti-solvent mass were analyzed by the central composite rotatable design. The adjusted determination coefficient of regression model was calculated to be 0.9984 having the p-value less than 0.01. Response surface plots based on the central composite rotatable design determined the optimum conditions such as RDX concentration of 3 wt%, anti-solvent temperature of $0.2^{\circ}C$ and anti-solvent mass of 266 g. The optimum and experimental diameters of RDX particles were measured to be $0.53{\mu}m$ and $0.53{\mu}m$, respectively. The regression model satisfactorily predicts the average diameter of RDX particles prepared by drowning-out crystallization. Structure of RDX crystals was found to be ${\alpha}$-form by X-ray diffraction analysis and FT-IR spectroscopy.