• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1241-1251
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• 2016

We consider a correlated discrete-time random walk in which the current jump size depends on the previous jump size and a noncorrelated discrete-time random walk where the jump size is determined independently. By using the strong law of large numbers of Markov chains we derive the formula for the asymptotic means of the random mixture and the periodic pattern of these two random walks and then we show that there exists Parrondo's paradox where each random walk has mean 0 but their random mixture and periodic pattern have negative or positive means. We describe the parameter sets at which Parrondo's paradox holds in each case.

• Journal of the Korean Crystal Growth and Crystal Technology
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• v.21 no.1
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• pp.1-5
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• 2011

In this paper, firstly we have derived and presented the specific heat jump as a function of the critical temperature. Secondly, we have analyzed the sign and magnitude of the derived specific heat jump and predicted the expected experimental results. And lastly, we have compared the expected experimental results with the real experimental results. Theoretically derived specific heat jump is considerably compatible with the specific heat jump up and down phenomena of the $YNi_2B_2C$ crystal. Especially, the remarkable theoretical prediction-hat the specific heat would jump down during the normal state-to-superconducting state transition at extremely low temperatures-have been confirmed by the experimental results.

• Management & Information Systems Review
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• v.35 no.1
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• pp.273-286
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• 2016

This study investigated the information contents of KOSPI200 Options for intraday big market movement by using minute by minute data. The major findings are summarized as follows; First, big market movement occurred more frequently during 9:00~10:00 and 14:00~14:50. These phenomena reflect market unstability just after opening and near closing. Second, VKSOPI is most closely associated with extreme changes such as KOSPI200 jumps. Third, VKOSPI is showed more predictive power with negative KOSPI200 jumps than KOSPI200 jumps. Fourth, VKOSPI showed predictive power for the positive and negative jumps up to 30 minutes before the jumps occurs. The purpose of this study is to explore the most recent topics in the field of finance, research on market microstructure. This study is an important contribution to investigate intraday information comprehensively in terms of market microstructure effects using the 15-year long-term and the high-frequency data(minute by minute). The results of this study are expected to contribute to detect intraday true jumps, proactive development of market risk indicators, risk management, derivatives investment strategy.

• Journal of the Korean Data and Information Science Society
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• v.20 no.1
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• pp.1-9
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• 2009

Let us consider that the variance function in regression model has a discontinuity/change point at unknown location. Yu and Jones (2004) proposed the local polynomial fit to estimate the log-variance function which break the positivity of the variance. Using the local polynomial fit, Huh (2008) estimate the discontinuity point of the log-variance function. We propose a test for the existence of a discontinuity point in the log-variance function with the estimated jump size in Huh (2008). The proposed method is based on the asymptotic distribution of the estimated jump size. Numerical works demonstrate the performance of the method.

• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.259-269
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• 2017

Due to the nonnegativity of variance, most of nonparametric estimations of discontinuous variance function have used the Nadaraya-Watson estimation with residuals. By the modification of Chen et al. (2009) and Yu and Jones (2004), Huh (2014, 2016a) proposed the estimators of the log-variance function instead of the variance function using the local linear estimator which has no boundary effect. Huh (2016b) estimated the variance function using the adjusted squared residuals by the estimated jump size in the discontinuous variance function. In this paper, we propose an estimator of the discontinuous log-variance function using the local linear estimator with the adjusted log-squared residuals by the estimated jump size of log-variance function like Huh (2016b). The numerical work demonstrates the performance of the proposed method with simulated and real examples.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.41 no.4
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• pp.277-283
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• 2017

In this study, we investigated how a jumping strategy changes with an increase in the vertical jump height for a resultant ground reaction force (GRF) vector. We expected that the resultant force vector between two sequential motion phases (i.e., countermovement and push-off) of the countermovement jump would significantly change with the vertical jump height to take advantage of the resulting supportive force (i.e., an initial push-off force larger than the body weight) through the countermovement phase. Nine healthy young subjects were instructed to jump straight up to five different height levels ranging from 191 cm to 221 cm, and the kinematic and kinetic data were obtained in regular trials. The results showed that a lower center of mass position and larger resultant force vector were clearly observed in a higher jump, implying that the countermovement strategy changed with the vertical jump height to prepare for sufficient joint deviation and obtain a force advantage for larger push-off work.

• Proceedings of the KIEE Conference
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• 2008.10c
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• pp.56-58
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• 2008

전자유량계는 전자유도법칙을 발견한 패러데이의 원리를 이용한 것이다. 도체가 자장 내에서 운동할 때 그 도체 내 자장 및 운동방향에 서로 직각으로 기전력이 발생하며, 그 크기는 자속밀도와 유속에 비례한다. 본 논문에서는 전자유량계의 측정원리를 이용하여 용융금속 이송용 전자점프 시스템에서 전자유량계의 유량신호를 해석하였다, 또한 유량신호의 크기가 유동과 자속밀도의 크기에 따라 어떻게 영향을 받는지 유동해석을 이용하여 분석하였다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.24 no.3
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• pp.217-227
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• 2012

On 31 March 2007, the abnormal wave occurred along western coast of Korean including Yeonggwang. In this paper, this event is studied using available field measurement data for the event analysis and numerical model for reproducing the unknown waves. We found several 1-min interval tidal elevation and mean sea level pressure (MSLP) data along the western coast of Korea and analyzed it using wavelet technique. We computed the arrival time and the propagation direction of abnormal wave using wavelet results and performed the numerical simulation using 2 dimensional shallow water wave model. The sea level under the forcing of air pressure jump was obviously amplified by the Proudman resonant effect. The computed sea levels compared with observations are underestimated, but the order of arrival time at the tidal station showed good agreement.

• Journal of the Korean Magnetics Society
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• v.19 no.5
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• pp.176-179
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• 2009

We report a direct observation of Barkhausen avalanches in 50-nm Fe film, using a magneto-optical microscope magnetometer, capable of time-resolved domain observation. The time-resolved domain-evolution patterns exhibit that the occurrence of Barkhausen jump is random with respect to interval, size, and location. From the repetitive measurements more than 1000 times, we found that the probability distribution of Barkhausen jump size follows a power-law distribution and the critical exponent reveals the value of 1.14 $\pm$ 0.03.

• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.707-716
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• 2006

When the regression function is discontinuous at a point, the variance function is usually discontinuous at the point. In this case, we had better propose a test for the existence of a discontinuity point with the regression function rather than the variance function. In this paper we consider that the variance function only has a discontinuity point. We propose a nonparametric test for the existence of a discontinuity point with the second moment function since the variance function and the second moment function have the same location and jump size of the discontinuity point. The proposed method is based on the asymptotic distribution of the estimated jump size.