• Communications for Statistical Applications and Methods
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• 제16권1호
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• pp.21-29
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• 2009

Engle과 Russell (1998)의 ACD 모형은 재무학에서 가격과 거래 시간의 밀접한 관계에 대한 관심을 불러 일으켰다. ACD 모형은 GARCH 모형과의 유사성을 바탕으로 Box-Cox 변환과 충격 함수 곡선(shocks impact curve)을 적용시켜 Log ACD, Power ACD, Box-Cox ACD 등과 같은 보다 유연한 모형으로 일반화될 수 있다. 본 연구에서는 이와 같이 일반화된 ACD 모형들을 국내 주식시장에서 거래되고 있는 주식의 price duration에 적용시켜 그 성능을 비교해보고자 한다.

• 응용통계연구
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• 제29권1호
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• pp.221-230
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• 2016

주식시장 거래에서 기록되는 고빈도 자료를 사용하여 주식 수익률에 대한 변동성을 분석하였다. 변동성을 설명할 수 있는 한 요소로 주식거래에서 불규칙한 간격으로 발생하는 가격 듀레이션을 생각할 수 있는데, 실제 자료에 ACD 모형을 사용하여 듀레이션을 추정해 보았고, ACD-GARCH 모형을 사용하여 주식 수익률과 변동성에 미치는 듀레이션의 영향을 살펴보았다. 이 과정에서 ACD 모형 추정에는 ML과 EF 방법을 적용하였고, ACD-GARCH 모형에는 이중-분계점(double-threshold)을 추가하여 평균수익률의 비대칭성 및 변동성의 비대칭성을 동시에 분석해 보았다.

• The Journal of Asian Finance, Economics and Business
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• 제7권4호
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• pp.59-70
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• 2020

The purpose of this study is to construct the ACD model for the block trading volume duration. The ACD model based on the block trading volume duration is referred to as Volume ACD (VACD) in this study. By integrating with GARCH-type models, the VACD based GARCH type models, which include VACD-GARCH, VACD-IGARCH and VACD-FIGARCH models, are set up. This study selects Chunghwa Telecom (CHT) Inc., offering the America Depository Receipt (ADR) in NYSE, to investigate the block trading volume duration in Taiwanese equity market. The empirical results indicate that the long memory in volume duration series increases dependence at level of volatility clustering by VACD (2,1)-FIGARCH (3,d,1) model. Moreover, the VACD (2,1)-IGARCH (1,1) exhibits relatively better performance of prediction on capturing block trading volume duration. This volatility model is more appropriate in this study to portray the change of the CHT Inc. prices and provides more information about the volatility process for investment strategy, which can be a reference indicator of financial asset pricing, hedging strategy and risk management.

• Structural Engineering and Mechanics
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• 제81권2호
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• pp.205-217
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• 2022

The thermodynamic properties of shaft lining concrete (SLC) are important evidence for the design and construction, and the spatial variability of concrete materials can directly affect the stochastic thermal analysis of the concrete structures. In this work, an array of field experiments of the concrete materials are carried out, and the statistical characteristics of thermophysical parameters of SLC are obtained. The coefficient of variation (COV) and scale of fluctuation (SOF) of uncertain thermophysical parameters are estimated. A three-dimensional (3-D) stochastic thermal model of concrete materials with heat conduction and hydration heat is proposed, and the uncertain thermodynamic properties of SLC are computed by the self-compiled program. Model validation with the experimental and numerical temperatures is also presented. According to the relationship between autocorrelation functions distance (ACD) and SOF for the five theoretical autocorrelation functions (ACFs), the effects of the ACF, COV and ACD of concrete materials on the uncertain thermodynamic properties of SLC are analyzed. The results show that the spatial variability of concrete materials is subsistent. The average temperatures and standard deviation (SD) of inner SLC are the lowest while the outer SLC is the highest. The effects of five 3-D ACFs of concrete materials on uncertain thermodynamic properties of SLC are insignificant. The larger the COV of concrete materials is, the larger the SD of SLC will be. On the contrary, the longer the ACD of concrete materials is, the smaller the SD of SLC will be. The SD of temperature of SLC increases first and then decreases. This study can provide a reliable reference for the thermodynamic properties of SLC considering spatial variability of concrete materials.

• Advances in Computational Design
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• 제4권3호
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• pp.211-221
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• 2019

Numerical modeling of reinforced concrete structures is a difficult engineering problem, primarily because of the material inhomogeneity. The behaviour of a concrete element with reinforcement can be analyzed using, for example, the Barcelona model, which according to the literature, is one of the most suitable models for this purpose. This article compares the experimental data obtained for an orthotropic concrete slab band system with those predicted numerically using Concrete Damage Plasticity model. Abaqus package was used to perform the calculations.

• Advances in Computational Design
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• 제5권3호
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• pp.291-304
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• 2020

In this paper, we develop models to design the airfoil using Multilayer Feed-forward Artificial Neural Network (MFANN) and Support Vector Regression model (SVR). The aerodynamic coefficients corresponding to series of airfoil are stored in a database along with the airfoil coordinates. A neural network is created with aerodynamic coefficient as input to produce the airfoil coordinates as output. The performance of the models have been evaluated. The results show that the SVR model yields the lowest prediction error.

• 한국식품영양과학회지
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• 제35권5호
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• pp.543-548
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• 2006

본 실험은 황금열수추출물이 알레르기성 접촉 피부염 유발 시 항산화활성, serum Ig E농도와 표피회복능에 미치는 영향을 조사하기 위해 행해진 것으로 1-chloro-2,4-dinitrochlorobenzene(DNCB: 2.5% DNCB 1 mL로 감작, 4일 경과 후 1% DNCB 1 mL로 유발) 처리로 알레르기성 접촉 피부염이 유발된 Sprague Dawley rat 수컷 흰쥐에 황금열수추출물(1 mL/kg/day)을 경구투여한 다음 혈장과 간의 항산화활성, 혈중 Ig E 농도, 표피두께변화를 관찰하였다. DNCB 처리에 의해 지질과산화물 함량과 Ig E 농도, 표피두께가 증가하였으며 황금열수추출물의 경구투여에 의해 간의 지질과산화물 함량 감소, 혈중 Ig E 농도 감소, 표피두께가 저하되는 결과를 보였다. 이상의 결과로 미루어 황금열수추출물이 알레르기성 접촉피부염으로 유발된 rat의 체내 항산화활성과 Ig E 농도개선, 표피두께 개선에 효과가 있는 것으로 생각된다.

• 한국군사과학기술학회지
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• 제17권5호
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• pp.620-628
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• 2014

This paper describes the analysis results of channel characteristics in the operating area of satellite OTM (On-The-Move) terminal. The communication channel between the Koreasat-5 and OTM terminal on a test car was measured and recorded in downtown of Daejeon, using the received beacon signal of around 20 GHz. And the measurement data were statistically analyzed and then compared with highway and national road environments. The statistical evaluation of satellite channel was conducted by using probability density function and Markov model and then presented average connection duration(ACD), average fade duration(AFD), and level crossing rate(LCR) of downtown environment.

• BMB Reports
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• 제46권8호
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• pp.383-390
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• 2013

Mammalian neural stem cells (NSCs) are of particular interest because of their role in brain development and function. Recent findings suggest the intimate involvement of programmed cell death (PCD) in the turnover of NSCs. However, the underlying mechanisms of PCD are largely unknown. Although apoptosis is the best-defined form of PCD, accumulating evidence has revealed a wide spectrum of PCD encompassing apoptosis, autophagic cell death (ACD) and necrosis. This mini-review aims to illustrate a unique regulation of PCD in NSCs. The results of our recent studies on autophagic death of adult hippocampal neural stem (HCN) cells are also discussed. HCN cell death following insulin withdrawal clearly provides a reliable model that can be used to analyze the molecular mechanisms of ACD in the larger context of PCD. More research efforts are needed to increase our understanding of the molecular basis of NSC turnover under degenerating conditions, such as aging, stress and neurological diseases. Efforts aimed at protecting and harnessing endogenous NSCs will offer novel opportunities for the development of new therapeutic strategies for neuropathologies.

• Advances in Computational Design
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• 제5권4호
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• pp.381-396
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• 2020

This study aimed to develop an optimal model of transportation for people with disabilities. To achieve this goal, powers of research and design should be involved, including CAD software. This paper investigates both: the concept of optimal model of transportation for people with disabilities (functional, ergonomic, constructive, technological and aesthetic solutions included); and its implementation as a fully-fledged 3D-model designed in SolidWorks environment. The optimal model of transportation is complex and consists of two objects. The first object is for indoors that is a wheelchair, the second one is for street driving that is an individual vehicle. The optimal model of transportation is universal and multifunctional, which have become possible with parametric feature-based approach utilized in SolidWorks.