• KSII Transactions on Internet and Information Systems (TIIS)
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• 제16권10호
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• pp.3230-3255
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• 2022

Causality mining in NLP is a significant area of interest, which benefits in many daily life applications, including decision making, business risk management, question answering, future event prediction, scenario generation, and information retrieval. Mining those causalities was a challenging and open problem for the prior non-statistical and statistical techniques using web sources that required hand-crafted linguistics patterns for feature engineering, which were subject to domain knowledge and required much human effort. Those studies overlooked implicit, ambiguous, and heterogeneous causality and focused on explicit causality mining. In contrast to statistical and non-statistical approaches, we present Bidirectional Encoder Representations from Transformers (BERT) integrated with Multi-level Feature Networks (MFN) for causality recognition, called BERT+MFN for causality recognition in noisy and informal web datasets without human-designed features. In our model, MFN consists of a three-column knowledge-oriented network (TC-KN), bi-LSTM, and Relation Network (RN) that mine causality information at the segment level. BERT captures semantic features at the word level. We perform experiments on Alternative Lexicalization (AltLexes) datasets. The experimental outcomes show that our model outperforms baseline causality and text mining techniques.

• The Journal of Asian Finance, Economics and Business
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• 제6권2호
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• pp.257-267
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• 2019

The paper aims to test long-term and short-term causality from four exchange rates, the Korean won/$US, the Korean won/Euro, the Korean won/Japanese yen, and the Korean won/Chinese yuan, to the Korea Composite Stock Price Index in the presence of several macroeconomic variables using monthly data from January 1986 to June 2018. The results of Johansen cointegration tests show that there exists at least one cointegrating equation, which indicates that long-run causality from an exchange rate to the Korean stock market will exist. The results of vector error correction estimates show that: for long-term causality, the coefficient of the error correction term is significant with a negative sign, that is, long-term causality from exchange rates to the Korean stock market is observed. For short-term causality, the coefficient of the Japanese yen exchange rate is significant with a positive sign, that is, short-term causality from the Japanese yen exchange rate to the Korean stock market is observed. The coefficient of the financial crises i.e. 1997-1999 Asian financial crisis and 2007-2008 global financial crisis on the endogenous variables in the model and the Korean economy is significant. The result indicates that the financial crises have considerably affected the Korean economy, especially a negative effect on money supply.

• Industrial Engineering and Management Systems
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• 제14권1호
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• pp.104-110
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• 2015

Every year governments spend their national budget on public health in order to reduce financial burden of individuals on health. Although it has been widely believed that the increase of public expenditure on health decreases private health expenditure, it has not been proved by analysis with real data. For better understanding, we conducted an empirical study on the real data of 17 OECD countries-Australia, Austria, Canada, Denmark, Finland, Germany, Iceland, Ireland, Japan, Korea, New Zealand, Norway, Portugal, Spain, Sweden, the United Kingdom, and the United States. The panel Granger-causality test is used to verify the cause-and-effect relationship between the two expenditures. As a result, public expenditure on health has a 3 to 4 year-lagged negative effect on private health expenditure in the cases of the 16 countries except for the United States.

• Spatial Information Research
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• 제16권2호
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• pp.219-236
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• 2008

센서로부터 획득되는 데이터 스트림은 스트림 데이터 간의 인과관계와 같은 다양한 유용한 정보를 포함한다. 센서 스트림에 대한 인과관계 조인질의는 스트림으로부터 인과관계의 (원인, 결과) 쌍을 찾아내는 것이다. 하지만 센서로부터 DSMS로 데이터가 전송될 때 발생하는 지연과 제한된 윈도우 크기로 인해 일부의 인과관계 결과 쌍이 손실될 수 있다. 본 논문에서는 먼저 데이터 스트림에서 인과관계 조인질의를 처리할 때 고려해야할 시간적, 공간적 그리고 시공간적 관점에 대해 관찰하고 이러한 관찰들을 고려한 다양한 슬라이딩 윈도우 처리 방법들을 제안한다. 제안된 방법들의 성능은 다양한 실험들을 통해 평가되어지는데 실험 결과들은 본 논문에서 제안된 방법들이 기존의 FIFO 방법에 비해 인과관계 질의 처리 결과가 더 정확함을 보여준다.

• The Journal of Asian Finance, Economics and Business
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• 제8권3호
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• pp.139-154
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• 2021

This study's impetus is to explore fresh evidence to answer the question, i.e., whether remittances asymmetrically influence financial development in Bangladesh from 1975 to 2019. The study employs several tests, i.e., nonlinear unit root test, Autoregressive Distributed Lagged (ARDL), NARDL, and asymmetric causality test for establishing the pattern of association. Nonlinear unit root tests confirm that variables follow a nonlinear system of being stationary after the first difference. nonlinearity among variables is investigated by performing the BDS test and nonlinear OLS. Directional causality is investigated through both linear and nonlinear effects of remittance inflows by following the non-granger casualty test. The test statistics of Fpass and tBDM showed the Long-run cointegration in the empirical model and positive effect running from remittances inflow to financial development both in the long-run and short-run. Furthermore, the results of a standard Wald test divulge the presence of long-run and short-run asymmetry. Asymmetry causality test established unidirectional causality due to positive and negative shocks in remittances inflows to Bank-based financial development and feedback hypothesis hold for explaining causality between positive and negative shocks in remittance inflows and Stock-based financial development.

• 수산경영론집
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• 제46권3호
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• pp.119-127
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• 2015

This study is to analyse the causality and volatility spillover between farming fish species in consumption replacement relation using flatfish(oliver flounder) and rockfish's wholesale market price data from September 2006 to July 2015. For the analysis, VAR(5) model and bivariate asymmetric GARCH-BEKK model are employed. The empirical results of this study are summarized as follows: First, the price volatility of flatfish and rockfish is very large without the trend during the sample period. Second, the correlation coefficient between flatfish and rockfish wholesale markets has positive 0.1059 value. Third, causality relation is unidirectional from rockfish market to flatfish market. Fourth, conditional volatility spillover effect is unidirectional from rockfish market to flatfish market, but asymmetric volatility effect is bidirectional between flatfish and rockfish markets that implies the bad news arising from flatfish wholesale market impact on rockfish market's volatility and the bad news arising from rockfish wholesale market impact on flatfish market's volaltilty. Consequently, based on the thus results, the volatility spillover effect interacts and is bidirectional between flatfish and rockfish wholesale markets.

• 무역학회지
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• 제45권3호
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• pp.119-132
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• 2020

In this paper we explore the two analyses to know the urbanization effect on trade. First, the granger causality test to examine the relationship between trade and urbanization. The Granger causality test is a statistical hypothesis test for determining whether one time series is useful for forecasting another. The results indicated that the existence of a bidirectional causality running from trade to urbanization when six lags were applied. When eight lags were applied, we found unidirectional causality running from urbanization to trade. Second, gravity models were used to investigate the urbanization effect on trade. The production cost and specification are affected by the economies of scale, and the economies of scale increased as the greater geographically agglomeration. However, the gravity model to explain the bilateral trade flows ignores the urbanization variables. Therefore we added the urbanization variable represented as the geographically agglomeration into gravity model. The results show that the degree of urbanization of both countries has statistically positive effect on trade (export and import) and the bigger coefficients of trade partner's urbanization. The reason is that the trade share of industrial supplies, intermediate goods and capital goods is much higher than finished consumer goods. The urbanization is more important the improved the efficiency of production than demand market.

• 한국정보전자통신기술학회논문지
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• 제12권3호
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• pp.192-200
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• 2019

본 연구에서는 해외직접구매와 해외직접판매와 거시경제변수 간의 인과관계를 도출하고 공적분 검정, 충격반응을 이용하여 인과관계를 실증분석하였다. 실증분석에 이용된 모형은 벡터오차수정모형(vector error correlation model)이고, 거시경제변수인 소비자물가지수, GDP를 이용하였고, 전자상거래변수로는 해외직접구매, 해외직접판매, 온라인쇼핑액을 이용하였다. 실증분석결과에 따르면, 해외직접구매는 소비자물가지수와 인과관계가 있고, GDP는 해외직접판매, 온라인쇼핑액과 각각 인과관계가 있는 것으로 나타났다. VECM의 충격반응분석 결과에 따르면, 해외직접구매는 소비자물가지수와 GDP에는 긍정적인 영향을 미치지만, 해외직접판매는 소비자물가지수와 GDP에 부정적인 영향을 미치는 것으로 나타났다. 그리고 해외직접구매와 해외직접판매 모두 온라인쇼핑액에 부정적인 영향을 미치지만, 해외직접구매가 온라인쇼핑액에 더 큰 부정적인 영향을 미치는 것으로 나타났다.

• Journal of Animal Science and Technology
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• 제63권2호
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• pp.339-353
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• 2021

This study aimed to assess the causality of different climate variables on the production of whole crop maize (Zea mays L.; WCM) in the central inland region of the Korea. Furthermore, the effect of these climate variables was also determined by looking at direct and indirect pathways during the stages before and after silking. The WCM metadata (n = 640) were collected from the Rural Development Administration's reports of new variety adaptability from 1985-2011 (27 years). The climate data was collected based on year and location from the Korean Meteorology Administration's weather information system. Causality, in this study, was defined by various cause-and-effect relationships between climatic factors, such as temperature, rainfall amount, sunshine duration, wind speed and relative humidity in the seeding to silking stage and the silking to harvesting stage. All climate variables except wind speed were different before and after the silking stage, which indicates the silking occurred during the period when the Korean season changed from spring to summer. Therefore, the structure of causality was constructed by taking account of the climate variables that were divided by the silking stage. In particular, the indirect effect of rainfall through the appropriate temperature range was different before and after the silking stage. The damage caused by heat-humidity was having effect before the silking stage while the damage caused by night-heat was not affecting WCM production. There was a large variation in soil surface temperature and rainfall before and after the silking stage. Over 350 mm of rainfall affected dry matter yield (DMY) when soil surface temperatures were less than 22℃ before the silking stage. Over 900 mm of rainfall also affected DMY when soil surface temperatures were over 27℃ after the silking stage. For the longitudinal effects of soil surface temperature and rainfall amount, less than 22℃ soil surface temperature and over 300 mm of rainfall before the silking stage affected yield through over 26℃ soil surface temperature and less than 900 mm rainfall after the silking stage, respectively.

• 한국시뮬레이션학회논문지
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• 제25권4호
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• pp.109-115
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• 2016

본 연구는 철도기관사에 의해 유발되는 사고와 우울감 및 인지실패 간의 관계를 '우울감 ${\rightarrow}$ 인지실패 ${\rightarrow}$ 사고'의 인과관계로 접근하는 연구모형 1과 '사고 ${\rightarrow}$ 우울감 ${\rightarrow}$ 인지실패'의 인과관계로 접근하는 연구모형 2로 설정하고 어느 모형이 타당한지를 구조방정식 모형으로 검증하였다. 현직 철도기관사 416명의 설문응답 유효데이터를 토대로 검증한 결과 후자의 연구모형, 즉 '사고 ${\rightarrow}$ 우울감 ${\rightarrow}$ 인지실패'의 인과관계에서 사고가 우울감을 매개로 하여 사고에 영향을 미친다는 점에서 모형 2가 통계적으로 타당하다는 결론을 도출하였다. 이 같은 연구결과는 인적오류와 관련하여 사고와 우울감의 인과관계 측면에서 접근하고 제도적인 개선방안을 함께 모색할 때 궁극적으로 기관사의 실수와 인지실패를 저감시킴으로써 인지실패로 인한 사고와 인적 오류의 확률을 그만큼 저감할 수 있다는 것을 시사한다.