• 제목/요약/키워드: Index Options

검색결과 108건 처리시간 0.023초

코스피 200 주가지수옵션 데이터의 효율적 가공을 통한 다양한 옵션 전략들의 사후검증에 관한 연구 (Study of validation process according to various option strategies in a KOSPI 200 options market)

  • 송치우;오경주
    • Journal of the Korean Data and Information Science Society
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    • 제20권6호
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    • pp.1061-1073
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    • 2009
  • 주가지수 옵션투자는 과학적인 투자기법이며 다양한 지표 및 투자전략이 개발되어 있다. 본 연구의 목적은 현재 까지 시장에 소개된 다양한 옵션투자 기법들을 적용하여 과거 옵션 데이터를 통해 사후 검증하는데 있다. 옵션 데이터는 2001년 9월부터 2007년 1월까지 실제 증권거래소에서 거래되었던 틱 데이터를 기반으로 하고 있으며 비주얼 베이직을 활용하여 옵션 백 테스팅 모델을 제안하였다. 사후 검증은 틱 데이트를 10분봉으로 변형하여 실증분석 하였으며 옵션에 관한 모든 전략을 모델에 적용시킨 만큼 전략의 유용성을 쉽게 알아 볼 수 있다. 옵션투자는 레버리지가 높아 높은 위험, 높은 이익 구조를 가치는 만큼 시장상황에 맞게 옵션전략을 구사한다면 낮은 위험으로 안정적 수익을 추구할 수 있다.

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건강보험청구자료에서 동반질환 보정방법 (Comorbidity Adjustment in Health Insurance Claim Database)

  • 김경훈
    • 보건행정학회지
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    • 제26권1호
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    • pp.71-78
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    • 2016
  • The value of using health insurance claim database is continuously rising in healthcare research. In studies where comorbidities act as a confounder, comorbidity adjustment holds importance. Yet researchers are faced with a myriad of options without sufficient information on how to appropriately adjust comorbidity. The purpose of this study is to assist in selecting an appropriate index, look back period, and data range for comorbidity adjustment. No consensus has been formed regarding the appropriate index, look back period and data range in comorbidity adjustment. This study recommends the Charlson comorbidity index be selected when predicting the outcome such as mortality, and the Elixhauser's comorbidity measures be selected when analyzing the relations between various comorbidities and outcomes. A longer look back period and inclusion of all diagnoses of both inpatient and outpatient data led to increased prevalence of comorbidities, but contributed little to model performance. Limited data range, such as the inclusion of primary diagnoses only, may complement limitations of the health insurance claim database, but could miss important comorbidities. This study suggests that all diagnoses of both inpatients and outpatients data, excluding rule-out diagnosis, be observed for at least 1 year look back period prior to the index date. The comorbidity index, look back period, and data range must be considered for comorbidity adjustment. To provide better guidance to researchers, follow-up studies should be conducted using the three factors based on specific diseases and surgeries.

Elastic solution of a curved beam made of functionally graded materials with different cross sections

  • Arefi, Mohammad
    • Steel and Composite Structures
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    • 제18권3호
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    • pp.659-672
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    • 2015
  • This research deals with the analytical solution of a curved beam with different shapes made of functionally graded materials (FGM's). It was assumed that modulus of elasticity is graded along the thickness direction of curved beam based on a power function. The beam was loaded under pure bending. Using the linear theory of elasticity, the general relation for radial distribution of radial and circumferential stresses of arbitrary cross section was derived. The effect of nonhomogeneity was considered on the radial distribution of circumferential stress. This behavior can be investigated for positive and negative values of nonhomogeneity index. The novelty of this study is application of the obtained results for different combination of material properties and cross sections. Achieved results indicate that employing different nonhomogeneity index and selection of various types of cross sections (rectangular, triangular or circular) can control the distribution of radial and circumferential stresses as designer want and propose new solutions by these options. Increasing the nonhomogeneity index for positive or negative values of nonhomogeneity index and for various cross sections presents different behaviors along the thickness direction. In order to validate the present research, the results of this research can be compared with previous result for reachable cross sections and non homogeneity index.

WORLD WIDE BASE STOCK TRENDS

  • Henderson, H.E.
    • 한국윤활학회:학술대회논문집
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    • 한국윤활학회 2002년도 the technical trends in the world automobile and lubricant market
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    • pp.55-62
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    • 2002
  • Significant changes in the performance requirements of finished lubricants is having a pronounced impact on the quality and manufacturing approach for base stocks, the building block for these products. Separation processing is no longer capable of producing high yields of premium base stocks and is rapidly being replaced with hydroprocessing. Isoparaffins are the most desirable component because of their high Viscosity Index, low pour point and excellent stability. This paper will discuss industry trends and the drive towards higher quality base stocks. Manufacturing options are discussed and examples presented to demonstrate the performance of these premium base stocks.

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Effectiveness of Temporomandibular Joint Disorder Follow-Up Using Bone Scans

  • Ku, Jeong-Kui;Kim, Young-Kyun;Yun, Pil-Young
    • Journal of Korean Dental Science
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    • 제8권1호
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    • pp.1-9
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    • 2015
  • Purpose: To evaluate the effectiveness of temporomandibular joint (TMJ) disorder follow-up and determine the factors that affect the TMJ bone scan hot spot numerical value (bone scan value), and to compare this value to the diagnosis of patients with temporomandibular joint disorders (TMD), their treatment options, and the resolution of their symptoms. Materials and Methods: A retrospective cohort study was performed on 24 patients (four males, 20 females) who received TMD treatment in the Section of Dentistry, Seoul National University Bundang Hospital (Seongnam, Korea) from 2007 to 2014. An analysis of the significance test and correlation between TMD diagnosis, treatment options, a baseline the Research Diagnostic Criteria for Temporomandibular Disorders (RDC/TMD) questionnaire, treatment before and after the clinical examination and subjective progress, and TMJ bone scan value change were completed by using SPSS version 12.0. Result: Although only 14 patients had bony factors that caused TMD, the average pre-treatment bone scan value of the all patients was $4.29{\pm}0.31$, which is higher than the finding for osteoarthritis (3.88), and reduced post-treatment bone scan value was found to be without a statistically significant difference (P=0.056). After the treatments, clinical symptoms in 18 patients disappeared, and six patients did not require additional treatment, although they still displayed subjective symptoms. It was observed that the higher the pre-treatment bone scan value, nonspecific physical symptoms, chronic pain index, characteristic pain intensity, disability score, were, the lower the post-treatment bone scan value was. And this reduced post-treatment bone scan value tendency was not shown with the pre-treatment depression index, but there was not a statistical difference. Conclusion: The post-treatment TMJ bone scan value tended to be insignificantly reduced in the 24 patients whose clinical symptoms were improved (P=0.056). Moreover, the TMJ bone scan value showed no relation to the TMD type or its related symptoms.

International Multimodal Transport Route Development from Korea to Mongolia

  • Nyamjav, Tsenskhuu;Ha, Min-Ho
    • 한국항해항만학회지
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    • 제46권5호
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    • pp.419-426
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    • 2022
  • This study aimed to identify new routes for transporting automobiles from Korea to Mongolia by comparing them with the existing route. At present, a route from the Incheon Port through the Tianjin Port to Zamiin-Uud is commonly used to transport containerized cargo from Korea to Mongolia. This study examined five possible logistics routes from Korea to Mongolia using a time/cost-distance methodology based on real data. Through consecutive discussions with importers and freight forwarders in Mongolia, the potential routes were selected and costs, distance, and lead time were evaluated to provide additional route options for automobile logistics from Korea to Mongolia. The results indicated that each route could be ranked in terms of the total cost while the lead time for all options in the present COVID-19 period is 2 - 4 months, with no difference among the routes. In addition, although the confidence index of all routes was not impressive, route 3 was the most preferred option, followed by route 1. However, the study results cannot provide the answer to the question of "which route is more attractive for transporting automobiles from Korea to Mongolia." This limitation notwithstanding, this study provides real information on the critical factors of distance, cost, and lead time in terms of the selected transportation routes so that importers and exporters can compare the routes in terms of the priority of each factor in uncertain logistics environment.

Key Indicators for the Growth of Logistics and Distribution Tech Startups in Thailand

  • Thanatchaporn JARUWANAKUL
    • 유통과학연구
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    • 제21권2호
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    • pp.35-43
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    • 2023
  • Purpose: As Thailand seeks to become a regional startup hub, Thai startups have been acquiring growth and scalability in the last ten years. Hence, this paper examines influential factors in Thailand's growth of logistics tech startups. The conceptual framework incorporates sensing user needs, sensing technological options, conceptualizing, scaling, and stretching, co-producing, and orchestrating, business strategy, strategic flexibility, and startup growth. Research design, data, and methodology: The quantitative method was applied to distribute the questionnaire to 500 managers and above in logistics tech startups in Thailand. The sampling techniques involve judgmental, convenience, and snowball samplings. Before the data collection, The Item Objective Congruence (IOC) Index and pilot test (n=45) were employed for content validity and reliability. The data were mainly analyzed by Confirmatory Factor Analysis (CFA) and Structural Equation Model (SEM). Results: The findings revealed that sensing technological options, scaling, and stretching, co-producing, and orchestrating, and business strategy significantly influence the growth of startups in Thailand. Nevertheless, sensing user needs, conceptualizing, and strategic flexibility have no significant relationship with startup growth. Conclusions: For Thailand to accelerate its digital economy driven by tech startups, firms must emphasize influential factors to accelerate growth by providing the right tech solutions for people's lives.

KOSPI 200 파생상품 거래와 주식수익률 변동성의 비대칭성 (KOSPI 200 Derivatives and Volatility Asymmetry of Stock Markets)

  • 박종원
    • 재무관리연구
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    • 제23권1호
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    • pp.101-133
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    • 2006
  • 본 연구에서는 1992년 1월 3일부터 2003년 12월 30일까지의 표본기간동안 KOSPI 200 포트폴리오와 이에 대응하는 Non-KOSPI 200 포트폴리오를 구성하여 새로운 파생상품거래가 현물시장 변동성의 비대칭성에 어떤 영향을 미치는지를 검증하였다. 연구결과는 파생상품 도입이후 현물시장의 변동성 비대칭성이 대체적으로 완화되었음을 보여준다. GJR-GARCH 모형을 이용한 분석결과는 KOSPI 200과 Non-KOSPI 200을 비교할 때 새로운 파생상품 거래가 KOSPI 200 변동성의 비대칭 정토를 감소시키며, 파생상품거래의 효과는 제한적이나마 Non-KOSPI 200을 구성하는 종목들에게까지 영향을 미침을 보여준다. 음(-)의 수익률 충격에 의한 변동성과 양(+)의 수익률 충격에 의한 변동성의 비율인 변동성비율을 계산하여 분석한 결과는 KOSPI 200의 경우 주가지수옵션 도입 이후 및 외환위기 이후 변동성의 비대칭성이 크게 감소했으나 Non-KOSPI 200에서는 해당기간에 뚜렷한 효과가 나타나지 않는다. 특히, KOSPI 200에서 규제완화가 크게 이루어진 1999년 1월 이후기간에서 변동성비율이 현저히 낮아졌음을 확인할 수 있으며, 이는 변동성의 비대칭정도가 시장의 규제수준과 밀접한 관련이 있음을 시사한다. 또한 본 연구의 결과는 레버리지효과와 환율변동이 한국유가증권시장의 변동성 비대칭성을 설명하는 중요 요인이 될 수 있음을 보여주고 있다.

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Treatment Outcomes of Mandibular Advancement Devices in Obstructive Sleep Apnea Patients

  • Kim, Cheon-Sik;Lee, Yong-Seok;Cho, Cheon-Ung;Kim, Dae-Sik
    • 대한임상검사과학회지
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    • 제43권2호
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    • pp.82-88
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    • 2011
  • Mandibular advancement devices (MAD) are therapeutic options for obstructive sleep apnea (OSA). The aim of study was to investigate treatment outcomes of before and after insertion of MAD in OSA patients. We retrospectively selected a total of 13 patients who were diagnosed with OSA syndrome. All sleep-related parameters including apnea-hypopnea index (AHI), oxygen desaturation index (ODI), wake after sleep onset (WASO), total arousal were measured by before and after MAD. The use of MAD proves to be efficient in reducing snoring, apnea-hypopne index ($17.2{\pm}14.6$ vs $20.9{\pm}14.6$), WASO ($27.4{\pm}28.8$ vs $47.9{\pm}43.6$), oxygen desaturation index ($9.0{\pm}11.6$ vs $16.4{\pm}11.7$), stage N3 ($54.8{\pm}45.2$ vs $36.6{\pm}22.0$), REM sleep times ($73.3{\pm}19.4$ vs $66.0{\pm}31.0$) and increases sleep efficiency ($92.6{\pm}6.6$ vs $87.2{\pm}11.2$). The decreases in apnea index based on a reduction in the overall and supine AHI values after MAD therapy were significantly greater for the positional OSA than nonpositional OSA patients. The use of MAD proves to be efficient in snoring, WASO, sleep efficiency, reduced AHI and associated with good compliance of patients.

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준근사를 이용한 공간 인덱스 압축 기법 (A Spatial Index Compression Scheme Using Semi-Approximation)

  • 김종완
    • 한국컴퓨터정보학회논문지
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    • 제11권1호
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    • pp.97-105
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    • 2006
  • 수 년간 GIS가 발전하면서 위치 속성을 갖는 공간 데이터에 대한 인덱스 연구가 활발히 진행되어 왔다. 특히, R-tree기반의 인덱스들이 많이 연구되어 왔으며, 주된 이슈는 데이터 검색 성능의 향상이다. 본 논문에서는 공간 데이터에 대한 검색성능 향상을 위해 R-tree의 키 값을 압축하는 준근사(Semi-Approximation) 기법을 제안한다. 이 기법의 기본적인 아이디어는 위치 정보를 포함하는 2-차원 공간 데이터에 대한 인덱스를 압축하여 데이터 검색 성능을 향상시키는 것이다. 이 기법은 MBR의 시작 좌표를 상대좌표로 압축하고 끝 좌표는 전체 탐색영역에 대한 양자화(Quantization)를 통해 계산함으로써 MBR의 확장을 QMBR(quantization of MBR)의 반으로 줄임으로써 노드의 공간 이용률을 높이고 전체적인 탐색 성능을 향상시킨다. 기존에도 인덱스 크기를 줄임으로써 탐색 성능을 향상시키는 방법이 있었지만 본 논문과 같이 양자화의 확장공간을 반으로 축소시키는 연구는 처음이다. 성능평가는 실제 공간데이터를 기반으로 진행하였으며, 실험결과는 SA 기법이 MBR을 압축하는 기존의 연구보다 향상된 성능을 나타낸다.

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