• 제목/요약/키워드: Index of Volume

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거래량 지표를 이용한 코스피200 선물 매매 전략 (Using correlated volume index to support investment strategies in Kospi200 future market)

  • 조성현;오경주
    • Journal of the Korean Data and Information Science Society
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    • 제24권2호
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    • pp.235-244
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    • 2013
  • 본 연구에서는 코스피200 선물시장에서 거래량 지표를 이용한 매매 전략을 제안한다. 거래량과 주가의 인과성에 대한 많은 연구가 진행되어 왔으나 뚜렷한 결과를 도출하지 못하였지만, 본 연구에서는 거래량을 사용하는 투자전략의 경제적 유용성을 실증 분석하여 거래량이 주가의 선행 지표라는 것을 지지하였다. 본 연구는 크게 두 가지 목적을 가지고 있다. 첫 번째 목적은 CVI (correlated volume index)라는 거래량을 사용한 지표를 생성하는 것이다. 두 번째 목적은 이를 이용하여 코스피200 선물 지수의 적절한 매수시점과 매도시점을 정하는 것이다. 이 논문의 실험결과는 제안된 모델의 유용성을 증명할 수 있을 것이며, 또한 이를 통해 시장참여자들의 투자 결정에 있어 도움을 줄 수 있을 것이다.

신체지표와 유량-기량곡선 지표간의 상관성 (Correlations between Body Indices and Flow-Volume Curve Parameters)

  • 진복희
    • 대한임상검사과학회지
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    • 제41권3호
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    • pp.135-139
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    • 2009
  • Pulmonary function test has been know to be greatly affected by body indices, such as sex, age, height, body weight, body surface area (BSA) and body mass index (BMI), so hat this study was focused to see the relationship between body index and flow-volume curves. Subjects were 156 (male 90, female 66) and they were examined for pulmonary function test in terms of body index and correlation/multiple regression analysis of flow-volume curves at Presbyterian Medical Center from March to August, 2009. The followings results after analyzing the correlation between body index and flow-volume curves. Although flow-volume curve FEF25-75% showed close correlation with age, body weight, and body surface area, but not with body mass index. In addition, multiple regression analysis was performed to see how each body index affects flow-volume curve FEF25-75%, and FEF25-75% dispersion was explained as 74.5% with age only, 94.2% with age and height, and 96% with age, height, and sex. Therefore, sex, age and height that are mainly used for predictive formular of pulmonary function test and nomogram were important factors for pulmonary function test itself, and further study must be done for other body index.

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The Impact of Index Future Introduction on Spot Market Returns and Trading Volume: Evidence from Ho Chi Minh Stock Exchange

  • NGUYEN, Anh Thi Kim;TRUONG, Loc Dong
    • The Journal of Asian Finance, Economics and Business
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    • 제7권8호
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    • pp.51-59
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    • 2020
  • The objective of this study is to enrich the literature by investigating the impact of introduction of index future trading on spot market returns and trading volume in Vietnam. Data used in this study mainly consist of daily VN30-Index and market trading volume series during the period from February 6th, 2012 to December 31st, 2019. Using OLS, GARCH(1,1) and EGARCH(1,1) models, the empirical findings consistently confirm that the introduction of index future trading has no impact on the spot market returns. In addition, the results of the EGARCH(1,1) model indicate that the leverage effect on the spot market volatility is existence in HOSE. Specifically, bad news has a greater effect on the market volatility than good news of the same size. Moreover, our empirical findings reveal that the introduction of index future contracts has the positive impact on the underlying market trading volume. Specifically, the trading volume of the post-index futures introduction increases by 7.5 percent compared with the pre-index futures introduction. Finally, the results obtained from the Granger causality test for the relationship between the spot market returns and the future trading activity confirm that only uni-directional causality running from the market returns to the future trading activity exists in HOSE.

삼차원 적층복합재 구멍의 형상 최적화 (Shape Optimization of Three-Dimensional Cutouts in Laminated Composite Plates)

  • 한석영;마영준
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 2004년도 춘계학술대회 논문집
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    • pp.275-280
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    • 2004
  • Shape optimization was performed to obtain the precise shape of cutouts including the internal shape of cutouts in laminated composite plates by three dimensional modeling using solid element. The volume control of the growth-strain method was implemented and the distributed parameter chosen as Tsai-Hill fracture index for shape optimization. The volume control of the growth-strain method makes Tsai-Hill failure index at each element uniform in laminated composites under the initial volume. Then shapes optimized by Tsai-Hill failure index were compared with those of the initial shapes for the various load conditions and cutouts. The following conclusions were obtained in this study. (1) It was found that growth-strain method was applied efficiently to shape optimization of three dimensional cutouts in a laminate composite, (2) The optimal shapes of the various load conditions and cutouts were obtained, (3) The maximum Tsal-Hill failure index was reduced up to 67% when shape optimization was peformed under the initial volume by volume control of growth-strain method.

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의사결정나무분석을 이용한 컨테이너 수출입 물동량 예측 (Forecasting Export & Import Container Cargoes using a Decision Tree Analysis)

  • 손용정;김현덕
    • 한국항만경제학회지
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    • 제28권4호
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    • pp.193-207
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    • 2012
  • 본 연구는 의사결정나무분석을 이용하여 컨테이너 수출입 물동량을 예측한다. 컨테이너 수출입 물동량에 영향을 미칠 가능성이 있는 요인을 독립변수로 선정하였는데, 생산자물가지수와 소비자물가지수, 수출물량지수와 수입물량지수, 미국과 한국의 산업생산지수, 그리고 원/달러 환율을 선정하였다. 분석기간은 2002년 1월부터 2011년 12월까지 10년간의 월별자료를 이용하였으며, 의사결정나무를 형성하기 위해 다양한 알고리즘이 제안되고 있는데, CRT(Classification and Regression Trees)알고리즘을 활용하였다. 분석결과는 첫째, 컨테이너 수출물동량에 대한 최적분리는 수출물량지수에 의해 분리되었다. 수출물량지수는 115.90으로 분리되어 지는데, 수출물량지수가 115.90보다 큰 경우는 다시 수출물량지수가 152.35보다 큰 경우와 115.90과 152.35사이인 경우로 분리되어진다. 여기서 수출물량지수가 152.35보다 큰 경우는 858,191TEU/(월)이고, 115.90과 152.35사이인 경우는 716,582TEU/(월)로 컨테이너 수출물동량이 예측된다. 둘째, 컨테이너 수입 물동량에 대한 최적분리는 수입물량지수에 의해 분리되었다. 수입물량지수가 116.20에서 분리되어 지는데, 수입물량지수가 116.20보다 큰 경우는 다시 수입물량지수가 134.60보다 큰 경우와 116.20과 134.60사이인 경우로 분리되어진다. 여기서 수입물량지수가 134.60보다 큰 경우는 869,227TEU/(월)이고, 116.20과 134.60사이인 경우는 738,724TEU/(월)로 컨테이너 수입물동량이 예측된다.

솔리드 요소를 이용한 적층복합재 구멍의 형상 최적화 (Shape Optimization of Three-Dimensional Cutouts in Laminated Composite Plates Using Solid Element)

  • 한석영;마영준
    • 한국공작기계학회논문집
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    • 제13권4호
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    • pp.16-22
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    • 2004
  • Shape optimization was performed to obtain the precise shape of cutouts including the internal shape of cutouts in laminated composite plates by three dimensional modeling using solid element. The volume control of the growth-strain method was implemented and the distributed parameter chosen as Tsai-Hill fracture index for shape optimization. The volume control of the growth-strain method makes Tsai-Hill failure index at each element uniform in laminated composites under the initial volume. Then shapes optimized by Tsai-Hill failure index were compared with those of the initial shapes for the various load conditions and cutouts. The following conclusions were obtained in this study (1) It was found that growth-strain method was applied efficiently to shape optimization of three dimensional cutouts in a laminated composite plate, (2) The optimal shapes on the various load conditions and cutouts were obtained, (3) The maximum Tsai-Hill failure index was reduced up to 67% when shape optimization was performed under the initial volume by volume control of growth-strain method.

DVH를 이용한 선량 균등률 및 덮임률 지수에 관한 연구 (A Simple Scoring Method to Calculate the Homogeneity and Coverage Indices of Dose Volume Histogram)

  • 윤명근;박성용;신동호;박중헌;이세병;김대용;김주영;조관호
    • 한국의학물리학회지:의학물리
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    • 제17권1호
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    • pp.6-16
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    • 2006
  • 본 연구의 목적은 세기변조 방사선 치료법(IMRT)에 의해 만들어진 DVH를 이용하여 선량의 균등률(homogeneity) 및 덮임률(coverage) 지수를 구하는 간편한 방법을 제시하는 데 있다. 새로 개발된 지수들은 DVH 곡선을 수학적으로 계단 함수에 fitting 함으로써 구해졌다. 새로 제안된 지수 l는 종양에 대한 선량의 덮임률을 잘 나타내고 있으며 이 지수가 작으면 작을수록 더 좋은 덮임률을 보여주고 있다. 또한 종양의 균등률 지수로 제안된 n 지수는 기존에 사용되고 있는 균등률 지수들보다 좀 더 정확하게 선량의 균등성을 나태내고 있음을 확인하였다. 이들 지수를 이용하여 치료계획에 바탕이 되는 토대를 제시하였으며 여기에서 제안된 지수들이 선량의 균등성과 덮임성에 대해 매우 효과적인 방법이 될 수 있음을 보여주고 있다.

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열풍건조시 적입 및 송풍량에 따른 황색종 연초엽의 이화학성 변화 (Effects of Leaf Loading Quantity and Circulating Air Volume on the Physical and Chemical Characteristics during Curing in Flue-cured Tobacco Leaves.)

  • 석영선;노재영
    • 한국연초학회지
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    • 제14권1호
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    • pp.48-56
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    • 1992
  • This studies were carried out to investigate the effects of leaf loading quantity and circulating air volume during bulk curing on the variation of physical and chemical characteristics in flue-cured tobacco. The results are as follows : 1. The content of sugar in cured leaves was decreased with more circulating air volume and leaf loading quantity at bulk curing. 2. Total nitrogen and protein nitrogen were decreased with less circulating air volume and more leaf loading quantity, while amino nitrogen was increased. 3. The contents of linolenic acid and linoleic acid were increased with more leaf loading quantity and oxalic acid and citric acid had a tendency of being increased in case of high circulating air volume. 4. In general, major aromatic compounds were increased through flue-curing. Relatively high content of solanone in case of lower air volume and less leaf loading were observed, while megastig matrienone was increased when leaf loading was small. 5. The more circulation air volume with leaf loading quantity caused lowering equilibrium moisture content and higher shatter index, which resulted in poor quality of cured leaves based on quality index, nitrogen number, taste index phillips index, and sugar-nicotine ratio.

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비파괴시험기법을 이용한 토량환산계수 산정 방법 제시 (Estimation of Soil Volume Conversion Factors using Nondestructive Testing Methods)

  • ;류희환;조계춘;홍은수;진규남
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2010년도 춘계 학술발표회
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    • pp.717-721
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    • 2010
  • Soil volume conversion factors are used for estimation of an excavated the soil volume which will be removed or added in levelling the ground surface of a construction site. An accurate evaluation method will help us reduce a construction cost and time consuming. In this study, we performed the laboratory tests, including grain size measurement, water content, specific gravity, porosity, density and XRD tests, to suggest reliable soil volume conversion factors and weathering indices in field using nondestructive methods. The weathering index and soil volume conversion factor L are obtained for different types of soils. At results, the CIW index is the best method measuring the weathering index and the factor L is relative to natural porosity, void ratio, density and dry density.

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Impact of Pulmonary Arterial Elastance on Right Ventricular Mechanics and Exercise Capacity in Repaired Tetralogy of Fallot

  • Soo-Jin Kim;Mei Hua Li;Chung Il Noh;Seong-Ho Kim;Chang-Ha Lee;Ja-Kyoung Yoon
    • Korean Circulation Journal
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    • 제53권6호
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    • pp.406-417
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    • 2023
  • Background and Objectives: Pathophysiological changes of right ventricle (RV) after repair of tetralogy of Fallot (TOF) are coupled with a highly compliant low-pressure pulmonary artery (PA) system. This study aimed to determine whether pulmonary vascular function was associated with RV parameters and exercise capacity, and its impact on RV remodeling after pulmonary valve replacement. Methods: In a total of 48 patients over 18 years of age with repaired TOF, pulmonary arterial elastance (Ea), RV volume data, and RV-PA coupling ratio were calculated and analyzed in relation to exercise capacity. Results: Patients with a low Ea showed a more severe pulmonary regurgitation volume index, greater RV end-diastolic volume index, and greater effective RV stroke volume (p=0.039, p=0.013, and p=0.011, respectively). Patients with a high Ea had lower exercise capacity than those with a low Ea (peak oxygen consumption [peak VO2] rate: 25.8±7.7 vs. 34.3±5.5 mL/kg/min, respectively, p=0.003), while peak VO2 was inversely correlated with Ea and mean PA pressure (p=0.004 and p=0.004, respectively). In the univariate analysis, a higher preoperative RV end-diastolic volume index and RV end-systolic volume index, left ventricular end-systolic volume index, and higher RV-PA coupling ratio were risk factors for suboptimal outcomes. Preoperative RV volume and RV-PA coupling ratio reflecting the adaptive PA system response are important factors in optimal postoperative results. Conclusions: We found that PA vascular dysfunction, presenting as elevated Ea in TOF, may contribute to exercise intolerance. However, Ea was inversely correlated with pulmonary regurgitation (PR) severity, which may prevent PR, RV dilatation, and left ventricular dilatation in the absence of significant pulmonary stenosis.