• 제목/요약/키워드: Index value

검색결과 4,709건 처리시간 0.033초

극단치 분포와 Copula함수를 이용한 주식시장간 극단적 의존관계 분석 (The Analysis of Tail Dependence Between stock Markets Using Extreme Value Theory and Copula Function)

  • 김용현;배석주
    • 대한산업공학회지
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    • 제33권4호
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    • pp.410-418
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    • 2007
  • This article suggests the methods to investigate adverse movement across global stock markets arising from insolvency of subprime mortgage in U.S. Our application deals with asymptotic tail dependence of daily stock index returns (KOSPI, DJIA, Shanghai Composite) of three countries; Korea, U.S., and China, over specific period via extreme value theory and copula functions. Daily stock index returns among three countries show higher extremal dependence during the period exposed to systematic shock. We confirm that extreme value theory and copula functions have potential to well describe the extreme dependence between three countries' daily stock index returns.

Stochastic value index for seismic risk management of existing lifelines

  • Koike, Takeshi;Imai, Toshio
    • Structural Engineering and Mechanics
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    • 제32권1호
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    • pp.147-165
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    • 2009
  • This study proposes a certain measure or investment strategy for decision making associated with seismic retrofitting. This strategy reduces the risk of a large-scale malfunction such as water supply loss under seismic risks. The authors developed a stochastic value index that will be used in the overall evaluation of social benefit, income gain, life cycle costs and failure compensation associated with existing lifeline systems damaged by an earthquake during the remaining service period. Optimal seismic disaster prevention investment of deteriorated lifeline systems is discussed. Finally, the present study provides a performance-based design method for seismic retrofitting strategies of existing lifelines which are carried out using the target probabilities of value loss and structural failure.

Kano 모델과 QFD를 활용한 가치요소 중심의 서비스 디자인 개선방안 (A Value Based Service Design Using Kano's Model and QFD)

  • 배용섭;유영목
    • 한국경영과학회지
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    • 제36권4호
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    • pp.109-123
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    • 2011
  • This study proposes a value based service design (VBSD) approach using Kano's model and QFD. Key quality factors and key cost factors are identified, evaluated and then incorporated to produce customer value index (CVI) and provider value index (PVI) which are together used to determine the four value strategy zones. Each value strategy zone suggests its own appropriate service development strategy based on its corresponding CVI and PVI characteristics such as maintaining current service, reducing costs, raising quality or eliminating/creating services. A camping car service design case is applied to this study, which shows the practical contribution of this VBSD approach.

AHP기법을 활용한 중국 지방정부 공공데이터 자산의 상업적 가치평가 대한 비교연구 (A comparative study on the business value assessment of local government open data assets in China based on AHP technique)

  • 윤가명;심재연
    • 산업진흥연구
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    • 제8권3호
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    • pp.201-210
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    • 2023
  • 본 연구는 데이터 생태학 이론에 기초하여 중국 지방자치단체의 공개 공공 데이터를 연구 대상으로 삼았다. 데이터 자산가치 평가방법을 데이터 비즈니스 운영의 새로운 관점에서 비교하였다. 계층적 분석방법(AHP)을 사용한 평가 모형을 이용한 연구결과는 전통적인 비용, 수익 및 시장 방법보다 정부 개방형데이터 자산의 상업적 가치를 더 객관적으로 반영할 수 있었으며, 데이터 가치지수를 종합적으로 평가할 수 있다는 장점을 보여주었다. 그리고 지역 데이터 가치에 대한 종합적인 검색결과를 더 잘 반영되고 있었다. 자료를 보면 지방정부의 데이터 가치평가지수는 지역의 디지털 경제발전지수에 비례하여 디지털 경제에 대한 효과가 나타났다. 본 연구는 지방정부의 데이터 가치를 이해하는데 기여하였다. 이로 인하여 데이터 혁신 및 데이터 비즈니스 운영모델구축을 촉진하고, 사회복지를 개선하며, 데이터 실현을 위해 디지털 경제의 빠른 발전을 촉진하는 연구 및 실천하는 계기를 만들고자 하였다.

API시험법에 의한 국내 석탄회의 품질 평가 (Evaluation of Domestic CCPs(Coal Combustion Products) Quality by API Test Method)

  • 유성원;유경근;조영근
    • 한국건설순환자원학회논문집
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    • 제1권1호
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    • pp.49-57
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    • 2013
  • 최근, 산업부산물의 재활용과 이산화탄소 저감은 사회적으로 매우 중요한 이슈이다. 이러한 측면에서 화력발전소에서 발생되는 석탄회는 콘크리트의 혼합재로 사용되는 것이 재활용 방안 중 최선으로 알려져 있다. 석탄회를 콘크리트에 사용하기 위하여 KS에서는 $SiO_2$, 분말도, 비중, 강열감량 및 활성도 지수 등의 품질 항목을 선정하여 관리하고 있다. 특히, 활성도 지수의 경우는 석탄회가 콘크리트에 사용될 때의 강도 발현성을 판정할 수 있는 가장 주요한 판정기준인데 반해서 실험소요 기간이 최소 28일 혹은 91일이 요구되는 단점을 가지고 있다. 이러한 문제점에 착안하여 본 연구에서는 기존 활성도 지수를 대체하여 석탄회의 포졸란 반응성을 신속하게 측정할 수 있는 API 시험법을 적용하여, API 시험결과와 활성도지수 및 K-value와의 비교 분석을 통하여 API 시험법의 적용 가능성을 검토하고, 신속 측정방법인 API 시험법에 의한 국내 석탄회의 품질을 평가하고자 하였다. 실험 결과, 국내 석탄회는 수분 및 비중을 제외하고는 KS 품질기준을 대부분 만족하지 못하는 것으로 나타났으며, 특히 유동층 보일러 애시는 고유의 특성을 가지는 것으로 나타났다. API와 활성도지수 및 K-value의 경우, 각각의 상관성이 상당히 좋은 것으로 나타났다. 특히, 재령이 증가할수록 API와의 상관성은 점점 증가하는 것으로 나타나 장기 재령의 실험을 요구하는 활성도 지수 대신에 2일 내에 결과를 알 수 있는 API시험이 석탄회의 포졸란 반응성 평가에 매우 유용한 시험방법인 것으로 판단된다.

Triglyceride and Glucose (TyG) Index is a Clinical Surrogate Marker for the Diagnosis of Metabolic Syndrome

  • Shin, Kyung-A
    • 대한의생명과학회지
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    • 제23권4호
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    • pp.348-354
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    • 2017
  • TyG (triglyceride and glucose) index using triglyceride and fasting blood glucose is recommended as a useful marker for insulin resistance. The present study evaluated the usefulness of TyG index in diagnosing metabolic syndrome and suggested an optimal cut-off value. The subjects of this study were adult 4,415 adults aged 20 to 80 years who underwent health screening at J General Hospital from January 2016 to January 2017. Metabolic syndrome was based on AHA/NHLBI (American Heart Association/National Heart, Lung, and Blood Institute) criteria. TyG index correlated with metabolic syndrome risk factors including HOMA-IR. Compared with the participants in the lowest quartile of TyG index, odds ratios and 95% confidence intervals for metabolic syndrome were 8.5 (3.005~23.903), 20.0 (17.190~23.407) for those in the third, and the fourth quartile of TyG index. The optimal cut-off value of the metabolic syndrome was 8.81 for TyG index (sensitivity 86.7%, specificity 80.1%) and area under the ROC curve (AUC) was 0.894. In conclusion, TyG index is effective to identify individuals at risk for metabolic syndrome.

포장(PET/EVOH Film) 멸치조미가공품의 유통기한 예측 (Shelf Life Prediction of Seasoned Anchovies packaged with PET/EVOH Film)

  • 이의석;이형주;배재석;김용국;이종혁;홍순택
    • 동아시아식생활학회지
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    • 제23권6호
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    • pp.827-832
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    • 2013
  • An attempt is made to predict the shelf life of seasoned anchovies packaged with laminated film, composed of polyethylene terephthalate (PET) and ethylene vinyl alcohol (EVOH). First, a descriptive sensory analysis is carried out to determine the principal sensory quality index in seasoned anchovies. Then, the physicochemical quality index with high correlation to the principal sensory quality index is determined accordingly. Subsequently, with the physicochemical quality index, the shelf-life is estimated by using the Arrhenius equation. As for the sensory quality index, 'color' is determined as a principal sensory quality index. For all samples stored at 3 different temperatures (25, 35, $45^{\circ}C$), it is observed that the sensory score is shown to be over 2.5 until 60 days of storage period, which is the lowest acceptable level. In addition, the b-value, as a physicochemical quality index, is determined to have a high correlation to the sensory quality index. Further, the activation energy and the Q10 value for the b-value by the Arrhenius equation is found to be 11.24 kcal/mol, 1.385~2.011, respectively. Thus, it can be concluded that the shelf life of seasoned anchovies packaged with PET/EVOH film is estimated to be 279.44 days when stored at $20^{\circ}C$.

주가지수의 예측에 있어 Fuzzy Delphi 방법의 적용 (The Application of Fuzzy Delphi Method in Forecasting of the price index of stocks)

  • 김태호;강경식;김창은;박윤선;현광남
    • 산업경영시스템학회지
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    • 제15권26호
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    • pp.111-117
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    • 1992
  • In the stock marketing. investor needs speedy and accurate decision making for the investment. A stock exchange index provides the important index of the early of 1993 in Korea using Fuzzy Delphi Method(F. D. M) which is widely used to a mid and long range forecasting in decision making problem. In the Fuzzy Delphi method, considerably qualified experts an first requested to give their opinion seperately and without intercommunication. The forecasting data of experts consist of Triangular Fuzzy Number (T.F.N) which represents the pessimistic, moderate, and optimistic forecast of a stock exchange index. A statistical analysis and dissemblance index are then made of these subject data. These new information are then transmitted to the experts once again, and the process of reestimation is continued until the process converges to a reasonable stable forecast of stock exchange index. The goal of this research is to forecast the stock exchange index using F.D.M. in which subjective data of experts are transformed into quasi -objective data index by some statistical analysis and fuzzy operations. (a) A long range forecasting problem must be considered as an uncertain but not random problem. The direct use of fuzzy numbers and fuzzy methods seems to be more compatible and well suited. (b) The experts use their individual competency and subjectivity and this is the very reason why we propose the use of fuzzy concepts. (c) If you ask an expert the following question: Consider the forecasting of the price index of stocks in the near future. This experts wi11 certainly be more comfortable giving an answer to this question using three types of values: the maximum value, the proper value, and the minimum value rather than an answer in terms of the probability.

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EXISTENCE OF n POSITIVE SOLUTIONS TO SECOND-ORDER MULTI-POINT BOUNDARY VALUE PROBLEM AT RESONANCE

  • Wang, Feng;Zhang, Fang
    • 대한수학회보
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    • 제49권4호
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    • pp.815-827
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    • 2012
  • The existence of $n$ positive solutions is established for second order multi-point boundary value problem at resonance where $n$ is an arbitrary natural number. The proof is based on a theory of fixed point index for A-proper semilinear operators defined on cones due to Cremins.

MULTIPLE POSITIVE SOLUTIONS OF PERIODIC BOUNDARY VALUE PROBLEMS WITH IMPULSE

  • Song, Xiaohua;Zhao, Zengqin;Wang, Xin
    • Journal of applied mathematics & informatics
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    • 제27권3_4호
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    • pp.875-883
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    • 2009
  • At least two positive solutions of a first-order periodic boundary value problem with impulse are obtained by establishing a new cone and the theorem of fixed point index. And at the end of this paper we give an example to illustrate the application of our main results.

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