• Title/Summary/Keyword: Initial effect model

Search Result 950, Processing Time 0.033 seconds

The Effect of Initial Margin on Long-run and Short-run Volatilities in Japan

  • Kim, Sangbae;Jung, Taehun
    • East Asian Economic Review
    • /
    • v.17 no.3
    • /
    • pp.311-332
    • /
    • 2013
  • This paper examines the effect of initial margin requirements on long-run and short-run volatilities in the Japanese stock market using the Component GARCH model. Our empirical results show that when we do not divide the margin requirement into positive and negative changes, increasing margin requirement is effective for reducing long-run volatility, while not effective in short-run volatility. However, separating the positive and negative changes in margin requirements reveals the fact that the negative changes in margin requirements decrease long-run volatilities, while the higher margin requirements increase short-run volatilities in the Japanese stock market. This suggests that if the Japanese financial authorities intend to increase margin level to reduce volatility, unexpectedly, short-run volatility would be even higher.

Language Specific Variations of Domain-initial Strengthening and its Implications on the Phonology-Phonetics Interface: with Particular Reference to English and Hamkyeong Korean

  • Kim, Sung-A
    • Speech Sciences
    • /
    • v.11 no.3
    • /
    • pp.7-21
    • /
    • 2004
  • The present study aims to investigate domain-initial strengthening phenomenon, which refers to strengthening of articulatory gestures at the initial positions of prosodic domains. More specifically, this paper presents the result of an experimental study of initial syllables with onset consonants (initial-syllable vowels henceforth) of various prosodic domains in English and Hamkyeong Korean, a pitch accent dialect spoken in the northern part of North Korea. The durations of initial-syllable vowels are compared to those of second vowels in real-word tokens for both languages, controlling both stress and segmental environment. Hamkyeong Korean, like English, tuned out to strengthen the domain-initial consonants. With regard to vowel durations, no significant prosodic effect was found in English. On the other hand, Hamkyeong Korean showed significant differences between the durations of initial and non-initial vowels in the higher prosodic domains. The theoretical implications of the findings are as follows: The potentially universal phenomenon of initial strengthening is shown to be subject to language specific variations in its implementation. More importantly, the distinct phonetics- phonology model (Pierrehumbert & Beckman, 1998; Keating, 1990; Cohn, 1993) is better equipped to account for the facts in the present study.

  • PDF

Crash Performance of a Straight Member for Various Section Shapes and Local Reinforcement (단면 형상 및 국부 보강에 따른 직선 부재의 충돌 성능)

  • Lee, Hunbong;Kang, Sungjong
    • Transactions of the Korean Society of Automotive Engineers
    • /
    • v.21 no.5
    • /
    • pp.97-103
    • /
    • 2013
  • Crash performance of the straight member was studied by FE analysis. One end of model was fixed and the other end was impacted by 1,000kg rigid mass with velocity of 16.0m/sec. The maximum and mean load were discussed to compare crash performance. The members with various section shapes were analyzed and the flange location was changed. Also, spot weld points were added in the initial buckling region to investigate its effect. Final rectangular section model which has flanges at the center and reinforcement in initial buckling region showed high enhancement in crash performance.

A Numerical Analysis on the Spray Characteristics at Different Injection System Parameters in a Common-rail Diesel Engine (연료분사계 변수의 변화에 따른 커먼레일 디젤엔진의 분무특성에 관한 수치적 분석)

  • Lee, Suk-Young;Jeon, Chung-Hwan
    • Journal of ILASS-Korea
    • /
    • v.15 no.1
    • /
    • pp.8-16
    • /
    • 2010
  • This paper present the diesel spray characteristics at different injection system parameters in a HSDI diesel engine. The spray characteristics was calculated by the coupled simulation of fuel injection system model and three-dimensional KIVA-3V code with TAB spray model. The relevant injection parameters are accumulator volume, control chamber initial volume, control orifice diameter, needle valve diameter and nozzle chamber initial volume, etc. Parametric investigation with respect to twelve relevant injection parameters showed that there was a significant advantage in varying control chamber initial volume, control chamber orifice diameter, and nozzle chamber orifice diameter with respect to effect the SMD and fuel injection speed. Consequently, in order to design the fuel injection system for spray characteristics, it seems reasonable to suppose to be optimized the fuel injection system.

An Analytical Model for Calculating Initial Stiffnesses of Double Angle Connections (더블앵글 접합부의 초기강성 산정을 위한 해석모델)

  • Yang, Jae-Guen;Kim, Ki-Hwan;Kim, Ho-Keun
    • Journal of Korean Association for Spatial Structures
    • /
    • v.4 no.4 s.14
    • /
    • pp.55-63
    • /
    • 2004
  • Double angle connections are commonly used for the construction of the low-rise steel framed buildings. Several experimental tests lave been conducted to investigate the effect of the number of bolts on the rotational stiffness of a double angle connection. Several parameters are obtained by performing regression analysis. An analytical model has been introduced to calculate the initial stiffness of a double angle connection in this research.

  • PDF

Prediction Model for the Microstructure and Properties in Weld Heat Affected Zone: III. Prediction Model for the Austenite Grain Growth Considering the Influence of Initial Austenite Grain Size in Weld HAZ of Precipitates Free Low Alloyed Steel (용접 열영향부 미세조직 및 재질 예측 모델링 : III. 석출물 - Free 저합금강의 초기 오스테나이트 결정립크기의 영향을 고려한 용접 열영향부 오스테나이트 결정립성장 예측 모델)

  • Uhm, Sang-Ho;Moon, Joon-Oh;Jeong, Hong-Chul;Lee, Jong-Bong;Lee, Chang-Hee
    • Journal of Welding and Joining
    • /
    • v.24 no.4
    • /
    • pp.39-49
    • /
    • 2006
  • The austenite grain growth model in low alloyed steel HAZ without precipitates was proposed by analyzing isothermal grain growth behavior. Steels used in this study were designed to investigate the effect of alloying elements. Meanwhile, a systematic procedure was proposed to prevent inappropriate neglect of initial grain size (D0) and misreading both time exponent and activation energy for isothermal grain growth. It was found that the time exponent was almost constant, irrespectively of temperature and alloying elements, and activation energy increased with the addition of alloying elements. From quantification of the effect of alloying elements on the activation energy, an isothermal grain growth model was presented. Finally, combining with the additivity rule, the austenite grain size in the CGHAZ was predicted.

An Analysis on Effects of the Initial Condition and Emission on PM10 Forecasting with Data Assimilation (초기조건과 배출량이 자료동화를 사용하는 미세먼지 예보에 미치는 영향 분석)

  • Park, Yun-Seo;Jang, Im-suk;Cho, Seog-yeon
    • Journal of Korean Society for Atmospheric Environment
    • /
    • v.31 no.5
    • /
    • pp.430-436
    • /
    • 2015
  • Numerical air quality forecasting suffers from the large uncertainties of input data including emissions, boundary conditions, earth surface properties. Data assimilation has been widely used in the field of weather forecasting as a way to reduce the forecasting errors stemming from the uncertainties of input data. The present study aims at evaluating the effect of input data on the air quality forecasting results in Korea when data assimilation was invoked to generate the initial concentrations. The forecasting time was set to 36 hour and the emissions and initial conditions were chosen as tested input parameters. The air quality forecast model for Korea consisting of WRF and CMAQ was implemented for the test and the chosen test period ranged from November $2^{nd}$ to December $1^{st}$ of 2014. Halving the emission in China reduces the forecasted peak value of $PM_{10}$ and $SO_2$ in Seoul as much as 30% and 35% respectively due to the transport from China for the no-data assimilation case. As data assimilation was applied, halving the emissions in China has a negligible effect on air pollutant concentrations including $PM_{10}$ and $SO_2$ in Seoul. The emissions in Korea still maintain an effect on the forecasted air pollutant concentrations even after the data assimilation is applied. These emission sensitivity tests along with the initial condition sensitivity tests demonstrated that initial concentrations generated by data assimilation using field observation may minimize propagation of errors due to emission uncertainties in China. And the initial concentrations in China is more important than those in Korea for long-range transported air pollutants such as $PM_{10}$ and $SO_2$. And accurate estimation of the emissions in Korea are still necessary for further improvement of air quality forecasting in Korea even after the data assimilation is applied.

Pathways to Job Satisfaction of Local Officials in the Child Care Sector (보육담당 공무원의 직무만족도에 영향을 미치는 경로)

  • Shin, Nary;Kim, Jihyun;Min, Sunghye
    • Korean Journal of Human Ecology
    • /
    • v.21 no.6
    • /
    • pp.1095-1110
    • /
    • 2012
  • The purpose of this study was to examine pathways between job characteristics and job satisfaction among local officials in the child care sector. Participants of this study comprised of 128 local officials who worked in the child care sectors. Structural equation modeling was used to test the direct and indirect effects of job characteristics on job satisfaction through job stress and job burnout. Results confirmed the initial model that assumed there would be an indirect effect of job characteristics based on job satisfaction. The path involving three variables of job characteristics, however, were not statistically significant. The initial model was modified by removing the job characteristics variables. The modified model that confirmed the initial model showed that job stress of local officials in the child care sector was likely to increase job burnout; in turn, the job burnout tended to decrease job satisfaction.

Modeling of memory-dependent derivative in a rotating magneto-thermoelastic diffusive medium with variable thermal conductivity

  • Said, Samia M.;Abd-Elaziz, Elsayed M.;Othman, Mohamed I.A.
    • Steel and Composite Structures
    • /
    • v.36 no.6
    • /
    • pp.617-629
    • /
    • 2020
  • The purpose of this paper is to depict the effect of rotation and initial stress on a magneto-thermoelastic medium with diffusion. The problem discussed within memory-dependent derivative in the context of the three-phase-lag model (3PHL), Green-Naghdi theory of type III (G-N III) and Lord and Shulman theory (L-S). Analytical expressions of the considered variables are obtained by using Laplace-Fourier transforms technique. Numerical results for the field quantities given in the physical domain and illustrated graphically in the absence and presence of a magnetic field, initial stress as well as the rotation. The differences in variable thermal conductivity are also presented at different parameter of thermal conductivity. The numerical results of the field variables are presented graphically to discuss the effect of various parameters of interest. Some special cases are also deduced from the present investigation.

Reflection and refraction of magneto-thermoelastic plane wave at the pre-stressed liquid-solid interface in generalized thermoelasticity under three theories

  • Kakar, Rajneesh;Kakar, Shikha
    • Earthquakes and Structures
    • /
    • v.9 no.3
    • /
    • pp.577-601
    • /
    • 2015
  • The thermomagnetic effect on plane wave propagation at the liquid-solid interface with nonclassical thermoelasticity is investigated. It is assumed that liquid-solid half-space is under initial stress. Numerical computations are performed for the developed amplitude ratios of P, SV and thermal waves under Cattaneo-Lord-Shulman theory, Green-Lindsay theory and classical thermoelasticity. The system of developed equations is solved by the application of the MATLAB software at different angles of incidence for Green and Lindsay model. The effect of initial stress and magnetic field in the lower half-space are discussed and comparison is made in LS, GL and CT models of thermoelasticity. In the absence of magnetic field, the obtained results are in agreement with the same results obtained by the relevant authors. This study would be useful for magneto-thermoelastic acoustic device field.