• Communications for Statistical Applications and Methods
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• 제23권2호
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• pp.163-177
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• 2016

We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

• Progress in Superconductivity
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• 제4권1호
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• pp.27-31
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• 2002

MgB$_2$samples have been prepared by a stoichiometry mixture of Mg and B inside stainless steel tubes(Commercial Stainless Steel Tube Enveloping Technique). XRD data show that there are no second phases like MgO. The transition temperature of specimens is 37.5 K with a sharp transition width of ΔTc within 1K. From magnetic hysteresis measurement, flux jump was shown up to 15K, which was higher than that of samples by other methods. We have concluded that the flux jump is mainly affected by impurities and second phases.

• 한국경영과학회지
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• 제29권2호
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• pp.45-57
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• 2004

The purpose of this paper is studying the valuation of option prices in Incomplete markets. A market is said to be incomplete if the given traded assets are insufficient to hedge a contingent claim. This situation occurs, for example, when the underlying stock process follows jump-diffusion processes. Due to the jump part, it is impossible to construct a hedging portfolio with stocks and riskless assets. Contrary to the case of a complete market in which only one equivalent martingale measure exists, there are infinite numbers of equivalent martingale measures in an incomplete market. Our research here is focusing on risk minimizing hedging strategy and its associated minimal martingale measure under the jump-diffusion processes. Based on this risk minimizing hedging strategy, we characterize the dynamics of a risky asset and derive the valuation formula for an option price. The main contribution of this paper is to obtain an analytical formula for a European option price under the jump-diffusion processes using the minimal martingale measure.

• 대한통합의학회지
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• 제3권2호
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• pp.73-78
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• 2015

Purpose: This study was conducted to investigate out the effects of power by body application of weight training that can increase vertical jump, standing long jump, and medicine ball throw that are important factors for power ability. Methods: Sixteen in normal adult were participated in this study. The subjects were divided into the upper limb weight training group(N=16), the lower limb weight training group(N=16) and they exercised during a four-week period of time, three times a week, 70 minutes each, and the each group did take part in any exercise program. To evaluate the changes in power were measured by using the vertical jump, standing long jump, and medicine ball throw. The data was analyzed with a SPSS 18.0 program. Results: The results showed that the vertical jump, standing long jump were significantly increased in the upper limb weight training group(p<.01) and medicine ball throw was significantly increased in the both group(p<.05). However, there were that showed not significantly differences in all power items between two groups after experiment(p>.05). Conclusion: It was concluded that the weight training were effective in enhancing the power ability. Also, can be considered effective the better lower limb weight training group than upper limb weight training group.

• 한국운동역학회지
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• 제22권3호
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• pp.305-314
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• 2012

The purpose of this study was to investigate the effects of joint kinetics and coordination on within-individual differences in maximum vertical jump. 10 male subjects aged 20 to 30 performed six trials in maximum vertical jump and with based on jump height the good(GP) and bad(BP) performances for each subject were compared on joint kinetics of lower extremity and coordination parameters such as joint reverse and relative phase. The results showed that maximum moment, power, and work done of hip joint and maximum moment of ankle joint in GP were significantly higher than that in the BP but no significant differences for the knee joint. We could observe a significant difference in joint reverse timing between both conditions. And also the relative phase on ankle-knee and ankle-hip in GP were significantly lower than that in the BP, which means that in GP joint movements were more in-phase synchronized mode. In conclusion, mechanical outputs of hip and ankle joints had an effect on within-individual differences in vertical jump and the inter-joint coordination and coordination including sequence and timing of joint motion also might be high influential factors on the performances within individual.

• 제어로봇시스템학회논문지
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• 제15권11호
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• pp.1108-1114
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• 2009

Mobility is one of the most important features for a guard robot since it should be operated in rough places. A wheel-based mobile robot capable of jumping is an appropriate structure for a guard robot because it can easily satisfy the requirements for small guard robots. The jumping robot can reach a higher place more rapidly than other locomotion methods. This research proposes a small robot equipped with the jumping mechanism based on the conical spring with the variable length endtip. The variable length endtip enables the independent control of the jump force and jump angle which are related to the jump height and jump distance, respectively. Various experiments demonstrated that the proposed jumping mechanism can provide the independent control of jump force and jump angle, and improve the mobility of a small robot to overcome an obstacle. Furthermore, a combination of the jumping mechanism and the PSD sensor to measure the distance to the step enable the jumping robot to autonomously climb stairs.

• 대한정형도수물리치료학회지
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• 제22권1호
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• pp.43-49
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• 2016

Background: The purpose of this study was to investigate the effects on balance and Jump performance in soccer player with functional ankle instability of Movement with mobilization (MWM) and taping. Methods: In 30 male college soccer player with functional ankle instability subjects of this study randomization, fibular reposition taping (FRT) group (n=10), kinesio taping (KT) group (n=10), control group (n=10) that included in the MWM and taping was classified group.Before and after intervention, measured in surface area ellipse and countermovement jump with arm swing. Results: Showed a significant balance and jump performance from the FRT group and KT group compared to the control group. Showed a significant improvement in balance from the FRT group compared to the KT group. Conclusions: MMW and taping showed the increased balance and Jump performance in soccer player with functional ankle instability.

• 한국결정성장학회지
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• 제21권1호
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• pp.1-5
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• 2011

본 논문에서는 먼저 저온에서의 초전도 결정의 비열 점프를 임계 온도의 함수로 구하였다. 다음에, 구한 비열 점프의 부호와 크기 등을 분석하여 여러 가지 실험적인 사실들을 예측하였다. 마지막으로 우리가 예측한 실험 사실과 실제의 실험이 일치하는지 비교하였다. 이론적으로 구한 비열점프는 $YNi_2B_2C$ 결정의 비열 점프 업 과 비열 점프 다운 현상을 비교적 잘 설명한다. 특히 매우 낮은 온도에서는 상전도-초전도 전이 시에 비열이 점프 다운된다는 주목할 만한 이론적 예측을 실험 결과를 통해 확인할 수 있었다.

• 제어로봇시스템학회논문지
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• 제7권12호
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• pp.1015-1023
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• 2001

error behaviour can be considered as a linear combination of low amplitude random noise and abrupt jumps. The reason of jump appearance can be explained by the semi-shading effects(buildings, trees), jamming, high dynamic of vehicle and so on. This study describes the stand-alone GPS error jump smoothing algorithm which is developed based on the scalar adaptive filter. The algorithm consists of the coarse jump smoothing and the fine jump smoothing. On the coarse smoothing step, GPS velocities or position differences are used as the measurement for the scalar adaptive filter. The purpose of adaptive filter is to smooth the jump errors. The coarse positions are detennined by the integration of smoothed velocities. On the fine smoothing step, the differences between GPS positions and the coarse positions are smoothed by another scalar adaptive filter. The reason of fine smoothing is based on the facts that smoothing accuracy depends on the variance ofusefuJ signa\. The coarse smoothing which deal with the difference of positions provides the rough error removing. So the coarse smoothed velocities can have much more low amplitude than the raw ones. The fine smoothing procedure provides high quality of filtering process. Simulation results show the efficiency of proposed scheme.

• 국제물리치료학회지
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• 제10권2호
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• pp.1756-1762
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• 2019

Background: Functional ankle instability (FAI) indicating a decrease in muscle strength, proprioception, neuromuscular control, balance and postural control function. Objective: To investigate the effect of jumping exercise on the supporting surface on the ankle muscle thickness, proprioceptive sensation, and balance in adults with FAI. Design: Randomized Controlled Trial. Methods: Twenty young people with FAI were randomly assigned to the unstable supporting surface jump group (N=10) and the stable supporting surface jump group (N=10). The intervention was conducted three times a week for eight weeks, and for 30 minutes per session. Trampoline was used as an unstable support surface and the stable support surface was carried out on a regular floor. The thickness of the tibialis anterior muscle and medial gastrocnemius muscle was measured by ultrasonography, and the proprioception of dorsiflexion and plantarflexion was measured using an electrogoniometer. The dynamic balance was also measured with a balance meter. Results: The the muscle thickness of the medial gastrocnemius muscle was significantly higher in the stable supporting surface jump group than in the unstable supporting surface jump group (p<.05). Furthermore, the plantar flexion proprioception and dynamic balance were significantly improved in the unstable supporting surface jump group than in the stable supporting surface jump group in the intergroup comparison (p<.05). Conclusions: The conclusion has been reached in this study that the jumping exercise on the unstable supporting surface could be a more effective in improving FAI than the regular surface.