• Korean Journal of Applied Biomechanics
• /
• v.25 no.2
• /
• pp.167-174
• /
• 2015

Purpose : The purpose of this study was to investigate the effects of loaded vertical jumps on the following vertical jumps and to find how long the transient effect of warm-ups would continue. Methods : Twelve healthy college male students, majoring in physical education, participated in this study voluntarily. They performed three sets of unloaded jumps (pre-jump, 5% post jump, and 10% post jump) and two sets of loaded jumps (5% and 10% loaded jumps) according to the counter-balanced order. At each set, three trials of maximal vertical jumps were performed by a 30 second interval between trials and a 3 minute break after warm-up jumps. Force platform and motion capturing system were used to record motions and ground reaction force. Results : Only 5% post-warm-up jumps ($48.29{\pm}2.06cm$) showed significant increase in the jump height compared with pre-warm-up jumps ($47.35{\pm}2.21cm$). The transient effects of loaded warm-ups disappeared 4 minutes after loaded jumps. Conclusion : Conclusively, a decent amount of loading (around 5% extra of body weight) during sport specific warm-ups would give a positive, transient effect on the performance of the vertical jump.

• Journal of the Chungcheong Mathematical Society
• /
• v.33 no.1
• /
• pp.165-171
• /
• 2020

In this paper we consider a mixed fractional Brownian motion (mfBm) with jumps. The prices of European barrier options can be evaluated by solving a partial integro-differential equation (PIDE) with variable coefficients, which is derived from the mfBm with jumps. The 2-step backward differentiation formula (BDF2 method) proposed in [6] is applied with the second-order convergence rate in the time and spatial variables. Numerical simulations are carried out to observe the convergence behaviors of the BDF2 method under the mfBm with the Kou model.

• Journal of Korea Trade
• /
• v.23 no.2
• /
• pp.110-126
• /
• 2019

Purpose - This paper examines the recently realized continuous volatility and discrete jumps of US Dollar/Euro returns using the frequency of five minute returns spanning the period from February 2010 through February 2018with periodicity filters. Design/Methodology - This paper adopts the nonparametric estimation. The realized volatility and Realized Outlying Weighted variations show non-Gaussian, fat-tailed, and leptokurtic distributions. Some significant volatility jumps in returns occurred from 2010 through 2018, and the very exceptionally large and irregular jumps occurred around 2010-2011, after the EU financial crisis, and 2015-2016. The outliers occurred somewhat frequently around the years of 2015 and 2016. Originality/value - When we include periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro exchange rates have smaller daily jump probabilities by 20-30% than when we do not include the periodicity filters of volatility. Thus, when we consider the periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro have considerably smaller jump probabilities.

• Management & Information Systems Review
• /
• v.35 no.1
• /
• pp.273-286
• /
• 2016

This study investigated the information contents of KOSPI200 Options for intraday big market movement by using minute by minute data. The major findings are summarized as follows; First, big market movement occurred more frequently during 9:00~10:00 and 14:00~14:50. These phenomena reflect market unstability just after opening and near closing. Second, VKSOPI is most closely associated with extreme changes such as KOSPI200 jumps. Third, VKOSPI is showed more predictive power with negative KOSPI200 jumps than KOSPI200 jumps. Fourth, VKOSPI showed predictive power for the positive and negative jumps up to 30 minutes before the jumps occurs. The purpose of this study is to explore the most recent topics in the field of finance, research on market microstructure. This study is an important contribution to investigate intraday information comprehensively in terms of market microstructure effects using the 15-year long-term and the high-frequency data(minute by minute). The results of this study are expected to contribute to detect intraday true jumps, proactive development of market risk indicators, risk management, derivatives investment strategy.

• Journal of the Korean Mathematical Society
• /
• v.59 no.6
• /
• pp.1083-1101
• /
• 2022

In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that have Lipschitz generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. Under just integrability on the data we show that such equations admit a unique solution which belongs to class 𝔻.

• Korean Journal of Optics and Photonics
• /
• v.23 no.2
• /
• pp.77-86
• /
• 2012

The connection between the continuousness of Rabi oscillation and the discontinuity of quantum jumps has long remained one of the conceptual difficulties since the discovery of the quantum physical paradigm. In this study, however, we demonstrate that the behavior of the atom-field composite system gradually changes from the continuous Rabi interaction to the discontinuous quantum jumps as the atom-field coupling strength is reduced. The reduction occurs through enlarging the quantization volume of the mode so that the mode approaches one of the infinitely many modes of the thermal background.

• Korean Journal of Applied Biomechanics
• /
• v.27 no.2
• /
• pp.141-147
• /
• 2017

Objective: We obtained force-displacement curves for countermovement jumps of multiple heights and examined the effect of an arm swing on changes in vertical jumping strategy. Countermovement jumps with hands on hips (Condition 1) and with an arm swing (Condition 2) were evaluated to investigate the mechanical effect of the arm movement on standing vertical jumps. We hypothesized that the ground reaction force (GRF) and/or center of mass (CoM) motion resulting from the countermovement action would significantly change depending on the use of an arm swing. Method: Eight healthy young subjects jumped straight up to five different levels ranging from approximately 10% (~25 cm) to 35% (~55 cm) of their body heights. Each subject performed five sets of jumps to five randomly ordered vertical elevations in each condition. For comparison of the two jumping strategies, the characteristics of the boundary point on the force-displacement curve, corresponding to the vertical GRF and the CoM displacement at the end of the countermovement action, were investigated to understand the role of arm movement. Results: Based on the comparison between the two conditions (with and without an arm swing), the subjects were grouped into type A and type B depending on the change observed in the boundary point across the five different jump heights. For both types (type A and type B) of vertical jumps, the initial vertical force at the start of push-off significantly changed when the subjects employed arm movement. Conclusion: The findings may imply that the jumping strategy does change with the inclusion of an arm swing, predominantly to modulate the vertical force advantage (i.e., the difference between the vertical force at the start of push-off and the body weight).

• Communications for Statistical Applications and Methods
• /
• v.23 no.2
• /
• pp.163-177
• /
• 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.

• Journal of Electrical Engineering and Technology
• /
• v.7 no.3
• /
• pp.429-435
• /
• 2012

In this study, a real-time architecture for the detection of clock jumps in the GPS clock behavior is proposed. GPS satellite atomic clocks have characteristics of a second order polynomial in the long term showing sudden jumps occasionally. As satellite clock anomalies influence on GPS measurements which could deliver wrong position information to users as a result, it is required to develop a real time technique for the detection of the clock anomalies especially on the real-time GPS applications such as aviation. The proposed strategy is based on Teager Energy operator, which can be immediately detect any changes in the satellite clock bias estimated from GPS carrier phase measurements. The verification results under numerous cases in the presence of clock jumps are demonstrated.

• Journal of Applied and Pure Mathematics
• /
• v.4 no.3_4
• /
• pp.107-122
• /
• 2022

This manuscript aims to investigate the existence, uniqueness, and stability of non-local random impulsive neutral stochastic differential time delay equations (NRINSDEs) with Poisson jumps. First, we prove the existence of mild solutions to this equation using the Banach fixed point theorem. Next, we demonstrate the stability via continuous dependence initial value. Our study extends the work of Wang, and Wu [16] where the time delay is addressed by the prescribed phase space 𝓑 (defined in Section 3). To illustrate the theory, we also provide an example of our methods. Using our results, one could investigate the controllability of random impulsive neutral stochastic differential equations with finite/infinite states. Moreover, one could extend this study to analyze the controllability of fractional-order of NRINSDEs with Poisson jumps as well.