• 한국운동역학회지
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• 제25권2호
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• pp.167-174
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• 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.

• 충청수학회지
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• 제33권1호
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• pp.165-171
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• 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
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• 제23권2호
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• pp.110-126
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• 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.

• 경영과정보연구
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• 제35권1호
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• pp.273-286
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• 2016

본 연구는 일중 KOSPI200 시장이 급변하는 시점을 기준으로 변동성지수의 KOSPI200점프를 예측력을 분석하였다. 본 연구의 주요 실증결과는 다음과 같다. 첫째, 변동성지수는 음의 KOSPI200점프에 대한 예측력을 가지는 것으로 나타났다. 변동성지수는 음의 점프 발생 전 정보의 유용성이 양의 점프 발생 시보다 유용한 것으로 나타났다. 둘째, 점프의 크기에 따른 변동성지수의 예측력은 강한 점프 발생보다는 약한 음의 점프에 대해서 높은 것으로 나타났다. 셋째, 변동성지수는 점프 발생 이후의 KOSPI200 수익률의 지속성에 대해서도 정보를 가지는 것으로 나타났다. 최소 6분에서 최대 8분까지 점프시점의 변동성지수에 따라서 점프 발생 후의 KOSPI200 수익률이 변화하는 움직임을 잘 설명해주었다. 넷째, 점프 방향에 따라서 음의 점프에 대해서 변동성지수가 증가하면 증가할수록, 향후 KOSPI200은 지속적으로 하락하게 되고, 양의 점프에 대해서는 변동성지수가 증가하면 증가할수록, KOSPI200은 상승하는 패턴을 보인다. 본 연구의 결과는 점프 예측뿐만 아니라 파생상품의 가격결정, ELW ELS 등 파생결합상품의 변동성위험 헤지 그리고 변동성거래를 이용한 포트폴리오 투자전략 수립 등에 기여할 것으로 기대되어진다.

• 대한수학회지
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• 제59권6호
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• pp.1083-1101
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• 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.

• 한국광학회지
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• 제23권2호
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• pp.77-86
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• 2012

양자물리학적 패러다임이 발견된 이래, 라비(Rabi) 진동과 같은 전자(electron)의 에너지 준위 간 연속적인 천이(transition)와 보어(Bohr) 모형으로 대표되는 불연속적 양자 도약(quantum jump)의 상충성(incompatibility)은 현재까지도 서로 자연스럽게 연결하기가 어려운 오랜 개념적 어려움으로 남아 있다. 본 연구에서는 그러나, 빛과 물질의 상호작용을 기술하는 현대적 이론 중의 하나인 양자궤적이론(quantum trajectory theory)의 관점에서 단일 모드 공진기 장(single mode cavity field)과 상호작용하는 단일 원자의 행동을 관찰한 바, 원자-장 간 상호작용의 강도(strength)가 줄어듦에 따라서 원자의 행동이 연속적 라비 진동으로부터 불연속적 양자도약의 양상으로 점진적으로 변화하여 가는 과정을 발견하고, 이 단순하면서도 흥미로운 현상에 대하여 보고한다.

• 한국운동역학회지
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• 제27권2호
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• pp.141-147
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• 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
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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.

• Journal of Electrical Engineering and Technology
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• 제7권3호
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• pp.429-435
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• 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
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• 제4권3_4호
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• pp.107-122
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• 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.