• Journal of Distribution Science
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• v.20 no.12
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• pp.81-87
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• 2022

Purpose: This study aims to explore the relationship between stock liquidity and skewness risk-tail risk (stock price crash risk) in an emerging market, in which problems on liquidity are more severe than in developed markets. Research design, data, and methodology: Based on the Thai market stock exchange over the period of 2000 to 2019, our sample include 13,462 firm-period observations. We employ a panel regression models regarding to five liquidity measures. These five liquidity measures cover three dimensions of liquidity namely the volume-based, price-based, and transaction cost-based measures for the liquidity-tail risk relationship. Results: We find a positively significant relationship between stock liquidity and tail risk in all cases. The finding here shows that the higher the stock liquidity, the larger the tail risk is. Conclusion: As the prior studies show inconclusive effect of stock liquidity on stock price crash risk, we demonstrate that mixed results found in prior studies are probably driven from the type of liquidity measure. The stock liquidity-tail risk association is present in the Stock Exchange of Thailand. The results remain the same regardless of the definition of tail risk and liquidity factors. An endogeneity issue is addressed by employing the two-stage least squares regression.

• Convergence Security Journal
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• v.20 no.4
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• pp.71-80
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• 2020

In order to provide realistic traffic to the cyber warfare training system, it is necessary to prepare a traffic distribution plan in advance and to create a training data set using normal/threat data sets. This paper presents the design and implementation results of a method for creating a traffic distribution plan and a training data set to provide background traffic like a real environment to a cyber warfare training system. We propose a method of a traffic distribution plan by using the network topology of the training environment to distribute traffic and the traffic attribute information collected in real and simulated environments. We propose a method of generating a training data set according to a traffic distribution plan using a unit traffic and a mixed traffic method using the ratio of the protocol. Using the implemented tool, a traffic distribution plan was created, and the training data set creation result according to the distribution plan was confirmed.

• Journal of the Korean Wood Science and Technology
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• v.36 no.5
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• pp.56-65
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• 2008

In this paper experimental results are presented for the rheological behavior of high-solids saccharification of mixed northeast hardwood as a model feedstock. The experimental determination of the viscosity, shear stress, and shear rate relationships of the 10 to 20 percent slurry concentrations with constant enzyme concentrations were performed under variable rotational speed of a viscometer (2.0 to 200 RPM) at combined temperatures (50 to $30^{\circ}C$) for the initial four hours. The viscosities of saccharification slurries observed were in the ranges of 0.024 to 0.028, 0.401 to 0.058, and 0.840 to 0.087 Pa s for shear rates up to 100 reciprocal seconds at 10, 15, and 20 percent initial solids (w/v) respectively. The fluid behavior of the suspensions was modeled using the power-law, the Herschel-Bulkley, the Casson, and the Bingham model. The results showed that broth slurries were pseudoplastic with a yield stress. The model slope increased and the model intercept decreased with increasing fermentation time at shear rates normal for the fermentor. The broth slurries exhibited Newtonian behavior at high and low shear rates during initial saccharification process. The solid particle size ranged from 57.8 to $70.0{\mu}m$ for $40^{\circ}C$ and from 44.0 to 57.5 11m for combined temperatures at 10, 15, and 20 percent initial solids (w/v) respectively.

• Wind and Structures
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• v.37 no.3
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• pp.211-227
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• 2023

To investigate the non-Gaussian feature of fluctuating wind pressures on rectangular high-rise buildings, wind tunnel tests were conducted on scale models with side ratios ranging from 1/9~9 in an open exposure for various wind directions. The high-order statistical moments, time histories, probability density distributions, and peak factors of pressure fluctuations are analyzed. The mixed normal-Weibull distribution, Gumbel-Weibull distribution, and lognormal-Weibull distribution are adopted to fit the probability density distribution of different non-Gaussian wind pressures. Zones of Gaussian and non-Gaussian are classified for rectangular buildings with various side ratios. The results indicate that on the side wall, the non-Gaussian wind pressures are related to the distance from the leading edge. Apart from the non-Gaussianity in the separated flow regions noted by some literature, wind pressures behind the area where reattachment happens present non-Gaussian nature as well. There is a new probability density distribution type of non-Gaussian wind pressure which has both long positive and negative tail found behind the reattachment regions. The correlation coefficient of wind pressures is proved to reflect the non-Gaussianity and a new method to estimate the mean reattachment length of rectangular high-rise building side wall is proposed by evaluating the correlation coefficient. For rectangular high-rise buildings, the mean reattachment length calculated by the correlation coefficient method along the height changes in a parabolic shape. Distributions of Gaussian and non-Gaussian wind pressures vary with side ratios. It is inappropriate to estimate the extreme loads of wind pressures using a fixed peak factor. The trend of the peak factor with side ratios on different walls is given.

• The Korean Journal of Nuclear Medicine
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• v.6 no.1
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• pp.51-59
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• 1972

$^{86}Rb$ uptake of some organs and tissues, ego both lungs, both renal cortices. small intestine, liver and skeletal muscle were studied in the control and the rabbit subjected to pneumothorax. $^{86}Rb$ in the form of chloride mixed with physiological saline was intravenously. injected. The doses were $100{\mu}c$ for a rabbit. The rabbits were sacrificed at intervals of 10, 20, 40, and 60 seconds after the injection of $^{86}Rb$, by the injection of saturated KCI solution. After sacrification, the organ and tissue sample were quickly removed. $^{86}Rb$ uptake in gm of the organs and tissues were measured. On the basis of uptake value, administered doses and body weight, % dose/gm tissues per 200 gm body weight was calculated. Followings were the results; 1. Pneumothorax resulted in a marked elevation in $^{86}Rb$ uptake value of collapsed lung and returned to normal level lately. 2. Contralateral lung of pnemothorax also showed marked elevation in $^{86}Rb$ uptake value and recovered to normal level. 3. Initial $^{86}Rb$ uptake value of liver, small intestine of the rabbit with pneumothorax showed some elevation as compared to control, but that of late stage were similar with control. 4. Local blood flow determination by means of $^{86}Rb$ uptake were inadequate in the collapsed lung of pneumothorax. 5. It was suggested that the mechanism for the initial elevation of $^{86}Rb$ uptake value in each organs and tissue were different from each other.

• Physical Therapy Korea
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• v.31 no.1
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• pp.40-47
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• 2024

Background: Single-leg squat (SLS)s are commonly used as assessment tool and closed kinetic exercises are useful for assessing performance of the lower extremities. Pronated feet are associated with foot pressure distribution (FPD) during daily activities. Objects: To compare the FPD during SLSs between groups with pronated and normal feet. Methods: This cross-sectional study included 30 participants (15 each in the pronated foot and control groups) are recruited in this study. The foot posture index was used to distinguish between the pronated foot and control groups. The Zebris FDM (Zebris Medical GmbH) stance analysis system was used to measure the FPD on the dominant side during a SLS, which was divided into three phases. A two-way mixed-model ANOVA was used to identify significant differences in FPD between and within the two groups. Results: In the hallux, the results of the two-way mixed-model ANOVAs revealed a significant difference between the group and across different phases (p < 0.05). The hallux, and central forefoot were significantly different between the group (p < 0.05). Moreover, significant differences across different phases were observed in the hallux, medial forefoot, central forefoot, lateral forefoot, and rearfoot (p < 0.05). The post hoc t-tests were conducted for the hallux and forefoot central regions. In participants with pronated foot, the mean pressure was significantly greater in hallux and significantly lower, in the central forefoot during the descent and holding phases. Conclusion: SLSs are widely used as screening tests and exercises. These findings suggest that individuals with pronated feet should be cautious to avoid excessive pressure on the hallux during the descent-to-hold phase of a SLS.

• Steel and Composite Structures
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• v.53 no.1
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• pp.103-114
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• 2024

This study proposes a new hybrid approach that utilizes post-earthquake survey data and numerical analysis results from an evolving finite element routing model to capture vulnerability processes. In order to achieve cost-effective evaluation and optimization, this study introduced an online data evolution data platform. The proposed method consists of four stages: 1) development of diagnostic sensitivity curve; 2) determination of probability distribution parameters of throughput threshold through optimization; 3) update of distribution parameters using smart evolution method; 4) derivation of updated diffusion parameters. Produce a blending curve. The analytical curves were initially obtained based on a finite element model used to represent a similar RC building with an estimated (previous) capacity height in the damaged area. The previous data are updated based on the estimated empirical failure probabilities from the post-earthquake survey data, and the mixed sensitivity curve is constructed using the update (subsequent) that best describes the empirical failure probabilities. The results show that the earthquake rupture estimate is close to the empirical rupture probability and corresponds very accurately to the real engineering online practical analysis. The objectives of this paper are to obtain adequate, safe and affordable housing and basic services, promote inclusive and sustainable urbanization and participation, implement sustainable and disaster-resilient buildings, sustainable human settlement planning and management. Therefore, with the continuous development of artificial intelligence and management strategy, this goal is expected to be achieved in the near future.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.5D
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• pp.821-829
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• 2006

Traffic load comprise primary input to pavement design causing pavement damage. therefore it should be proceeded suitable traffic load distribution modeling for pavement design and analysis. Traffic load have been represented by equivalent single axle loads (ESALs) which convert mixed traffic stream into one value for design purposes. But there are some limit to apply ESALs to other roads because it is empirical value developed as part of the original AASHO(American Association of State Highway Officials) road test. There have been many efforts to solve these problems. Several leading country have implemented M-E(Mechanistic-Empirical) design procedures based on mechanical concept. As a result, they established traffic load quantification method using load distribution model known as Axle Load Spectra. This paper details Axle Load Spectra and presents axle load distribution model based on normal mixture distribution function using truck load data collected by WIM system installed in national highway. Axle load spectra and axle load distribution model presented in this paper could be useful for basic data when making traffic load quantification plan for pavement design, overweight vehicle permit plan and pavement maintenance cost plan.

• The Korean Journal of Applied Statistics
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• v.32 no.2
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• pp.187-198
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• 2019

Extensive literature exists on how to estimate optimal thresholds based on various accuracy measures using receiver operating characteristic (ROC) and cumulative accuracy profile (CAP) curves. This paper now proposes an alternative measure to represented the specific partial area under the ROC and CAP curves. The relationship between ROC and CAP functions is examined using differential equations of the new defined partial area under curves. In addition, the relationship with the optimal thresholds under conditions of various accuracy measures for the ROC and CAP functions is also derived. We assume there are two kinds of distribution functions composing the mixed distribution as various normal distributions before finding the optimal thresholds. Corresponding type 1 and 2 errors are also explored and discussed under various conditions for accuracy measures.

• Tribology and Lubricants
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• v.37 no.6
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• pp.232-239
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• 2021

Petroleum is the most consumed energy source in Korea with a usage rate of 38.7% among the available primary energy sources. The price of liquid petroleum products in Korea includes taxes such as transportation·environment·energy tax. Thus, illegal production and distribution of liquid petroleum is widespread because of its huge price difference from that of the normal product and its tax-free nature. Generally, the illegal petroleum product is produced by mixing liquid petroleum with other similar petroleum alternatives. The two kinds of gasoline, common gasoline and premium gasoline, are being distributed in Korea. The premium gasoline is often adulterated with cheaper common gasoline that lowers the octane number of gasoline. It is possible to distinguish them with their color difference, green and yellow for different grade gasoline. However, when small volume of common gasoline is added to premium gasoline, it is difficult to determine whether premium gasoline contained common grade or not. In this study, we inspect gasoline, which is illegally produced by mixing common gasoline to premium gasoline. When the ratio of mixing common gasoline is increased, premium gasoline shows decreasing absorbance at 600 nm and 650 nm under UV-Vis spectrometer. Moreover, the detected intensity (mV·s) of green dye in high performance liquid chromatography (HPLC) was decreased by common gasoline under 0.99 correlation value. The more the common gasoline is mixed, the more olefin and naphthene are detected by gas chromatography. In addition, trimethyl pentane as octane improver, paraffin and toluene are decreased by common gasoline mixing. The findings of this study suggests that illegal petroleum can be identified by analysis of components and simulated samples.