• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.93-104
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• 2022

In forecasting realized volatility of the major US stock price indexes (S&P 500, Russell 2000, DJIA, Nasdaq 100), internet search volume reflecting investor's interests and implied volatility are used to improve forecast via a deep learning method of the LSTM. The LSTM method combined with search volume index produces better forecasts than existing standard methods of the vector autoregressive (VAR) and the vector error correction (VEC) models. It also beats the recently proposed vector error correction heterogeneous autoregressive (VECHAR) model which takes advantage of the cointegration relation between realized volatility and implied volatility.

• Proceedings of the Korea Air Pollution Research Association Conference
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• 2003.11a
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• pp.449-450
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• 2003

Performance of photochemical models and their response to emission controls are heavily dependent on the inputs to the model. Two key inputs to these models are accurate meteorological and emissions data. But they can contain significant errors which contribute to uncertainties in photochemical simulation (Kumar and Russell, 1996; Sistla et al., 1996; Pielke and Uliase, 1998; Barna and Lamb, 2000; Nelson L. Seaman, 2000: Hogrefe et al., 2001; Biswas et al., 2001).(omitted)

• The Korean Journal of Applied Statistics
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• v.29 no.7
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• pp.1213-1229
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• 2016

Cho and Shin (2016) recently demonstrated that an integrated HAR model has a forecast advantage over the HAR model of Corsi (2009). Recalling that realized volatilities of financial assets have asymmetries, we add a leverage term to the integrated HAR model, yielding the LIHAR model. Out-of-sample forecast comparisons show superiority of the LIHAR model over the HAR and IHAR models. The comparison was made for all the 20 realized volatilities in the Oxford-Man Realized Library focusing specially on the DJIA, the S&P 500, the Russell 2000, and the KOSPI. Analysis of the realized volatility data sets reveal apparent long-memory and asymmetry. The LIHAR model takes advantage of the long-memory and asymmetry and produces better forecasts than the HAR, IHAR, LHAR models.

• The Journal of Korean Academy of Orthopedic Manual Physical Therapy
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• v.6 no.2
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• pp.39-54
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• 2000

PURPOSE; The main purpose of this article is to document correctly of the orthopedic manual therapy's history in Korea. Therefore this study aimed not only to know the root of the historical Korean OMT, but also to develope of the Korean manual therapy advanced in future. RESULT; The results of this study were as following; 1. The first introduction for OMT in Korea is the '1st International Orthopedic Physical Therapy Seminars' at Seoul National University Hospital by Prof. Russell M. Woodman etc(Quinnipiac college, USA), 1991. 1.16-1.21. 2. The first OMT study group in Korea is to establish the 'Korean Study Group of OMT at Hallym University Kangdon Sacred Heart Hospital, 1992.2.22. 3. The first OMT journal in Korea is the 'Jr. of KAOMT(1:1)', 1995.10.10.

• The Journal of the Convergence on Culture Technology
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• v.8 no.5
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• pp.697-703
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• 2022

Due to the recent economic downturn caused by Covid-19 and the unstable international situation, many investors are choosing the derivatives market as a means of investment. However, the derivatives market has a greater risk than the stock market, and research on the market of market participants is insufficient. Recently, with the development of artificial intelligence, machine learning has been widely used in the derivatives market. In this paper, reinforcement learning, one of the machine learning techniques, is applied to analyze the scalping technique that trades futures in minutes. The data set consists of 21 attributes using the closing price, moving average line, and Bollinger band indicators of 1 minute and 3 minute data for 6 months by selecting 4 products among futures products traded at trading firm. In the experiment, DNN artificial neural network model and three reinforcement learning algorithms, namely, DQN (Deep Q-Network), A2C (Advantage Actor Critic), and A3C (Asynchronous A2C) were used, and they were trained and verified through learning data set and test data set. For scalping, the agent chooses one of the actions of buying and selling, and the ratio of the portfolio value according to the action result is rewarded. Experiment results show that the energy sector products such as Heating Oil and Crude Oil yield relatively high cumulative returns compared to the index sector products such as Mini Russell 2000 and Hang Seng Index.

• Journal of Astronomy and Space Sciences
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• v.27 no.4
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• pp.319-327
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• 2010

We examine the ionospheric F2-layer electron density variation by solar activity in middle latitude by using foF2 observed at the Kokubunji ionosonde station in Japan for the period from 1997 to 2008. The semi-annual variation of foF2 shows obviously in high solar activity (2000-2002) than low solar activity (2006-2008). It seems that variation of geomagnetic activity by solar activity influences on the semi-annual variation of the ionospheric F2-layer electron density. According to the Lomb-Scargle periodogram analysis of foF2 and Ap index, interplanetary magnetic field (IMF) Bs (IMF Bz <0) component, solar wind speed, solar wind number density and flow pressure which influence the geomagnetic activity, we examine how the geomagnetic activity affects the ionospheric F2-layer electron density variation. We find that the semi-annual variation of daily foF2, Ap index and IMF Bs appear clearly during the high solar activity. It suggests that the semi-annual variation of geomagnetic activity, caused by Russell-McPherron effect, contributes greatly to the ionospheric F2-layer semi-annual electron density variation, except dynamical effects in the thermosphere.

• The Bulletin of The Korean Astronomical Society
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• v.41 no.1
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• pp.44.3-45
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• 2016

In this study, we identify 307 the geosynchronous magnetopause crossing (GMC) using geosynchronous satellite observation data from 1996 to 2010 as well as make an observational test of magnetopause location models using the identified events. For this, we consider three models: Petrinec and Russell (1996), Shue et al. (1998), and Lin et al. (2010). To evaluate the models, we estimate a Probability of Detection (PoD) and a Critical Success Index (CSI) as a function of year. To examine the effect of solar cycle phase, we consider three different time periods: (1) ascending phase (1996-1999), (2) maximum phase (2000-2002), and (3) descending phase (2003-2008). Major results from this study are as follows. First, the PoD values of all models range from 0.6 to 1.0 for the most of years. Second, the PoD values of Lin et al. (2010) are noticeably higher than those of the other models. Third, the CSI values of all models range from 0.3 to 0.6 and those of Shue et al. (1998) are slightly higher than those of the other models. Fourth, the predicted magnetopause radius based on Lin et al.(2010) well match the observed one within one earth radius, while that on Shue et al. (1998) overestimate the observed one by about 2 earth radii. Fifth, the PoD and CSI values of all the models are better for the solar maximum phase than those for the other phases, implying that the models are more optimized for the phase.

• The Journal of Industrial Distribution & Business
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• v.4 no.2
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• pp.13-19
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• 2013

Purpose - The paper tested the relationship between the stock markets of the Middle East and the USA with the oil price and US dollar index as threshold variables. Research design, data, and methodology - The stock price indices of the USA, the Middle East (Abu Dhabi, Jordan), WTI spot crude oil price, and US dollar index were daily returns in the research period from May 21, 2001 to August 9, 2012. Following Hansen (1999), the panel threshold regression model was used. Results - With the US dollar index as the threshold variable, a negative relationship existed between the stock price indices of Jordan and the USA but no significant result was found between the stock price indices of Abu Dhabi and the USA. Conclusions - The USA is an economic power today:even if it has a closer relationship with the US stock market, the dynamic US economy can learn about subsequent developments and plan in advance. Conversely, if it has an estranged relationship with the US stock market, thinking in a different direction and different investment strategies will achieve good results.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.45 no.6
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• pp.374-381
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• 2000

This study was conducted to select sesame varieties with high cultural stabilities by comparing several parameters of agronomic traits under the different cultural environments. Of the six areas, Iksan and Jinju areas which showed positively larger environment index values were relatively adequate cultural conditions for sesame. At the comparison of cultural stability of agronomic traits by Eberhart and Russell regression model among sesame breeding lines, Suwon 169 showed more stable regression coefficient values to the number of capsules per plant, number of seeds per capsule and seed weight per plant, and Iksan 12 showed more stable regression coefficient values to culm length and weight per plant. At the comparison of cultural stability of yield per 10a, Suwon 169 and Iksan 12 among sesame breeding lines showed more stable respectively, deviation values of 0.99, 0.98 respectively, and more less regression deviation values of 0.074, 0.167 respectively. Therefore those breeding lines are comparatively higher stabilities to yield determining agronomic traits under the different cultural environments, and it was concluded that those two breeding lines had the possibility to recommend promising breeding lines in the future.

• 한국HCI학회:학술대회논문집
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• 2006.02a
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• pp.1379-1386
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• 2006

전자우편이나 문자 메세지를 이용할 때 겪는 불편함 중 하나는 상대방이나 기계에 정서 정보를 전달하기 어렵다는 점이다. 정서 정보를 메시지에 싣기 위해서는 컴퓨터나 디지털 기기가 정서를 인식하거나 사용자가 정서를 입력해야 한다. 기존의 정서 인식 방법은 생리적, 신체적 측정치를 이용하는 것인데, 이 경우 측정을 위한 별도의 장비가 필요하고 현재 자신의 정서 상태와 다른 정서를 표현할 수 없다는 단점이 있다. 특히 소형 모바일 기기를 이용할 때 다른 측정 장치를 사용하는 것은 더욱 어렵다. 이런 문제를 해결하기 위해 모바일 기기를 사용하는 환경에서 사용자가 원하는 정서를 기계에 입력하기 위해 동작을 이용하려는 연구가 진행되었다(Fargerberg, Stahl, & Hook, 2003). 본 연구에서는 Laban Movement Analysis에서 동작을 구성하는 다섯 요소 중 노력(effort)과 모양(shape) 요소를 재구성하여, 방향성 차원, 무게감 차원, 시간감 차원으로 동작을 구분하고 총 20개의 동작을 선정하였다. 또한 한덕웅과 강혜자(2000)가 수집한 834개 정서 어휘를 평정하여 동작을 통해 표현하고 전달되기 쉬운 정서 어휘 50개를 선택하였다. 최종 실험에서 참가자들은 20개의 동작에 대해 50개의 정서 어휘를 평정하고 데이터는 범주형 주성분분석을 이용하여 분석하였다. 분석 결과 Russell(1980)의 이차원 정서 구조 모형에서 각성 수준 차원은 동작의 무게감과 시간감 차원과 관련이 있는 것으로 나타났다. 강하고 빠른 동작일수록 각성 수준이 높은 정서가 나타났다. 또한 동작의 방향성 차원은 정서의 종류와 관련이 있는 것으로 드러났다. 직선 움직임은 높은 각성 수준의 부정적 정서와, 흔듦 움직임은 불안 및 초조와, 원형 움직임은 즐거운 정서와 관련이 있는 것으로 나타났다. 이는 동작을 통하여 정서 정보를 효과적으로 전달할 수 있음을 보여주었고, 동작과 정서를 연관 짓기 위해 방향성 차원과 무게감 차원 그리고 시간감 차원을 고려할 필요가 있음을 시사한다.