• Title/Summary/Keyword: Response time index

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The Effect of COVID-19 Pandemic on Stock Market: An Empirical Study in Saudi Arabia

  • ALZYADAT, Jumah Ahmad;ASFOURA, Evan
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.5
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    • pp.913-921
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    • 2021
  • The objective of the study is to investigate the impact of the COVID-19 pandemic on Saudi Arabia stock market. The study relied on the data of the daily closing stock market price index Tadawul All Share Index (TASI), and the number of daily cases infected with COVID-19 during the period from March 15, 2020, to August 10, 2020. The study employs the Vector Auto-Regressive (VAR) model, the Impulse Response Function (IRF) and Autoregressive Conditional Heteroscedasticity (ARCH) models. The results of the correlation matrix and the Impulse Response Function (IRF) show that stock market returns responded negatively to the growth in COVID-19 infected cases during the pandemic. The results of ARCH model confirmed the negative impact of COVID-19 pandemic on KSA stock market returns. The results also showed that the negative market reaction was strong during the early days of the COVID-19 pandemic. The study concluded that stock market in KSA responded quickly to the COVID-19 pandemic; the response varies over time according to the stage of the pandemic. However, the Saudi government's response time and size of the stimulus package have played an important role in alleviating the impacts of the COVID-19 pandemic on Saudi Arabia Stock Market.

An Automatic Computing Algorithm of Magnitude of Each Maintenance Index Regarding Response Characteristic for Speed Control System in Rolling Process (압연 공정에서 속도제어계통의 응답특성에 대한 관리지표값들의 자동산출 알고리즘)

  • 이해영;양일화;최용환
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.17 no.6
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    • pp.119-126
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    • 2003
  • This paper presents an algorithm of automatically finding magnitude of each maintenance index regarding step response characteristic for speed control system of driving roller in rolling process. For speed response data with noise, we distinguished possible cases that the number of maximum values is 2 or more into three separate types. Also, we suggested a way of selecting a candidate for reasonable maximum overshoot in each type and developed a decision algorithm of checking whether a candidate chosen is correct maximum overshoot. In terms of two types of test, we showed that magnitude and position in time axis of maximum overshoot can be found well via such algorithm presented in this paper.

The Structure of the Short and the Long-Run Variations in the Domestic Bank Earnings (국내 은행수익성의 장단기적 변동구조)

  • 김태호;박지원;김미연
    • Journal of the Korean Operations Research and Management Science Society
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    • v.29 no.1
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    • pp.31-41
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    • 2004
  • This study analyzes the structure of the variations In the domestic bank earnings and examines their dynamic features by estimating the short-run response and the long-run adjustment Process after the changes in financial market variables. A system of the equations for the bank stock price index and KOSPI is formulated to utilize the whole information in the market and simultaneously estimated to identify the relationships between the market variables and the bank earnings. Since the bank stock price is found to be responsive to changes in none of the market variables in the short run, while being relatively responsive to dollar exchange rate and business state, It implies that a good economic conditions and a stable foreign exchange rate should be maintained to Improve the level of the stock price In the long run. In addition, the dynamic structure of the responses of the bank stock price index and KOSPI to the initial changes in the market variable are compared and anlayzed. The response of the bank stock price appears to take much longer in adjusting to the long-run eouilibrium level than that of KOSPI. As a result, the cumulative response of the bank stock price index over time is found much bigger than that of HOSPI.

An Investigation on the Thermal Characteristics of Heat-Responsive Element of Sprinkler Head (스프링클러헤드 감열부의 열적 특성에 관한 연구)

  • You, Woo-Jun;Moon, Hyo-Jun;Youm, Moon-Cheon;Ryou, Hong-Sun
    • Fire Science and Engineering
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    • v.26 no.3
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    • pp.79-84
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    • 2012
  • In this study thermal characteristics of heat-responsive element considering conduction, convection and rate of change of element using Response Time Index (RTI) applied to sensitivity test of sprinkler head at home and aborad are theoretically investigated. Analytic solution of temperature distributions with radial direction and time is obtained form energy transport equations, non-homogeneous 2th order partial differential equation, applying to constant wall temperature and symmetric condition in order to analyze thermal characteristics of heat-responsive element for circular cylindrical geometry. Base on the results, the analytic method of this study is fundamental data to practical use for sensitivity test of sprinkler head and design of heat-responsive element.

Decrease in Stress Response and Related Factors After Transition to Consecutive Day Shift from Day and Night Shift: A Motor Assembly Factory Case (주야2교대제에서 주간연속2교대제로의 전환 후 스트레스반응의 감소와 관련인자: 일개 완성차 제조사의 사례)

  • Song, Hansoo
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.26 no.4
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    • pp.426-435
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    • 2016
  • Objectives: The major objective of this study was to analyze stress response after a change to consecutive day shifts from day and night shifts in a motor assembly factory. Methods: Using a survey conducted by a labor union, we collected data on stress response index(SRI), lifestyle factors, work-family conflict and job stress before and after a shift system change. We analyzed the transition on the SRI among 222 workers. The cut-off point for the SRI was a T-score over 60. Results: The high risk stress response group was 20.3% of the population before the shift system change. After the shift system change it decreased to 11.3%. After the shift system change, social support improved, leisure time became more sufficient, work-family conflict declined, and sleep quality in the night shift week improved. In multivariable linear regression, among workers under 40 years old sleep quality on night shift, leisure time sufficiency, social support and work-family conflict contributed to the improvement of stress response. Among workers over 40, work-family conflict contributed to the improvement of stress response. Conclusions: The change to consecutive day shifts improved stress response and mediated with improved nighttime sleep, decreased work-family conflict, increased leisure time and improved work-family conflict.

An Efficient Split Algorithm to Minimize the Overlap between Node Index Spaces in a Multi-dimensional Indexing Scheme M-tree (다차원 색인구조 M-트리에서 노드 색인 공간의 중첩을 최소화하기 위한 효율적인 분할 알고리즘)

  • Im Sang-hyuk;Ku Kyong-I;Kim Ki-chang;Kim Yoo-Sung
    • The KIPS Transactions:PartD
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    • v.12D no.2 s.98
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    • pp.233-246
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    • 2005
  • To enhance the user response time of content-based retrieval service for multimedia information, several multi-dimensional index schemes have been proposed. M-tree, a well-known multidimensional index scheme is of metric space access method, and is based on the distance between objects in the metric space. However, since the overlap between index spaces of nodes might enlarge the number of nodes of M-tree accessed for query processing, the user response time for content-based multimedia information retrieval grows longer. In this paper, we propose a node split algorithm which is able to reduce the sire of overlap between index spaces of nodes in M-tree. In the proposed scheme, we choose a virtual center point as the routing object and entry redistribution as the postprocessing after node split in order to reduce the radius of index space of a node, and finally in order to reduce the overlap between the index spaces of routing nodes. From the experimental results, we can see the proposed split algorithm reduce the overlap between index space of nodes and finally enhance the user response time for similarity-based query processing.

E-mail Marketing Customer Strategy to Application of e-Business (e-비즈니스의 전략적 활용을 위한 이메일마케팅 고객전략)

  • Kim, Yeon-Jeong
    • 한국디지털정책학회:학술대회논문집
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    • 2005.11a
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    • pp.45-60
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    • 2005
  • The purpose of this study is to classify customer by e-mailing responsiveness on time-series analysis and testify the effectiveness of grouping by ROI analysis. Response recency, response frequency and Activity(RFA) of e-mailing systems were adapted for Customer segmentations. ROI analysis were consisted of open, click-through, duration time, personalization, conversion rate and email loyalty index of email systems. Major findings are as follows: RFA analysis is used for customer segmentations that is fundamental process of e-CRM applications. Customer segmentations were loyal customer, odds customer, dormant customer, secession customer and observation customer by RFA grouping. Loyal customer group has high point in all ROI index compared to other groups. These results indicated that customer responsiveness of e-mailing systems were appropriate methods to grouping the customer with demographic variables. Therefore, effective e-mailing marketing strategy of e-Biz have suitable active DB and Behavior targeting is best approach to enforcing the target e-mailing marketing.

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A Study on Customer Segmentation and Applications of e-mail System - Based on e-CRM - (e-CRM 관점에서 본 이메일 시스템의 고객분석 및 활용에 관한 연구)

  • Kim Yeon-Jeong
    • Journal of Korea Technology Innovation Society
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    • v.7 no.3
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    • pp.681-709
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    • 2004
  • The purpose of this study is to classify customers by e-mail responsiveness on time-series analysis and testify the effectiveness of grouping by ROI analysis. Response recency, response frequency and Activity(RFA) of e-mailing systems are adapted for Customer segmentations. ROI analysis are consisted of open, click-through, duration time, personalization, conversion rate and email loyalty index of email systems. Major findings are as follows: RFA analysis is used for customer segmentations that is fundamental process of e-CRM applications. Customers can be grouped into loyal customers, odds customers, dormant customers, secession customers, and observation customers by RFA grouping. Loyal customer group has high point in all ROI index compared to other groups. These results indicated that customer responsiveness of e-mail systems were appropriate methods to group the customer with demographic variables. Therefore, effective e-mail marketing strategy of e-Biz should have suitable active DB and Behavior targeting is best approach to enforce the target e-mail marketing.

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The dynamic response of the FGM coated half-plane with hysteretic damping under time harmonic loading

  • Xiao-Min Wang;Liao-Liang Ke;Yue-Sheng Wang
    • Structural Engineering and Mechanics
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    • v.87 no.1
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    • pp.95-106
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    • 2023
  • This paper investigates the dynamic response of a functionally graded material (FGM) coated half-plane excited by distributed time harmonic loading. Three types of typical distributed surface loads, including uniform load, Hertz load, and square-root singular load, are considered. The mass density and elastic modulus of the FGM coating are supposed to be described by the exponential function. The material damping is modelled by a linearly hysteretic damping which is expressed by a complex modulus in the time harmonic motion. Using Fourier integral transform technique and numerical integral method, the effects of the excitation frequency, gradient index, damping, and load type on the dynamic stresses and displacements are discussed.

Transient Heat Flux Evaluation of Underwear for Protective Clothing using Sweating Manikin (발한 마네킹을 이용한 보호복용 언더웨어의 동적(Transient) 열류량 평가)

  • Park, Hye-Jun;Kim, Hyun-Jung;Hong, Kyung-Hi
    • Journal of the Korean Society of Clothing and Textiles
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    • v.32 no.1
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    • pp.157-165
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    • 2008
  • Transient thermal response of five types of underwear(cotton jersey, wool jersey, nylon jersey, cotton mesh and polyester mesh) for a protective coverall is evaluated using a sweating thermal manikin. Experimental protocol for transient thermal response of the sweating thermal manikin was also proposed. As results, it was found that steady state thermal response from sweating thermal manikin was not sensitive enough to evaluate thermal comfort of the experimental garments. However, when half time is used as an index of the heat flux change in transient thermal response, difference was found among underwear materials. Half time of cotton was the shortest and heat transfer of cotton was the fastest followed by polyester mesh, cotton jersey, nylon jersey and wool jersey. Dynamic thermal response of wool underwear was quite different from that of cotton underwear. Wool shows quite less heat flow at the initial stage, however, moisture permeability of wool was higher than cotton at the later stage. It was difficult to distinguish surface temperature difference visually using thermogram taken right before the completion of dry and wet test in steady state thermal response.