• Title/Summary/Keyword: Russell

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LIHAR model for forecasting realized volatilities featuring long-memory and asymmetry (장기기억성과 비대칭성을 띠는 실현변동성의 예측을 위한 LIHAR모형)

  • Shin, Jiwon;Shin, Dong Wan
    • 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.

RAPID PREDICTION OF ENERGY CONTENT IN CEREAL FOOD PRODUCTS WITH NIRS.

  • Kays, Sandra E.;Barton, Franklin E.
    • Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
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    • 2001.06a
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    • pp.1511-1511
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    • 2001
  • Energy content, expressed as calories per gram, is an important part of the evaluation and marketing of foods in developed countries. Currently accepted methods of measurement of energy by U.S. food labeling legislation include measurement of gross calories by bomb calorimetry with an adjustment for undigested protein and by calculation using specific factors for the energy values of protein, carbohydrate less the amount of insoluble dietary fiber, and total fat. The ability of NIRS to predict the energy value of diverse, processed and unprocessed cereal food products was investigated. NIR spectra of cereal products were obtained with an NIR Systems monochromator and the wavelength range used for analysis was 1104-2494 nm. Gross energy of the foods was measured by oxygen bomb calorimetry (Parr Manual No. 120) and expressed as calories per gram (CPGI, range 4.05-5.49 cal/g). Energy value was adjusted for undigested protein (CPG2, range 3.99-5.38 cal/g) and undigested protein and insoluble dietary fiber (CPG3, range 2.42-5.35 cal/g). Using a multivariate analysis software package (ISI International, Inc.) partial least squares models were developed for the prediction of energy content. The standard error of cross validation and multiple coefficient of determination for CPGI using modified partial least squares regression (n=127) was 0.060 cal/g and 0.95, respectively, and the standard error of performance, coefficient of determination, bias and slope using an independent validation set (n=59) were 0.057 cal/g, 0.98, -0.027 cal/g and 1.05 respectively. The PLS loading for factor 1 (Pearson correlation coefficient 0.92) had significant absorption peaks correlated to C-H stretch groups in lipid at 1722/1764 nm and 2304/2346 nm and O-H groups in carbohydrate at 1434 and 2076 nm. Thus the model appeared to be predominantly influenced by lipid and carbohydrate. Models for CPG2 and CPG3 showed similar trends with standard errors of performance, using the independent validation set, of 0.058 and 0.088 cal/g, respectively, and coefficients of determination of 0.96. Thus NIRS provides a rapid and efficient method of predicting energy content of diverse cereal foods.

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Analysis of Fear and Desire inherent in Character of : Based on Enneargram Personality Types Theory (의 캐릭터에 내재된 두려움과 욕망 분석 : 에니어그램 성격유형론에 근거하여)

  • Yang, Se-Hyeok
    • The Journal of the Korea Contents Association
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    • v.13 no.5
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    • pp.58-70
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    • 2013
  • This study focuses on the fact that intrinsic motivation which becomes the force to promote narrative is reinforced as a polyphonic structure through the psychodynamics of fear and desire internalized in a character, and from this perspective, it analyzes character rising strategies shown in Pixar's movie, . To verify fear and desire of a character, this study uses Enneagram personality types theory as the frame of analysis and reaches the following conclusions: (1) The main character, Carl's emotion originated from fear and desire was metaphorized as Muntz and Russell each, so the inside psychodynamics and the outer event visualizing it are set as contrapuntal composition. (2) However, inversely to the enhancement of Carl's polyphonicity, that excellent strategy works as the limit that restricts the psychodynamics of Muntz and Russell to a certain range. Lastly, it is expected that this study will be suggested as a sort of methodology about character rising strategies as turned into the database to which the result of follow-up research will be added, too.

A Study on Preservation Description Elements of National Records based on PDI(Preservation Description Information) in OAIS Model (OAIS 모형의 PDI(Preservation Description Information)를 기반으로 하는 국가기록 보존기술요소 연구)

  • Woo, Hak-Myung;Kim, Hee-Jung
    • Journal of the Korean Society for information Management
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    • v.26 no.4
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    • pp.227-248
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    • 2009
  • In this study, description elements of National Archives of Korea(NAK) and National Assembly Archives(NAA) were collected and analysed based on PDI(Preservation Description Information) of OAIS Reference Model(ISO 14721). As for NAK, records management guideline published in 2009 and metadata standards published in 2007 were analysed. As for NAA, Records management manual published in 2009 and metadata applied in national assembly records management system were analysed with group interviews. As a result, improved metadata details and sub-elements were suggested based on OAIS PDI concepts and Calanag's and Russell's research.

Emotional User Experiences on Narrative-Based Social Issue Serious Game : Focused on (내러티브 기반 소셜 이슈 기능성 게임의 사용자 감정 경험 연구 : <나누별 이야기>를 중심으로)

  • Lim, Su-Jin;Doh, Young-Yim;Ryu, Seoung-Ho
    • Journal of Korea Game Society
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    • v.12 no.6
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    • pp.131-144
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    • 2012
  • To affect users' attitudes on social issues, some serious games use narrative which can be an effective tool to provoke users' emotions. In this paper, focus group interview on the experiences about playing was conducted to figure out if the parts of narratives containing educational goals can actually provoke certain emotions or not. From the interview, words having emotional meaning were extracted and matched with Korean Emotion Terms Database. Then the emotion terms were compared with Russell's schematic map of core affect and were categorized. The result showed that users mostly felt unpleasant emotions during the play. The unpleasant emotions helped to achieve the game's goal which is conveying the tragedy of war.

Evaluation of Anti-venom effect of Tiryaq-e-arba in rabbit models

  • Ahsan, Mohd. Tarique;Rani, Seema
    • CELLMED
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    • v.10 no.4
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    • pp.30.1-30.4
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    • 2020
  • Background: Tiryaq-e-arba is a polyherbal Unani antidote/antivenom formulation used in the management of poisoning due to snake bite, scorpion bite as well as in cold poisons since time immemorial. Objectives: Tiryaq-e-arba was not evaluated scientifically before this study carried out, therefore it was studied for antivenom activity by testing on plasma fibrinogen level in Russell's Viper envenomation in rabbits. Material &Methods: The anti-venom activity of the test drug was studied by observing its effect on plasma fibrinogen level in Russell's Viper envenomation in rabbits by the method of Netelson. Results: The plasma fibrinogen level was found to be 171±665.04 mg/100 ml of blood, 36.18±1.12 mg/100 ml of blood, 33.14±0.52 mg/100 ml of blood and 17.9±1.65 mg/100 ml of blood at 0, 1, 3 and 6 hours respectively in control animals while in the test animal it was found to be 157.13±3.44 mg/100 ml of blood, 41.13±2.69 mg/100 ml of blood, 62.09±1.65 mg/100 ml of blood and 54.39±0.73 mg/100 ml of blood respectively. The test showed that though the plasma fibrinogen level in the test lower at 0 hour but it was greater in the control animals at 1, 3 and 6 hours. The increase in plasma fibrinogen level in the test animals at 3 and 6 hours was statistically significant (P<0.001). Conclusions: The finding of the present study was that Tiryaq-e-arba possesses antivenom activity which scientifically support the Unani claim that it is Dafe-Sumoom-al-Hevan (Antivenom or Antidote) and the use of this preparation in corresponding diseases.

De re context and some semantic traits of 'rago' (대물(de re) 문맥과 '-라고'의 몇 가지 의미론적 특성)

  • Min, Chanhong
    • Korean Journal of Logic
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    • v.16 no.1
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    • pp.61-85
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    • 2013
  • The author, after introducing the concept of de re belief and discussing de re/de dicto ambiguity in belief context and modal context, concludes that modal sentences of Korean language does not show any distinctive traits against English. He, after discussing this ambiguity in negative sentence a la Russell, tries to show that Korean provides two way of negation construction, one of which corresponds to de re negation (primary occurrence in Russell's terms). De re reading makes referentially transparent context, thus permits substitutions of identicals salva veritate; De dicto reading does not. Korean ending 'rago', used with quotation verbs, speech act verbs and cognitive attitude verbs, deserves some attention in that it permits de re sentences in addition to de re/de dicto ambiguous sentences. 'Rago' also makes speaker's commitment to the content of the intensionally contained clause 'neutral', in contrast with other Korean endings such as 'um/im' and 'raneun gut' which make speaker's positive commitment. This explains why the maxim of western epistemology that knowledge presupposes truth does not hold in Korean 'rago' sentences.

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The Early Wittgenstein on Propositional Attitude Statements (전기 비트겐슈타인과 명제적 태도 진술)

  • Park, Jeong-il
    • Korean Journal of Logic
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    • v.21 no.2
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    • pp.231-268
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    • 2018
  • Wittgenstein asserts in the Tractatus Logico-Philosophicus 5.542 that "A believes that p" is of the form "'p' says p" and "here we have no co-ordination of a fact and an object, but a co-ordination of facts by means of a co-ordination of their objects." What does, then, it mean exactly that 'p' says p? What are "facts" and "a co-ordination" in the expression "a co-ordination of facts"? Are propositional attitude statements significant propositions or not? Furthermore, what is the point of Wittgenstein's criticism of Russell's theory of judgement? In this paper, I will answer these questions on the basis of Wittgenstein's explication of the concept of thought and Ramsey's relevant remark on propositional attitude. Meanwhile propositional attitude statements are bound up with solipsism of the Tractatus Logico-Philosophicus and some of them have senses. Hence both of assertions that all the propositional attitude statements are significant and all of them are nonsense in the Tractatus Logico-Philosophicus are not correct.

Automatic facial expression generation system of vector graphic character by simple user interface (간단한 사용자 인터페이스에 의한 벡터 그래픽 캐릭터의 자동 표정 생성 시스템)

  • Park, Tae-Hee;Kim, Jae-Ho
    • Journal of Korea Multimedia Society
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    • v.12 no.8
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    • pp.1155-1163
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    • 2009
  • This paper proposes an automatic facial expression generation system of vector graphic character using gaussian process model. Proposed method extracts the main feature vectors from twenty-six facial data of character redefined based on Russell's internal emotion state. Also by using new gaussian process model, SGPLVM, we find low-dimensional feature data from extracted high-dimensional feature vectors, and learn probability distribution function (PDF). All parameters of PDF are estimated by maximization the likelihood of learned expression data, and these are used to select wanted facial expressions on two-dimensional space in real time. As a result of simulation, we confirm that proposed facial expression generation tool is working in the small facial expression datasets and can generate various facial expressions without prior knowledge about relation between facial expression and emotion.

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Analysis of Facial Movement According to Opposite Emotions (상반된 감성에 따른 안면 움직임 차이에 대한 분석)

  • Lee, Eui Chul;Kim, Yoon-Kyoung;Bea, Min-Kyoung;Kim, Han-Sol
    • The Journal of the Korea Contents Association
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    • v.15 no.10
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    • pp.1-9
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    • 2015
  • In this paper, a study on facial movements are analyzed in terms of opposite emotion stimuli by image processing of Kinect facial image. To induce two opposite emotion pairs such as "Sad - Excitement"and "Contentment - Angry" which are oppositely positioned onto Russell's 2D emotion model, both visual and auditory stimuli are given to subjects. Firstly, 31 main points are chosen among 121 facial feature points of active appearance model obtained from Kinect Face Tracking SDK. Then, pixel changes around 31 main points are analyzed. In here, local minimum shift matching method is used in order to solve a problem of non-linear facial movement. At results, right and left side facial movements were occurred in cases of "Sad" and "Excitement" emotions, respectively. Left side facial movement was comparatively more occurred in case of "Contentment" emotion. In contrast, both left and right side movements were occurred in case of "Angry" emotion.