• Journal of Forest and Environmental Science
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• 제34권2호
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• pp.145-152
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• 2018

Quantification of Carbon stock has become in the contest of changing climate and mitigation potential of forests. Two different forest types, Dry Shiwalik Sal Forest and Moist Shiwalik Sal Forest in Barkot and Lachchiwala of Doon Valley, Western Himalaya are selected for the study. Volume equations, destructive sampling and laboratory analysis are done to estimate the carbon stock in different carbon pools like trees, shrubs, herbs and soils. Considerable variations are observed in terms of carbon stocks in different forest types. In Dry Shiwalik Sal Forest, carbon stock density varied between 129.81 and $136.00MgCha^{-1}$ while in Moist Shiwalik Sal Forest, carbon stock density ranged from 222.29 to $271.67MgCha^{-1}$. Tree species like Shorea robusta, Syzigium cumini, Miliusa velutina, Acacia catechu, and Mallotus philippensis had significant role in carbon sequestration. Shorea robusta had contributed highest in carbon stock due to highest density. Total of 2,338,280.165 Mg carbon stock was estimated in all the forest types.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2006년도 춘계공동학술대회 논문집
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• pp.25-32
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• 2006

Given a schedule of train to be routed by a Railway Stock, Railway Stock Routing Problem determine a sequence of train while satisfying turnaround time and maintenance restrictions. The objective is to minimize the Railway Stock during a week and each day simultaneously. And we prove that Railway Stock Routing Problem with maintenance restrictions is NP-hard. In this paper, we present two stage approaches that solve the Railway Stock Routing Problem in a reasonable time. In first stage we relax maintenance restrictions and formulate as a Min-cost-flow problem. Then, in the second stage, we attempt to satisfy maintenance restrictions using ours heuristic algorithm. We show the computational result of applying to an actual train schedule data.

• International Journal of Quality Innovation
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• 제1권1호
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• pp.106-120
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• 2000

The purpose of this research is to understand the effects of Quality Management Award on stock prices movement and to examine the comparative advantages of quality award system in Korea and the U.S. This study compares the performances of QM Award companies in the stock market with those of the market index in both countries. We develop Korean Quality Award Index(KQA Index) based on the Baldrige Index of NIST in the U.S. We inspect three studies. Study 1 tests if the performances of MB Award winners and S&P500 index have a difference in the stock market. Study 2 tests if the performances of KQA winners and KOSPI(Korean Composite Stock Price Index) have a difference in the stock market. Study 3 tests if the performances of KQA winners and MB Award winners have a difference in the stock market. From the empirical tests, the performances of KQA winners are superior to those of KOSPI and the performances of MB Award winners are superior to those of S&P500 and the performances of MB Award winners are superior to those of KQA winners.

• 가정과삶의질연구
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• 제22권3호
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• pp.11-21
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• 2004

This study examined factors associated with the ownership of stock investments and the amount of stock investments of households using the 2001 National Survey of Family Income and Expenditure by National Statistical Office. Households with large amounts of income, savings, and liabilities were more likely to invest in stocks and have large amounts of stock investments. Also, households with young and male householders, highly educated householders, a number of children in school, and housing ownership were more likely to invest in stocks and have large amounts of stock investments. On the other hand, self employed households and dual income households were less likely to invest in stocks and have small amounts of stock investments.

• 유통과학연구
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• 제10권7호
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• pp.13-22
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• 2012

The effect of the September 2008 global financial crisis weighed heavily on stock markets around the world. The purpose of this study is to empirically investigate the impact of the crisis on Amman Stock Exchange. Event study methodology has been adopted on a period of 24 months, from January 2008 to December 2009. Monthly average abnormal returns across a sample of 52 industrial and services companies have been tested separately. The results reveal that Amman Stock Exchange experienced significant negative abnormal returns in the fourth quarter of the year 2008. However, there were no significant abnormal returns observed thereafter. This means that Amman Stock Exchange managed to overcome its adverse consequences. Since the event study tests for market efficiency, as well, the results show that Amman Stock Exchange reaction is consistent with the semi-strong form of the efficient market hypothesis.

• KDI Journal of Economic Policy
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• 제40권2호
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• pp.23-52
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• 2018

Given the limited availability of data in South Korea, this study proposes a method by which to estimate regional capital stock by modifying the benchmark year method (BYM) and applies it to estimate regional net capital stock by sector in transport infrastructure. First, it estimates time-varying sectoral depreciation rates using the sectoral net capital stock and the investment amount for each period. Second, it estimates the net capital stock of each period using the net capital stock in the base year and the investment in each period. Third, in order to ensure that the sum of net capital stocks by region is equal to the nationwide estimate, the national estimates are allocated to each region according to the proportion of the values derived from the previous stage. The proposed method can alleviate well-known problems associated with conventional BYMs, specifically the upward bias and arbitrary choice of the depreciation rate.

• KDI Journal of Economic Policy
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• 제24권2호
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• pp.83-119
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• 2002

In this paper, we study the relationship between the U.S. daily stock returns and the corresponding Korean returns. More specifically, we examine whether the previously realized U.S. stock returns would help predict the current Korean returns. We find that for dose-to-close daily stock returns, the U.S. returns would help predict the Korean returns. However, for open-to-close stock returns, the U.S. intraday stock returns would not help predict the corresponding Korean returns. After distinguishing investors by their nationality and types, we then examine whether there is a relationship between investors' net purchase of Korean stocks and the previous days' U.S. stock returns. We find that the amount of international investors' net purchase of Korean stocks today would vary significantly with the previous days' U.S. stock returns. The Korean individual investors and the Korean investment trust companies, however, would follow the opposite investment pattern.

• 대한산업공학회지
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• 제39권6호
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• pp.535-545
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• 2013

The goal of stock investment is earning high rate or return with stability. To accomplish this goal, using a portfolio that distributes stocks with high rate of return with less variability and a stock price prediction model with high accuracy is required. In this paper, three methods are suggested to require these conditions. First of all, in portfolio re-balance part, Max-Return and Min-Risk (MRMR) model is suggested to earn the largest rate of return with stability. Secondly, Entering/Leaving Rule (E/L) is suggested to upgrade portfolio when particular stock's rate of return is low. Finally, to use outstanding stock price prediction model, a model based on Semi-Supervised Learning (SSL) which was suggested in last research was applied. The suggested methods were validated and applied on stocks which are listed in KOSPI200 from January 2007 to August 2008.

• 한국식품영양학회지
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• 제30권4호
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• pp.742-748
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• 2017

This research aimed to improve the healthy properties of puffer fish broth, which has been utilized in Korean and Japanese food. Various healthy foods such as garlic, onion, mushroom, and cauliflower were added as ingredients to pufffer fish stock, and the antioxidative activity of each stock was measured by assaying the DPPH and ABTS radical scavenging activities, reducing power and amount of polyphenol. Shiitake was the most effective in increasing the antioxidative activity of puffer fish stock. The high antioxidative activity of shiitake mushroom seems to be correlated with the amount of polyphenol content in puffer fish broth. The antioxidant activities of puffer fish stock increased proportionally with increasing amount of added shiitake, which in turn was due to the increased amount of total polyphenol in the stock.

• Journal of Information Processing Systems
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• 제15권5호
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• pp.1231-1242
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• 2019

This paper presents a two-dimensional attention-based long short-memory (2D-ALSTM) model for stock index prediction, incorporating input attention and temporal attention mechanisms for weighting of important stocks and important time steps, respectively. The proposed model is designed to overcome the long-term dependency, stock selection, and stock volatility delay problems that negatively affect existing models. The 2D-ALSTM model is validated in a comparative experiment involving the two attention-based models multi-input LSTM (MI-LSTM) and dual-stage attention-based recurrent neural network (DARNN), with real stock data being used for training and evaluation. The model achieves superior performance compared to MI-LSTM and DARNN for stock index prediction on a KOSPI100 dataset.