• Journal of the Korean Data and Information Science Society
• /
• 제24권2호
• /
• pp.235-244
• /
• 2013

본 연구에서는 코스피200 선물시장에서 거래량 지표를 이용한 매매 전략을 제안한다. 거래량과 주가의 인과성에 대한 많은 연구가 진행되어 왔으나 뚜렷한 결과를 도출하지 못하였지만, 본 연구에서는 거래량을 사용하는 투자전략의 경제적 유용성을 실증 분석하여 거래량이 주가의 선행 지표라는 것을 지지하였다. 본 연구는 크게 두 가지 목적을 가지고 있다. 첫 번째 목적은 CVI (correlated volume index)라는 거래량을 사용한 지표를 생성하는 것이다. 두 번째 목적은 이를 이용하여 코스피200 선물 지수의 적절한 매수시점과 매도시점을 정하는 것이다. 이 논문의 실험결과는 제안된 모델의 유용성을 증명할 수 있을 것이며, 또한 이를 통해 시장참여자들의 투자 결정에 있어 도움을 줄 수 있을 것이다.

• 대한임상검사과학회지
• /
• 제41권3호
• /
• pp.135-139
• /
• 2009

Pulmonary function test has been know to be greatly affected by body indices, such as sex, age, height, body weight, body surface area (BSA) and body mass index (BMI), so hat this study was focused to see the relationship between body index and flow-volume curves. Subjects were 156 (male 90, female 66) and they were examined for pulmonary function test in terms of body index and correlation/multiple regression analysis of flow-volume curves at Presbyterian Medical Center from March to August, 2009. The followings results after analyzing the correlation between body index and flow-volume curves. Although flow-volume curve FEF25-75% showed close correlation with age, body weight, and body surface area, but not with body mass index. In addition, multiple regression analysis was performed to see how each body index affects flow-volume curve FEF25-75%, and FEF25-75% dispersion was explained as 74.5% with age only, 94.2% with age and height, and 96% with age, height, and sex. Therefore, sex, age and height that are mainly used for predictive formular of pulmonary function test and nomogram were important factors for pulmonary function test itself, and further study must be done for other body index.

• The Journal of Asian Finance, Economics and Business
• /
• 제7권8호
• /
• pp.51-59
• /
• 2020

The objective of this study is to enrich the literature by investigating the impact of introduction of index future trading on spot market returns and trading volume in Vietnam. Data used in this study mainly consist of daily VN30-Index and market trading volume series during the period from February 6^th, 2012 to December 31^st, 2019. Using OLS, GARCH(1,1) and EGARCH(1,1) models, the empirical findings consistently confirm that the introduction of index future trading has no impact on the spot market returns. In addition, the results of the EGARCH(1,1) model indicate that the leverage effect on the spot market volatility is existence in HOSE. Specifically, bad news has a greater effect on the market volatility than good news of the same size. Moreover, our empirical findings reveal that the introduction of index future contracts has the positive impact on the underlying market trading volume. Specifically, the trading volume of the post-index futures introduction increases by 7.5 percent compared with the pre-index futures introduction. Finally, the results obtained from the Granger causality test for the relationship between the spot market returns and the future trading activity confirm that only uni-directional causality running from the market returns to the future trading activity exists in HOSE.

• 한국공작기계학회:학술대회논문집
• /
• 한국공작기계학회 2004년도 춘계학술대회 논문집
• /
• pp.275-280
• /
• 2004

Shape optimization was performed to obtain the precise shape of cutouts including the internal shape of cutouts in laminated composite plates by three dimensional modeling using solid element. The volume control of the growth-strain method was implemented and the distributed parameter chosen as Tsai-Hill fracture index for shape optimization. The volume control of the growth-strain method makes Tsai-Hill failure index at each element uniform in laminated composites under the initial volume. Then shapes optimized by Tsai-Hill failure index were compared with those of the initial shapes for the various load conditions and cutouts. The following conclusions were obtained in this study. (1) It was found that growth-strain method was applied efficiently to shape optimization of three dimensional cutouts in a laminate composite, (2) The optimal shapes of the various load conditions and cutouts were obtained, (3) The maximum Tsal-Hill failure index was reduced up to 67% when shape optimization was peformed under the initial volume by volume control of growth-strain method.

• 한국항만경제학회지
• /
• 제28권4호
• /
• pp.193-207
• /
• 2012

본 연구는 의사결정나무분석을 이용하여 컨테이너 수출입 물동량을 예측한다. 컨테이너 수출입 물동량에 영향을 미칠 가능성이 있는 요인을 독립변수로 선정하였는데, 생산자물가지수와 소비자물가지수, 수출물량지수와 수입물량지수, 미국과 한국의 산업생산지수, 그리고 원/달러 환율을 선정하였다. 분석기간은 2002년 1월부터 2011년 12월까지 10년간의 월별자료를 이용하였으며, 의사결정나무를 형성하기 위해 다양한 알고리즘이 제안되고 있는데, CRT(Classification and Regression Trees)알고리즘을 활용하였다. 분석결과는 첫째, 컨테이너 수출물동량에 대한 최적분리는 수출물량지수에 의해 분리되었다. 수출물량지수는 115.90으로 분리되어 지는데, 수출물량지수가 115.90보다 큰 경우는 다시 수출물량지수가 152.35보다 큰 경우와 115.90과 152.35사이인 경우로 분리되어진다. 여기서 수출물량지수가 152.35보다 큰 경우는 858,191TEU/(월)이고, 115.90과 152.35사이인 경우는 716,582TEU/(월)로 컨테이너 수출물동량이 예측된다. 둘째, 컨테이너 수입 물동량에 대한 최적분리는 수입물량지수에 의해 분리되었다. 수입물량지수가 116.20에서 분리되어 지는데, 수입물량지수가 116.20보다 큰 경우는 다시 수입물량지수가 134.60보다 큰 경우와 116.20과 134.60사이인 경우로 분리되어진다. 여기서 수입물량지수가 134.60보다 큰 경우는 869,227TEU/(월)이고, 116.20과 134.60사이인 경우는 738,724TEU/(월)로 컨테이너 수입물동량이 예측된다.

• 한국공작기계학회논문집
• /
• 제13권4호
• /
• pp.16-22
• /
• 2004

Shape optimization was performed to obtain the precise shape of cutouts including the internal shape of cutouts in laminated composite plates by three dimensional modeling using solid element. The volume control of the growth-strain method was implemented and the distributed parameter chosen as Tsai-Hill fracture index for shape optimization. The volume control of the growth-strain method makes Tsai-Hill failure index at each element uniform in laminated composites under the initial volume. Then shapes optimized by Tsai-Hill failure index were compared with those of the initial shapes for the various load conditions and cutouts. The following conclusions were obtained in this study (1) It was found that growth-strain method was applied efficiently to shape optimization of three dimensional cutouts in a laminated composite plate, (2) The optimal shapes on the various load conditions and cutouts were obtained, (3) The maximum Tsai-Hill failure index was reduced up to 67% when shape optimization was performed under the initial volume by volume control of growth-strain method.

• 한국의학물리학회지:의학물리
• /
• 제17권1호
• /
• pp.6-16
• /
• 2006

본 연구의 목적은 세기변조 방사선 치료법(IMRT)에 의해 만들어진 DVH를 이용하여 선량의 균등률(homogeneity) 및 덮임률(coverage) 지수를 구하는 간편한 방법을 제시하는 데 있다. 새로 개발된 지수들은 DVH 곡선을 수학적으로 계단 함수에 fitting 함으로써 구해졌다. 새로 제안된 지수 l는 종양에 대한 선량의 덮임률을 잘 나타내고 있으며 이 지수가 작으면 작을수록 더 좋은 덮임률을 보여주고 있다. 또한 종양의 균등률 지수로 제안된 n 지수는 기존에 사용되고 있는 균등률 지수들보다 좀 더 정확하게 선량의 균등성을 나태내고 있음을 확인하였다. 이들 지수를 이용하여 치료계획에 바탕이 되는 토대를 제시하였으며 여기에서 제안된 지수들이 선량의 균등성과 덮임성에 대해 매우 효과적인 방법이 될 수 있음을 보여주고 있다.

• 한국연초학회지
• /
• 제14권1호
• /
• pp.48-56
• /
• 1992

This studies were carried out to investigate the effects of leaf loading quantity and circulating air volume during bulk curing on the variation of physical and chemical characteristics in flue-cured tobacco. The results are as follows : 1. The content of sugar in cured leaves was decreased with more circulating air volume and leaf loading quantity at bulk curing. 2. Total nitrogen and protein nitrogen were decreased with less circulating air volume and more leaf loading quantity, while amino nitrogen was increased. 3. The contents of linolenic acid and linoleic acid were increased with more leaf loading quantity and oxalic acid and citric acid had a tendency of being increased in case of high circulating air volume. 4. In general, major aromatic compounds were increased through flue-curing. Relatively high content of solanone in case of lower air volume and less leaf loading were observed, while megastig matrienone was increased when leaf loading was small. 5. The more circulation air volume with leaf loading quantity caused lowering equilibrium moisture content and higher shatter index, which resulted in poor quality of cured leaves based on quality index, nitrogen number, taste index phillips index, and sugar-nicotine ratio.

• 한국지반공학회:학술대회논문집
• /
• 한국지반공학회 2010년도 춘계 학술발표회
• /
• pp.717-721
• /
• 2010

Soil volume conversion factors are used for estimation of an excavated the soil volume which will be removed or added in levelling the ground surface of a construction site. An accurate evaluation method will help us reduce a construction cost and time consuming. In this study, we performed the laboratory tests, including grain size measurement, water content, specific gravity, porosity, density and XRD tests, to suggest reliable soil volume conversion factors and weathering indices in field using nondestructive methods. The weathering index and soil volume conversion factor L are obtained for different types of soils. At results, the CIW index is the best method measuring the weathering index and the factor L is relative to natural porosity, void ratio, density and dry density.

• 경영과학
• /
• 제32권4호
• /
• pp.57-67
• /
• 2015

It is a familiar Wall Street adage that "It takes volume to make prices move." Numerous researches have found the positive correlation between trading volume and price changes. Recent studies have documented that informed traders have strong influences on stock market prices through their trading with distinctive information power. Ever since 1992 capital market liberalization in Korea, it is said that foreign investors make consistent profits with their superior information and analytical skills. This study aims at whether we can make a profitable trading strategy by using the foreign investors' trading information. We analyse the relation between the KOSPI index returns and the foreign investors trading volume using GARCH models and VAR models. This study suggests the profitable trading strategies based on the documented relation between the foreign investors' trading volume and KOSPI index returns. We simulate the trading system with the real stock market data. The data include the daily KOSPI index returns and foreign investors' trading volume for 2001~2013. We estimate the GARCH and VAR models using 2001~2011 data and simulate the suggested trading system with the remaining out-of-sample data. Empirical results are as follows. First, we found the significant positive relation between the KOSPI index returns and contemporaneous foreign investors' trading volume. Second, we also found the positive relation between the KOSPI index returns and lagged foreign investors' trading volume. But the relation showed no statistical significance. Third, our suggested trading system showed better trading performance than B&H strategy, especially trading system 2. Our results provide good information for uninformed traders in the Korean stock market.