• 제목/요약/키워드: flow information

검색결과 5,735건 처리시간 0.034초

일본 냉동새우 선물시장의 효율성과 정보흐름에 관한 연구 (A Study on the Efficiency and Information for Future Market of Japan's Frozen Shrimp)

  • 이병근;전혜민;김기수
    • 수산경영론집
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    • 제40권1호
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    • pp.51-74
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    • 2009
  • The purpose of this study is to ascertain that how the futures market of the Japanese frozen shrimp that is the only fisheries asset all over the world can be efficient. Accordingly, this paper examines efficiency and information flow of the Japanese frozen shrimp market using data from Kansai Commodities Exchange frozen shrimp futures closing prices and spot prices. And then this paper estimates a forward price model using that data. From the model, risk premium is estimated and we could also analyse the future information flow into the futures market which reveals future spot prices. This thesis reached to conclusions as follows: First, the null of zero risk premium is rejected and the value of that is negative. Second, the time pattern of information flow into the futures market is that most of the information on future price arrives within a week and for the last week, most of relevant information is already incorporated. The result of this study contrasts with that of Stockman(1978) about currency futures market of U.S.

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The Impact of COVID-19, Day-of-the-Week Effect, and Information Flows on Bitcoin's Return and Volatility

  • LIU, Ying Sing;LEE, Liza
    • The Journal of Asian Finance, Economics and Business
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    • 제7권11호
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    • pp.45-53
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    • 2020
  • Past literatures have not studied the impact of real-world events or information on the return and volatility of virtual currencies, particularly on the COVID-19 event, day-of-the-week effect, daily high-low price spreads and information flow rate. The study uses the ARMA-GARCH model to capture Bitcoin's return and conditional volatility, and explores the impact of information flow rate on conditional volatility in the Bitcoin market based on the Mixture Distribution Hypothesis (Clark, 1973). There were 3,064 samples collected during the period from 1st of January 2012 to 20th April, 2020. Empirical results show that in the Bitcoin market, a daily high-low price spread has a significant inverse relationship for daily return, and information flow rate has a significant positive relationship for condition volatility. The study supports a significant negative relationship between information asymmetry and daily return, and there is a significant positive relationship between daily trading volume and condition volatility. When Bitcoin trades on Saturday & Sunday, there is a significant reverse relationship for conditional volatility and there exists a day-of-the-week volatility effect. Under the impact of COVID-19 event, Bitcoin's condition volatility has increased significantly, indicating the risk of price changes. Finally, the Bitcoin's return has no impact on COVID-19 events and holidays (Saturday & Sunday).

TCP/IP Hardware Accelerator를 위한 Host Interface의 설계 (Host Interface Design for TCP/IP Hardware Accelerator)

  • 정여진;임혜숙
    • 한국통신학회논문지
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    • 제30권2B호
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    • pp.1-10
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    • 2005
  • 빠른 데이터 처리를 위하여 기존에는 소프트웨어방식으로 구현되었던 TCP/IP를 고속의 하드웨어로 구현함에 있어, TCP/IP 하드웨어와 외부 블록간의 통신을 중계하는 블록인 Host Interface를 구현하였다. Host Interface는 TCP/IP 하드웨어와 외부 블록의 중간에 위치하여 외부 블록과의 통신을 위해 AMBA AHB 규약을 따른다. Host Interface는 내부의 Command/Status Register를 통하여 CPU와 TCP/IP 하드웨어 간의 명령, 상태, 헤더 정보 등을 전달하는데 이 때에는 AMBA AHB의 Slave로서 동작한다. Data Flow를 위해서 Host Interface는 AMBA AHB의 Master로서 동작하는데, 데이터 흐름의 방향에 따라 Data flow는 데이터를 수신하는 Receive flow와 데이터를 패킷으로 만들어 보내는 Transmit Flow로 나된다. Rx Flow의 경우, UDP 블록이나 TCP Buffer로부터 받은 데이터를 내부의 작은 RxFIFO를 통해 외부 RxRAM에 써서 CPU가 읽어갈 수 있도록 하고, Tx Flow의 경우에는 외부 TxRAM에서 전송할 데이터를 읽어 와서 TxFIFO를 거쳐 UDP Buffer나 TCP Buffer에 씀으로써 패킷을 만들어 보내도록 한다. 외부 RAM의 액세스에는 Command/Status Register에 위치한 Buffer Descriptor의 정보를 이용하게 된다. Host Interface는 이러한Data Flow의 원활한 흐름을 위해서 여러 세부 기능들을 수행하게 된다. Host Interface의 기능을 검증하기 위하여 여러 testcase들이 수행되었으며, 0.18 마이크론 기술을 사용하여 synthesis한 결과, 내부의 Command/Status Register와 FIFO를 모두 포함하여 약 173K 게이트가 소요됨을 보았다.

CONVERGENCE ANALYSIS OF BROADBAND, INTERNET AND INFORMATION FLOW FOR 43 AFRICAN COUNTRIES FOR 1991-2015

  • ;장유상
    • 한국벤처창업학회:학술대회논문집
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    • 한국벤처창업학회 2017년도 추계학술대회
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    • pp.155-161
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    • 2017
  • In the field of information technology, broadband, internet and information flow have been found to be the primary elements to indicate access to information in this current information age. We examine whether the country difference in Broadband use, Internet use and information flow existing in 1991 has been reduced and if so how fast. Convergence framework had been utilised to answer these questions for 43 African countries. The results indicated that all the three chosen information technology indicators for 43 African countries are converging toward a reduction of dispersion and a catch-up process during the period 1991-2015. However, there are marked differences exhibited in the convergence processes for the Total groups and for the subgroups of countries by income level.

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A Video Traffic Flow Detection System Based on Machine Vision

  • Wang, Xin-Xin;Zhao, Xiao-Ming;Shen, Yu
    • Journal of Information Processing Systems
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    • 제15권5호
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    • pp.1218-1230
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    • 2019
  • This study proposes a novel video traffic flow detection method based on machine vision technology. The three-frame difference method, which is one kind of a motion evaluation method, is used to establish initial background image, and then a statistical scoring strategy is chosen to update background image in real time. Finally, the background difference method is used for detecting the moving objects. Meanwhile, a simple but effective shadow elimination method is introduced to improve the accuracy of the detection for moving objects. Furthermore, the study also proposes a vehicle matching and tracking strategy by combining characteristics, such as vehicle's location information, color information and fractal dimension information. Experimental results show that this detection method could quickly and effectively detect various traffic flow parameters, laying a solid foundation for enhancing the degree of automation for traffic management.

Optical flow field 분할을 위한 2$\frac{1}{2}$D 및 정방형 모델과 결합된 버텀-업 피라미드 링킹 방법에 관 한 연구 (A Study on Buttom-up Pyramid Linking(BUPL) Method Combined with 2$\frac{1}{2}$D and Quadratic Model for Segmentation of Optical Flow field)

  • 김춘길;이형재
    • 한국통신학회논문지
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    • 제16권11호
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    • pp.1154-1166
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    • 1991
  • Optical flow는 물체의 속도 결정과 추적 뿐만 아니라 영상분할과 물체의 3차원 정보로서도 중요하다. 본 논문에서는 OFF(optical flow field)의 해석 즉, OFF 분할을 위하여 3가지 모델과 결합된 피라미드 랭킹방법의 분할 알고리즘을 제시하였다. 제시된 방법에서 각 노드는 노드가 지배하는 영역내의 flow field의 모델을 형성하고, 이 영역들은 최적 적합되는 모델을 취함으로서 상위 레벨상의 노드와 결합되어진다. 또한 각 노드는 노드가 지배하는 화소들과 부모화소의 folw field 모델 사이에서 발생하는 최소제곱오차를 기초로 하여 부모화소와 링크된다. 이와 같은 방법에 의해 기존 방법들에서의 주된 문제점인 잡음에 대한 민감성을 개선할 수 있었고, 이를 실험을 통하여 입증하였다.

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다단계 보안 공간 데이터베이스를 위한 공간 다중인스턴스화 (Polyinstantiation for spatial data for multilevel secure spatial database)

  • 오영환;이재동;임기욱;배해영
    • 정보보호학회논문지
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    • 제11권1호
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    • pp.43-54
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    • 2001
  • 본 논문에서는 다단계 공간 데이터베이스 시스템에서 비빌 위상 경로(covert topology channel)를 해결할 목적으로 공간 다중인스턴스화(polyinstantiation fur spatial data)에 대해 연구한다. 위상 구조를 갖는 공간 데이터베이스 시스템은 공간 데이터와 서로 인접한 공간 데이터를 이용하여 다양한 공간 분석을 수행하여야 한다. 그러나, 공간 데이터베이스에서 공간 데이터간의 위상 정보를 지원하는 경우 위상관계 의한 정보의 노출(information flow)이 문제가 된다. 즉, 공간 데이터베이스를 갖는 지리정보시스템의 경우 대부분의 응용업무가 그래픽 사용자 인터페이스를 사용하고 있기 때문에 기밀이 요구되어지는 공간 데이터베이스의 경우, 출력되어진 객체들의 위치 정보나 인접한 객체와의 위상관계를 통해서 많은 정보가 노출되어질 위험이 있으므로 엄격한 사용자의 접근제어가 요구되어진다. 본 논문에서는 이러 한 문제점을 해결하기 위해 MLS/SRDM(Multi Level Security/Spatial Relational Data Model)켤 설계하고 공간 데이터의 위 상관계로 인해 생기는 정보 유출을 방지하기 위해 공간 다중인스턴스화를 제안한다

Design and Simulation of a Flow Mobility Scheme Based on Proxy Mobile IPv6

  • Choi, Hyon-Young;Min, Sung-Gi;Han, Youn-Hee;Koodli, Rajeev
    • Journal of Information Processing Systems
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    • 제8권4호
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    • pp.603-620
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    • 2012
  • Proxy Mobile IPv6 (PMIPv6) is a network-based mobility support protocol and it does not require Mobile Nodes (MNs) to be involved in the mobility support signaling. In the case when multiple interfaces are active in an MN simultaneously, each data flow can be dynamically allocated to and redirected between different access networks to adapt to the dynamically changing network status and to balance the workload. Such a flow redistribution control is called "flow mobility". In the existing PMIPv6-based flow mobility support, although the MN's logical interface can solve the well-known problems of flow mobility in a heterogeneous network, some missing procedures, such as an MN-derived flow handover, make PMIPv6-based flow mobility incomplete. In this paper, an enhanced flow mobility support is proposed for actualizing the flow mobility support in PMIPv6. The proposed scheme is also based on the MN's logical interface, which hides the physical interfaces from the network layer and above. As new functional modules, the flow interface manager is placed at the MN's logical interface and the flow binding manager in the Local Mobility Anchor (LMA) is paired with the MN's flow interface manager. They manage the flow bindings, and select the proper access technology to send packets. In this paper, we provide the complete flow mobility procedures which begin with the following three different triggering cases: the MN's new connection/disconnection, the LMA's decision, and the MN's request. Simulation using the ns-3 network simulator is performed to verify the proposed procedures and we show the network throughput variation caused by the network offload using the proposed procedures.

온라인 커뮤니티 몰입에 미치는 영향 연구 : 만족과 커뮤니티 신뢰를 매개로 (A Study on the Effects of the Online Community Flow : Mediating Satisfaction and Community Trust)

  • 문영주;이종호
    • 한국정보시스템학회지:정보시스템연구
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    • 제16권1호
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    • pp.23-45
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    • 2007
  • Today, most companies are building up and using online communities on their websites. But there are few studies on forming and operating online communities. This study shows the influence of social presence on these factors like usefulness, ease of use, playfulness, satisfaction community trust, and its ultimate contribution to community flow. An Empirical results suggest as follows. (1) social presence has stronger effect on usefulness, ease of use, playfulness, (2) usefulness and playfulness has a positive influence on satisfaction, (3) ease of use doesn't have a significant impact on flow, (4) satisfaction is positively influences on community trust and flow, (5) community trust influences on flow. It is necessary to succeed with next studies following this one about online community in spite of its limitation. Finally, we present contribution and propose future research directions.

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이동 물체 인식을 위한 Optic Flow (Optic Flow for Motion Vision;Survey)

  • 이종수
    • 한국통신학회논문지
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    • 제11권1호
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    • pp.1-15
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    • 1986
  • Optic flow는 이동물체표면의 3차원 속도를 영상판(image plane)에 투영시킨 2차원 속도이다. 본 논문은 이 동물체의 연속영상으로부터 optic flow 를 구하는 기술들을 조사분석하고 정해진 optic flow로부터 물체의 인식 및 3차원 속도를 결정하는 기술들을 논하였다. 연속영상으로부터 구해진 optic flow는 영상압축기술인 영상간 부호(inter-frame image coding)에 해당되며 컴퓨터비젼 시스템(computer vision system)에서 이동물체 인식에 사용된다.

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