• Proceedings of the Korean Society for Agricultural Machinery Conference
• /
• 1993.10a
• /
• pp.551-555
• /
• 1993

With the development of modern agriculture, a new cultivating method with high efficiency, good quality and low energy consumption should be developed to satisfy agricultural requirements. After comparing various cultivating patterns and summerizing research results, the submerged up-cut rotary cultivation is predicted to have bright futures and still some problems need to be solved.

• Proceedings of the KSPS conference
• /
• 1996.10a
• /
• pp.529-533
• /
• 1996

There are some similar phonological properties shared by different languages. The phenomenon of vowel length is just one of them which shows distinctive futures. In some languages long vowels serve to differentiate meanings. In that case the phonological context it creates is important and so it has to be incorporated into the phonemic inventory of the language, otherwise there will be misunderstanding. In this paper I will try to explain the Turkish vowel system as well as the Korean, and then to show how long vowels take their forms in Turkish and Korean.

• Proceedings of the Korean Operations and Management Science Society Conference
• /
• 2002.05a
• /
• pp.1066-1070
• /
• 2002

We propose a neural network based up-trend detector. An auto-associative neural network was trained with 'up-trend' data obtained from the KOSPI 200 future price. It was then used to predict an up-trend Simple investment strategies based on the detector achieved a two year return of $19.8\%$ with no leverage.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.15 no.1
• /
• pp.189-195
• /
• 2014

In this research, we investigate the relationship between volatility and the trading volumes of trader types in the KOSPI 200 index stock market, futures market, and options market. Three types of investors are considered: individual, institutional, and foreign investors. The empirical results show that the volatility of the stock market and futures market are affected by the transaction information from another market. This means that there exists the cross-market effect of trading volume to explain volatility. It turns out that the option market volatility is not explained by any trading volume of trader types. This is because the option market volatility, VKOSPI, is the volatility index that reflects traders' expectation on one month ahead underlying volatility. Third, individual investors tend to increase volatilities, whereas institutions and foreign investors tend to stabilize volatilities. These results can be used in the areas of investment strategies, risk management, and financial market stability.

• Asian Pacific Journal of Cancer Prevention
• /
• v.16 no.11
• /
• pp.4555-4561
• /
• 2015

Background: Mammography screening is a method for reducing breast cancer mortality in women over 40 years old. A participation rate of at least 70% is a prerequisite for screening programs. This study aimed at determining the participation rate of women in breast cancer screening in Iran. Materials and Methods: The study population in this prospective research consisted of 35 to 69 years old women in the villages and towns Kerman District, in 2013. The data were collected by a well-validated risk assessment questionnaire. The questionnaires were completed with the help of health workers and technicians in the health centers, who were trained on breast cancer screening program. Results: As a whole, 19,651 women were invited to complete the questionnaire, of whom 15,794 women (80.37%) completed it. In the urban region, of 3150 eligible women 2728 women (86.60%) participated in the study. The acceptance rates for mammography in rural and urban regions were 34.95% and 8.75%, respectively. Conclusions: Finally, 3.8% and 16.34% of 35 to 69 years old women in the urban regions were mammographed, respectively. Conclusion: The low participation of eligible women in breast cancer screening program alerts us against including the program in the health insurance package.

• Asia-Pacific Journal of Business Venturing and Entrepreneurship
• /
• v.9 no.2
• /
• pp.15-21
• /
• 2014

The long memory properties of the hedge ratio for stock and futures have not been systematically investigated by the extant literature. To investigate hedge ratio' long memory, this paper employs a data set including KOSPI200 and S&P500. Coakley, Dollery, and Kellard(2008) employ a data set including a stock index and commodities foreign exchange, and suggested the S&P500 to be a fractionally integrated process. This paper firstly estimates hedge ratios with two dynamic models, BEKK(Bollerslev, Engle, Kroner, and Kraft) and diagonal-BEKK, and tests the long memory of hedge ratios with Geweke and Porter-Hudak(1983)(henceforth GPH) and Lo's modified rescaled adjusted range test by Lo(1991). In empirical results, two hedge ratios based on KOSPI200 and S&P500 show considerably significant long memory behaviours. Thus, such results show the hedge ratios to be stationary and strongly reject the random walk hypothesis on hedge ratios, which violates the efficient market hypothesis.

• Asian Pacific Journal of Cancer Prevention
• /
• v.17 no.sup3
• /
• pp.143-147
• /
• 2016

Breast and cervical cancers are among leading causes of morbidity and mortality in women worldwide. Regular screening is very important for early detection of these cancers, but studies indicate low rates of screening participation. In this survey we studied the rate of screening participation among women 18-64 years old referred to urban health centers in Kerman, Iran in 2015. A cross-sectional study was carried out on 240 women who were selected using a multistage sampling method. Data collected using a questionnaire covered demographics and questions about common cancer screening status in women. Analysis was by SPSS 19. The mean age of participants was $31.7{\pm}7$. Most (97.1%) were married, housewives (83.3%), had high school diploma (43.8%) and a monthly income more than ten million Rls. The frequency of the Pap test performance was higher in women who were employed and with a university degree (p<0.05). The frequency of mammography performance in women over 40 years was also higher in women with university degree (p<0.05). There was no statistically significant difference in the frequency of pelvic examination, and self and clinical breast examinations based on education, household income and employment (p>0.05). Our study found that the rate of screening participation among women is low. Investigation of the barriers, increasing the awareness of women about the importance and advantages of screening and also more incentives for health personnel especially family physicians to pay more attention to preventive programs could be effective.

• Journal of the Korea Convergence Society
• /
• v.12 no.12
• /
• pp.49-57
• /
• 2021

With the advent of the era of the fourth industry, more and more scientific techniques are being used to solve decision-making problems. In particular, big data analysis technology is developing as it becomes easier to collect numerical data. Therefore, in this study, in order to overcome the limitations of qualitatively analyzing investment trends, the association of various products was analyzed using associated analysis techniques. For the experiment, two experimental periods were divided based on the COVID-19 economic crisis, and sales information from individuals, institutions, and foreign investors was collected, and related analysis algorithms were implemented through r software. As a result of the experiment, institutions and foreigners recently invested in the KOSPI and KOSDAQ markets and bought futures and products such as ETF. Individuals purchased ETN and ETF products together, which is presumed to be the result of the recent great interest in sector investment. In addition, after COVID-19, all investors tended to be passive in investing in high-risk products of futures and options. This paper is thought to be a useful reference for product sales and product design in the financial field.

• The Journal of the Korea Contents Association
• /
• v.19 no.7
• /
• pp.36-46
• /
• 2019

If stock market is efficient, any well-devised trading rule can't consistently outperform the average stock market returns. This study aims to verify whether the strategy based on bid-ask volume information can beat the stock market. I suggested a day trading strategy using order imbalance indicator and empirically analyzed its profitability with the KOSPI 200 index futures data from 2001 to 2018. Entry rules are as follows: If BSI is over 50%, enter buy order, otherwise enter sell order, assuming that stock price rises after BSI is over 50% and stock price falls after BSI is less than 50%. The empirical results showed that the suggested trading strategy generated very high trading profit, that is, its annual return runs to minimum 71% per annum even after the transaction costs. The profit was generated consistently during 18 years. This study also improved the suggested trading strategy applying the genetic algorithm, which may help the market practitioners who trade the KOSPI 200 index futures.

• Journal of Korea Trade
• /
• v.24 no.1
• /
• pp.1-34
• /
• 2020

Purpose - In this study, we investigate determinants of hedging with derivatives and its effect on firm value and firm risk for Korean firms. Design/methodology - To avoid the endogeneity problem pointed out in previous studies, we use a two-stage analysis by using gains and losses from derivatives as instrument variable for hedging with derivatives. Findings - Our analysis on the determinants of hedging shows that firms that are more leveraged and less profitable, and with more growth opportunities are likely to hedge through derivatives. Additionally, large firms, firms less diversified into industry, and firms more diversified geographically are likely to use derivatives. Our two-stage analysis shows that indicators of hedging with derivatives have an insignificant effect on firm value, and the indicator of futures/forwards use and of swaps use have significant negative effect on firm value. Whereas, the extent of hedging with derivatives has positive effect on firm value for all types of foreign currency derivatives, which suggests that moderately low hedgers use derivatives inefficiently, but extensive hedgers use derivatives properly. With regard to firm risk, hedging with derivatives increases market-based risk, but decreases accounting-based risk. Thus, we conclude that Korean firms use derivatives to manage operational volatility rather than to manage market risk, and accounting-based risk reduction through hedging is not directly translated into higher firm value. Originality/value - This is not the first study to investigate hedging behavior of Korean firms, but the sample period that that this study analyzed is the longest and various method are used to control the endogeneity problem. We investigate not only total foreign currency derivatives but also by types of derivatives, including futures/forwards, options, and swaps.