• 재무관리연구
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• 제13권1호
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• pp.341-357
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• 1996

Some empirical studies have shown that asset prices respond to announcements of economic news, however, others also have found little evidence. This study assesses how market participants of the S&P 500 Index Futures reacted to the U.S. economic news announcements. For this purpose, using a GARCH (Generalized Autoregressive Conditional Heteroscedasticity) model, we use several U.S. news variables, its each surprise component and interest rates. We find that some economic news variables affected significantly on the S&P 500 Index Futures. In other words, we find that weekend variable, lagged volatility, and surprise component of trade deficit increased level of volatility. However, interest rate, M1, unemployment announcements caused the variance of the S&P 500 Index Futures to reduce, and each of the surprise component of M1 and trade deficit increased it. The result suggests that resolution of uncertainty, through economic news announcement, while, in some cases, causes market participants to reduce their forecast of volatility, a large difference between the market's forecast and the realization of the series causes the volatility to increase.

• 대한수학회논문집
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• 제30권2호
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• pp.103-108
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• 2015

Fox [2] presented an interesting identity for $_pF_q$ which is expressed in terms of a finite summation of $_pF_q$'s whose involved numerator and denominator parameters are different from those in the starting one. Moreover Fox [2] found a very interesting and general summation formula for $_3F_2(1/2)$ as a special case of his above-mentioned general identity with the help of Kummer's second summation theorem for $_2F_1(1/2)$. Here, in this paper, we show how two general summation formulas for $$_3F_2\[\array{\hspace{110}{\alpha},{\beta},{\gamma};\\{\alpha}-m,\;\frac{1}{2}({\beta}+{\gamma}+i+1);}\;{\frac{1}{2}}\]$$, m being a nonnegative integer and i any integer, can be easily established by suitably specializing the above-mentioned Fox's general identity with, here, the aid of generalizations of Kummer's second summation theorem for $_2F_1(1/2)$ obtained recently by Rakha and Rathie [7]. Several known results are also seen to be certain special cases of our main identities.

• 한국강구조학회 논문집
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• 제26권3호
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• pp.143-154
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• 2014

본 연구에서는 부분강절 뼈대구조물의 비탄성 좌굴해석기법을 제시하기 위하여, 이전의 연구[16]에서 제시되었던 부분강절 뼈대구조의 엄밀한 강도행렬과 선형해석을 위한 탄성 및 기하학적 강도행렬을 도입하고 비탄성 좌굴해석을 위해 도로교시방서의 극한내하력 기준과 EF법을 이용하여 부분강절 뼈대구조의 비탄성 좌굴해석 프로그램을 새롭게 개발하였다. 본 연구에서 제시한 부분강절 뼈대구조의 접선강도행렬은 안정함수를 사용함에 따라 부재 당 하나의 요소만으로 정확한 비탄성 좌굴해석 결과를 얻을 수 있으며 고유벡터를 이용하여 비탄성 좌굴형상을 얻을 수 있는 장점을 갖는다. 또한, 엄밀한 접선강도행렬에 대해 Taylor 전개를 수행하여 4차항까지 고려함으로서 탄성 강도행렬과 기하학적 강도행렬을 유도하고 선형화된 좌굴해석기법을 제시하였다. 결국, 접선강도행렬을 이용한 비선형 해석프로그램(M1)과 탄성 및 기하학적 강도행렬을 이용한 선형 해석프로그램(M2)이 개발되었으며 이를 이용하여 부분강절로 연결된 뼈대구조물의 비탄성좌굴에 대한 시스템 좌굴하중과 개별부재의 유효좌굴계수를 제시함에 따라 부분강절이 전체 구조계의 좌굴과 개별부재의 유효좌굴길이에 미치는 영향을 다양한 해석예제를 통해 조사하였다.

• 콘크리트학회논문집
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• 제23권6호
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• pp.765-772
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• 2011

이 연구에서는 알칼리활성 슬래그 콘크리트의 응력-변형률 관계를 평가하기 위한 일련의 콘크리트 실린더의 압축 실험을 요약하였다. 실험된 콘크리트의 압축강도는 8.6 MPa에서 42.2 MPa의 범위이며, 단위용적질량은 $2,168kg/m^3$ 에서 $2,343kg/m^3$의 범위이다. 34개의 콘크리트 시험체에서 얻은 결과들에 근거하여 알칼리활성 슬래그 콘크리트의 응력-변형률 모델을 수학적으로 제시하였다. 콘크리트의 탄성계수, 최대응력 시 변형률 및 곡선의 상승부와 하강부의 기울기는 압축강도와 단위용적질량의 함수로 일반화하였다. 각 시험체에서 측정한 값과 제시된 모델의 예측값 사이에서 산정된 변동계수들의 평균과 표준편차는 각각 6.9%와 2.6%이었다. 따라서 제시된 모델은 보통포틀랜드 시멘트 콘크리트에서 제시된 다른 모델들에 비해 AA 슬래그 콘크리트의 응력-변형률 특성을 보다 더 정확하고 합리적으로 나타내었다.

• 한국환경보건학회지
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• 제40권5호
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• pp.346-354
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• 2014

Objectives: Although a number of epidemiologic studies have examined the association between air pollution and mortality, data limitations have resulted in fewer studies of particulate matter with an aerodynamic diameter of ${\leq}2.5{\mu}m$ ($PM_{2.5}$). We conducted a time-series study of the acute effects of particulate matter with an aerodynamic diameter of ${\leq}10{\mu}m$($PM_{10}$) and $PM_{2.5}$ on the increased risk of death for all causes and cardiovascular mortality in Seoul, Korea from 2006 to 2010. Methods: We applied the generalized additive model (GAM) with penalized splines, adjusting for time, day of week, holiday, temperature, and relative humidity in order to investigate the association between risk of mortality and particulate matter. Results: We found that $PM_{10}$ and $PM_{2.5}$ were associated with an increased risk of mortality for all causes and of cardiovascular mortality in Seoul. A $10{\mu}g/m^3$ increase in the concentration of $PM_{10}$ corresponded to 0.44% (95% Confidence Interval [CI]: 0.25-0.63%), and 0.95% (95% CI: 0.16-1.73%) increase of all causes and of cardiovascular mortality. A $10{\mu}g/m^3$ increase in the concentration of $PM_{2.5}$ corresponded to 0.76% (95% CI: 0.40-1.12%), and 1.63% (95% CI: 0.89-2.37%) increase of all causes and cardiovascular mortality. Conclusion: We conclude that $PM_{10}$ and $PM_{2.5}$ have an adverse effect on population health and that this strengthens the rationale for further limiting levels of $PM_{10}$ and $PM_{2.5}$ in Seoul.

• Structural Engineering and Mechanics
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• 제64권4호
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• pp.403-411
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• 2017

In this article, analytical solution for free vibration of micro composite laminated beam on elastic medium based on modified couple stress are presented. The surrounding elastic medium is modeled as the Winkler elastic foundation. The governing equations and boundary conditions are obtained by using the principle of minimum potential energy for EulerBernoulli beam. For investigating the effect of different parameters including material length scale, beam thickness, some numerical results on different cross ply laminated beams such as (90,0,90), (0,90,0), (90,90,90) and (0,0,0) are presented on elastic medium. Free vibration analysis of a simply supported beam is considered utilizing the Fourier series. Also, the fundamental frequency is obtained using the principle of Hamilton for four types of cross ply laminations with hinged-hinged boundary conditions and different beam theories. The fundamental frequency for different thin beam theories are investigated by increasing the slenderness ratio and various foundation coefficients. The results prove that the modified couple stress theory increases the natural frequency under the various foundation for free vibration of composite laminated micro beams.

• 전력전자학회논문지
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• 제3권4호
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• pp.353-364
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• 1998

본 논문에서는 시스템수준 시뮬레이션 언어를 통해 전력전자회로의 시뮬레이션을 행하기 위한 회로 모형화의 체계적인 접근방식을 제시하였다. 회로 내의 요소들을 입출력 조건에 따라 네가지 기본적 형태로 나타낼 수 있음을 보이고 병렬요소와 직렬요소들에 대한 일반 모델을 도출한 다음 이들을 조립하여 일반적인 컨버터시스템의 모델을 개발하는 방법을 제안하였다. 그 과정에서 모델간의 입출력 조건을 만족하면서 대수적 순환루우프의 발생의 방지라는 두 제약조건을 동시에 만족시키기 위해서는 일반적으로 모델간의 원활한 접속을 위한 가상 접속블록의 도입이 필요함을 보였다. 제시된 방법을 간단한 체강형 컨버터 회로를 대상으로 구현한 예를 보였고 접속블록의 도입을 일반적인 모델간 변환의 개념으로 확장하여 설명하였다.

• 한국환경보건학회지
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• 제32권4호
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• pp.304-315
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• 2006

This study is performed to reexamine the association between ambient air pollution and daily mortality in seven major cities of Korea using a method of meta-analysis with the data filed for the period 1998-2001. These cities account for half of the Korean population (about 23 million). The observed concentrations of carbon monoxide (CO, mean=1.08 ppm), ozone ($O_3$, mean=33.97 ppb), particulate matter less than 10 ${\mu}m$ ($PM_{10},\;mean=57.11\;{\mu}g/m^3$), nitrogen dioxide ($NO_2$, mean=25.09 ppb), and sulfur dioxide ($SO_2$, mean=9.14 ppb) during the study period were at levels below Korea's current ambient air quality standards. Generalized additive models were applied to allow for the highly flexible fitting of seasonal and long-term time trends in air pollution as well as nonlinear associations with weather variables, such as air temperature and relative humidity. Also, we calculated a weighted mean as a meta-analysis summary of the estimates and its standard error. In city-specific analyses, an increase of $41.17{\mu}g/m^3(IQR)\;of\;PM_{10}$ corresponded to $1{\sim}12%$ more deaths, given constant weather conditions. Like most of air pollution epidemiologic studies, this meta-analysis cannot avoid fleeing from measurement misclassification since no personal measurement was taken. However, we can expect that a measurement bias be reduced in district-specific estimate since a monitoring station is better representative of air quality of the matched district. Significant heterogeneity was found for the effect of all pollutants. The estimated relative risks from meta-like analysis increased compared to those relative risks from pooled analysis. The similar results to those from the previous studies indicated existence of health effect of air pollution at current levels in many industrialized countries, including Korea.

• 한국농공학회지
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• 제40권4호
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• pp.45-57
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• 1998

This study was conducted to derive optimal design floods by Generalized Extreme Value (GEV) distribution for the annual maximum series at ten watersheds along Han, Nagdong, Geum, Yeongsan and Seomjin river systems. Adequacy for the analysis of flood data used in this study was established by the tests of Independence, Homogeneity, detection of Outliers. L-coefficient of variation, L-skewness and L-kurtosis were calculated by L-moment ratio respectively. Parameters were estimated by the Methods of Moments and L-Moments. Design floods obtained by Methods of Moments and L-Moments using different methods for plotting positions in GEV distribution were compared by the Relative Mean Errors(RME) and Relative Absolute Errors(RAE). The results were analyzed and summarized as follows. 1. Adequacy for the analysis of flood data was acknowledged by the tests of Independence, Homogeneity and detection of Outliers. 2. GEV distribution used in this study was found to be more suitable one than Pearson type 3 distribution by the goodness of fit test using Kolmogorov-Smirnov test and L-Moment ratios diagram in the applied watersheds. 3. Parameters for GEV distribution were estimated using Methods of Moments and L-Moments. 4. Design floods were calculated by Methods of Moments and L-Moments in GEV distribution. 5. It was found that design floods derived by the method of L-Moments using Weibull plotting position formula in GEV distribution are much closer to those of the observed data in comparison with those obtained by method of moments using different formulas for plotting positions from the viewpoint of Relative Mean Errors and Relative Absolute Errors.

• Journal of Preventive Medicine and Public Health
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• 제51권6호
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• pp.265-274
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• 2018

Objectives: A positive association between air pollution and both the incidence and prevalence of diabetes mellitus (DM) has been reported in some epidemiologic and animal studies, but little research has evaluated the relationship between air pollution and diabetic coma. Diabetic coma is an acute complication of DM caused by diabetic ketoacidosis or hyperosmolar hyperglycemic state, which is characterized by extreme hyperglycemia accompanied by coma. We conducted a time-series study with a generalized additive model using a distributed-lag non-linear model to assess the association between ambient air pollution (particulate matter less than $10{\mu}m$ in aerodynamic diameter, nitrogen dioxide [$NO_2$], sulfur dioxide, carbon monoxide, and ozone) and emergency department (ED) visits for DM with coma in Seoul, Korea from 2005 to 2009. Methods: The ED data and medical records from the 3 years previous to each diabetic coma event were obtained from the Health Insurance Review and Assessment Service to examine the relationship with air pollutants. Results: Overall, the adjusted relative risks (RRs) for an interquartile range (IQR) increment of $NO_2$ was statistically significant at lag 1 (RR, 1.125; 95% confidence interval [CI], 1.039 to 1.219) in a single-lag model and both lag 0-1 (RR, 1.120; 95% CI, 1.028 to 1.219) and lag 0-3 (RR, 1.092; 95% CI, 1.005 to 1.186) in a cumulative-lag model. In a subgroup analysis, significant positive RRs were found for females for per-IQR increments of $NO_2$ at cumulative lag 0-3 (RR, 1.149; 95% CI, 1.022 to 1.291). Conclusions: The results of our study suggest that ambient air pollution, specifically $NO_2$, is associated with ED visits for diabetic coma.