• Title/Summary/Keyword: global correlation

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Covariance Estimation and the Effect on the Performance of the Optimal Portfolio (공분산 추정방법에 따른 최적자산배분 성과 분석)

  • Lee, Soonhee
    • Journal of the Korean Operations Research and Management Science Society
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    • v.39 no.4
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    • pp.137-152
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    • 2014
  • In this paper, I suggest several techniques to estimate covariance matrix and compare the performance of the global minimum variance portfolio (GMVP) in terms of out of sample mean standard deviation and return. As a result, the return differences among the GMVPs are insignificant. The mean standard deviation of the GMVP using historical covariance is sensitive to the estimation window and the number of assets in the portfolio. Among the model covariance, the GMVP using constant systematic risk ratio model or using short sale restriction shows the best performance. The performance difference between the GMVPs using historical covariance and model covariance becomes insignificant as the historical covariance is estimated with longer estimation window. Lastly, the implied volatilities from ELW prices do not lead to superior performance to the historical variance.

A Study on Word Vector Models for Representing Korean Semantic Information

  • Yang, Hejung;Lee, Young-In;Lee, Hyun-jung;Cho, Sook Whan;Koo, Myoung-Wan
    • Phonetics and Speech Sciences
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    • v.7 no.4
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    • pp.41-47
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    • 2015
  • This paper examines whether the Global Vector model is applicable to Korean data as a universal learning algorithm. The main purpose of this study is to compare the global vector model (GloVe) with the word2vec models such as a continuous bag-of-words (CBOW) model and a skip-gram (SG) model. For this purpose, we conducted an experiment by employing an evaluation corpus consisting of 70 target words and 819 pairs of Korean words for word similarities and analogies, respectively. Results of the word similarity task indicated that the Pearson correlation coefficients of 0.3133 as compared with the human judgement in GloVe, 0.2637 in CBOW and 0.2177 in SG. The word analogy task showed that the overall accuracy rate of 67% in semantic and syntactic relations was obtained in GloVe, 66% in CBOW and 57% in SG.

An Experimental Study of Developing and Fully Developed Flows in a Wavy Channel by PIV

  • Kim, Sung-Kyun
    • Journal of Mechanical Science and Technology
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    • v.15 no.12
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    • pp.1853-1859
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    • 2001
  • An experimental study is presented for a flow field in a two dimensional wavy channels by PIV. This flow has two major applications such as a blood flow simulation and the enhancement of heat transfer in a heat exchanger. While the numerical flow visualization results have been limited to the fully developed cases, existing experimental results of this flow were simple qualitative ones by smoke or dye streak test. Therefore, the main purpose of this study is to produce quantitative flow data for fully developed and developing flow regimes by the Correlation Based Correction PIV (CBC PIV) and to conjecture the analogy between flow characteristics and heat transfer enhancement with low pumping power. Another purpose of this paper is to examine the onset position of the transition and the global mixing, which results in transfer enhancement. PIV results on the Fully developed and developing flow in a wavy channel at Re=500, 1000 and 2000 are obtained. for the case Reynolds Number equals 500, the PIV results are compared with the finite difference numerical solution.

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Solar Radiation Estimation Using Cloud Cover and Hours of Bright Sunshine (운량과 일조시간에 의한 태양자원 예측)

  • Jo, Dok-Ki;Yun, Chang-Yeol;Kim, Kwang-Deuk;Kang, Young-Heack
    • 한국태양에너지학회:학술대회논문집
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    • 2012.03a
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    • pp.126-129
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    • 2012
  • In this work a new correlation has been made to predict the solar radiation for 16 different areas over Korea by estimating the regression coefficients taking into account cloud hours of bright sunshine. Particularly, the multiple linear regression model proposed shows reliable results for estimating the global radiation on a horizontal surface with monthly average deviation of -0.26 to +0.53% and each station annual average deviation of -1.61 to +1.7% from measured values.

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Safety Factors in Mega Event

  • Hyun-Jee Park;Young-Sul Park;Young-Guk Kwon
    • Proceedings of the Safety Management and Science Conference
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    • 2001.11a
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    • pp.161-168
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    • 2001
  • Global tourism has increased throughout the 1990s, with the biggest surge occurring in the Asia-Pacific region. Long-distance travel is also increasing, and at a rate faster than the global average. The opportunities for event tourism appear to be strong almost everywhere, although we know from recent history that recessions like IMF impacted on these destinations. Along with this upward trend, competition for more desirable tourists is also surging, so destinations cannot be complacent (Getz, i997). Event tourism is appearing as the powerful method In the fierce competition around the tourism industry. This paper investigated the safety factors considered by visitors of 2000 Gyeongju World Culture Expo in Korea and analyzed the correlation between the safety factors and the demographic characteristic of the visitors.

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Estimating Solar Radiation for Arbitrary Areas Using Empirical Forecasting Models (경험적 예측모형을 통한 임의의 지점의 일사예측)

  • Jo, D.K.;Chun, I.S.;Lee, T.K.;Auh, C.M.
    • Solar Energy
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    • v.20 no.3
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    • pp.21-30
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    • 2000
  • It is necessary to estimate the regression coefficients in order to predict the monthly mean daily global radiation on a horizontal surface. Therefore many different equations have proposed to evaluate them for certain areas. In this work, a new correlation has been made to predict the solar radiation for any area over Korea by estimating the regression coefficients taking into account percentage of possible sunshine, and cloud cover. Particularly, the multiple linear regression model proposed shows reliable results for estimating the global radiation with average deviation of -1 to 3 % from the measured values.

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Atmospheric Effects during Solar Storms

  • Lee, J.H.;Choi, G.H.;Kim, J.W.;Seo, S.B.;Lee, S.H.
    • Proceedings of the KSRS Conference
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    • 2003.11a
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    • pp.840-842
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    • 2003
  • Recent satellite data have revealed a correlation between the Sun’s activities and the Earth’s atmosphere . Many scientists have been conjectured a more direct connections between solar variability and the Earth’s atmosphere from satellite data analysis. During solar storms, more energetic particles reach the Earth’s atmosphere and this phenomenon have effects on the Earth’s atmospheric environment. Consequently, scientists suggest that these variations will affect a global climate change. In this study, we investigate the confirmative research results of atmospheric effects due to solar activities, especially solar storms.

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Empirical Analysis of Early-stage International Startups Business Performance Antecedent: Focus on Firm Capability

  • Kim, Boine
    • Journal of Information Technology Applications and Management
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    • v.29 no.1
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    • pp.83-95
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    • 2022
  • Given the importance of SMEs in the Korean economy, research of the performance of SMEs is more necessary than ever. Therefore, this study aims to empirically analyze the factors influencing management performance for early-stage international startups in Korea. To do that, this study empirically analyzes the nine firm capabilities' (global mind, export infra, manpower internationality, funding, communicating, marketing, cooperating, competitiveness and reflecting) influence on the two business performances (fulfillment satisfaction and export). This study used SPSS of frequency, factor, reliability, correlation, and stepwise regression analysis with the GCL test data approved by the DSZ of Kdata. As results show, competitiveness, cooperating, and reflating capability positively influence fulfillment satisfaction. And manpower internationality and cooperating capability positively affect export. Based on this study result, implications for management and academic contribution and future study are suggested.

Analysis of DOAJ-Registered Open Access Journals in Asian Countries

  • Jane Cho
    • International Journal of Knowledge Content Development & Technology
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    • v.13 no.3
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    • pp.31-45
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    • 2023
  • This study aims to understand the characteristics of Asian OA journals and to identify differences by the countries. 3,103 DOAJ-registered OA journals from 21 Asian countries as of 2020 were selected and analyzed from various perspectives using correspondence and correlation analysis. The results revealed that Indonesia had the most DOAJ-registered open access journals, followed by Iran and India. An APC was not charged by 70% of journals, but this varied greatly by country. Meanwhile, as a result of comparing DOAJ-registered Asian journals with international citation database listed journals, 11% of journals were listed on Scopus and only 2.6% and 0.1% were listed on SCIE and SSCI, which is represents less than half of the global level. In addition, although there are many free to read local journals in China, Japan, and Korea, the number of OA journals registered in DOAJ is relatively small. Therefore, it is difficult to say that the progress of OA in local journals is fast even if the country's global research competitiveness is high.

Analysis of causal factors and physical reactions according to visually induced motion sickness (시각적으로 유발되는 어지럼증(VIMS)에 따른 신체적 반응 및 유발 요인 분석)

  • Lee, Chae-Won;Choi, Min-Kook;Kim, Kyu-Sung;Lee, Sang-Chul
    • Journal of the HCI Society of Korea
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    • v.9 no.1
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    • pp.11-21
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    • 2014
  • We present an experimental framework to analyze the physical reactions and causal factors of Visually Induced Motion Sickness (VIMS) using electroencephalography (EEG) signals and vital signs. We studied eleven subjects who are voluntarily participated in the experiments and conducted online and offline surveys. In order to simulate videos including global motions that could cause the motion sickness, we extracted global motions by optical flow estimation method from hand-held captured video recordings containing intense motions. Then, we applied the extracted global motions to our test videos with action movies and texts. Each genre of video includes three levels of different motions depending on its intensity. EEG signal and vital sign that were measured by a portable electrocorticography device and an electronic monometer in real time while the subjects watch the videos including ones with the extracted motions. We perform an analysis of the EEG signals using Distance Map(DM) calculated by correlation among each channel of brain signal. Analysis using the vital signs and the survey results is also performed to obtain relationship between the VIMS and causal factors. As a result, we clustered subjects into three groups based on the analysis of the physical reaction using the DM and the correlation between vital sign and survey results, which shows high relationships between the VIMS and the intensity of motions.