• Title/Summary/Keyword: high-volume data

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An Empirical Study on Trading Techniques Using VPIN and High Frequency Data (VPIN과 고빈도 자료를 활용한 거래기법에 관한 실증연구)

  • Jung, Dae-Sung;Park, Jong-Hae
    • Management & Information Systems Review
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    • v.38 no.4
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    • pp.79-93
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    • 2019
  • This study analyzed the information effect of KOSPI200 market and KOSPI200 futures market and volume synchronized probability of informed trading (VPIN). The data period is 760 days from July 8, 2015 to August 9, 2018, and the intraday trading data is used based on the trading period of the KOSPI 200 Index. The findings of the empirical analysis are as follows. First, as a result of regression analysis of the same parallax, when the level of VPIN is high, the return and volatility of KOSPI200 are high. Second, the KOSPI200 returns before and after the VPIN measurement and the return of the KOSPI200 future had a positive relationship with the VPIN. The cumulative returns of KOSPI200 futures were positive for about 15 minutes.Finally, we find that portfolios with high levels of VPIN showed high KOSPI200 and KOSPI200 futures return. These results confirmed the applicability of VPIN as a trading strategy index. The above results suggest that KOSPI200 and KOSPI200 futures markets will be able to explore volatility and price changes, and also be useful indicators of financial market risk.

The Mixing Control Range Selection of Concrete according to High Volume Mineral Admixture Replacement (광물질 혼화재 다량 치환에 따른 콘크리트의 배합 조정 범위 선정)

  • Yang, Seong-Hwan;Yoon, Gi-Won;Hur, Kab-Soo
    • Journal of the Korea Institute of Building Construction
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    • v.13 no.3
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    • pp.282-290
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    • 2013
  • In this study, the adjustment range of mixture factor with replacement mineral admixture was reviewed to secure the mixture change data of high volume concrete compared to general concrete. When changing the concrete mix to high volume concrete within the universal concrete mixing, the adjustment range of mixture to ensure optimum quality is as follows. Unit-water content is $20{\sim}30kg/m^3$ downward. Fine aggregate ratio dropped by approximately 1% when W/B was reduced by 5%, and it is reduced by approximately 0.12% when there is a 5% increase in the total replacement rate. When the FA replacement rate was increased by 5%, the AE agent was approximately 20% to 30% higher compared with the conventional one. When the FA and BS replacement rate rose by 5%, W/B was reduced by about 1 to 4%.

Priority-Based Hybrid File Storage Management System Using Logical Volume Manager (논리 볼륨 매니저를 이용한 파일 우선순위 기반의 하이브리드 저장장치 관리 시스템)

  • Choi, Hoonha;Kim, Hyeunjee;No, Jaechun
    • Journal of the Institute of Electronics and Information Engineers
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    • v.53 no.12
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    • pp.94-102
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    • 2016
  • Recently, the I/O performance of a single node is rapidly improving due to the advent of high-performance SSD. As a result, the next-generation storage platform based on SSD has received a great deal of attention and such storage platforms are increasingly adopted to commodity servers or data centers that look for the high-bandwidth computation and I/O. However, building all SSD-based storage platform may not be cost-effective because the price per storage capacity is very high as compared to that of HDD. In this paper. we propose a hybrid file management solution, called HyPLVM(Hybrid Priority Logical Volume Manager), which combines the strength of SSD with the desirable aspects of low-price, high-storage capacity HDD. HyPLVM prioritizes the files and directories to be accessed by users, in order to determine the target storage device (SSD/HDD) in which files are allocated, while mitigating the cost of building storage platforms.

Complication After Gastrectomy for Gastric Cancer According to Hospital Volume: Based on Korean Gastric Cancer Association-Led Nationwide Survey Data

  • Sang-Ho Jeong;Moon-Won Yoo ;Miyeong Park ;Kyung Won Seo ;Jae-Seok Min;Information Committee of the Korean Gastric Cancer Association
    • Journal of Gastric Cancer
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    • v.23 no.3
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    • pp.462-475
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    • 2023
  • Purpose: This study aimed to analyze the incidence and risk factors of complications following gastric cancer surgery in Korea and to compare the correlation between hospital complications based on the annual number of gastrectomies performed. Materials and Methods: A retrospective analysis was conducted using data from 12,244 patients from 64 Korean institutions. Complications were classified using the Clavien-Dindo classification (CDC). Univariate and multivariate analyses were performed to identify the risk factors for severe complications. Results: Postoperative complications occurred in 14% of the patients, severe complications (CDC IIIa or higher) in 4.9%, and postoperative death in 0.2%. The study found that age, stage, American Society of Anesthesiologists (ASA) score, Eastern Cooperative Oncology Group (ECOG) score, hospital stay, approach methods, and extent of gastric resection showed statistically significant differences depending on hospital volumes (P<0.05). In the univariate analysis, patient age, comorbidity, ASA score, ECOG score, approach methods, extent of gastric resection, tumor-node-metastasis (TNM) stage, and hospital volume were significant risk factors for severe complications. However, only age, sex, ASA score, ECOG score, extent of gastric resection, and TNM stage were statistically significant in the multivariate analysis (P<0.05). Hospital volume was not a significant risk factor in the multivariate analysis (P=0.152). Conclusions: Hospital volume was not a significant risk factor for complications after gastric cancer surgery. The differences in the frequencies of complications based on hospital volumes may be attributed to larger hospitals treating patients with younger age, lower ASA scores, better general conditions, and earlier TNM stages.

A Dose Volume Histogram Analyzer Program for External Beam Radiotherapy (방사선치료 관련 연구를 위한 선량 체적 히스토그램 분석 프로그램 개발)

  • Kim, Jin-Sung;Yoon, Myong-Geun;Park, Sung-Yong;Shin, Jung-Suk;Shin, Eun-Hyuk;Ju, Sang-Gyu;Han, Young-Yih;Ahn, Yong-Chan
    • Radiation Oncology Journal
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    • v.27 no.4
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    • pp.240-248
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    • 2009
  • Purpose: To provide a simple research tool that may be used to analyze a dose volume histogram from different radiation therapy planning systems for NTCP (Normal Tissue Complication Probability), OED (Organ Equivalent Dose) and so on. Materials and Metohds: A high-level computing language was chosen to implement Niemierko's EUD, Lyman-Kutcher-Burman model's NTCP, and OED. The requirements for treatment planning analysis were defined and the procedure, using a developed GUI based program, was described with figures. The calculated data, including volume at a dose, dose at a volume, EUD, and NTCP were evaluated by a commercial radiation therapy planning system, Pinnacle (Philips, Madison, WI, USA) for comparison. Results: The volume at a special dose and a dose absorbed in a volume on a dose volume histogram were successfully extracted using DVH data of several radiation planning systems. EUD, NTCP and OED were successfully calculated using DVH data and some required parameters in the literature. Conclusion: A simple DVH analyzer program was developed and has proven to be a useful research tool for radiation therapy.

Comparative Evaluation of Gravimetric Measurement Methods for Suspended Particles in Indoor and Outdoor Air (실내.외 공기 중 부유먼지 측정방법 상호간의 비교평가 - 중량법을 대상으로)

  • 백성옥;박지혜;서영교
    • Journal of Korean Society for Atmospheric Environment
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    • v.18 no.4
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    • pp.285-295
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    • 2002
  • In this study, several types of gravimetric methods (such as high, medium, low, and ultra low volume sampling methods) were applied to determine suspended particulate matter concentrations in both ambient and indoor environments. Comparative evaluations were undertaken with SPM data obtained using a variety of samplers (TSP, PM10, and PM4.0) at different sampling flow rates. Correlation coefficients between TSP and PM10 concentrations measured at different flow rates fell in the range of 0.73∼0.94 (n=40). In addition, correlation coefficients for PM concentrations measured by different TSP samplers were in the range of 0.90∼0.95 (n=36 or n=38), while 0.77∼0.91 (n=38) for PM10 samplers. Correlation analysis was also conducted on indoor monitoring data that were measured using ultra-low-volume samplers at both different or identical flow rates. The correlation coefficients were in the range of 0.98∼0.99 (n=38) between TSP and TSP and 0.92∼0.94 (n=38) between TSP and PM10. The mean ratio for high volume PM10 to TSP concentration that was monitored at identical flow rates in the ambient air appeared to be 0.72. The mean ratios of PM10 to TSP and PM4.0 to TSP observed with identical flow rates at indoor environments were 0.47 and 0.40. The results of this study may provide empirical information concerning the compatability of aerosol data obtained by gravimetric sampling methods at different flow rates.

Evaluation of three-dimensional cole-cole parameters from spectral IP data

  • Yang Jeong-Seok;Kim Hee Joon
    • 한국지구물리탐사학회:학술대회논문집
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    • 2003.11a
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    • pp.383-389
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    • 2003
  • Clay minerals show a distinct induced-polarization phenomenon, which is one of the most important factors for predicting groundwater flow and contaminant transport. This paper presents a step-by-step process to estimate Cole-Cole parameters from spectral induced-polarization (IP) data measured on the surface of three-dimensional earth. First, the inversion of low-frequency resistivity survey data is made to identify the dc resistivity ${\rho}_dc$ of a volume having IP effects. The other parameters, chargeability m, time constant $\tau$, and frequency dependence c, are sought for the polarizable volume. Next, using multi-frequency data, c can be obtained as high or low asymptotes of the slope of log phase vs. log frequency. Further, for low m, intrinsic $\tau$ is approximated by apparent one, ${\tau}_a$, which is derived from the relation ${{\omega}{\tau}}_a$=1 at an angular frequency $\omega$, where the imaginary component of spectral IP data has an extreme value. Finally, to obtain intrinsic m a two-step linearized procedure has been derived. For a body of given $\tau$ and c, forward modeling with a progression of m values yields a plot of observed vs. intrinsic imaginary components for a frequency. Since this plot is essentially linear, to extract the intrinsic imaginary component is quite simple with an observed value. Using the plot of intrinsic imaginary component vs. m, intrinsic m is determined. We present a synthetic example to illustrate that the Cole-Cole parameters can be recovered from spectral IP data.

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Analysis of the Association between Air Pollutant Distribution and Mobile Sources in Busan Using Spatial Analysis (공간 분석을 통한 부산광역시 대기오염물질의 분포와 이동오염원 간의 관련성 연구)

  • Jae-Hee Min;Byoung-Gwon Kim;Hyunji Ju;Na-Young Kim;Yong-Sik Hwang;Seungho Lee;Young-Seoub Hong
    • Journal of Environmental Health Sciences
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    • v.50 no.3
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    • pp.191-200
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    • 2024
  • Background: Busan is a rapidly industrializing city with many mixed residential and industrial areas. Fine dust emissions from mobile pollution sources such as ships and vehicles are particularly high in Busan. Objectives: This study analyzed the spatial distribution of air pollutants over the past three years and identified the impact of air pollutants through mobile source data in Busan. Methods: We obtained air pollutant data on fine particulate matter (PM10), ultrafine particulate matter (PM2.5), nitrogen dioxide (NO2), sulfurous acid gas (SO2), and ozone (O3) for the last three years (source: airkorea.or.kr) and analyzed the spatial distribution using SAS 9.4 and Surfer 23. For the mobile pollutant data, we used CCTV data from major intersections in Busan to identify truck and car traffic, and visualized traffic density with QGIS. Results: The analysis of the concentration of air pollutants over three years (2020~2022) showed that all were lower than the annual environmental standards with the exception of PM2.5. PM10 and PM2.5 were found to be highly concentrated in the western part of the area, while NO2 was high in the port area of Busan and SO2 was high in the western part of the area and near the new port of Busan. In the case of O3, it was high in the eastern part of the city. The traffic volume of freight vehicles by intersection was concentrated in the West Busan area, and the traffic volume for all cars was also confirmed to be concentrated at "Mandeok Intersection" located in the West Busan area. Conclusions: This study was conducted to determine the relationship between air pollutants emitted from motor vehicles and the distribution of air pollutants in Busan. The spatial distribution of PM10 and PM2.5 correlates with traffic volume, while high concentrations of SO2 and NO2 near the port are associated with ship emissions.

Correlation and Spatial Analysis between the number of Confirmed Cases of the COVID-19 and Traffic Volume based on Taxi Movement Data (택시 이동 데이터 기반 COVID-19 확진자 수와 교통량 간의 상관관계 및 공간분석)

  • Jeon, Seung Bae;Kim, Geon;Jeong, Myeong-hun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.39 no.6
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    • pp.609-618
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    • 2021
  • The spread and damage of COVID-19 are putting significant pressure on the world, including Korea. Most countries place restrictions on movement and gathering to minimize contact between citizens and these policies have brought new changes to social patterns. This study generated traffic volume data on the scale of a road network using taxi movement data collected in the early stages of the COVID-19 third pandemic to analyze the impact of COVID-19 on movement patterns. After that, correlation analysis was performed with the data of confirmed cases in Daegu Metropolitan City and Local Moran's I was applied to analyze the effect of spatial characteristics. As a result, in terms of the overall road network, the number of confirmed cases showed a negative correlation with taxi driving and at least -0.615. It was confirmed that citizens' movement anxiety was reflected as the number of confirmed cases increased. The commercial and industrial areas in the center of the city confirmed the cold spot with a negative correlation and low-low local Mona's I. However, the road network around medical institutions such as hospitals and spaces with spatial characteristics such as residential complexes was high-high. In the future, this analysis could be used for preventive measures for policymakers due to COVID-19.

The Change in Readmission Rate, Length of Stay and Hospital Charge after Performance Reporting of Hip Hemiarthroplasty (고관절 부분 치환술 시술정보 공개에 따른 재입원율, 입원일수 및 진료비의 변화)

  • Jang, Won-Mo;Eun, Sang-Jun;SaGong, Pil-Young;Lee, Chae-Eun;Oh, Moo-Kyung;Oh, Ju-Hwan;Kim, Yoon
    • Journal of Preventive Medicine and Public Health
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    • v.43 no.6
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    • pp.523-534
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    • 2010
  • Objectives: We assessed impact of performance reporting information about the readmission rate, length of stay and cost of hip hemiarthroplasty. Methods: The data are from a nationwide claims database, National Quality Improvement Project database, of Health Insurance Review & Assessment Service in Korea. From January 2006 to April 2008, we received information of length of stay, readmission within 30 days, cost of 22 851 hip hemiarthroplasty episodes. Each episodes has retained the diagnoses of comorbidities and demographics. We used time-series analysis to assess the shifting of patients selections, between high volume (over 16 operations in a year) and low volume institutions, after performance reporting (December 2007). The changes of quality (readmission, length of stay) and cost were evaluated by multilevel analysis with adjustment of patient's factors and institutional factors after performance reporting. Results: As compared with the before performance reporting, the proportion of patients who choose the high volume institution, increased 3.45% and the trends continued 4 months at marginal significance (p = 0.059). After performance reporting, national average readmission rate, length of stay were decreased by 0.49 OR (95% CI=0.25 - 0.95) and 10% (${\beta}$=-0.102, p<0.01) and cost was not changed (${\beta}$=-0.01, p=0.27). The high volume institutions were more decreased than low volume in length of stay. Conclusions: After performance reporting, readmission rate, length of stay were decreased and the patient selections were marginally shifted from low volume institutions to high volume institutions.