• 국제지역연구
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• 제22권4호
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• pp.3-18
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• 2018

본 연구에서는 변동성반응가설에 입각한 T-GARCH 모형을 사용하여 최근 24년간의 일별 주식시장 수익률 자료를 바탕으로 OECD 29개 회원국들의 자본시장 충격반응도를 분석하였다. 연구모형에 사용한 독립변수로는 글로벌 금융위기의 진원지이며 세계시장 점유율도 가장 큰 미국시장 수익률을 사용하였다. 그 결과 OECD 회원국 중 미국으로부터의 수익률 전이효과가 가장 큰 나라는 프랑스, 핀란드, 멕시코의 순으로 나타났고 모형의 설명력은 캐나다, 멕시코, 프랑스 순으로 나타났다. 변동성반응가설에 입각한 충격반응의 크기로는 독일, 칠레, 스위스, 덴마크의 순으로 크게 나타났고 하락시장 충격에 대한 반응은 그리스, 영국, 호주, 일본의 순으로 크게 나타났다. NAFTA에 속한 캐나다와 멕시코는 예상대로 미국시장으로부터의 수익률 전이와 설명력이 크게 나타났으나 충격반응의 정도는 OECD 회원국들 중 하위권에 속하는 것으로 나타나 인근 지역의 국가들간의 더 큰 영향력이 존재한다는 중력이론을 지지하지 않았다. 한편, 2008년 미국발 글로벌 금융위기기간만을 고려한 소표본 분석을 통해서는 전체 기간과는 달리 북미 3국의 충격반응도가 서로 일관성이 없는 대신 유럽 각국의 충격반응도는 더욱 강하게 나타남으로써 미국발 충격이 주로 유럽지역에 미쳤음을 입증해 주었다.

• International journal of advanced smart convergence
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• 제11권1호
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• pp.19-27
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• 2022

Across the world, 'housing' comprises a significant portion of wealth and assets. For this reason, fluctuations in real estate prices are highly sensitive issues to individual households. In Korea, housing prices have steadily increased over the years, and thus many Koreans view the real estate market as an effective channel for their investments. However, if one purchases a real estate property for the purpose of investing, then there are several risks involved when prices begin to fluctuate. The purpose of this study is to design a real estate price 'return rate' prediction model to help mitigate the risks involved with real estate investments and promote reasonable real estate purchases. Various approaches are explored to develop a model capable of predicting real estate prices based on an understanding of the immovability of the real estate market. This study employs the LSTM method, which is based on artificial intelligence and deep learning, to predict real estate prices and validate the model. LSTM networks are based on recurrent neural networks (RNN) but add cell states (which act as a type of conveyer belt) to the hidden states. LSTM networks are able to obtain cell states and hidden states in a recursive manner. Data on the actual trading prices of apartments in autonomous districts between January 2006 and December 2019 are collected from the Actual Trading Price Disclosure System of the Ministry of Land, Infrastructure and Transport (MOLIT). Additionally, basic data on apartments and commercial buildings are collected from the Public Data Portal and Seoul Metropolitan Government's data portal. The collected actual trading price data are scaled to monthly average trading amounts, and each data entry is pre-processed according to address to produce 168 data entries. An LSTM model for return rate prediction is prepared based on a time series dataset where the training period is set as April 2015~August 2017 (29 months), the validation period is set as September 2017~September 2018 (13 months), and the test period is set as December 2018~December 2019 (13 months). The results of the return rate prediction study are as follows. First, the model achieved a prediction similarity level of almost 76%. After collecting time series data and preparing the final prediction model, it was confirmed that 76% of models could be achieved. All in all, the results demonstrate the reliability of the LSTM-based model for return rate prediction.

• 한국해안해양공학회:학술대회논문집
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• 한국해안해양공학회 2008년도 발표논문집
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• pp.5-8
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• 2008

• 한국해안해양공학회:학술대회논문집
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• 한국해안해양공학회 2008년도 발표 논문집 제17권
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• pp.5-8
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• 2008

• 물과 미래
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• 제11권1호
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• pp.59-68
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• 1978

According to the simplified Gringorten's method of extreme values from data samples, daily maximum precipitation and return period at several stations in the central part of Korea were estimated. And also, it was known that the distribution of daily maximum precipitation of Sogcho, Chuncheon, Kangreung, Seoul, Inchon, Suwon, Seosan, Cheongju and Daejeon area belong to an exponential type of distribution.

• Journal of Korean Neurosurgical Society
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• 제37권1호
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• pp.8-15
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• 2005

Objective: We evaluate temporal correlations between postoperative symptomatic and electrophysiological improvements, and assessed the recovery time required for patients with carpal tunnel syndrome(CTS) before returning to routine activities. Methods: 30 CTS patients were treated via the endoscopic monoportal approach, from March 2001 to September 2003. We assessed the symptoms (hyperesthesia in the finger tips, or abnormal sensations and painful numbness or night pain) and electrophysiological changes in the preoperative state, 1 month and 6 months after surgery. We marked the times at which patients became able to return to activities of daily living and work, after undergoing endoscopic carpal tunnel release. Results: At the end of the follow-up period, high levels of achievement and good outcomes were observed, with respect to both the symptoms and electrophysiological studies. We discovered significant differences between the preoperative and postoperative periods, especially in terms of motor nerve onset latency from $4.50{\pm}1.43$ to $3.97{\pm}0.69$ and sensory nerve conduction velocity, the wrist-to-finger from $19.81{\pm}10.03$ to $28.18{\pm}11.01$ and wrist-to-palm from $23.34{\pm}13.40$ to $31.79{\pm}13.38$(P<0.05 for each comparison). The average time interval required before return to activities of daily living was 26.4 days, and time interval required before return to work was 48.08 days. Conclusion: Electrophysiological improvements are largely consistent with symptomatic relief, but there is some disparity between electrophysiological and symptomatic improvement.

• 응용통계연구
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• 제33권1호
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• pp.107-114
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• 2020

자연 재해로부터 관측되는 자료를 대상으로 재현 수준 예측 등과 같은 자료 분석을 위해 일반화 극단값 분포(generalized extreme value)가 자주 사용되어 왔다. 표본 수가 충분히 큰 경우 연속적인 블록 최댓값들은 점근적으로 일반화 극단값 분포를 따른다. 하지만 소표본인 경우 이러한 사실은 성립되지 않을 수도 있다. 본 논문에서는 이러한 문제점을 해결하기 위해 모형 적합도 검정 및 모형 선택을 통해 로그-로지스틱(log-logistic) 분포의 사용을 제안한다. 하나의 예증으로서 중국 지진 자료를 대상으로 하여 로그-로지스틱 분포를 이용하여 재현 기간별 재현 수준 예측 및 신뢰구간을 제시한다.

• 산업경영시스템학회지
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• 제42권1호
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• pp.137-142
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• 2019

There are two methods for evaluating two or more mutually exclusive projects. One is a total investment approach and the other is an incremental investment approach. The former can rank projects by the criterion of the net present value, but the latter can't do it. An incremental investment approach is only possible when all pairwise alternatives are compared. Thus an incremental investment approach is superior in ranking them over an incremental investment approach. To do so, a principle of comparison must be established. Comparisons of profitability are reasonable when operating the same amount of investment over the same period of time. One principle is that all projects are invested in the largest of the projects. Another principle is that all projects are invested during the longest project life of the projects. In this paper, even if the principle is followed, it will be shown that the external rate of return fails to rank them. However, the productive rate of return criterion would prove to be able to rank them like the net present value standard, provided that the principle of comparison is kept. In addition, rate of returns can be assessed so that all mutually exclusive projects can be compared at once, such as on the criterion of the net present value. That is, it can be also compared with many other returns, such as the profit rates on financial investments or real investments.

• 유통과학연구
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• 제21권5호
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• pp.11-18
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• 2023

Purpose: The purpose of this article is to determine whether there are differences in the level of return and risk of the conventional and Islamic capital markets. Research design, data and methodology: This study takes data on the Jakarta Islamic Index (JII) and the Liquid-45 (LQ45) stock groups in the 2017 to 2020 period. The research approach used is quantitative research with a type of comparison. The data used secondary data sourced from the closing price of shares on the Indonesia Stock Exchange. The statistical method used to test the hypothesis is a different test or independent sample t-test. Results: There is a significant difference between the rate of return and investment risk in JII and LQ-45. The rate of return and risk of investing in LQ-45 is higher than that of JII. Conclusions: There is a significant difference in the rate of return on investment in Jakarta Islamic Index (JII) and LQ-45, including conventional stock Liquid-45 (LQ-45) is higher than the rate of return on shares of JII shares. There is a significant difference in the level of investment risk in the Jakarta Islamic Index (JII) and the Liquid-45 (LQ-45), where the risk level for the LQ-45 is higher than that of the JII shares.

• The Korean Journal of Physiology
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• 제30권2호
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• pp.237-247
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• 1996

This study was carried out to determine the effect of $-6^{\circ}$ head-down bedrest on the cardiovascular and hormonal responses to orthostasis and to evaluate the mechanism of orthostatic intolerance. Ten healthy young men were changed the body position from $-6^{\circ}$ head-down or supine bedrest for 2 hr to $70^{\circ}$ head-up tilt for 20 min. During the bedrest, there were no differences in hemodynamic and hormonal changes between the head-down and the supine positions. However, the tendency of decreased end-diastolic volume and increased cardiac contractility during the later period of 2 hr showed that the cardiovascular adaptation could be accelerated within a relatively short period in the head-down bedrest. During the head-up tilt, presyncopal signs were developed in five subjects of the supine bedrest, and one of the same subjects of the head-down bedrest. In the tolerant subjects, the increase in cardiac contractility and plasma epinephrine level during the bend-up tilt was greater following the head-down bedrest than that following the supine bedrest to compensate for reduced venous return. The intolerant subjects showed the greater decrease in end-diastolic and stroke volume, and the greater increase in heart rate during the head-up tilt than the tolerant subjects. Cardiac contractility and plasma epinephrine level were remarkably increased. However, arterial pressure was not maintained at the level for the appropriate compensation of the reduced venous return. It seems that the tolerance to orthostasis is more effective after the short-term head-down bedrest than after the supine bedrest, and the secretion of epinephrine induces the higher cardiac performance as a compensatory mechanism fur the reduced venous return during the orthostasis following the head-down bedrest than the supine bedrest.