• Title/Summary/Keyword: 멱함수

Search Result 125, Processing Time 0.028 seconds

상대위험회피계수(相對危險回避係數)의 추정(推定)과 효용(效用)기준 자산가격결정모형(資産價格決定模型)의 실증연구(實證硏究)

  • Kim, Yeong-Gyu;Yang, Dong-Hyeon
    • The Korean Journal of Financial Studies
    • /
    • v.3 no.1
    • /
    • pp.115-140
    • /
    • 1996
  • 이 논문(論文)은 효용함수가 감소절대위험회피(DARA)와 일정상대위험회피(CRRA)의 성격을 갖는 멱함수라는 가정 하에 투자자의 상대위험외피계수(相對危險回避係數)를 추정하였으며 추정된 상대위험회피계수를 이용하여 효용기준 자산가격결정모형의 기대수익률과 위험의 선형관계를 실증적으로 분석하였다. 상대위험회피계수(相對危險回避係數)(RRA)는 실제 소비자료를 이용하는 방법과 시장수익률을 이용하는 두 가지 방법에 의해 추정하였다. 실증적(實證的) 연구결과(硏究結果), 첫째 한국증권시장에서 투자자의 상대위험회피계수는 3과 4 사이에 존재하는 것으로 나타나 투자자의 효용함수가 멱함수 형태임이 확인되었다. 둘째 효용함수를 멱함수 이외 다른 2개 (2차형 함수, 대수함수)의 함수로 가정하고 효용기준 자산가격결정모형을 검증한 결과 멱함수 하에서만 자산의 기대수익률과 위험간에는 선형관계(線形關係)가 성립하는 것으로 나타났다.

  • PDF

Analysis of drainage structure for river basin on the basis of power law distribution (멱함수 법칙분포를 기반으로 한 유역의 배수구조에 대한 해석)

  • Kim, Joo-Cheol;Kang, Heeseung;Jung, Kwansue
    • Journal of Korea Water Resources Association
    • /
    • v.49 no.6
    • /
    • pp.495-507
    • /
    • 2016
  • This study aims at hydrologically demonstrating the universality of power law distribution by analyzing runoff aggregation structures of river basins. Power law distribution is fitted to cumulative drainage area of basins of interest by maximum likelihood, which results in the power law exponents. And then those exponents are assessed in terms of the shape of catchment plan-form. As a main result all of the basins in this study have similar distributions of catchment area. The exponents from this study tend to be higher than the ones from previous researches reflecting self-similar property of the catchment plan-forms of interest. Further study is required about the universality of power law distribution by means of the more realistic flow routing scheme within the framework of DEM.

The Study of UCC and 'Power law of Participation' for Web 2.0 Environment (웹 2.0 환경에서 UCC와 참여의 멱함수 법칙에 관한 소고)

  • Kang, Jang-Mook;Moon, Song-Chel
    • 한국IT서비스학회:학술대회논문집
    • /
    • 2007.11a
    • /
    • pp.131-135
    • /
    • 2007
  • 참여의 멱함수 이론은 UCC를 생산, 배포, 소비, 재생산하는 과정에 참여하는 사용자들을 분석하는 유용한 도구이다. 참여의 멱함수 이론을 통해 무리는 집합적 지성과 집단 지성을 구분하고 참여의 형태를 세분화하며 참여자간의 관계 분석할 수 있다. 즉 다양한 기술, 사회, 정치 현상들에 배경 정보가 되어 영향력을 행사하는 UCC는 어떤 이유로 제작되고 어떤 형태로 나누어지며 생산한 사람들 간의 관계 또는 생산자와 생산자 고리고 생산자와 소비자 간의 관계를 설명할 때 설득력들 높인다. UCC가 웹 2.0의 어떤 기술 속에 생산되고 배포되고 소비되는지에 대한 플랫폼의 설계에도 멱함수 법칙은 도움을 주는 도구이다.

  • PDF

Analysis of runoff aggregation structure and energy expenditure pattern for Choyang creek basin on the basis of power law distribution (멱함수 법칙분포를 기반으로 한 조양하 유역의 유출응집구조와 에너지소비 양상에 대한 해석)

  • Kim, Joo-Cheol;Cui, Feng Xue;Jung, Kwan Sue
    • Journal of Korea Water Resources Association
    • /
    • v.50 no.11
    • /
    • pp.725-734
    • /
    • 2017
  • The main purpose of this study is to analyze runoff aggregation structure and energy expenditure pattern of Choyang creek basin within the framework of power law distribution. To this end geomorphologic factors of every point in the basin of interest, which define tractive force and stream power as well as drainage area, are extracted based on GIS, and their complementary cumulative distributions are graphically analyzed through fitting them to power law distribution. The results indicate that three distinct behavioral regimes are observed from the complementary cumulative distributions of three geomorphogic factors. Based on the parameter estimation of power law distribution by maximum likelihood drainage area and stream power can be judged as scale invariance factor without finite scale while tractive force as scale dependence factor with finite scale. Furthermore, it is judged that tractive force would not follow power law distribution because it shows limited complex system behaviors only within the small extent of scale. The exponent of power law distribution for drainage area obtained in this study by maximum likelihood is larger than the previous researches due to the difference of parameter estimation methodologies. And the exponent for stream power is smaller than the previous researches due to the scaling property of channel slope for the basin of interest.

Analyzing fractal features in rainfall using high-resolution ASOS data (고해상도 ASOS 자료를 이용한 강우의 프랙털 특성 분석)

  • Kang, Hyoungseok;Paik, Kyungrock
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2017.05a
    • /
    • pp.171-171
    • /
    • 2017
  • 강우의 시간분포는 다양한 시간규모에 걸쳐 프랙털 또는 멀티프랙털 특성을 가지고 있음이 알려졌다. 기존의 연구는 주로 시간단위 이상의 프랙털 특성에 관한 것이었다. 실제로 극한 홍수를 가져오는 집중호우는 짧은 시간 규모에서 발생함에도, 이것에 대해서는 관측 자료가 제한되어 극소수의 실험적 연구만 가능했다. 본 연구에서는 기상청에서 제공한 고해상도(1분 단위) ASOS(Automated Synoptic Observation System) 자료를 이용하여, 강우 사상 안에서의 프랙털 특성을 분석해보았다. 대부분의 사상에서 단일 멱함수보다는 2개의 멱함수로 나누어지는 것이 밝혀졌으며, 나뉘는 시간 규모(T*)는 $3{\times}10$ 분으로 파악되었다. 이 시간 규모는 한 단위의 집중호우를 가져올 수 있는 구름크기의 물리적 상한과 관련이 있는 것으로 보인다. T*보다 작은 시간 규모에서의 멱함수 지수는 그 이후의 값보다 대체로 작은 것으로 나타났다. 이는 호우가 집중되는 기간의 변동성이, 강수가 물리적 한계에 도달한 이후보다 훨씬 작기 때문으로 보인다. 구체적인 멱함수의 지수는 강수의 발생과정과도 관련이 있을 것으로 추정된다.

  • PDF

The Study of UCC and 'Power law of Participation' for Web 2.0 Environment (웹 2.0 환경에서 UCC와 참여의 멱함수 법칙에 관한 연구)

  • Kang, Jang-Mook;Moon, Song-Chul
    • Journal of Digital Contents Society
    • /
    • v.9 no.2
    • /
    • pp.325-330
    • /
    • 2008
  • Production and distributon of UCC prepared User of UCC. Power law of participation is available tool for analysis of UCC user. We can devide collective intelligence and collaborative intelligence through power law of participation. We can analyze relation of paticipant and departmentalize type of participation, Power law of participation is available tool for platform design of production and distribution.

  • PDF

Dynamic Control of Random Constant Spreading Worm Using the Power-Law Network Characteristic (멱함수 네트워크 특성을 이용한 랜덤확산형 웜의 동적 제어)

  • Park Doo-Soon;No Byung-Gyu
    • Journal of Korea Multimedia Society
    • /
    • v.9 no.3
    • /
    • pp.333-341
    • /
    • 2006
  • Recently, Random Constant worm is increasing The worm retards the availability of the overall network by exhausting resources such as CPU resource and network bandwidth, and damages to an uninfected system as well as an infected system. This paper analyzes the Power-Law network which possesses the preferential characteristics to restrain the worm from spreading. Moreover, this paper suggests the model which dynamically controls the spread of the worm using information about depth distribution of the delivery node which can be seen commonly in such network. It has also verified that the load for each node was minimized at the optimal depth to effectively restrain the spread of the worm by a simulation.

  • PDF

Resistance Factors and Relationships for Measurements in Fluvial Rivers (충적하천 실측자료의 저항계수와 관계식)

  • Lee, Jong-Seok;Julien, Pierre Y.
    • The Journal of the Korea Contents Association
    • /
    • v.12 no.7
    • /
    • pp.445-452
    • /
    • 2012
  • This study is used to analyze the distribution of resistance factors and the relationships of flow resistance with the field measurements which consist of the total 2,604 rivers for 1,865 bed material in natural channels and 739 vegetation in vegetated channels. Resistance factor relationships and distribution range of Manning roughness coefficients and Darcy-Weisbach friction coefficients by the regression analysis are derived from the power law form as a function of flow discharge and friction slope with bed materials and vegetations in natural and vegetated rivers, respectively.

Identification of vulnerable region susceptible to soil losses by using the relationship between local slope and drainage area in Choyang creek basin, Yanbian China (중국 연변 조양하 유역의 국부경사와 배수면적의 관계를 이용한 토사유실 우심지역 추출)

  • Kim, Joo-Cheol;Cui, Feng Xue;Jung, Kwan Sue
    • Journal of Korea Water Resources Association
    • /
    • v.51 no.3
    • /
    • pp.235-246
    • /
    • 2018
  • The main purpose of this study is to suggest a methodology for identifying vulnerable region in Choyang creek basin susceptible to soil losses based on runoff aggregation structure and energy expenditure pattern of natural river basin within the framework of power law distribution. To this end geomorphologic factors of every point in the basin of interest are extracted by using GIS, which define tractive force and stream power as well as drainage area, and then their complementary cumulative distributions are graphically analyzed through fitting them to power law distribution to identify the sensitive points within the basin susceptible to soil losses with respect to scaling regimes of tractive force and stream power. It is observed that the range of vulnerable region by scaling regime of tractive force is much narrower than by scaling regime of stream power. This result seems to be due to the tractive force is a kind of scale dependent factor which does not follow power law distribution and does not adequately reflect energy expenditure pattern of river basins. Therefore, stream power is preferred to be a more reasonable factor for the evaluation of soil losses. The methodology proposed in this study can be validated by visualizing the path of soil losses, which is generated from hill-slope process characterized by local slope, to the valley through fluvial process characterized by drainage area as well as local slope.