• Title/Summary/Keyword: 신속회귀율

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Put-call Parity and the Price Variablity of KOSPI 200 Index, Index Futures and Index Options (풋-콜 패리티 괴리율과 주식, 선물, 옵션시장의 가격변동)

  • Yun, Chang-Hyun;Lee, Sung-Koo;Lee, Chong-Hyuk
    • The Korean Journal of Financial Management
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    • v.21 no.1
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    • pp.205-229
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    • 2004
  • The deviation from put-call parity condition may affect market prices since it provides an opportunity of arbitrage to many participants. This study uses the KOSPI200 index data and examines the interdependence among spot, futures, and options contracts by examining whether the deviations from the parity have significant roles in price formation. Whenever the parity condition is violated, the deviation tends to affect the prices significantly in most markets. The results show that positive values of deviation are associated with the fall of the prices in the spot and put option contracts and the rise of the call option premiums, thus decreasing the deviations. Also, the decreasing impact of deviations lasts for at Beast an hour in most markets. Futures prices, however, do not show clear relations with the deviations, which suggests the possibility that futures markets lead other markets.

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A study on the prediction of total nitrogen concentration based on sensors and intelligent algorithms (센서 및 지능형 알고리즘 기반 총 질소 농도 예측 연구)

  • Su Han Nam;Jae Hyun Kwon;Young Do Kim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.154-154
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    • 2023
  • 수질모니터링은 수자원 보존과 공중 보건에 있어 매우 중요하다. 기후변화로 인한 이상강우와 산업화 등의 이유로 비점오염물질 및 오염원 배출량이 증가하여 하천과 호소에 영양염류가 증가하게 된다. 영얌염류의 증가로 하천에 부영양화 상태가 지속된다면 녹조발생 등으로 인해 생태계에 부정적 영향을 초래하게 된다. 또한 부영양화는 원수의 유기물량 증가로 인해 처리비용 증가, 이취미 문제 등 인간에게도 직접적인 문제를 유발한다. 특히 우리나라의 경우 하천 취수율이 높은 국가이며, 낙동강 중상류 지역에는 산업시설이 과도하게 밀집되어 있어 하천에 오염물질 유입이 되어 부영양화가 된다면 심각한 문제를 유발하게 된다. TN은 부영양화의 중요한 지표다. 우리나라의 TN 측정은 시료 채수 후 실험실에서 수질오염공정 시험기준에 따라 진행이 된다. 실험실 분석은 TN 농도를 분석하는 일반적인 방법이며, 정확한 검출 및 정량화를 목표로 한다. 하지만 이러한 방식은 정교한 장비를 갖춘 전문 실험실 및 전문 인력을 필요로 한다. 환경부에서 주요 하천에 수질측정망을 설치하여 수질현황에 대한 종합적인 조사를 통해 수질변화 추세를 파악하는 것이 가능하지만, 실시간 TN 농도를 감지하는데 매우 제한적이다. 현재 조사방식은 TN 농도 증가로 인한 문제에 대해 초기대응을 하기에는 한계가 있다. 최근 센서의 발전으로 다양한 항목을 신속하고 지속적으로 모니터링 할 수 있게 되었다. TN에 대한 직접적인 센서 모니터링은 불가능 하지만 여러 측정 항목이 TN과 상관관계가 있는 것이 여러 연구에서 입증되었다. 이러한 결과를 바탕으로 본 연구에서는 오염도가 높은 낙동강을 대상으로 TN 예측에 대한 기초 연구를 진행하였다. 과거 측정된 자료를 활용하여 센서로 측정 가능한 항목을 통해 TN 예측을 진행하며, 실제 활용을 위해 회귀식을 도출하고자 한다. 최근 환경부에서 실시간 수질 현황 및 오염도를 파악하기 위해 자동측정망 지점을 늘리는 추세인데, 본 연구의 결과를 활용한다면 실시간 TN 예측에 대한 기초자료 활용될 수 있을 것으로 판단된다.

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Evaluation of Surface Moisture Content of Liriodendron tulipifera Wood in the Hygroscopic Range Using NIR Spectroscopy (근적외선 분광분석법을 이용한 백합나무 목재의 섬유포화점 이하 표면함수율 평가)

  • Eom, Chang-Deuk;Han, Yeon-Jung;Chang, Yoon-Sung;Park, Jun-Ho;Choi, Joon-Weon;Choi, In-Gyu;Yeo, Hwan-Myeong
    • Journal of the Korean Wood Science and Technology
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    • v.38 no.6
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    • pp.526-531
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    • 2010
  • For efficient use of wood, it is important to control moisture of wood in processing wood. Near-infrared (NIR) spectroscopy can be used to estimate the physical and chemical properties of materials quickly and nondestructively. In this study, it was intended to measure the moisture contents on the surface of wood using NIR spectroscopy coupled with multivariate analytic statistical techniques. Because NIR spectroscopy is affected by the chemical components of the specimens and contains signal noise, a regression model for detecting moisture content of wood was established after carrying out several numerical pretreatments such as Smoothing, Derivative and Normalization in this study. It shows that the regression model using NIR absorbance in the range of 750~2,500 nm predicts the actual surface moisture content very well. Near-infrared spectroscopy technique developed in this study is expected to improve a technology to control moisture content of wood in using and drying process.

A Study on the Prediction of the Construction Cost in Planning Stage of Local Housing Union Project (지역주택조합사업 기획단계의 공사비 예측에 관한 연구)

  • Lee, Jin-Kyu
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.12
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    • pp.653-659
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    • 2018
  • The accurate prediction of construction cost is a key factor in a project's success. However, it is hard to predict the construction costs in the planning stages rapidly and precisely when drawings, specifications, construction cost calculation statements are incomplete, among other factors. Accurate construction-cost prediction in the planning stage of a project is also important for project feasibility studies and successful completion. Therefore, various techniques have been applied to accurately predict construction costs at an early stage when project information is limited. There are many factors that affect the construction cost prediction. This paper presents a construction-cost prediction method as multiple regression model with seven construction factors as independent variables. The method was used to predict the construction cost of a local housing union project, and the error rate was 4.87%. It is not possible to compare the cost of the project at the planning stage of the local housing union project, but it has high prediction accuracy compared to the unit price of an existing unit area. It is likely to be applied in construction-cost calculation work and to contribute to the establishment of the budget for the local housing union project.

Prediction of the Digestibility and Energy Value of Corn Silage by Near Infrared Reflectance Spectroscopy (근적외선분광법을 이용한 옥수수 사일리지의 소화율 및 에너지 평가)

  • Park Hyung-Soo;Lee Jong-Kyung;Lee Hyo-Won;Kim Su-Gon;Ha Jong-Kyu
    • Journal of The Korean Society of Grassland and Forage Science
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    • v.26 no.1
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    • pp.45-52
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    • 2006
  • This study was carried out to explore the accuracy of Near Infrared Reflectance Spectroscopy (NIRS) fer the prediction of digestibility and energy value of corn silages. The spectral data were regressed against a range of digestibility and energy parameters using modified partial least squares(MPLS) multivariate analysis in conjunction with first and second order derivatization, with scatter correction procedure(SNV-Detrend) to reduce the effect of extraneous noise. Calibration models for NIRS measurements gave multivariate correlation coefficients of determination$(R^2)$ and standard errors of cross validation of 0.92(SECV 1.73), 0.91(SECV 1.13) and 0.93(SECV 1.74) for in vitro dry matter digestibility(IVDMD), in vitro true digestibility(IVTD), and cellulase dry matter digestibility(CDMD), respectively. The standard error of prediction(SEP) and the multiple correlation coefficient of validation$(R^2v)$ on the validation set(n=39) was used in comparing the prediction accuracy. The SEP value was 0.30(TDN), 0.01(NEL), and 0.01(ME). The relative ability of NIRS to predict digestibility and energy value was very good for CDMD, total digestible nutrients(TDN), net energy fer lactation(NEL) and metabolizable energy(ME). This paper shows the potential of NIRS to predict the digestibility and energy value of con silage as a routine method in feeding programmes and for giving advice to farmers.

A study on hyperspectral image processing for geographical origin discrimination of domestic and chinese rice (국내산과 중국산 쌀의 원산지 판별을 위한 초분광 영상 처리에 관한 연구)

  • Mo, Changyeun;Lim, Jongguk;Kim, Giyoung;Kwon, Sung Won;Lim, Dong Kyu;Min, Hyun Jung;Kwon, Kyungdo
    • Proceedings of the Korean Society for Agricultural Machinery Conference
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    • 2017.04a
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    • pp.147-147
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    • 2017
  • 우리나라에서는 수입 개방화 추세에 따라 공정한 유통질서 확립하고 국내 생산자와 소비자를 보호하기 위하여 원산지 표시제가 시행되고 있다. 그러나 수입 농산물과 국산 농산물의 큰 가격차이로 인하여 원산지를 허위 표시하는 경우가 증가하고 있다. 특히 쌀 관세화 전환 의무에 따른 수입산 쌀 증가하고 있으며 단립종과 중립종 수입산 쌀은 국내산 쌀과 외관이 유사하여 육안식별이 어려워 국내산 쌀로 둔갑할 우려가 있다. 이에 신속하고 비파괴적으로 쌀의 원산지를 판별할 수 있는 기술 개발이 요구되고 있다. 따라서 본 연구에서는 국내산 쌀과 중국산 쌀의 원산지를 신속하게 판별가능한 영상 처리기술을 개발하였다. 쌀은 국내에서 생산된 중립종 50점과 중국에서 생산된 단립종 및 중립종 51점이 수집되어 사용되었다. 쌀의 분광 영상은 초분광 가시광 및 근적외선 영상 시스템을 이용하여 측정하였다. 이 시스템은 할로겐-텅스텐 라인광, 시료 이송부, 초분광 영상 획득부로 구성되어 있다. 텅스텐-할로겐 라인광은 $15^{\circ}$ 각도로 대칭으로 시료에 조사되고 400 ~ 1000 nm 파장 영역의 반사광 영상 스펙트럼이 측정되었다. 초분광 영상 데이터는 광에 노출되지 않은 암실에서의 파장별 영상과 반사율이 99% 이상인 기준판의 파장별 영상을 이용하여 교정되었다. 부분최소제곱회귀법을 이용하여 쌀 원산지 판별모델 식을 개발하였고, 이 판별 모델식을 교정된 초분광 영상에 적용하여 영상처리 판별 모델을 개발하였다. 그 결과, 원산지 판별정확도가 97.4% 이상으로 나타났으며, 국내산과 중국산 쌀의 원산지 판별이 가능하였다.

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Prediction on the Quality of Forage Crop by Near Infrared Reflectance Spectroscopy (근적외선 분광법에 의한 사초의 성분추정)

  • Lee, Hyo-Won;Kim, Jong-Duk;Kim, Won-Ho;Lee, Joung-Kyong
    • Journal of The Korean Society of Grassland and Forage Science
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    • v.29 no.1
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    • pp.31-36
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    • 2009
  • This study was conducted to find out an alternative way of rapid and accurate analysis of forage quality. Near reflectance infrared spectroscopy (NIRS) was used to evaluate the possibility of forage analysis and collect 258 samples such as barley for whole crop silage, forage corn and sudangrass from 2002 to 2007. The samples were analyzed for CP (crude protein), CF (crude fiber), ADF (acid detergent fiber), NDF (neutral detergent fiber) and IVTD (in vitro true digestibility), and also scanned using NIRSystem with wavelength from $400{\sim}2,400nm$. Multiple linear regression was used with wet analysis data for developing the calibration model and validate unknown samples. The important index In this experiment was SEC and SEP $r^2$ for CF, CP, NDF, ADF and IVTD in calibration set were 0.70, 0.86, 0.94, 0.94 and 0.89, also 0.47, 0.39, 0.89, 0.90 and 0.61 in validation sample, respectively. The results of this experiment indicates that NIRS was reliable analytical method to assess forage quality, specially in CF, ADF and IVTD, sample should be included for respective forage samples to get accurate result. More robust calibrations can be made to cover every forage samples if added representative sample set.

The Effect of Dicyandiamide (DCD) on the Mineralization of Nitrogen from Soild-Animalwaste (Dicyandiamide(DCD)가 고형(固形) 축산폐기물 중(中) 무기화(無機化)된 질소(窒素)의 경시적(經時的) 방출(放出) 및 억제(抑制)에 미치는 영향(影響))

  • Yun, Sun-Gang;Woo, Ki-Dae;Yoo, Soon-Ho
    • Korean Journal of Soil Science and Fertilizer
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    • v.26 no.1
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    • pp.43-48
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    • 1993
  • A laboratory study was cunducted to obtain fundamental informations on environmental-conservative treatment technique of soiled animalwaste. The release rate of inorganic nitrogen which mineralized from solid pigwaste and the effect of nitrification inhibitor(Dicyandiamide, DCD) on nitrate concentration of fresh or fermented pigwaste were weekly checked for ten weeks under incubation condition. Average pH of soild pigwaste was maintained over 8 unit during all incubation periods with no difference by nitrification inhibitor addition and the pHs of fresh- or fermented pigwaste without DCD were elevated by passing time 0.04, 0.058 pH unit/week (P<0.05) during incubation. While $NH_4-N$ concentration of fermented pigwaste until two week was nearly the same as it before incubation, $NH_4-N$ concentration of fresh pigwaste was remarkably increased upto 3,732 ppm for 1 week after incubation and the portion of increased $NH_4-N$ concentration, 2,473 ppm was 20.1% of indigenous organic nitrogen of fresh pigwaste. By the passing incubation time, $NH_4-N$ concentration began to lower linearly at not only fresh- but fermented pigwaste after 1 or 2 week, respectively and the $NH_4-N$ concentration loss rate at fresh pigwaste was 61.8 ppm/week with DCD addition and 72.3ppm/week with no DCD. There was positive relationship between $NO_3-N$ concentrations of fresh pigwaste by the addition of DCD or not and $NO_3-N$ concentraion was significantly lowered with DCD treatment($r=0.79^{**}$).

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Estimation of Glomerular Filtration Rate from Plasma Creatinine and Height in Children (소아에서 신장과 혈장 Creatinine 농도를 이용한 사구체여관율 측정)

  • Kim, Jeong-Lan;Park, Yong-Hoon;Hah, Jeong-Ok
    • Journal of Yeungnam Medical Science
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    • v.5 no.1
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    • pp.93-100
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    • 1988
  • In clinical practice, creatinine clearance(Ccr) remains the most commonly used laboratory assessment of glomerular function despite methodological and technical problems of urine collection. Schwartz et al. in 1976, reported that an accurate estimate of glomerular filtration rate(GFR) could be obtained from the simple determinations of plasma creatinine(Pcr) and body length(L) : GFR($m{\ell}/min/1.73m^2$=k L(cm)/Pcr(mg/$100m{\ell}$), (k=constant). The subject of this study were ill children admitted to our pediatric department from July, 1985 to June, 1987 and they were divided into three groups; group I, from 1 to 5 years old, group II, from 6 to 10 years old, group III. from 11 to 15 years old. The results were as following ; 1) Measured creatinine clearance($Ccr_M$, $m{\ell}/min/1.73m^2$) were $109.73{\pm}9.97$ in group I, $108.26{\pm}9.02$ in group II, $96.20{\pm}4.72$ in group III and $105.48{\pm}5.23$ in all age group. 2) Measured k($k_M$) obtained from $Ccr_M=k$ Ht/Pcr were $0.49{\pm}0.03$ in group I, $0.48{\pm}0.02$ in group II, $0.43{\pm}0.02$ in group III, and $0.47{\pm}0.02$ in all age group.(Ht ; height) 3) Linear equations and correlation coefficients between Ht/Pcr(x) and Ccr(y) were y=0.822x-65.63(r=0.99) in group I, y=0.61x-23.46(r=0.72) in group II, y=0.18x+54.44(r=0.54) in group III and y=0.58x-22.13(r=0.81) in all age group. 4) $Ccr_E$ was again estiamted from linear equations between Ht/Pcr and $Ccr_M$ and $k_E$ was calculated with Ht/Pcr and $Ccr_E$ were $0.48{\pm}0.01$ in group I, $0.49{\pm}0.01$in group II, $0.43{\pm}0.01$ in group III and $0.47{\pm}0.00$ in all age group. 5) Consistant values of $k_E$ and $k_M$ were highly significant as 95~97.5% in group I and II, 90~95% in group III and 97.5~99% in all age group. In summary, we could estimate GFR with height, plasma creatinine and measured k($k_M$) according to the age in easy and rapid way.

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Development of a Simplified Model for Estimating CO2 Emissions: Focused on Asphalt Pavement (CO2 배출량 추정을 위한 간략 모델 개발: 아스팔트 포장을 중심으로)

  • Kim, Kyu-Yeon;Kim, Sung-Keun
    • Land and Housing Review
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    • v.12 no.2
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    • pp.109-120
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    • 2021
  • Global warming due to increased carbon dioxide is perceived as one of the factors threatening the future. Efforts are being made to reduce carbon dioxide emissions in each industry around the world. In particular, environmental loads and impacts during the life cycle of SOC structures and buildings have been quantitatively assessed through a quantitative method called Life Cycle Assessment (LCA). However, the construction sector has gone through difficulty in quantitative assessment for several reasons: 1) LCI DB is not fully established; 2) the life cycle is very long; 3) the building structures are unique. Therefore, it takes enormous effort and time to carry out LCA. Rather than estimating carbon emissions with accuracy, this study aims to present a simplified estimation model that allows owners or designers to easily estimate carbon dioxide emissions with little effort, given that rapid and rough decisions regarding environmental load reduction are to be made. This study performs the LCA using data from 25 road construction projects across the country, followed by multiple regression analyses to derive a simplified carbon estimation model (SLCA). The study also carries out a comparative analysis with values estimated by performing a typical LCA. The comparison analysis shows an error rate of less than 5% for 16 road projects.