• Title/Summary/Keyword: 파생효과

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A Study on the Market Efficiency with Different Maturity in the Futures Markets (선물시장의 만기별 시장효율성에 관한 연구 - 베이시스간의 정보효과를 이용하여 -)

  • Seo, Sang-Gu;Park, Joung-Hae
    • Management & Information Systems Review
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    • v.35 no.2
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    • pp.273-284
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    • 2016
  • The objective of this study is to analyze the market efficiency in the futures markets. Although many previous studies have investigated market efficiency between spot and futures prices, that with different maturities has not been studied in the futures markets extensively. For our objective, this paper examines KOSPI200 stock index future market with different maturities. We analyze the dynamic serial relationship of the difference of basis between nearest-month contract and next nearest-month contract using dynamic regression analysis suggested by Kawamoto and Hamori(2011) Using the data from 2000. 1 to 2013. 12, the major empirical findings are as follows: First. the mean and standard deviation of basis of next nearest-month contract is bigger than those of nearest-month contract. Second, the t-period basis of nearest-month contract can be explained by (t-1)period basis of that. Third, the basis spread of t-period and (t-1)period have negative affect on the return of underlying assets. This result is very reasonable because two basis spreads are derived from same underlying assets. Finally, basis information of next nearest-month contract can be used for the prediction of nearest-month contract and spot market return.

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Petrochemistry and magma process of Jurassic Boeun granodiorite in the central Ogcheon belt (중부 옥천대에 분포하는 쥬라기 보은 화강섬록암의 암석화학과 마그마과정)

  • 좌용주
    • The Journal of the Petrological Society of Korea
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    • v.5 no.2
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    • pp.188-199
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    • 1996
  • Boeun granodiorite, which intruded into the metasedimentary rocks of the Ogcheon Group, show chemical natures of metaluminous and calc-alkaline. Generating and emplacing environment of the Boeun granodiorite would have been a active continental margin. Comparing to the contemporaneous Inje-Hongcheon granodiorite in the Gyeonggi massif, the Boeun granodiorite seems likely to have formed under more immature continental arc environment. Compositional changes of major, trace and rare earth elements in granodiorite and felsic dyke are not certain to indicate crystallization differentiation. From this fact, the simple fractional crystallization model would be in question to explain the magma process which controlled the formation of the Boeun granitic mass. The model calculations for Rayleigh fractionation, fractionation with variable major-component composition, assimilation-fractional crystallization (AFC) were carried out to examine the magma process of the mass. The results of former two models do not agree with the compositional variations in the mass. The AFC model can be, however, applied to the magma process. The conditions for AFC process are (1) composition of assimilated wallrock is similar to that of primary magma. (2) assimilating rate is similar to crystallizing rate, and (3) mass of assimilated wallrock is about 10% of that of the magma. These conditions deny a possibility that the assimilated wallrock was the metasedimentary rocks of the Ogcheon Group. This indicates that after having experienced the assimilation process in deeper crust, the granodiorite magma intruded into the Ogcheon group. Every model calculating suggests that the felsic dyke was differentiated not from the granodiorite magma, but from a different source magma.

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A Research on the Paradigm of Interaction Based on Attributes (인터렉션 속성에 기초한 인터렉션 범식화 연구)

  • Shan, Shu Ya;Pan, Young Hwan
    • Journal of the Korea Convergence Society
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    • v.12 no.5
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    • pp.127-138
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    • 2021
  • The aim of this study is to demonstrate interaction as a describable field and tries to understand interaction from the perspective of attributes, thus building a theoretical to help interactive designer understand this field by common rule, rather than waste huge time and labor cost on iteration. Since the concept of interaction language has been brought out in 2000, there are varies of related academical studies, but all with defect such as proposed theoretical models are built on a non-uniform scale, or the analyzing perspective are mainly based on researcher's personal experience and being too unobjective. The value of this study is the clustered resource of research which mainly based on academical review. It collected 21 papers researched on interaction paradigm or interaction attributes published since 2000, extracting 19 interaction attribute models which contains 174 interaction attributes. Furthermore, these 174 attributes were re-clustered based on a more unified standard scale, and the two theoretical models summarized from it are respectively focuses on interaction control and interaction experience, both of which covered 6 independent attributes. The propose of this theoretical models and the analyzation of the cluster static will contribute on further revealing of the importance of interaction attribute, or the attention interaction attribute has been paid on. Also, in this regard, the interactive designer could reasonably allocate their energy during design process, and the future potential on various direction of interaction design could be discussed.

Study on Anomaly Detection Method of Improper Foods using Import Food Big data (수입식품 빅데이터를 이용한 부적합식품 탐지 시스템에 관한 연구)

  • Cho, Sanggoo;Choi, Gyunghyun
    • The Journal of Bigdata
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    • v.3 no.2
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    • pp.19-33
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    • 2018
  • Owing to the increase of FTA, food trade, and versatile preferences of consumers, food import has increased at tremendous rate every year. While the inspection check of imported food accounts for about 20% of the total food import, the budget and manpower necessary for the government's import inspection control is reaching its limit. The sudden import food accidents can cause enormous social and economic losses. Therefore, predictive system to forecast the compliance of food import with its preemptive measures will greatly improve the efficiency and effectiveness of import safety control management. There has already been a huge data accumulated from the past. The processed foods account for 75% of the total food import in the import food sector. The analysis of big data and the application of analytical techniques are also used to extract meaningful information from a large amount of data. Unfortunately, not many studies have been done regarding analyzing the import food and its implication with understanding the big data of food import. In this context, this study applied a variety of classification algorithms in the field of machine learning and suggested a data preprocessing method through the generation of new derivative variables to improve the accuracy of the model. In addition, the present study compared the performance of the predictive classification algorithms with the general base classifier. The Gaussian Naïve Bayes prediction model among various base classifiers showed the best performance to detect and predict the nonconformity of imported food. In the future, it is expected that the application of the abnormality detection model using the Gaussian Naïve Bayes. The predictive model will reduce the burdens of the inspection of import food and increase the non-conformity rate, which will have a great effect on the efficiency of the food import safety control and the speed of import customs clearance.

The information process on labor and the protection of information human rights (노동정보처리와 정보인권보호)

  • 하우영
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.13 no.6
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    • pp.17-32
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    • 2003
  • The information drive of the businesses requires new alternatives in that the promotion of business efficiency through information process technologies ends up conflicting with the protection of information human rights on laborers' side. Nevertheless, apathy on information protection has a tendency to be distorted by the efficiency of the businesses. Should the capital and mass media warn economic red lights, political circles with uneasiness would ignore the significance of information protection on the behalf of business efficiency. Therefore, the importance of information protection is considered a smaller interest than that of business efficiency with the infringements of human rights on laborers' side arising. Informatization of the businesses along with the developments of information process technologies has enabled the management to monitor and control the behaviors of laborers. This new problem needs to establish both information protection mechanism and institutional devices to regulate those labor controls. The security of business activity without human rights infringement warrants both basic rights of the public and spirit of the Constitution. The study suggests the establishment and revision of laws suitable to the period of information human rights. On top of that, the establishment of the basic law for information protection of individuals' with the common principle that integrates the related laws and rules on-off line is needed. This will warrant the active participation of labor unions and create specific alternatives for information protection.

Remote Sensing based Algae Monitoring in Dams using High-resolution Satellite Image and Machine Learning (고해상도 위성영상과 머신러닝을 활용한 녹조 모니터링 기법 연구)

  • Jung, Jiyoung;Jang, Hyeon June;Kim, Sung Hoon;Choi, Young Don;Yi, Hye-Suk;Choi, Sunghwa
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.42-42
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    • 2022
  • 지금까지도 유역에서의 녹조 모니터링은 현장채수를 통한 점 단위 모니터링에 크게 의존하고 있어 기후, 유속, 수온조건 등에 따라 수체에 광범위하게 발생하는 녹조를 효율적으로 모니터링하고 대응하기에는 어려운 점들이 있어왔다. 또한, 그동안 제한된 관측 데이터로 인해 현장 측정된 실측 데이터 보다는 녹조와 관련이 높은 NDVI, FGAI, SEI 등의 파생적인 지수를 산정하여 원격탐사자료와 매핑하는 방식의 분석연구 등이 선행되었다. 본 연구는 녹조의 모니터링시 정확도와 효율성을 향상을 목표로 하여, 우선은 녹조 측정장비를 활용, 7000개 이상의 녹조 관측 데이터를 확보하였으며, 이를 바탕으로 동기간의 고해상도 위성 자료와 실측자료를 매핑하기 위해 다양한Machine Learning기법을 적용함으로써 그 효과성을 검토하고자 하였다. 연구대상지는 낙동강 내성천 상류에 위치한 영주댐 유역으로서 데이터 수집단계에서는 면단위 현장(in-situ) 관측을 위해 2020년 2~9월까지 4회에 걸쳐 7291개의 녹조를 측정하고, 동일 시간 및 공간의 Sentinel-2자료 중 Band 1~12까지 총 13개(Band 8은 8과 8A로 2개)의 분광특성자료를 추출하였다. 다음으로 Machine Learning 분석기법의 적용을 위해 algae_monitoring Python library를 구축하였다. 개발된 library는 1) Training Set과 Test Set의 구분을 위한 Data 준비단계, 2) Random Forest, Gradient Boosting Regression, XGBoosting 알고리즘 중 선택하여 적용할 수 있는 모델적용단계, 3) 모델적용결과를 확인하는 Performance test단계(R2, MSE, MAE, RMSE, NSE, KGE 등), 4) 모델결과의 Visualization단계, 5) 선정된 모델을 활용 위성자료를 녹조값으로 변환하는 적용단계로 구분하여 영주댐뿐만 아니라 다양한 유역에 범용적으로 적용할 수 있도록 구성하였다. 본 연구의 사례에서는 Sentinel-2위성의 12개 밴드, 기상자료(대기온도, 구름비율) 총 14개자료를 활용하여 Machine Learning기법 중 Random Forest를 적용하였을 경우에, 전반적으로 가장 높은 적합도를 나타내었으며, 적용결과 Test Set을 기준으로 NSE(Nash Sutcliffe Efficiency)가 0.96(Training Set의 경우에는 0.99) 수준의 성능을 나타내어, 광역적인 위성자료와 충분히 확보된 현장실측 자료간의 데이터 학습을 통해서 조류 모니터링 분석의 효율성이 획기적으로 증대될 수 있음을 확인하였다.

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Valproic Acid-induced PPAR-alpha and FGF21 Expression Involves Survival Response in Hepatocytes (Valproic acid에 의해 증가하는 PPAR-alpha 및 FGF21의 발현이 간세포 생존에 미치는 영향)

  • Bakhovuddin Azamov;Yeowon Kang;Chanhee Lee;Wan-Seog Shim;Kwang Min Lee;Parkyong Song
    • Journal of Life Science
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    • v.34 no.4
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    • pp.227-235
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    • 2024
  • Hepatocyte damage caused by medications or herbal products is one of the important problem when these compounds are chronically administrated. Thus, improving hepatocyte survival during treatment offers a wide range of opportunities. Valproic acid (VPA), a branched short-chain fatty acid derived from naturally occurring valeric acid, is commonly used to treat epilepsy and seizures. Although VPA exerts numerous effects in cancer, HIV therapy, and neurodegenerative disease, its effects on the liver and its mechanism of action have not been fully elucidated. Here, we demonstrated that VPA caused moderate liver cell toxicity and apoptosis. Interestingly, VPA treatment increased transcription levels of PPAR alpha (PPAR-α) and fibroblast growth factor 21 (FGF21) in murine (Hepa1c1c7) hepatoma cells in a time and concentration dependent manner. VPA-induced FGF21 expression was significantly weaker under PPAR-α silencing condition than in cells transfected with non-targeting control siRNA. Subsequent experiments showed that cell viability was significantly lowered when the FGF21 signaling pathway was blocked by FGF receptor antagonist. Finally, we further determined that AMPK phosphorylation was not responsible for VPA-induced FGF21 expression and PPAR-a increments. These results indicate that increases of FGF21 expression alleviate VPA-induced hepatic toxicity, thereby making FGF21 a potential biomarker for predicting liver damage during VPA treatments.

A Study on the Quality Control Plan for Waterproof Construction in Apartment Houses (공동주택 방수공사 품질관리 방안 마련에 관한 연구)

  • Kim, Kwang-Ki;Kim, Byoungil
    • Journal of the Korea Institute of Building Construction
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    • v.24 no.1
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    • pp.109-120
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    • 2024
  • For successful waterproofing construction, it is very important to secure construction quality as well as material performance of waterproofing materials used in construction. Due to the long-term cost reduction policy following the economic downturn in the construction market, most construction companies are using general low-priced waterproof materials rather than high-quality waterproof materials without clear quality control standards. Without clear education on construction, construction is being carried out with meaning only on construction activities. In addition, the waterproofing method applied in combination is a situation where water leakage occurs due to waterproofing failure due to insufficient construction quality because the construction method is complicated. Therefore, it is necessary to review the quality control measures(design, materials, construction) for successful waterproofing work and improve problems that are derived so that stable waterproofing work can be done. In order to expect the leakage prevention effect of a building, first, it is required to select appropriate materials for each part of the building and environment in the design stage, and the selected materials must satisfy all items of the Korean Industrial Standard(KS). Second, to secure the quality of waterproofing construction, sincere construction by workers is required. In this paper, we tried to describe "review of waterproof design", "constructor education", "site inspection", and "criticism(correction/supplementation)" as quality control measures after material selection.

Estimation of Cerchar abrasivity index based on rock strength and petrological characteristics using linear regression and machine learning (선형회귀분석과 머신러닝을 이용한 암석의 강도 및 암석학적 특징 기반 세르샤 마모지수 추정)

  • Ju-Pyo Hong;Yun Seong Kang;Tae Young Ko
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.26 no.1
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    • pp.39-58
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    • 2024
  • Tunnel Boring Machines (TBM) use multiple disc cutters to excavate tunnels through rock. These cutters wear out due to continuous contact and friction with the rock, leading to decreased cutting efficiency and reduced excavation performance. The rock's abrasivity significantly affects cutter wear, with highly abrasive rocks causing more wear and reducing the cutter's lifespan. The Cerchar Abrasivity Index (CAI) is a key indicator for assessing rock abrasivity, essential for predicting disc cutter life and performance. This study aims to develop a new method for effectively estimating CAI using rock strength, petrological characteristics, linear regression, and machine learning. A database including CAI, uniaxial compressive strength, Brazilian tensile strength, and equivalent quartz content was created, with additional derived variables. Variables for multiple linear regression were selected considering statistical significance and multicollinearity, while machine learning model inputs were chosen based on variable importance. Among the machine learning prediction models, the Gradient Boosting model showed the highest predictive performance. Finally, the predictive performance of the multiple linear regression analysis and the Gradient Boosting model derived in this study were compared with the CAI prediction models of previous studies to validate the results of this research.

Estimation Analysis of the Value of Welfare Facilities for the Aged Management (노인복지시설의 경영가치 추정 분석)

  • Kim, Keum Hwan;Pak, Ae Kyung;Joe, Soon Joem
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.8 no.1
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    • pp.193-203
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    • 2013
  • The social welfare service is expanding to different field as the social welfare budget is increasing. By this opportunity, it needs to make clear of the basis of argument that the necessity of development of korean government's support and aid by social policy should be worked. Welfare economics perspective, this study used by the operating expenditure in welfare facilities for the elderly old people to effect social benefits to be gained, in other words, business value analysis. Local elderly people, provide opportunities to participate in the economic activities of the family welfare services offered to attainment of the elderly welfare policy, and provide disease prevention and health promotion opportunities, to enhance the satisfaction of life, including a wide range of impact will cause. In this study, elderly people use the welfare facilities for the elderly when they get the benefits by applying the AHP analysis techniques operating value was calculated. Elderly Welfare Center operated by the result of applying P senior welfare center Case of the metropolitan area value was estimated 248.4 billion won. Contribute to the effects caused by the cost factor of the analysis was 23.1% of the total 57.3 billion won. Independence elements 57.6 billion (23.2%), the analysis of the therapeutic elements 133.4 billion (53.7%) of the net was. The result of the study anticipates the role of basic research material for the necessity of intervention, support, and aid by the Welfare facilities for the elderly field at this point in time where the welfare budget policy in terms of universal social service is reinforced, rather than the trend, until recently, of realizing the Elderly welfare budget and service as Consumption expenditure and consumable benefits and the function of performing the effect and evaluation in tentative action of social conflict.

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