• 제목/요약/키워드: AMEX

검색결과 4건 처리시간 0.017초

체지방에 대한 아로니아 추출물의 효과: 무작위배정, 이중눈가림, 위약-대조 임상연구 (The Effects of Aronia Extract on Body Weight and Body Fat: A Randomized, Double-Blind, Placebo-Controlled Clinical Trial)

  • 하기찬;박유경;백향임;김혜미;김영미;정다영;신상욱;배정식;안지혜;전연정;박지은;권영달
    • 한방재활의학과학회지
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    • 제30권1호
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    • pp.105-113
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    • 2020
  • Objectives Excess weight and obesity are a crucial public health problem worldwide and are considered as the main cause of many chronic diseases. The present study evaluated the effects of Aronia melanocarpa extract (AMEX) supplementation on body compositions in overweight or obese people. Methods This randomized, double-blind, placebo-controlled clinical trial was carried out on 66 healthy overweight or obese peoples. The eligible subjects were divided into AMEX and placebo supplement treatment for 12 weeks. Anthropometrics, body composition (dual-energy X-ray absorptiometry), and blood analysis were performed preand post intervention. Results We observed significant reductions in the body weight and body mass index in both groups; however, the decrease was higher in the AMEX group. Body fat mass and percent body fat showed a tendency to decreases after AMEX supplementation. No clinically significant changes were observed for any safety parameter. Conclusions In conclusion, the data of this trial indicate that AMEX were not effective in reducing body compositions, but as a safe supplement, it may help weight loss in overweight or obese people.

SPC 차트를 이용한 포트폴리오 관리 (Portfolio Management Using Statistical Process Control Chart)

  • 김동섭;류홍서
    • 산업공학
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    • 제20권2호
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    • pp.94-102
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    • 2007
  • Portfolio management deals with decision making on 'when' and 'how' to revise an existing portfolio. In this paper, we show that a classical statistical process control (SPC) chart for normal data, a wellestablished tool in quality engineering, can effectively be used for signaling times for revising a portfolio. Noting that the day-to-day performance of a portfolio may be auto-correlated, we use the exponentially weighted moving average center-line chart to develop an automatic portfolio management procedure. The portfolio management procedure is extensively tested on historical data of equities traded in the Korea Exchange (KRX), the American Stock Exchange (AMEX), and the New York Stock Exchange (NYSE). In comparison with the performances of the KOSPI, XAX, and NYA indices during the same time periods, results from these experiments show that SPC chart-based portfolio revision presents itself a convenient and reliable method for optimally managing portfolios.

AMEX: 16비트 Thumb 명령어 집합 구조의 주소 지정 방식 확장 (AMEX: Extending Addressing Mode of 16-bit Thumb Instruction Set Architecture)

  • 김대환
    • 한국컴퓨터정보학회논문지
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    • 제17권11호
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    • pp.1-10
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    • 2012
  • 본 논문에서는 16비트 Thumb 명령어 집합 구조를 개선하기 위하여 주소 지정 방식을 확장하는 기법을 제시한다. 제시된 방법의 핵심 아이디어는 사용 빈도가 낮은 명령어들의 레지스터필 드의 너비를 감소시키고 이를 통해 절약한 비트들을 이용하여 사용 빈도가 높은 명령어들에 새로운 주소 지정 방식을 도입하는 것이다. 제시된 기법은 16 비트 Thumb 구조의 상위 집합인 32비트 ARM 구조에서 사용되는 유용한 주조 지정 방식들을 채택한다. 데이터 리스트에 대한 접근 속도를 향상시키기 위하여 크기가 조정된 레지스터 오프셋 주소 지정 방식과 사후 인덱스 주소 지정 방식이 로드와 저장 명령어에 도입된다. 실험결과, 제시된 방법은 전통적인 방식과 비교하여 평균 8.5%의 성능을 향상시킨다.

Information, trading and stock returns: Lessons from dually-listed securities

  • Chan, K.C.;Fong Wai-Ming;Kho, Bong-Chan,;Stulz Rene M.
    • 재무관리논총
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    • 제2권2호
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    • pp.221-256
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    • 1995
  • This paper compares the intra-day patterns on the NYSE and AMEX of volatility, trading volume and bid-ask spreads for European and Japanese dually-listed stocks with American stocks of comparable average trading volume and volatility. It is shown that the intra-day patterns for these stocks are remarkably similar even though public information flows differ markedly across these stocks during the trading day. In the early morning, all stocks have higher volatility than later in the day, but this phenomenon is most pronounced for Japanese stocks and affects American stocks the least. We argue that these patterns are consistent with markets reacting to the overnight accumulation of public information but are inconsistent with the view that early morning volatility can be attributed to monopolistic specialist behavior.

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