• Title/Summary/Keyword: Calendar

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Does Ramzan Effect the Returns and Volatility? Evidence from GCC Share Market

  • ABRO, Asif Ali;UL MUSTAFA, Ahmed Raza;ALI, Mumtaz;NAYYAR, Youaab
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.7
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    • pp.11-19
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    • 2021
  • The study aims to investigate the impact of seasonality in Gulf Cooperation Council (GCC) countries' share market during the month of Ramadan. It helps in finding the opportunities for stock market investors to earn abnormal (returns) gain by investing during Ramadan in GCC stock markets. This study uses stock returns data of GCC countries (Saudi Arabia, Bahrain, Qatar, Kuwait, Dubai, and UAE) from January 2004 to November 2019. Stock prices indexes of GCC stock markets have been obtained from Datastream. The ARCH-GARCH model is used to study the impact of the Ramadan month on the return and volatility of the stock market in GCC countries. The results showed that the Ramadan month has a significant impact on share market prices in Saudi Arabia and the United Arab Emirates. However, Ramadan has an insignificant impact on share market prices in Bahrain and Oman. The study found no evidence of serial correlational between residuals in Kuwait; meaning that stock return was not dependent on the prior stock returns in Kuwait, therefore, we cannot go for forecasting. The ARCH-LM test statistic for Qatar does not fulfill the requirement of a good regression model; therefore, we cannot go for forecasting or testing the hypothesis of Qatar.

Forensic Investigation Procedure for Real-time Synchronization Service (실시간 동기화 서비스에 대한 포렌식 조사 절차에 관한 연구)

  • Lee, Jeehee;Jung, Hyunji;Lee, Sangjin
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.22 no.6
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    • pp.1363-1374
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    • 2012
  • The number and use of Internet connected devices has dramatically increased in the last several years. Therefore many services synchronizing data in real-time is increasing such as mail, calendar and storage service. This service provides convenience to users. However, after devices are seized, the data could be changed because of characteristic about real-time synchronization. Therefore digital investigation could be difficult by this service. This work investigates the traces on each local device and proposes a method for the preservation of real-time synchronized data. Based on these, we propose the procedures of real-time synchronization data.

A Study on the Portfolio Performance Evaluation using Actor-Critic Reinforcement Learning Algorithms (액터-크리틱 모형기반 포트폴리오 연구)

  • Lee, Woo Sik
    • Journal of the Korean Society of Industry Convergence
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    • v.25 no.3
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    • pp.467-476
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    • 2022
  • The Bank of Korea raised the benchmark interest rate by a quarter percentage point to 1.75 percent per year, and analysts predict that South Korea's policy rate will reach 2.00 percent by the end of calendar year 2022. Furthermore, because market volatility has been significantly increased by a variety of factors, including rising rates, inflation, and market volatility, many investors have struggled to meet their financial objectives or deliver returns. Banks and financial institutions are attempting to provide Robo-Advisors to manage client portfolios without human intervention in this situation. In this regard, determining the best hyper-parameter combination is becoming increasingly important. This study compares some activation functions of the Deep Deterministic Policy Gradient(DDPG) and Twin-delayed Deep Deterministic Policy Gradient (TD3) Algorithms to choose a sequence of actions that maximizes long-term reward. The DDPG and TD3 outperformed its benchmark index, according to the results. One reason for this is that we need to understand the action probabilities in order to choose an action and receive a reward, which we then compare to the state value to determine an advantage. As interest in machine learning has grown and research into deep reinforcement learning has become more active, finding an optimal hyper-parameter combination for DDPG and TD3 has become increasingly important.

Prediction of the daily-flow duration curve and streamflow using the regional flow duration curve creation technique (지역화 유황곡선을 작성기법을 이용한 유역의 일유황곡선 및 유량 예측)

  • Choo, Kyung Su;Jeung, Se Jin;Kim, Byung Sik
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.132-132
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    • 2020
  • 유황곡선은 하천유량의 변동성을 함축적으로 나타내고 연간유량 분석방법(calendar-year method)과 전 자료기간유량분석방법(total-period method)을 이용하여 작성하고 분석할 수 있다. 본 연구는 유황곡선 상에서 유역특성인자들을 포함시켜 작성하는 방법을 제시하였고 지형 및 기상학적 인자를 통해 지역화 시킨 유황곡선을 통해 미계측 유역의 유황곡선을 추정할 수 있는 곡선을 개발하고자 한다. 이를 위해 유역의 특성인자자료를 수집하여 독립변수로 설정하였고 다중회귀분석을 실시하여 변수들을 지역화 시켰다. 지역화 시킨 변수들을 유황곡선에 반영하여 대상지역에서 하나의 유황곡선으로 나타내었다. 도출한 유황곡선을 자료가 있는 지역을 미계측유역이라 가정하고 검증하였다. 검증결과 실제자료와 유사하게 나타나는 것을 확인할 수 있었고 이를 통해 미계측 유역의 유출량 자료가 부족한 유역에 대한 예측과 과거 많은 부분이 결측된 유역에 대한 유출량 예측도 가능할 것이라 판단된다. 또한 강우시나리오를 통해 지형인자가 고려된 유황곡선을 이용한 다양한 자료분석을 실시할 수 있을 것이라 판단된다.

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New Form of Joseon Calendar with One Sheet

  • Bahk, Uhn Mee;Mihn, Byeong-Hee
    • The Bulletin of The Korean Astronomical Society
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    • v.44 no.2
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    • pp.62.1-62.1
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    • 2019
  • 우리는 한 장으로 된 조선 후기 달력을 발견하였다. '성상 31년(즉 고종 31년, 1894)-광서 20년'의 제목을 가지고 있는 이 달력은 1년간 역일의 내용을 방안 형태의 표에 작성하고 있어 '고종 31년(1894) 연력장' 이라고 부를 수 있다. 조선은 태음태양력인 대통력과 시헌력을 왕실의 행정기관에서 발간하였다. 이러한 책력은 2년 전에 월력장을 제작하여 진상하는 사례가 있었지만, 연력장처럼 한 해의 역일이 모두 있는 사례는 보고되지 않았다. 조선은 책력을 사적으로 편찬하는 것을 엄금하였기 때문에, 관상감서인(署印)이 없는 연력장이 유통될 수 있는 법적 근거가 없는 상황이었다. 우리는 고종 31년(1894) 연력장을 '대청광서이십년세차갑오시헌서(大淸光緖二十年歲次甲午時憲書, 1894)'와 비교하였다. 연력장의 역일은 12 x 12의 방안에 기록되어 있고 역일 영역의 상부, 좌부, 우부에 역주 관련 요소가 기록되어 있다. 연력장의 역일 중 특정일을 표시할 때는 역일의 숫자 대신 특정일을 상징어로 표시하고 있다. 이에 따르면 일진, 망, 24기, 잡절(한식, 삼복(三伏), 이사(二社), 토왕용사, 납일) 등을 알 수 있다. 이러한 특정일 및 역주 관련 요소가 1894년 시헌서와 잘 일치함을 확인하였다. 특기할 사항은 역일 영역 상부에 고종과 그 가족의 탄일(誕日)이, 역일 부분에 국기일(國忌日)이 기록되어 있다. 왕실의 국기일 및 탄일은 1896년 이후에 발간된 책력부터 기록된 점과 비교될 수 있다. 이러한 점으로 미루어 보아, 우리는 고종 31년(1894) 연력장이 민간보다는 왕실 혹은 지방 관아에서 사용되었을 것으로 추정하였다.

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How to Enhance Perceived Usefulness, Ease of Use, and Fit of Wearables: An Exploratory Study about the Physical Attributes of Smart Wristbands and Smartwatches

  • Shim, Soo In;Yu, Heejeong
    • International Journal of Advanced Culture Technology
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    • v.11 no.4
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    • pp.302-309
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    • 2023
  • Wearable devices, attached to the human body, track and enhance users' activities, health, and communication. Therefore, considering ergonomic factors in product design is crucial. However, previous research has somewhat overlooked the importance of integrating ergonomic design elements into a broad spectrum of design factors. This study aims to examine the impact of physical attributes inherent in smart wristbands and smartwatches on the perceived functional value, specifically, perceived usefulness, ease of use, and fit. A survey was conducted among 289 US adults who had experience using smart wristbands or smartwatches. The collected data were analyzed using descriptive statistics, factor analysis, Cronbach's alpha, t-test, MANOVA, and regression analysis in SPSS version 29. The results showed that the shape of the front display significantly influenced perceived ease of use, and the product's weight had a substantial impact on both perceived ease of use and fit. Furthermore, distinct technical features on the front display had varied effects on perceived usefulness, ease of use, and fit. Notably, the presence of activity tracking, alarm, and calendar functionalities led to distinct differences in ease of use and fit. Features such as distance tracking, phone call, social media notifications, text messaging, and time display functions showed significant influences on the perception of fit. These findings provide insights into the physical values of smart wristbands and smartwatches as perceived by users.

Astronomical Records in the Goguri Annal of the Three Kingdoms Period

  • Ki-Won Lee;Byeong-Hee Mihn
    • Journal of Astronomy and Space Sciences
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    • v.41 no.2
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    • pp.107-119
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    • 2024
  • It is known that Chang-Hwa Park (1889-1962) transcribed a chronicle of the Goguryeo kingdom (BC 37-AD 668) of Korea (hereafter Goguri annal) from literature of the time that is no longer available. However, the authenticity of his transcription remains disputed. This study attempts to verify whether the Goguri annal is a pseudograph by analyzing the astronomical records in the annal. Although the Goguryeo kingdom fell in the year 668, the Goguri annal contains records up to the year 536. In this study, we have classified the astronomical records into eight categories and clustered them into two groups: a calendrical data group of reign-name and calendar date categories, and a celestial phenomena group of solar eclipse, trespass, comet, daylight appearance of Venus, meteor/meteorite, and other categories. The records of each category have been compared with those of the Samguksagi (History of the Three Kingdoms), Chinese chronicles, and with the results of modern computations wherever possible. From this comparison, we have not found any critical record that would indicate that the Goguri annal is a pseudograph, although the same astronomical records, with the exception of a few, are also found in the Samguksagi and Chinese chronicles.

PARALLAX THEORY ADOPTED IN THE JAMAL al-DIN ZIJ AND SHOUSHI-LI - ON THEIR SIMILARITY AND ORIGIN - (자말알딘 지즈와 수시력(授時曆)에 도입된 시차(視差) 이론 - 계산법의 유사성과 그 기원에 관하여 -)

  • EUN HEE LEE
    • Publications of The Korean Astronomical Society
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    • v.39 no.2
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    • pp.53-67
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    • 2024
  • Islamic Jamal al-Din zij and Chinese Shoushi-li(授時曆) are astronomical hand books compiled by Jamal al-Din(札馬魯丁) and Guo Shujing(郭守敬) of the Islamic and Chinese Astronomical Bureau in Yuan(元) China, respectively. Jamal al-Din zij is an Islamic zij based on the Almagest of Ptolemaios, while Shoushii-li is a calendrical treatise by the traditional Chinese calendar system. In case of the parallax correction method, however, both of them have a common origin from Indian astronomy in 6-7 Century. This paper examines and discusses the parallax theory and its origin adopted in Jamal al-Din zij and Shoushi-li as following: 1) Definitions of the parallax theory and parallax correction methods. 2) Similarities and origins of the parallax correction methods adopted in the Jamal al-Din zij and Shoushi-li. 3) Comparison of the parallax correction tables included in the Sanjufini zij of Tibet, the Huihui-lifa(回回曆法) of Ming(明) China and the Chiljeongsan-Oepyeon(七政算外篇) of Joseon(朝鮮) Korea. 4) Routes of the parallax theory transmitted from ancient Greece and India to Joseon via Islam world and China, respectively. 5) Astronomical exchanges and mutual influence between the East and the West.

Preparation of Data for Restoration of Dangsan Forests and Rural Community Forests from the Case Study of Hanbam and Goiran Villages (한밤마을과 괴란마을의 사례 분석을 통한 당산숲·마을숲 복원 자료 구축)

  • Choi, Jaiung;Kim, Dong Yeob
    • Journal of the Korean Society of Environmental Restoration Technology
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    • v.10 no.4
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    • pp.21-30
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    • 2007
  • This study aims to understand the characteristics of dangsan forests and rural community forests (RCF), and seek for a landscape management scheme. Dangsan forests and RCF have been maintained by local residents since hundreds of years ago. However, many of them have been disturbed. The case sites were derived from the twenty villages previous investigated where dangsan forests and RCF's remainrd. The two sites were remodelled to restore what have been degraded. Hanbam village has maintained its dangsan forest with good management practices, whereas the dangsan forest and RCF of Goiran village showed relatively poor management. The size of dangsan forest at hanbam village was 13,784$m^2$, and major tree species was Pinus densiflora. In total, 151 trees with more than 30cm in DBH were standing on the site. As a cultural activity, the dangsan festival have been held in January $5^{th}$ by lunar calendar to the 2005 at the Jindongdan, a dangsan tree made of stone. The RCF of Hanbam village has disappeared due to the event of landslide in 1930, which needs to be restored. Goiran village has a dangsan forest and a RCF. The forests in Goiran village revealed many problems due to bad management practice. The prototype of the dangsan forest was deteriorated by introduced Prunus serrulata and the facilities for physical training. A systematic management scheme for dangsan forests and RCF's should be established with a close partnership among local residents, experts, and local government.

A Study on Design Development of Wood & Metal Products Using Digital Data (디지털 데이터를 이용한 목제품 및 금속제품 디자인 개발에 관한 연구)

  • Yoon, Yeoh-Hang;Lee, Sung-Won
    • Journal of the Korea Furniture Society
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    • v.23 no.2
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    • pp.110-121
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    • 2012
  • With people's recent increasing interest in good design products, wood and metal products have gained great popularity. However, it was believed that it would be necessary to have a transformation to the manufacturing method based on digital data and equipments from existing analog-based manufacturing method, in order to meet consumers' demand. This study was aimed to seek for the possibility of mass-producing wood and metal products through the research on the type, usage and development conditions of digital data and the methods of utilizing digital equipments. As for research methods, the study analyzed the concepts and types of digital data through various internet and literature reviews and suggested perpetual calendar products as the final outcome of design development using computer data. Through this, the study summarized and organized actual design development processes by stage to provide basic data that could become the foundation of research on the design of wood and metal products using digital data. Through the outcome of this project, the following effects could be expected by developing wood and metal products through digital data. First, its accurate and precise process would help mass-produce complex forms of products and reduce their defective rate. Second, the compatible production of various types of digital equipments would lead to a cost reduction. Third, the diversity of design could be pursued by overcoming technical limitations. In order to satisfy the above expectation effects, such as realization of developing and producing various wood and metal products, there should be designers' creative experimental spirits, their active information exchange and cooperation with the companies concerned.

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