• KSII Transactions on Internet and Information Systems (TIIS)
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• v.16 no.10
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• pp.3230-3255
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• 2022

Causality mining in NLP is a significant area of interest, which benefits in many daily life applications, including decision making, business risk management, question answering, future event prediction, scenario generation, and information retrieval. Mining those causalities was a challenging and open problem for the prior non-statistical and statistical techniques using web sources that required hand-crafted linguistics patterns for feature engineering, which were subject to domain knowledge and required much human effort. Those studies overlooked implicit, ambiguous, and heterogeneous causality and focused on explicit causality mining. In contrast to statistical and non-statistical approaches, we present Bidirectional Encoder Representations from Transformers (BERT) integrated with Multi-level Feature Networks (MFN) for causality recognition, called BERT+MFN for causality recognition in noisy and informal web datasets without human-designed features. In our model, MFN consists of a three-column knowledge-oriented network (TC-KN), bi-LSTM, and Relation Network (RN) that mine causality information at the segment level. BERT captures semantic features at the word level. We perform experiments on Alternative Lexicalization (AltLexes) datasets. The experimental outcomes show that our model outperforms baseline causality and text mining techniques.

• The Journal of Asian Finance, Economics and Business
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• v.6 no.2
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• pp.257-267
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• 2019

The paper aims to test long-term and short-term causality from four exchange rates, the Korean won/$US, the Korean won/Euro, the Korean won/Japanese yen, and the Korean won/Chinese yuan, to the Korea Composite Stock Price Index in the presence of several macroeconomic variables using monthly data from January 1986 to June 2018. The results of Johansen cointegration tests show that there exists at least one cointegrating equation, which indicates that long-run causality from an exchange rate to the Korean stock market will exist. The results of vector error correction estimates show that: for long-term causality, the coefficient of the error correction term is significant with a negative sign, that is, long-term causality from exchange rates to the Korean stock market is observed. For short-term causality, the coefficient of the Japanese yen exchange rate is significant with a positive sign, that is, short-term causality from the Japanese yen exchange rate to the Korean stock market is observed. The coefficient of the financial crises i.e. 1997-1999 Asian financial crisis and 2007-2008 global financial crisis on the endogenous variables in the model and the Korean economy is significant. The result indicates that the financial crises have considerably affected the Korean economy, especially a negative effect on money supply.

• Industrial Engineering and Management Systems
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• v.14 no.1
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• pp.104-110
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• 2015

Every year governments spend their national budget on public health in order to reduce financial burden of individuals on health. Although it has been widely believed that the increase of public expenditure on health decreases private health expenditure, it has not been proved by analysis with real data. For better understanding, we conducted an empirical study on the real data of 17 OECD countries-Australia, Austria, Canada, Denmark, Finland, Germany, Iceland, Ireland, Japan, Korea, New Zealand, Norway, Portugal, Spain, Sweden, the United Kingdom, and the United States. The panel Granger-causality test is used to verify the cause-and-effect relationship between the two expenditures. As a result, public expenditure on health has a 3 to 4 year-lagged negative effect on private health expenditure in the cases of the 16 countries except for the United States.

• Spatial Information Research
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• v.16 no.2
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• pp.219-236
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• 2008

Data stream collected from sensors contain a large amount of useful information including causality relationships. The causality join query for data stream is to retrieve a set of pairs (cause, effect) from streams of data. A part of causality pairs may however be lost from the query result, due to the delay from sensors to a data stream management system, and the limited size of sliding windows. In this paper, we first investigate spatial, temporal, and spatio-temporal aspects of the causality join query for data stream. Second, we propose several strategies for sliding window management based on these observations. The accuracy of the proposed strategies is studied by intensive experiments, and the result shows that we improve the accuracy of causality join query in data stream from simple FIFO strategy.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.3
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• pp.139-154
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• 2021

This study's impetus is to explore fresh evidence to answer the question, i.e., whether remittances asymmetrically influence financial development in Bangladesh from 1975 to 2019. The study employs several tests, i.e., nonlinear unit root test, Autoregressive Distributed Lagged (ARDL), NARDL, and asymmetric causality test for establishing the pattern of association. Nonlinear unit root tests confirm that variables follow a nonlinear system of being stationary after the first difference. nonlinearity among variables is investigated by performing the BDS test and nonlinear OLS. Directional causality is investigated through both linear and nonlinear effects of remittance inflows by following the non-granger casualty test. The test statistics of Fpass and tBDM showed the Long-run cointegration in the empirical model and positive effect running from remittances inflow to financial development both in the long-run and short-run. Furthermore, the results of a standard Wald test divulge the presence of long-run and short-run asymmetry. Asymmetry causality test established unidirectional causality due to positive and negative shocks in remittances inflows to Bank-based financial development and feedback hypothesis hold for explaining causality between positive and negative shocks in remittance inflows and Stock-based financial development.

• The Journal of Fisheries Business Administration
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• v.46 no.3
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• pp.119-127
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• 2015

This study is to analyse the causality and volatility spillover between farming fish species in consumption replacement relation using flatfish(oliver flounder) and rockfish's wholesale market price data from September 2006 to July 2015. For the analysis, VAR(5) model and bivariate asymmetric GARCH-BEKK model are employed. The empirical results of this study are summarized as follows: First, the price volatility of flatfish and rockfish is very large without the trend during the sample period. Second, the correlation coefficient between flatfish and rockfish wholesale markets has positive 0.1059 value. Third, causality relation is unidirectional from rockfish market to flatfish market. Fourth, conditional volatility spillover effect is unidirectional from rockfish market to flatfish market, but asymmetric volatility effect is bidirectional between flatfish and rockfish markets that implies the bad news arising from flatfish wholesale market impact on rockfish market's volatility and the bad news arising from rockfish wholesale market impact on flatfish market's volaltilty. Consequently, based on the thus results, the volatility spillover effect interacts and is bidirectional between flatfish and rockfish wholesale markets.

• Korea Trade Review
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• v.45 no.3
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• pp.119-132
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• 2020

In this paper we explore the two analyses to know the urbanization effect on trade. First, the granger causality test to examine the relationship between trade and urbanization. The Granger causality test is a statistical hypothesis test for determining whether one time series is useful for forecasting another. The results indicated that the existence of a bidirectional causality running from trade to urbanization when six lags were applied. When eight lags were applied, we found unidirectional causality running from urbanization to trade. Second, gravity models were used to investigate the urbanization effect on trade. The production cost and specification are affected by the economies of scale, and the economies of scale increased as the greater geographically agglomeration. However, the gravity model to explain the bilateral trade flows ignores the urbanization variables. Therefore we added the urbanization variable represented as the geographically agglomeration into gravity model. The results show that the degree of urbanization of both countries has statistically positive effect on trade (export and import) and the bigger coefficients of trade partner's urbanization. The reason is that the trade share of industrial supplies, intermediate goods and capital goods is much higher than finished consumer goods. The urbanization is more important the improved the efficiency of production than demand market.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.12 no.3
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• pp.192-200
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• 2019

This paper is analyzed causality using cointegration test and impact response after deriving a causality between direct overseas purchasing and sale and macroeconomic variables. The model used for the empirical analysis is the vector error correlation model. The model is used the macroeconomic variables such as the consumer price index and the GDP, and e-commerce variables such as direct overseas purchasing, direct overseas sales and online shopping amount. According to empirical analysis, the direct overseas purchasing has the causality with the consumer price index, and GDP has the causality with direct overseas purchasing and online. According to the impact response analysis of the VECM, the direct overseas purchasing has a positive effect on the CPI and GDP, but the direct overseas sales has a negative effect on the CPI and GDP. In addition, both direct overseas purchasing and sales have a negative effect on online shopping, but it has been shown that the direct overseas purchasing has a bigger negative effect on online shopping.

• Journal of Animal Science and Technology
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• v.63 no.2
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• pp.339-353
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• 2021

This study aimed to assess the causality of different climate variables on the production of whole crop maize (Zea mays L.; WCM) in the central inland region of the Korea. Furthermore, the effect of these climate variables was also determined by looking at direct and indirect pathways during the stages before and after silking. The WCM metadata (n = 640) were collected from the Rural Development Administration's reports of new variety adaptability from 1985-2011 (27 years). The climate data was collected based on year and location from the Korean Meteorology Administration's weather information system. Causality, in this study, was defined by various cause-and-effect relationships between climatic factors, such as temperature, rainfall amount, sunshine duration, wind speed and relative humidity in the seeding to silking stage and the silking to harvesting stage. All climate variables except wind speed were different before and after the silking stage, which indicates the silking occurred during the period when the Korean season changed from spring to summer. Therefore, the structure of causality was constructed by taking account of the climate variables that were divided by the silking stage. In particular, the indirect effect of rainfall through the appropriate temperature range was different before and after the silking stage. The damage caused by heat-humidity was having effect before the silking stage while the damage caused by night-heat was not affecting WCM production. There was a large variation in soil surface temperature and rainfall before and after the silking stage. Over 350 mm of rainfall affected dry matter yield (DMY) when soil surface temperatures were less than 22℃ before the silking stage. Over 900 mm of rainfall also affected DMY when soil surface temperatures were over 27℃ after the silking stage. For the longitudinal effects of soil surface temperature and rainfall amount, less than 22℃ soil surface temperature and over 300 mm of rainfall before the silking stage affected yield through over 26℃ soil surface temperature and less than 900 mm rainfall after the silking stage, respectively.

• Journal of the Korea Society for Simulation
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• v.25 no.4
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• pp.109-115
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• 2016

This study intended to testify the causality among three variables such as accident, depression and cognitive failure of the train drivers. For this purpose, two research models were suggested. Model 1 hypothesized the causality among three variables as 'depression ${\rightarrow}$ cognitive failure ${\rightarrow}$ accident'. On the other hand, model 2 hypothesized the causality among three variables as 'accident ${\rightarrow}$ depression ${\rightarrow}$ cognitive failure'. Results based on AMOS using 416 train drivers' questionnaire showed that model 2 is more valid than model 1. The statistical result of model 1 showed that depression has a positive effect on cognitive failure, however no significant relationship between depression and accident as well as between cognitive failure and accident. In model 2, the result showed that the accident has a positive effect on cognitive failure mediated by depression. This result suggests the necessity for establishment of countermeasures to mitigate mistake and cognitive failure caused by train drivers in a wider context, considering the causality between accident and depression.