• Title/Summary/Keyword: Rate of spread

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The Impact of COVID-19, Day-of-the-Week Effect, and Information Flows on Bitcoin's Return and Volatility

  • LIU, Ying Sing;LEE, Liza
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.11
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    • pp.45-53
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    • 2020
  • Past literatures have not studied the impact of real-world events or information on the return and volatility of virtual currencies, particularly on the COVID-19 event, day-of-the-week effect, daily high-low price spreads and information flow rate. The study uses the ARMA-GARCH model to capture Bitcoin's return and conditional volatility, and explores the impact of information flow rate on conditional volatility in the Bitcoin market based on the Mixture Distribution Hypothesis (Clark, 1973). There were 3,064 samples collected during the period from 1st of January 2012 to 20th April, 2020. Empirical results show that in the Bitcoin market, a daily high-low price spread has a significant inverse relationship for daily return, and information flow rate has a significant positive relationship for condition volatility. The study supports a significant negative relationship between information asymmetry and daily return, and there is a significant positive relationship between daily trading volume and condition volatility. When Bitcoin trades on Saturday & Sunday, there is a significant reverse relationship for conditional volatility and there exists a day-of-the-week volatility effect. Under the impact of COVID-19 event, Bitcoin's condition volatility has increased significantly, indicating the risk of price changes. Finally, the Bitcoin's return has no impact on COVID-19 events and holidays (Saturday & Sunday).

The Performance Improvement Effect of the Convergence Rate and Interference Cancellation in SLC (적응 SLC에서의 수렴속도 및 간섭제거의 성능 개선)

  • Kim, Eun-Jung;Kim, Se-Yon;Lee, Byung-Seub;Kim, Jin-Ho;Park, Sung-Chul
    • Journal of Advanced Navigation Technology
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    • v.3 no.2
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    • pp.167-173
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    • 1999
  • This paper showed the convergence rate and the performance of interference cancellation using Applebaum and DMI algorithms in adaptive sidelobe canceller. Applebaum algorithm is used widely due to simplicity but it has a slow convergence rate and the problem of eigenvalue spread. DMI algorithm converges rapidly but has computational load and hardware complexity. We compared the performance and complexity using Applebaum and DMI algorithms in Adaptive SLC that requires rapid convergence rate and the performance and conclude that DMI algorithm is more efficient for adaptive SLC.

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Quality Characteristics and Antioxidant Activity of Cookies Prepared from Taraxacum coreamm Powder (민들레 분말을 이용한 쿠키의 품질과 항산화성)

  • Park, In-Duck
    • The Korean Journal of Food And Nutrition
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    • v.34 no.4
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    • pp.415-422
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    • 2021
  • This study assessed the preparation and quality characteristics of cookies prepared from Taraxacum coreamm powder (TCP) (0, 2, 4, 6, 8%) substituting wheat flour. The pH of the cookie dough significantly decreased with increasing TCP. However the density of the cookie dough was not significantly different among the test groups. The baking loss rate of the groups with TCP was slightly lower, whereas the moisture content was higher than the control group. The spread factor of the cookies decreased significantly with increasing TCP. The hardness of the cookies increased as TCP increased. In Hunter's color value, the L and a value of the cookies decreased with increasing TCP, while the b value increased. The DPPH radical scavenging activity of the cookies significantly increased with increasing TCP. Based on the above results, this study suggested that TCP can be a good ingredient to increase the functionality of cookies.

A study on the development of high-speed wireless modem using DS/SS DQPSK modulation (직접확산 DQPSK 변조방식을 이용한 고속 무선모뎀의 개발에 관한 연구)

  • 오정훈;김진욱;김기두;장수영
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.33A no.11
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    • pp.19-31
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    • 1996
  • Spread spectrum method gurantees good performance in digital communication system under multi-path interference and jamming signals. The purpose of this paper is to develop the wireless modem using DS/SS techinque. The transceiver consists of a spread spectrum DQPSK transmitter and a mtching receiver. The system operates with the chipping rate set to 4 Mcps and the number of chips/symbol at 64, making the data rate 62.5 Kbps using QPSK modilation. The receiver section uses a digital matched filter for fast acquisition of burst signals and uses the comparing the BER of proposed system iwth that of narrow bnd system under various additive white gaussian noises. It is showen that the proposed sysem has better performance than narrow band system. When jamming signals is added to the suggested DS/SS system, we also show that the experimental performance (BER) of the suggested wireless modem is almost same as theroretical performance.

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An Analysis on the State-Dependent Nature of DS/SSMA Unslotted ALOHA

  • Park Seong-Yong;Lee Byeong-Gi
    • Journal of Communications and Networks
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    • v.8 no.2
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    • pp.220-227
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    • 2006
  • In this paper, we present a novel approach to analyze the throughput of direct-sequence spread spectrum multiple access (DS/SSMA) unslotted ALOHA system. In the unslotted system, the departure rate of interfering transmissions is proportional to the number of current interferers that can be regarded as the system state. In order to model this state-dependency, we introduce a two-dimensional state transition model that describes the state transition of the system. This model provides a more rigorous analysis tool for the DS/SSMA unslotted ALOHA systems with both fixed and variable packet lengths. Numerical results reveal that this analysis yields an accurate system performance that coincides with the simulation results. Throughout the analysis we have discovered that the state-dependency of the departure rate causes interference averaging effect in the unslotted system and that this effect yields a higher throughput for the unslotted system than for the slotted system when supported by a strong channel coding.

A Study on the Improvement of Domestic Smoke Control Standards through Analysis the Standards about Air Leakage Rate of Domestic and Abroad (국내·외 누설률에 관한 기준 분석을 통한 국내 연기제어 기준 개선에 관한 연구)

  • Kim, Hye-Won;Han, Ji-Woo;Lee, Byeong-Heun;Jin, Seung-Hyeon;Kwon, Young-Jin
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2018.11a
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    • pp.61-62
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    • 2018
  • On this Study, it conducts the Standards investigation about air leakage of Buildings for performance improvement of Smoke control in Fire. In domestic standards, it is incomplete the Criteria standards of air leakage. Therefore it is considered that won't limit the smoke spread due to stack effect. But in the case of the United States, it conducts the Hot smoke air-Leakage test and it consider that can prevent the Smoke Spread in Compartment.

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Modification of the Reference Signal for Fast Convergence in LMS-based Adaptive Equalizers (LMS 기반 적응 등화기에서 빠른 수렴을 위한 기준신호 변형)

  • 이기헌;최진호;박래홍;송익호;박재혁;이병욱
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.19 no.5
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    • pp.939-951
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    • 1994
  • In adaptive equalizers based on least mean squares (LMS) algorithms, the convergence rate is determined by the convariance matrix of an input signal. When the eigenvalue spread of the convariance matrix is close to unity, the convergence rate is quite fast. In this paper, for fast convergence of LMS-based adaptive equalizers we propose a modified reference signal pertinent to the statistical channel. From the theoretical analysis and computer simulation, it is shown that the proposed modification method is quite effective for fast convergence of LMS-based adaptive equalizers.

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Establishment of the Method for Evaluating the Risk of Fire Spread to the Upper Floors due to Ejected Flame from an Opening in the Building Fires (건축물 화재시 개구분출화염으로 인한 상층부로의 화재확대 위험성평가 방법 구축)

  • Shin, Yi-Chul
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2020.06a
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    • pp.216-217
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    • 2020
  • As the fire inside the building grows rapidly, ejected flame from an opening occurs due to flashover. As a result, the number of cases where the flame spreads to the exterior of the building and rapidly expands to the upper floor is increasing. In particular, in the case of the fire in the Daebong Green Apartment, Uijeongbu in 2015, it was a case where the flame spread to adjacent buildings due to the opening eruption flame from the first ignited building, causing great damage to three apartments. Therefore, this study is to introduce an international standard under development that estimates the shape and properties of the ejected flame from an opening and quantitatively evaluates the radiant heat flux received by the exterior wall of the building by assuming the occurrence of the ejected flame from an opening.

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A Numerical Study of the Effect off Fire Growth Model on Fire Characteristics in a Carriage (화재 성장 모델이 객차내 화재 특성에 미치는 영향에 관한 수치해석적 연구)

  • 김성찬;유홍선;최영기;김동현
    • Journal of the Korean Society for Railway
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    • v.7 no.3
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    • pp.180-185
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    • 2004
  • The present study investigates the effect of fire growth model on fire development characteristics in a carriage. The parallel processing version of FDS code is used to simulate the fire driven flow in a carriage and two types of fire growth model which are flame spread model and t$^2$ model are examined for the same geometrical condition. The heat release rates(HRR) of both model are similar each other until 30 s after ignition, but the flame spread model predicts 5 times higher than those of the t$^2$ fire model during the quasi-steady fire period. Maximum heat release rate in the case of flame spread model reaches about to 12 MW at 100 s after fire ignition. Also, various database of fire properties for combustible materials and more elaborate combustion model considering the flame spreading phenomena are required for better predictions of fire development characteristics using numerical simulation.

Experimental Study on Spreading Flame over Slanted Polyethylene Insulated Electrical Wire with AC Electric Field (전기장이 인가된 상태에서 폴리에틸렌으로 피복된 기울어진 전선을 통해 전파하는 화염에 대한 실험적 연구)

  • Lim, Seungjae;Kim, Minkuk;Park, Jeong;Chung, Sukho;Fujita, Osamu
    • 한국연소학회:학술대회논문집
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    • 2014.11a
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    • pp.187-190
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    • 2014
  • An experimental study on downwardly and upwardly spreading flames over slanted electrical wire, which is insulated by Polyethylene(PE), was conducted with applied AC electric field. The result showed that downwardly and upwardly spreading flames with angle of inclination leaned toward burnt side and unburned side, respectively. With applied AC electric fields, size of downwardly spreading flame decreased slightly and that of upwardly spreading flame increased significantly. Flame spread rate showed various trends in terms of inclination, applied voltage and frequency.

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