• The Journal of Asian Finance, Economics and Business
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• v.5 no.4
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• pp.45-56
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• 2018

The paper aims to examine relationships between search-based sentiment and stock market reactions in Vietnam. This study constructs an internet search-based measure of sentiment and examines its relationship with Vietnamese stock market returns. The sentiment index is derived from Google Trends' Search Volume Index of financial and economic terms that Vietnamese searched from January 2011 to June 2018. Consistent with prediction from sentiment theories, the study documents significant short-term reversals across three major stock indices. The difference from previous literature is that Vietnam stock market absorbs the contemporaneous decline slower while the subsequent rebound happens within a day. The results of the study suggest that the sentiment-induced effect is mainly driven by pessimism. On the other hand, optimistic investors seem to delay in taking their investment action until the market corrects. The study proposes a unified explanation for our findings based on the overreaction hypothesis of the bearish group and the strategic delay of the optimistic group. The findings of the study contribute to the behavioral finance strand that studies the role of sentiment in emerging financial markets, where noise traders and limits to arbitrage are more obvious. They also encourage the continuous application of search data to explore other investor behaviors in securities markets.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.12
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• pp.1-10
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• 2020

This study investigates the problem of outlier detection based on discrete wavelet transform in the context of time series data where the identification and treatment of outliers constitute an important component. An outlier is defined as a data point that deviates so much from the rest of observations within a data sample. In this work we focus on the application of the traditional method suggested by Tukey (1977) for detecting outliers in the closed price series of the Saudi Arabia stock market (Tadawul) between Oct. 2011 and Dec. 2019. The method is applied to the details obtained from the MODWT (Maximal-Overlap Discrete Wavelet Transform) of the original series. The result show that the suggested methodology was successful in detecting all of the outliers in the series. The findings of this study suggest that we can model and forecast the volatility of returns from the reconstructed series without outliers using GARCH models. The estimated GARCH volatility model was compared to other asymmetric GARCH models using standard forecast error metrics. It is found that the performance of the standard GARCH model were as good as that of the gjrGARCH model over the out-of-sample forecasts for returns among other GARCH specifications.

• Proceedings of the IEEK Conference
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• summer
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• pp.387-390
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• 2004

In this paper, we design and implement practical application service using VoiceXML. And we suggest new solutions of problems can be occurred when implementing a new systems using VoiceXML, based on the fact. Up to now, speech related services were developed using API (Application Program Interface) and programming languages, which methods depend on system architectures. It thus appears that reuse of contents and resource was very difficult. To solve these problems, nowadays, companies develop their applications using VoiceXML. Advantages of using VoiceXML when developing services are as follows. First, we can use web developing technologies and technologies for transmitting web contents. And, we can save labors for low level programming like C language or Assembler language. And we can save labors for managing resources, too. As the result of these advantages, we can reduce developing hours of applications services and we can solve problem of compatibility between systems. But, there's poor grip of actual problems can be occurred when implementing their own services using VoiceXML. To overcome these problems, we implemented interactive stock trading system using VoiceXML and concentrated our effort to find out problems when using VoiceXML. And then, we proposed solutions to these problems and analyzed strong points and weak points of suggested system.

• Proceedings of the KSR Conference
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• 2008.11b
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• pp.487-497
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• 2008

This paper addresses the Fault Monitoring System developed by Hyundai-Rotem based on the Mil-HDBK-2155 Failure Reporting, Analysis and Corrective Action System. The purpose of a FRACAS is to provide a documented history of any problems, failures, their associated corrective actions as well as detailing how and why each problem arose or failure occurred during the Warranty Period for Rolling Stock delivered by Hyundai-Rotem. The Fault Monitoring System can assess the reliability, availability and maintainability as well as can predict no. of failure at a time which can input to Life Cycle Cost.

• Journal of the Korea Convergence Society
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• v.9 no.6
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• pp.39-44
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• 2018

The application of deep neural networks to finance has received a great deal of attention from researchers because no assumption about a suitable mathematical model has to be made prior to forecasting and they are capable of extracting useful information from large sets of data, which is required to describe nonlinear input-output relations of financial time series. The paper presents a new deep neural network model where single layered autoencoder and 4 layered neural network are serially coupled for stock price forecasting. The autoencoder extracts deep features, which are fed into multi-layer neural networks to predict the next day's stock closing prices. The proposed deep neural network is progressively learned layer by layer ahead of the final learning of the total network. The proposed model to predict daily close prices of KOrea composite Stock Price Index (KOSPI) is built, and its performance is demonstrated.

• Korean Journal of Organic Agriculture
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• v.21 no.2
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• pp.271-282
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• 2013

This experiments was conducted to investigate the influence on organic rice cultivation by continuous use of cow manure in the central region of Korea and investigated productivity of organic rice and feed value, stock carrying capacity of organic rice straw. In the results, application of chemical fertilizer showed higher one of 1st and 2nd year in fresh matter yield (15.77, 30.30ton/ha), dry matter yield (9.90, 13.89 ton/ha), dry matter yield of rice straw (4.88, 7.15ton/ha), dry matter weight of kernel per plant (29.81, 39.99g) and number of kernel per plant (1212.58, 1701units), but there were not significantly differences with each experimental plots in 3rd year. And harvest index showed higher one in application of chemical fertilizer (0.52, 0.48, 0.43) until 3 years. But their quantitative difference between application of chemical fertilizer and cow manure was gradually decreased each year. And the average value of $K_{CP}$ and $K_{TDN}$ showed higher one in application of chemical fertilizer (2.01, 2.94, 1.95 head/ha/yr) until 3 years. However, quantitative difference between chemical fertilizer and cow manure was gradually decreased each year. Especially, application of cow manure showed higher value of 3rd year in $K_{ME}$, but there was not significantly difference with each experimental plots. According to the results, continuous use of cow manure will be reduced their quantitative differences between chemical fertilizer as the year progress in the central region of Korea in terms of productivity of organic rice and feed value, stock carrying capacity of organic rice straw.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 1997.10a
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• pp.284-291
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• 1997

Many papers have been conducted on the applications of honeycomb sandwich maintenance, and to improve the high speed and light weight in rolling stocks, aircrafts and so on. The end door of rolling stock is generally made of rolled steel or stainless steel. Thus, the weight of these materials are heavier than of nonferrous metals and thermal deformation by welding or complexity of manufacturing process is occurred. Therefore, this paper is aimed to develop the light weight by application of end door which is made of aluminum honeycomb sandwich panels in rolling stocks and to propose the standards of design and evaluation for its adhesively bonded strength.

• Proceedings of the KSR Conference
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• 2008.06a
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• pp.642-646
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• 2008

Signaling system, for which ensuring safe train operation, must be a fail-safe system with higher reliability and safety. TCS has made significant improvements both on signaling system, from relay based ground signaling system to computer based on-board system, and on driving mode, form low speed and low density driving to TCS supporting high speed and high density driving. In addition, TCS has been applied to rolling stock with a wide variety of context according to the characteristics of rolling stock or railway infrastructure. In this paper, therefore, we confirmed the basic concept of ATC system and analyzed its development process in technology context via referencing international cases and ATC systems introduced and applied in Korea. Based on those analyses, we suggested the new TCS development strategy for its suitable application to high speed line, conventional line and metro, and we also provided technical considerations related to TCS application.

• Journal of electromagnetic engineering and science
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• v.15 no.4
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• pp.199-205
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• 2015

An electromagnetic band gap (EBG) metamaterial construction is presented. A construction of a multipath mitigating ground plane, based on the EBG metamaterial is described. A method of the ground plane application and installation, which provides the multipath mitigating without spoiling antenna element phase center stability, is suggested and explained. A designed construction of GNSS antenna module, which contains the multipath mitigating ground plane, made from the presented EBG metamaterial and installed in the described way is shown and parameters of the antenna module are provided.

• Journal of Korea Technical Association of The Pulp and Paper Industry
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• v.31 no.1
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• pp.23-30
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• 1999

The effects of polyelectrolytes and enzyme, alone and in combination, were investigated in OCC recycling system. Four types of the polyelectrolytes based on acrylamide, cationic and anionic monomers were applied to the enzyme-treated KOCC stock to improve the strength and drainage properties of testliner. The polyelectrolytes used in this work were designed in terms of molecular weight and charge density. The water conditions used for recycling were also varied. The results showed that the hydrolytic action of enzyme gave reduced surface area and amorphous region of fiber, and as a result, the cationic polymer was lost apparently its flocculating power due to the reduced bonding site of fiber surface. When the hardness and conductivity of water had been controlled to the conditins of OCC paper mill, the application of amphoteric polyelectrolyte to the enzyme-treated recycled stock was the most effective with respect to the strength and drainage properties of testliner.