• 한국정보디스플레이학회:학술대회논문집
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• 2009.10a
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• pp.1375-1378
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• 2009

In this paper, a new method to efficiently generate the holographic news ticker in holographic 3DTV or 3-D movies using N-LUT method is proposed. The proposed method is largely consisted of five steps: construction of the LUT for each character, extraction of characters in news ticker, generation and shift of the CGH pattern for news ticker using the LUT, composition of hologram pattern for 3-D video and news ticker and reconstruct the holographic 3D video with news ticker. From some simulation results confirmed the feasibility of the proposed method in fast generation of CGH patterns for holographic news ticker.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.57 no.10
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• pp.1883-1887
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• 2008

Most of digital media contents are composed with video and audio, picture and animation informations. Sometime, there is some deviation of information recognition quality for the video and audio information according to information receiver's characteristics or the understanding. But visual information using the text provide most clear and accurate ways for information recognition to human being. In this paper, we propose a new broadcasting system(BSDMC) to transmit clear and accurate meaning of the digital media contents. We implement general-purpose components to display the video, picture, text and symbol simultaneously. Only plug-in and call these components with proper parameters on the application developing tool, we can easily develop the multimedia contents broadcasting system. These components are implemented based on the object-oriented framework and modular structure so that increase the reusability and can be develop other applications quick and reliable.

• The Journal of the Korea Contents Association
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• v.11 no.1
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• pp.50-55
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• 2011

This paper describes methodology which enables user in order to play multiplex channel media at realtime to augment a various advertisement effect efficiently. This method implemented from the computer environment where DirectX SDK, DirectShow and MS Visual Studio 2008 etc. are established. This media player have or hide the menu interface for reads the media. The experimental data which are used in the media player is mostly video. We added the area where has the function of Banner Ticker and GIF Animation in the media player in order augmenting an advertisement effect. All medias come to separate with video and audio by Splitter. Then that respectively execute Decoder and Render. Also the media player are possible video mixing using an alpha channel. This paper used VMR-9 of DirectShow for this. The player which sees to use multiplex channel, to remake the various medias simultaneously. Therefore, this player which sees advertisement effect of the form which is various positively in the users, has the advantage which is the possibility to recognize. This paper use tried the media player using experimental data and compare the existing media player and the media player which proposes from functional differences for an advertisement effect.

• The Korean Journal of Malacology
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• v.30 no.2
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• pp.165-168
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• 2014

Shell of oyster has a function of shelter from predator as well as growth potential. We investigated the physicochemical characteristics of oyster shells from three difference oyster farms. The shells from Wando waters characterized high stability of nanostructure, ticker nacreous layer, high thermal decomposition temperature and low content of sulphur as well. These results represent that Wando coast is pristine water for oyster farming.

• Convergence Security Journal
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• v.15 no.4
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• pp.19-25
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• 2015

Although the data service of the digital broadcasting has been regarded as the representative service of the broadcasting and communication convergence, it, however, has failed to gain the popularity with the viewers due to the viewer's viewing modality of focusing only on the TV programs. Based on the experts' opinions that the data service should step up so that using a data service while watching a TV program creates a synergy effect, the paper proposes a method for allowing a data service to utilize the information of a TV program. The method has a tool for describing the information of a TV program's content, which changes as time goes on and provides a mechanism for transmitting the information in the way compatible to the digital broadcasting standard. As an application of the method, with a domestic data service developing company, we have developed a ticker data service that shows the information (e.g., actors, places, sponsors, etc.) of a drama.

• Convergence Security Journal
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• v.17 no.2
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• pp.119-126
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• 2017

Although the data service of the digital broadcasting has been regarded as the representative service of the broadcasting and communication convergence, it, however, has failed to gain the popularity with the viewers due to the viewer's viewing modality of focusing only on the TV programs. Based on the experts' opinions that the data service should step up so that using a data service while watching a TV program creates a synergy effect, the paper proposes a method for allowing a data service to utilize the information of a TV program. The method has a tool for describing the information of a TV program's content, which changes as time goes on and provides a mechanism for transmitting the information in the way compatible to the digital broadcasting standard. As an application of the method, with a domestic data service developing company, we have developed a ticker data service that shows the information (e.g., actors, places, sponsors, etc.) of a drama.

• Journal of Intelligence and Information Systems
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• v.21 no.3
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• pp.117-129
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• 2015

As the Internet becomes ubiquitous, a large volume of information is posted on the Internet with exponential growth every day. Accordingly, it is not unusual that investors in stock markets gather and compile firm-specific or market-wide information through online searches. Importantly, it becomes easier for investors to acquire value-relevant information for their investment decision with the help of powerful search tools on the Internet. Our study examines whether or not the Internet helps investors assess a firm's value better by using firm-level data over long periods spanning from January 2004 to December 2013. To this end, we construct weekly-based search volume for information technology (IT) services firms on the Internet. We limit our focus to IT firms since they are often equipped with intangible assets and relatively less recognized to the public which makes them hard-to measure. To obtain the information on those firms, investors are more likely to consult the Internet and use the information to appreciate the firms more accurately and eventually improve their investment decisions. Prior studies have shown that changes in search volumes can reflect the various aspects of the complex human behaviors and forecast near-term values of economic indicators, including automobile sales, unemployment claims, and etc. Moreover, search volume of firm names or stock ticker symbols has been used as a direct proxy of individual investors' attention in financial markets since, different from indirect measures such as turnover and extreme returns, they can reveal and quantify the interest of investors in an objective way. Following this line of research, this study aims to gauge whether the information retrieved from the Internet is value relevant in assessing a firm. We also use search volume for analysis but, distinguished from prior studies, explore its impact on return comovements with market returns. Given that a firm's returns tend to comove with market returns excessively when investors are less informed about the firm, we empirically test the value of information by examining the association between Internet searches and the extent to which a firm's returns comove. Our results show that Internet searches are negatively associated with return comovements as expected. When sample is split by the size of firms, the impact of Internet searches on return comovements is shown to be greater for large firms than small ones. Interestingly, we find a greater impact of Internet searches on return comovements for years from 2009 to 2013 than earlier years possibly due to more aggressive and informative exploit of Internet searches in obtaining financial information. We also complement our analyses by examining the association between return volatility and Internet search volumes. If Internet searches capture investors' attention associated with a change in firm-specific fundamentals such as new product releases, stock splits and so on, a firm's return volatility is likely to increase while search results can provide value-relevant information to investors. Our results suggest that in general, an increase in the volume of Internet searches is not positively associated with return volatility. However, we find a positive association between Internet searches and return volatility when the sample is limited to larger firms. A stronger result from larger firms implies that investors still pay less attention to the information obtained from Internet searches for small firms while the information is value relevant in assessing stock values. However, we do find any systematic differences in the magnitude of Internet searches impact on return volatility by time periods. Taken together, our results shed new light on the value of information searched from the Internet in assessing stock values. Given the informational role of the Internet in stock markets, we believe the results would guide investors to exploit Internet search tools to be better informed, as a result improving their investment decisions.