• 제목/요약/키워드: Volume model

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Block Trading Based Volatility Forecasting: An Application of VACD-FIGARCH Model

  • TU, Teng-Tsai;LIAO, Chih-Wei
    • The Journal of Asian Finance, Economics and Business
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    • 제7권4호
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    • pp.59-70
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    • 2020
  • The purpose of this study is to construct the ACD model for the block trading volume duration. The ACD model based on the block trading volume duration is referred to as Volume ACD (VACD) in this study. By integrating with GARCH-type models, the VACD based GARCH type models, which include VACD-GARCH, VACD-IGARCH and VACD-FIGARCH models, are set up. This study selects Chunghwa Telecom (CHT) Inc., offering the America Depository Receipt (ADR) in NYSE, to investigate the block trading volume duration in Taiwanese equity market. The empirical results indicate that the long memory in volume duration series increases dependence at level of volatility clustering by VACD (2,1)-FIGARCH (3,d,1) model. Moreover, the VACD (2,1)-IGARCH (1,1) exhibits relatively better performance of prediction on capturing block trading volume duration. This volatility model is more appropriate in this study to portray the change of the CHT Inc. prices and provides more information about the volatility process for investment strategy, which can be a reference indicator of financial asset pricing, hedging strategy and risk management.

유한요소해석을 위한 하이브리드용접 입열모델 선정에 관한 기초적 연구 (Fundamental Study on The Heat Input Model of Hybrid Welding for The Finite Element Analysis)

  • 방한서;김영표
    • 대한용접접합학회:학술대회논문집
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    • 대한용접접합학회 2003년도 추계학술발표대회 개요집
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    • pp.36-38
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    • 2003
  • In order to understand the basic knowledge on the model of heat source in hybrid welding, authors have conducted finite element analysis to calculate heat distribution using three heat source models of non-split type and split type(Volume, Volume-Volume, Volume-Surface). From the research result, we can confirm that Volume-Volume heat source of split type is suitable for the analysis of heat distribution.

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체적 보존을 고려한 메쉬 간략화 알고리듬 (Mesh Simplification Algorithm Considering Volume Conservation)

  • 김종영;장태정
    • 전자공학회논문지CI
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    • 제41권5호
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    • pp.51-58
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    • 2004
  • 본 논문에서는 3D 모델의 체적 보존을 고려하는 메쉬 간략화 알고리듬을 제안하였다. 일반적으로 다른 대부분의 메쉬 간략화 알고리듬에서는 거리 기준을 사용한다. 거리는 기하학적인 오차를 측정하는 매우 효율적인 기준이기는 하지만 거리 기준만을 적용할 경우 원래 모델과 간략화된 모델 간에 체적 변화가 발생한다. 본 논문에서는 원래 모델의 간략화 과정 중에도 체적의 변화가 없는 메쉬 간략화 알고리듬을 제안한다. 본 알고리듬에서는 에지 하나를 줄이면서 체적의 변화가 일어나지 않는 정점 하나를 찾는 방식을 사용한다. 시뮬레이션을 통하여 제안하는 알고리듬이 비록 계산 시간은 좀 더 걸리지만 체적의 변화가 거의 없다는 장점을 가진 것을 확인하였다.

항만 SOC가 수출입에 미치는 영향 실증분석 - 일본 항만을 중심으로 - (An Empirical Study of Port SOC Impact on Trade Volume : Focusing on Japanese Ports)

  • 안영균;이주원
    • 무역학회지
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    • 제41권5호
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    • pp.373-389
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    • 2016
  • 본 연구는 총 무역액 중 95% 이상이 해상 수송되는 현실을 바탕으로, 해상 수송의 근간이 되는 항만의 자본스톡과 무역 규모 간의 회귀분석을 수행하는 논문이다. 패널 데이터 분석 및 고정 효과 모형 분석을 통해 항만 SOC가 무역 규모에 어떠한 영향을 미치는지를 실증분석 하였다. 항만 SOC를 6개 부문별로 분류하고, 장래 부문별 투자가 이루어졌을 때 무역 규모는 각각 얼마만큼의 영향을 받는 지를 추정하였다. 이와 더불어 LR(Likelihood ratio) 검정을 실시하여 고정효과 모형(Fixed Effects Model)을 통해 회귀분석 하였다.

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텅스텐 중합금의 단열전단밴드 형성 연구 (A study on the Formation of Adiabatic Shear Band of Tungsten Heavy Alloys)

  • 이승우;문갑태;홍성인
    • 한국소성가공학회:학술대회논문집
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    • 한국소성가공학회 2002년도 춘계학술대회 논문집
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    • pp.187-190
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    • 2002
  • To study adiabatic shear band formation of tungsten heavy alloys, 5 prismatic specimens are loaded by high velocity impacts and treated as plane strain problems. Their volume percent of tungsten particles in WHA are 81%, 93% and 97% respectively and for the fixed 81% volume percent, small size particle model, large size particle model, undulated particle models are considered and then, the effects of particle's volume ratio, geometry and size to the formation of shear band are discussed.

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B-Rep Solid 구조의 3차원 모델을 이용한 토공량 자동 산정에 관한 연구 (A Study on Automatic Calculation of Earth-volume Using 3D Model of B-Rep Solid Structure)

  • 김종남;엄대용
    • 한국측량학회지
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    • 제40권5호
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    • pp.403-412
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    • 2022
  • 최근 4차 산업혁명이 본격화되고 차세대 ICT 융합 기술이 개발됨에 따라 건설분야 역시 기술변화에 대응하기 위해 다양한 스마트 건설기술이 건설 단계별로 빠르게 도입되고 있다. 특히, 건설현장의 경우 부지설계를 위한 토공량 산출 공정이 설계비용에 큰 부분을 차지하고 있어 공정의 효율화와 정확한 토공량 산출을 위한 관련 연구가 활발히 진행되고 있다. 본 연구는 건설현장의 지형을 3차원으로 신속하게 구축하고 이를 이용하여 효율적으로 토공량을 산출할 수 있는 방법을 제시하고자 한 것이다. 이를 위해 무인비행체로부터 획득한 대축척의 항공사진을 이용하여 건설현장을 3차원 실사모델로 구축하였다. 이때, 구축한 3차원 실사모델은 체적 산출이 불가한 surface 모델 구조를 가짐에 따라 체적 산출이 가능하도록 3차원의 solid 모델로 구조 변환을 수행하였다. 그리고 변환된 solid 모델을 이용하여 CAD 기반으로 토공량을 산출할 수 있는 방법론을 구상하였다. 정립한 방법론을 적용한 solid 모델로부터 토공량을 자동 산출한 결과, 기존의 현황측량 결과로부터 산출한 토공량과 1.52%의 상대적 편차를 확인할 수 있었다. 추가적으로 방법별 공정 소요시간을 비교분석한 결과 60%의 소요시간 절감을 확인할 수 있었다. 이로부터 본 연구에서 제시한 기법은 토공량 산출을 위한 비용절감은 물론 건설공사 전 공정에서 주기적인 현장의 모니터링 등 스마트 건설관리를 위한 기술로써 활용이 기대된다.

장기만연속수수량추정모형의 실용화 연구 -우리나라 중소유역을 대상으로- (A Generalized Model on the Estimation of the Long - term Run - off Volume - with Special Reference to small and Medium Sized Catchment Areas-)

  • 임병현
    • 한국농공학회지
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    • 제32권4호
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    • pp.27-43
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    • 1990
  • This study aimed at developing a generalized model on the estimation of the long - term run - off volume for practical purpose. During the research period of last 3 years( 1986-1988), 3 types of estimation model on the long - term run - off volume(Effective rainfall model, unit hydrograph model and barne's model for dry season) had been developed by the author. In this study, through regressional analysis between determinant factors (bi of effective rainfall model, ai of unit hydrograph model and Wi of barne's model) and catchment characteris- tics(catchment area, distance round the catchment area, massing degree coefficient, river - exte- nsion, river - slope, river - density, infiltration of Watershed) of 11 test case areas by multiple regressional method, a new methodology on the derivation of determinant factors from catchment characteristics in the watershed areas having no hydrological station was developed. Therefore, in the resulting step, estimation equations on run - off volume for practical purpose of which input facor is only rainfall were developed. In the next stage, the derived equations were applied on the Kang - and Namgye - river catchment areas for checking of their goodness. The test results were as follows ; 1. In Kang - river area, average relative estimation errors of 72 hydrographs and of continuous daily run - off volume for 245 days( 1/5/1982 - 31/12) were calculated as 6.09%, 9.58% respectively. 2. In Namgye - river area, average relative estimation errors of 65 hydrographs and of conti- nuous daily run - off volume for 2fl days(5/4/1980-31/12) were 5.68%, 10.5% respectively. In both cases, relative estimation error was averaged as 7.96%, and so, the methodology in this study might be hetter organized than Kaziyama's formula when comparing with the relative error of the latter, 24~54%. However, two case studies cannot be the base materials enough for the full generalization of the model. So, in the future studies, many test case studies of this model should he carries out in the various catchment areas for making its generalization.

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교통수요변동을 내생화한 도시고속도로의 장래교통량예측에 관한 연구

  • 신제철;오윤표
    • 대한교통학회지
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    • 제7권2호
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    • pp.29-43
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    • 1989
  • The purpose of this study is to construct a forecasting model involved in a diverted traffic volume of the 2nd intra-urban expressway in construction presently, in the case of the future prediction of traffic demand for the intra-urban expressway in Pusan. In this study, the model involved in a diverted traffic volume is constructed trustworthy. And the future traffic demand of intra-urban expressway by this model was forecasted 114,005 volume/daily in 1996 and 147,090 volume/daily in 2001. However, it will made a study more and more concretely for practicality and limitation as well as construction of the forecasting model considered an intrinsic problem of an observational error and necessity of survey for much more socio-economic data, the traffic volume on all orad and OD pairs in Pusan.

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지수평활법과 SUR 모형을 통한 세계 해상물동량 예측 연구 (A Study on the Prediction of the World Seaborne Trade Volume through the Exponential Smoothing Method and Seemingly Unrelated Regression Model)

  • 안영균
    • 무역학회지
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    • 제44권2호
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    • pp.51-62
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    • 2019
  • This study predicts the future world seaborne trade volume with econometrics methods using 23-year time series data provided by Clarksons. For this purpose, this study uses simple regression analysis, exponential smoothing method and seemingly unrelated regression model (SUR Model). This study is meaningful in that it predicts worldwide total seaborne trade volume and seaborne traffic in four major items (container, bulk, crude oil, and LNG) from 2019 to 2023 as there are few prior studies that predict future seaborne traffic using recent data. It is expected that more useful references can be provided to trade related workers if the analysis period was increased and additional variables could be included in future studies.

Three Dimensional Target Volume Reconstruction from Multiple Projection Images

  • Cheong, Kwang-Ho;Suh, Tae-Suk;Lee, Hyoung-Koo;Choe, Bo-Young
    • 한국의학물리학회:학술대회논문집
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    • 한국의학물리학회 2002년도 Proceedings
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    • pp.439-441
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    • 2002
  • The aim of this study is to reconstruct the 3D target volume from multiple projection images. It was assumed that we were already aware of the target position exactly, and all processes were performed in Target Coordinates whose origin was the center of the target. We used six projections: two projections were used to make a Reconstruction Box and four projections were for image acquisition. Reconstruction Box was made up of voxels of 3D matrix. Projection images were transformed into 3D volume in this virtual box using geometrical based back-projection method. Algorithm was applied to an ellipsoid model and horse-shoe shaped model. Projection images were created using C program language by geometrical method and reconstruction was also accomplished using C program language and Matlab(The Mathwork Inc., USA). For ellipsoid model, reconstructed volume was slightly overestimated but target shape and position was proved to be correct. For horse-shoe shaped model, reconstructed volume was somewhat different from original target model but there was a considerable improvement in target volume determination.

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