• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.71-81
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• 2011

In this paper, we systematically analyzed the variation of KOSPI returns using a GARCH-ARJI(auto regressive jump intensity) model. This model is possibly to capture time varying volatility as well as time varying conditional jump intensity. Thus, we can decompose return volatility into usual variation explained by the GARCH model and unusual variation that resulted from external news or shocks. We found that the jump intensity implied on KOSPI return series clearly shows time varying. We also found that conditional volatility due to jump is generally smaller than that resulted from usual variation. We also analyzed the effect of 9.11 and the 2008 financial crisis on the volatility of KOSPI returns and conclude that there is strong and persistent impact on the KOSPI from the 2008 financial crisis.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.34S no.6
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• pp.11-20
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• 1997

This paper proposes a modified dynamic programming for finding the correspondence between right and left images. A dynamic programming is based on the intensity of images for stereo matching. But htis method is intended to mismatch at uniformed intensity region. To reduce thd mismatching, the stereo images are segmented to various regions with respective uniform intensity, and the different cost function has applied to the segmented region during the dynamci programming. Cost function costains jump cost. And jump cost included two parameter .alpha. and .beta. which have influence on minimum cost path. Experimental results show that the 3D shape of some stereo pairs cna be finely obtained by this proposed algorithm.

• Bulletin of the Korean Mathematical Society
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• v.47 no.6
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• pp.1105-1119
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• 2010

We consider jump processes which has only downward jumps with size a fixed fraction of the current process. The jumps of the pro cesses are interpreted as crashes and we assume that the jump intensity is a nondecreasing function of the current process say $\lambda$(X) (X = X(t) process). For the case of $\lambda$(X) = $X^{\alpha}$, $\alpha$ > 0, we show that the process X shold explode in finite time, say $t_e$, conditional on no crash For the case of $\lambda$(X) = (lnX)$^{\alpha}$, we show that $\alpha$ = 1 is the borderline of two different classes of processes. We generalize the model by adding a Brownian noise and examine the blow up properties of the sample paths.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.1
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• pp.23-45
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• 2015

We consider counterparty risk in CDS rates. To do so, we use a multivariate jump diffusion process for obligors' default intensity, where jumps (i.e. magnitude of contribution of primary events to default intensities) occur simultaneously and their sizes are dependent. For these simultaneous jumps and their sizes, a homogeneous Poisson process. We apply copula-dependent default intensities of multivariate Cox process to derive the joint Laplace transform that provides us with joint survival/default probability and other relevant joint probabilities. For that purpose, the piecewise deterministic Markov process (PDMP) theory developed in [7] and the martingale methodology in [6] are used. We compute survival/default probability using three copulas, which are Farlie-Gumbel-Morgenstern (FGM), Gaussian and Student-t copulas, with exponential marginal distributions. We then apply the results to calculate CDS rates assuming deterministic rate of interest and recovery rate. We also conduct sensitivity analysis for the CDS rates by changing the relevant parameters and provide their figures.

• International Journal of High-Rise Buildings
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• v.8 no.3
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• pp.185-192
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• 2019

Citic Tower is the first over-500 m-tall super highrise building in the world, located in the high seismic intensity area with paek ground acceleration over 0.2g in 475 years. This project is unique in its complexity, large volume, and challenging site conditions (zero site for construction). The traditional techniques can hardly meet safty, quality and schedule requirements of the construction. This article introduces the key construction technologies that are innovatively developed and applied in Citic Tower project construction, including intelligent super-high-rise building integrated construction platform system, independently developed by the CCTEB; Jump-Lift Elevator, which is the first of the kind with service height over 500 meters; combined temporary-and-permanent fire protection systems. The BIM technology is also applied in this project. Through technical innovation, and utilization of technologies, construction speed and safety had been greatly improved.

• Journal of the korean Society of Automotive Engineers
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• v.14 no.5
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• pp.61-68
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• 1992

Knock phenomenon is an abnormal combustion originated from autoignition of unburned gas in the end-gas region during the later stage of combustion process and it accompanys a high pitched metallic noise. Engine Knock is accompanied with a vibration of engine cylinder and when it is severe, it can cause major engine demage. Engine Knock is characterized in terms of knock crank angle, knock pressure, pressure jump and knock intensity. In this study, a 4-cylinder spark ignition engine was used for experiment and eighty consecutive cycles were analyzed statistically. The purpose of this study is to characterize spark ignition engine knock as a function of ignition timing and fuel research octane number. The result of this study can be summerized as follows. Knock occurrence angle approached TDC as ignition timing is advanced. Pressure and knock intensity gradually increased as spark timing is advanced. Mean knock occurence angle gradually approached TDC as fuel research octane number is decreased for identical spark timing. Knock intensity increased linearly as RON is decreased.

• East Asian mathematical journal
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• v.37 no.1
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• pp.79-85
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• 2021

In this paper, we investigate the valuation of vulnerable exchange option that has credit risk of option issuer. The reduced-form model is used to model credit risk. We assume that credit event is determined by the jump of the counting process with stochastic intensity, which follows the mean reverting process. We propose a simple approach to derive the closed-form pricing formula of vulnerable exchange option under the reduced-form model and provide the pricing formula as the standard normal cumulative function.

• Journal of the Korea Convergence Society
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• v.11 no.4
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• pp.343-350
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• 2020

This study was intended to use the Inertia Sensor Units(IMU) for the national women's handball team to quantify movements for a total of 16 domestic or international practice games over five months and to identify the efficiency of training and differences in movements by position. A total of 15 players were participated excluding goalkeepers. The results are as follows. Player Load came in order of Wing>Back>Pivot and high in international games. Change of Direction(CoD) were found to have the most Pivot at low intensity, while middle and high intensity were the most in the Back. There have been a lot of low and middle intensity CoD in International games. Low-intensity acceleration(ACC) and deceleration(DEC) were found to have the most Pivot, while middle & high intensity ACC and DEC had the most Back. There have been many low and middle intensity ACC and low, middle and high intensity DEC in international games. There were many middle and high intensity jumps in Back and Wing, but there were no differences in the types of games.

• Journal of The Korean Society of Integrative Medicine
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• v.11 no.4
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• pp.61-71
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• 2023

Purpose : Energy bars are increasingly popular among active individuals, yet their timing and nutrient combinations' impact on exercise adaptation remains unclear. This study aims to address this knowledge gap by investigating whether the combination of pre- and post-workout supplementation can synergistically enhance fitness and alleviate fatigue in trained CrossFit participants. Investigate if combining pre- and post-workout supplements can enhance fitness and blood lactate management in trained CrossFit participants, potentially improving exercise performance for this group. Methods : In a randomized crossover study, 20 trained CrossFit individuals (11 males, 9 females) completed thrice-weekly 60-minute CrossFit sessions for 3 weeks, with a one-week washout period. Participants were randomly assigned to either a chocolate bar group (CH, 45 g, 225 kcal) or an energy bar group (ES, 48 g, 238 kcal, with protein, caffeine, taurine, and BCAAs). For one week, participants consumed two bars of their assigned supplement five minutes before and after workouts. After a washout period, they switched supplements. Blood lactate levels and a visual analog scale (VAS) were assessed before, immediately after, and 30 minutes post-workout. Fitness tests (hand grip, broad jump, sit-ups) were conducted at baseline and 30 minutes post-final workout. Data were analyzed using two-way repeated measures ANOVA (p<.05), 95 % confidence intervals, and magnitude inferences. Results : Hand grip strength (t=-5.60, p=.000), broad jump (t=-3.43, p=.003) and sit up (t=-3.94, p=.001) were significantly increased in the ES group. Compared to CH group, there was a significant time and group interactions for blood lactate level (F=5.51, p=.008) and VAS(F=31.67, p=.000) in the ES group. Conclusion : Pre- and post-workout energy bar supplementation may have a beneficial effect on blood lactate clearance and fitness in trained CrossFit individual. The combination of proprietary supplements taken may provide benefits for removing the blood lactate during high-intensity functional exercise.

• Atmosphere
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• v.18 no.3
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• pp.207-224
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• 2008

Severe downslope windstorms observed at Gangneung, Korea in the springtime during the last 30 years are studied to understand their generation mechanisms. 92 severe wind cases are selected for which the maximum instantaneous wind speeds exceed two standard deviation of total mean plus ($18.7ms^{-1}$). They are categorized into the three mechanisms (hydraulic jump, partial reflection, and critical-level reflection) proposed in previous studies based on the flow condition, which is calculated using the wind and temperature profile observed at one upstream rawinsonde station, Osan. Among the three, partial reflection is found to be the most frequent mechanism for the last 30 years (1976 - 2005). To understand the role of inversion in generating severe downslope windstorms, horizontal velocity perturbation was calculated analytically for the atmosphere with an inversion layer. It turned out that the intensity of downslope wind was increased by inversion layer of specific heights, which are well matched with the observations. For better understanding the generation mechanisms, two-dimensional numerical simulations are conducted for the 92 severe wind cases using the ARPS model. In most simulations, surface wind speed exceeds the value of the severe-wind criterion, and each simulated case can be explained by its own generation mechanism. However, in most simulations, the simulated surface wind speed is larger than the observed, due to ignoring the flow-splitting effect in the two-dimensional framework.