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Level Shifts and Long-term Memory in Stock Distribution Markets 주식유통시장의 층위이동과 장기기억과정
정진택 한국유통과학회 2016 유통과학연구 Vol.14 No.1
Purpose – The purpose of paper is studying the static and dynamic side for long-term memory storage properties, and increase the explanatory power regarding the long-term memory process by looking at the long-term storage attributes, Korea Composite Stock Price Index. The reason for the use of GPH statistic is to derive the modified statistic Korea's stock market, and to research a process of long-term memory. Research design, data, and methodology – Level shifts were subjected to be an empirical analysis by applying the GPH method. It has been modified by taking into account the daily log return of the Korea Composite Stock Price Index a. The Data, used for the stock market to analyze whether deciding the action by the long-term memory process, yield daily stock price index of the Korea Composite Stock Price Index and the rate of return a log. The studies were proceeded with long-term memory and long-term semiparametric method in deriving the long-term memory estimators. Chapter 2 examines the leading research, and Chapter 3 describes the long-term memory processes and estimation methods. GPH statistics induced modifications of statistics and discussed Whittle statistic. Chapter 4 used Korea Composite Stock Price Index to estimate the long-term memory process parameters. Chapter 6 presents the conclusions and implications. Results – If the price of the time series is generated by the abnormal process, it may be located in long-term memory by a time series. However, test results by price fixed GPH method is not followed by long-term memory process or fractional differential process. In the case of the time-series level shift, the present test method for a long-term memory processes has a considerable amount of bias, and there exists a structural change in the stock distribution market. This structural change has implications in level shift. Stratum level shift assays are not considered as shifted strata. They exist distinctly in the stock secondary market as bias, and are presented in the test statistic of non-long-term memory process. It also generates an error as a long-term memory that could lead to false results. Conclusions – Changes in long-term memory characteristics associated with level shift present the following two suggestions. One, if any impact outside is flowed for a long period of time, we can know that the long-term memory processes have characteristic of the average return gradually. When the investor makes an investment, the same reasoning applies to him in the light of the characteristics of the long-term memory. It is suggested that when investors make decisions on investment, it is necessary to consider the characters of the long-term storage in reference with causing investors to increase the uncertainty and potential. The other one is the thing which must be considered variously according to time-series. The research for price-earnings ratio and investment risk should be composed of the long-term memory characters, and it would have more predictability.
정진택 대한기계학회 1993 大韓機械學會誌 Vol.33 No.9
벽면에서의 전단응력 분포와 유동장 내에서의 3차원 유동 요소를 추적하는 유동가시화 기법중 에서 몇 가지를 그 응용 예와 함께 살펴보았다. 3차원 유동의 주요 특징들과 한계유선(limiting streamlines)을 관찰하기 위해서는 oil and lampblack 기법이 충분하나 유속이 작거나 유동의 방향이 분명하지 않은 곳에서는 ink dot 기법을 적용하는 것이 좋다. Oil and lampblack 기법은 실험하고자 하는 유동의 조건에 따라 기름과 분말의 혼합비, 기름의 점도 등을 잘 선택하여야 한다. 안장점(Saddle point) 이나 재부착선(reattachment line)과 같이 성격상 중요한지점을 찾기 위해서는 털실 프로브(single tuft probe)가 유용하게 쓰이며, 이는 또 유동내에서 와동의 존재와 위치를 찾는데 쓰이기도 한다. 수치해석 결과 얻을 수 잇는 속도벡터와 같이 비교적 넓은 유동 장을 한눈에 관찰하기 위해서는 털실 격자망 (tuft grid)을 사용할 수 있으며 각 털실은 그 지 점세서의 유동의 방향과 그 안정성(steadiness)를 나타내준다. 이러한 유동가시화 방법들은 각 유동의 특성에 맞는 적절한 조건을 맞추기 위해서 많은 시행착오를 거쳐야 하며, 하나의 만족 스러운 결과를 얻기 위해서는 많은 기술과 시간과 연습을 요구하고 있어서 다른 정량적인 측정 기술과 더불어 커다란 노력과 관심을 기울여서 발전시켜야만 할 것이다.
정진택 한국디지털콘텐츠학회 2008 한국디지털콘텐츠학회논문지 Vol.9 No.2
The purpose of this paper is to analyze and compare the existing digital media asset management systems and develop a prospective implementation model. As a result of conducting this research, it is recommended that the prospective system consists of an archiving server, a processing server, and an interface system. This result suggests important starting point to develop a resonable and reliable implementation model for digital media asset management system 본 논문의 목적은 기존의 디지털자산관리시스템을 비교분석하여 적합한 실행모델을 개발하는데 있다. 본 연구 결과, 적합한 시스템은 아카이빙 서버, 처리 서버, 그리고 인터페이스 시스템으로 구성되는 것이 바람직하다. 이러한 연구결과를 바탕으로 국내실정에 맞는 신뢰성 있고 타당성 있는 디지털미디어자산관리시스템 구축모형을 제안하였다.