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      • SSCISCOPUSKCI등재
      • Does Derivative Trading Affect Stock Volatility?

        Daehong T. Jaang 한국재무학회 2011 한국재무학회 학술대회 Vol.2011 No.09

        This paper re-examines the relation of stock market volatility with those of macro-finance variables using data from 1950 to 2009. Unlike the findings in previous studies, macroeconomic volatilities do affect aggregate stock volatility significantly if derivative trading is taken into consideration. On the other hand the evidence on greater stock return variability in economic downturn is ambiguous. It is argued that those findings are likely to have been caused by omitting variables for financial market activities. It is shown that derivative trading, either exchange trading or over the counter trading, increases stock volatility significantly.

      • KCI등재

        Simple Evaluation Method of Uplift Resistance for Frictional Shallow Anchors in Rock

        Daehong Kim,Seungho Lee 한국지반환경공학회 2022 한국지반환경공학회논문집 Vol.23 No.1

        This paper presents the results of full-scale load tests performed frictional anchors to various lengths at several sites in Korea. Various rock types were tested, ranging from highly weathered shale to sound gneiss. In many tests, rock failure was reached and the ultimate loads were recorded along with observations of the shape and extent of the failure surface. Laboratory tests were also conducted to investigate the influence of the corrosion protection sheath on the bond strength. Based on test results, the main parameters governing the uplift capacity of the rock anchor system were determined. By evaluation of the ultimate uplift capacity of anchor foundations in a wide range of in situ rock masses, rock classification suitable for structural foundation was developed. Finally, a very simple and economical design procedure is proposed for rock anchor foundations subjected to uplift tensile loads.

      • KCI등재

        Image Reconstruction of Sinogram Restoration using Inpainting method in Spa se View CT

        Daehong Kim(김대홍),Cheol-Ha Baek(백철하) 한국방사선학회 2017 한국방사선학회 논문지 Vol.11 No.7

        방사선 치료 전 환자 위치 확인을 위해 수행하는 콘빔 CT 촬영에서 환자 선량 감소를 위해 Sparse view CT가 사용되고 있다. 본 연구는 시뮬레이션과 실험을 통해 선형보간법과 inpainting 방법을 이용하여 사이 노그램의 sparse 데이터 복원하고 평가하는 것이다. 사이노그램 복원은 여러 간격의 각도로 획득된 영상에 적용되었다. 복원된 사이노그램은 역투영재구성법으로 재구성되었고, 그 결과를 평균제곱근오차와 영상의 프로파일로 나타내었다. 결과에 따르면, 평균제곱근오차와 영상 프로파일은 투영 각도와 복원법에 의존하였다. 시뮬레이션과 실험 결과에서 inpainting 복원법은 선형보간법에 비해 사이노그램의 복원 측면에서 개선된 결과를 보여주었다. 따라서, inpainting 방법은 환자 선량을 감소시키면서 영상화질을 유지시키는데 기 여할 수 있을 것이다. Sparse view CT has been widely used to reduce radiation dose to patient in radiation therapy. In this work, we performed sinogram restoration from sparse sampling data by using inpainting method for simulation and experiment. Sinogram restoration was performed in accordance with sampling angle and restoration method, and their results were validated with root mean square error (RMSE) and image profiles. Simulation and experiment are designed to fan beam scan for various projection angles. Sparse data in sinogram were restored by using linear interpolation and inpainting method. Then, the restored sinogram was reconstructed with filtered backprojection (FBP) algorithm. The results showed that RMSE and image profiles were depended on the projection angles and restoration method. Based on the simulation and experiment, we found that inpainting method could be improved for sinogram restoration in comparison to linear interpolation method for estimating RMSE and image profiles.

      • KCI등재

        Image Reconstruction of Sinogram Restoration using Inpainting method in Sparse View CT

        Daehong Kim,Cheol-Ha Baek 한국방사선학회 2017 한국방사선학회 논문지 Vol.11 No.7

        방사선 치료 전 환자 위치 확인을 위해 수행하는 콘빔 CT 촬영에서 환자 선량 감소를 위해 Sparse view CT가 사용되고 있다. 본 연구는 시뮬레이션과 실험을 통해 선형보간법과 inpainting 방법을 이용하여 사이 노그램의 sparse 데이터 복원하고 평가하는 것이다. 사이노그램 복원은 여러 간격의 각도로 획득된 영상에 적용되었다. 복원된 사이노그램은 역투영재구성법으로 재구성되었고, 그 결과를 평균제곱근오차와 영상의 프로파일로 나타내었다. 결과에 따르면, 평균제곱근오차와 영상 프로파일은 투영 각도와 복원법에 의존하 였다. 시뮬레이션과 실험 결과에서 inpainting 복원법은 선형보간법에 비해 사이노그램의 복원 측면에서 개 선된 결과를 보여주었다. 따라서, inpainting 방법은 환자 선량을 감소시키면서 영상화질을 유지시키는데 기 여할 수 있을 것이다. Sparse view CT has been widely used to reduce radiation dose to patient in radiation therapy. In this work, we performed sinogram restoration from sparse sampling data by using inpainting method for simulation and experiment. Sinogram restoration was performed in accordance with sampling angle and restoration method, and their results were validated with root mean square error (RMSE) and image profiles. Simulation and experiment are designed to fan beam scan for various projection angles. Sparse data in sinogram were restored by using linear interpolation and inpainting method. Then, the restored sinogram was reconstructed with filtered backprojection (FBP) algorithm. The results showed that RMSE and image profiles were depended on the projection angles and restoration method. Based on the simulation and experiment, we found that inpainting method could be improved for sinogram restoration in comparison to linear interpolation method for estimating RMSE and image profiles.

      • Do Financial Activities Affect Stock Volatility?

        Daehong T. Jaang 한국재무학회 2009 한국재무학회 학술대회 Vol.2009 No.05

        This paper re-examines the relation of stock volatility with those of macro-finance variables using data from 1950 to 2008. While confirming the findings in previous studies, in particular, the evidence of the greater stock return variability in economic downturn, it shows that much of the volatility is attributable to financial market activities since mid-1980s. It is argued that predictors of financial market activities can help to better explain stock volatility.

      • Evaluation of low-dose lung computed tomography (CT) using deep-learning: A phantom study

        Daehong Kim,Kihong Son,Sooyeul Lee,Cheol-Ha Baek,Pil-Hyun Jeon 한국자기학회 2021 한국자기학회 학술연구발표회 논문개요집 Vol.31 No.2

        The aim of this phantom study was to evaluate the image quality of low-dose lung computed tomography (CT) achieved using a deep-learning based image reconstruction method. The chest phantom was scanned with a tube voltage of 100 kV for various CT dose index (CTDIvol) conditions: 0.4 mGy for ultra-low-dose (ULD), 0.6 mGy for low-dose (LD), 2.7 mGy for standard (SD), and 7.1 mGy for large size (LS). The signal-to-noise ratio (SNR) and noise values in reconstructions produced via filtered back projection (FBP), iterative reconstruction (IR), and deep convolutional neural network (DCNN) were computed for comparison. The quantitative results of both the SNR and noise indicate that the adoption of the DCNN makes the image reconstruction in the ULD setting more stable and robust, achieving a higher image quality when compared with the FBP algorithm in the SD condition. Compared with the conventional FBP and IR, the proposed deep learning-based image reconstruction approach can improve the ULD CT image quality while significantly reducing the patient dose. 〈그림 본문참조〉

      • Financial Risk and Derivative Trading

        Daehong T. Jaang 한국재무학회 2010 한국재무학회 학술대회 Vol.2010 No.05

        This paper re-examines the relation of stock volatility with those of macro-finance variables using data from 1950 to 2009. Unlike the findings in previous studies, some key macroeconomic volatility, in particular, that of industrial production is shown to have significantly positive effects on aggregate stock volatility while evidence of the greater stock return variability in economic downturn is ambiguous. It is argued that those findings are likely to have been caused by omitting variables regarding financial market activities. It is shown that derivative trading, either exchange trading or over the counter trading, significantly positive effects on stock volatility.

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