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범위변동성 추정량의 예측력에 관한 연구: 비대칭성에 따른 비교
박종해 ( Jong Hae Park ) 한국금융공학회 2012 금융공학연구 Vol.11 No.2
일반적으로 변동성은 종가를 기반으로 측정되고 있으나, 종가이외에 발생하는 시가, 고가, 저가를 포함하여 시장의 심리를 보다 정확하게 반영하는 측정치로 범위변동성이 이용되고 있다. 한국시장을 대상으로 한 범위변동성의 예측력에 관한 연구가 최근 진행되고 있으며, 실무에서의 활용방법이 지속적으로 논의되고 있다. 본 연구의 동기는 종가가 시가보다 높은 양봉이 발생한 경우나 그 반대로 음봉이 발생한경우 동일하게 산출되는 범위변동성이 있기 때문에 이러한 비대칭성을 고려할 경우에 실증적인 분석결과들이 달라질 수 있는 가능성이 존재할 수 있다는 점에서 출발하였다. 따라서 본 연구는 이러한 비대칭성에 초점을 맞추어 범위변동성이 실현변동성에 대한 예측력이 양봉과 음봉의 비대칭성에 따라 어떻게 달라지는지에 대해 실증분석 하고자 한다. 분석결과에서 볼 수 있듯이 양봉과 음봉에 따라서 범위변동성의 예측에 미치는 영향력이 다르게 나타날 수 있음을 알 수 있는데, 이 경우 범위변동성의 산출방법에 따라 다른 것으로 보인다. 예측력에 있어 범위변동성과 비대칭성에 관한 기존의 연구를 바탕으로 연구모형을 수정하여 분석한 결과 범위변동성을 자기회귀모형으로 예측하였을 경우 단순한 모형일수록 예측오차가 적었다. 또한 아주 큰 차이는 아니지만 음봉을 고려하여 범위변동성을 예측한 경우 비대칭성을 고려하지 않은 모형보다 예측력이 다소 높게 나타나는 것으로 보이며, 양봉의 경우 예측력의 향상은 나타나지 않았다. In common, a volatility is measured with closing price, while there is additional three price such as opening, high, low price of assets in intraday. The RV(range volatility) is measured with these four price and it could have more information about asset price movement. For this reason RV can be used for forecasting asset volatility and this paper is a series of forecasting performance using that. In particular, according to color of candle chart(black/red) there can be different forecasting power in same RV and this is the major consideration. The result of this empirical study as follows; The red candle and black candle shows different forecasting performance. When the opening price is lower than closing price, RV dummy can improve forecasting performance. In conclusion when we measure the RV and forecast volatility the color of candle could be important factor.
다색 광원에 대한 가우시안 진폭을 갖는 광학계의 결상 특성
박성종(Seong Jong Park),박혜정(Hae Jong Park) 한국안광학회 1999 한국안광학회지 Vol.4 No.2
To investigate the image-forming property of optical system having Gaussian amplitude for polychromatic source, we calculated the chromaticity variation and the illuminance distribution. Considered polychromatic sources in this paper are A light which is on incandescent-tungsten lamp, C light which is a daylight, and D_n = light which is a extend daylight to the near ultraviolet. The polychromatic sources represent the different chromaticity values at a geometrical image point. The chromaticity variation of optical system having a Gaussian amplitude is smaller than that having an uniform amplitude. The illuminance distributions for polychromatic sources present nearly the same values, and the depth of focus for optical system having a Gaussian amplitude is wider than that having an uniform amplitude. From these results, we know that the depth of focus increases and the chromaticity variation decreases, when the incident light amplitude is modulated from an uniform amplitude to a Gaussian amplitude.
이기종 ( Ki Jong Lee ),서지현 ( Ji Hyun Suh ),안영 ( Young Ahn ),하승혜 ( Sung Hae Ha ),박주상 ( Ju Sang Park ),장은정 ( Eun Jeong Jang ),박상종 ( Sang Jong Park ),김상중 ( Sang Jung Kim ),박상운 ( Sang Woon Park ),백현욱 ( Hyun 한국정맥경장영양학회 2011 한국정맥경장영양학회지 Vol.4 No.1
Purpose: In Korea, the prevalence of metabolic syndrome has increased. The relationship between metabolic syndrome, adiponectin, and dietary components is widely known. However, the relation between cytokine and dietary components is not yet well studied in Korea. Methods: Five hundred and ninety-six Korean adults between 30 and 59 years of age were recruited by advertisement to the Bundang Jesaeng General Hospital (BJGH), and those not taking regular medications and without diagnoses of fulminant disease were included. Data was collected on anthropometric measurements, diagnostic parameters for metabolic syndrome (MetS), and 3-day dietary intakes from individuals in the study. Results: Serum adiponectin level was positively correlated with serum HDL-cholesterol level and was negatively correlated with BMI, waist circumference, and systolic and diastolic blood pressure. Intake of dietary fiber was high in the high-adiponectin group. Conclusion: High-fiber diet and adiponectin can be helpful for improving metabolic syndrome. (JKSPEN 2011; 4(1):16-20)
환경행정 기능배분 기준에 관한 연구 - 환경관리청과 지방자치단체를 중심으로 -
박해룡(Hae Lyong Park),이종열(Jong Youl Lee) 한국지방자치학회 2001 한국지방자치학회보 Vol.13 No.2
The purpose of this study is to analyze the criteria which distribute environmental functions between central government and local government especially between special administrative agency and local self-government. In the era of globalization, the functional relationship between central government and local government has been changed from agent model to partnership model which brings mutual benefit to both parties. Former dominant-subjection or competition relationship gives a way to mutual cooperation and support. With this trend, the functional distribution between special administrative agency and local self-government becomes a hot issue in the administrative reform agenda. There are two extreme perspectives regarding rearranging administrative functions between two administrative entities. One is to put an emphasis on special administrative agency, the other is 13 put an emphasis on local self:-government. This study, however, suggests that the functions of environmental administration should be distributed to both parties according to their relative advantages which are based upon efficiency, equity, responsiveness, and capability. The functions of command and control should be held by special administrative agency and those of education, information provision, training, and support by local self-government.
무결석성(無結石性) 만성담낭염(慢性膽囊炎)(Chronic Acalculous Cholecystitis) 환자 치험례
박정한,조현석,김정철,위종성,백태현,이해연,Park, Jung-Han,Cho, Hyun-Seok,Kim, Jung-Chul,Wi, Jong-Seong,Baik, Tae-Hyun,Lee, Hae-Yeon 대한약침학회 2004 Journal of pharmacopuncture Vol.7 No.3
Chronic acalculous cholecystitis gets possession of about 12 to 13 percent of patients with chronic cholecystitis. Pathologically it is characterised by chronic inflammation and thickening of the gallbladder wall but doesn't come across stones. Clinical symptoms are vague and include abdominal discomfort and distension, nausea, flatulence and intolerance of fatty foods. A patient on chronic acalculous cholecystitis diagnosed from his clinical symtoms and abdominal ultrasonogram was treated by Geonbihwan, acupuncture and herbal acupuncture. Satisfactory symptomatic improvement was achieved and findings of abdominal ultrasonogram came also normal.