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.

기억처리과정의 이해

조수진 한국청각언어재활학회 2012 Audiology and Speech Research Vol.8 No.1

Memory is our ability to encode, store and retain in the human brain. Generally, there are three stages in human memory processing, which are sensory memory, short-term memory, and long-term memory. Recently, researchers tend to use the new concept of “working memory” for replacing or including the old concept of short-term memory. “Working memory” emphasizes on the manipulation of information instead of not using passive maintenance. Therefore, it is critical for cognitive information, speech perception and language learning. Based on numerous research, training of auditory working memory is able to improve some selective areas of cognitive and speech-language development. Taken together, it is needed to develop training program of auditory working memory in aural rehabilitation for hearing impaired listeners.

Poisson Jumps and Long Memory Volatility Process in High Frequency European Exchange Rates

Young Wook Han 서울대학교 경제연구소 2007 Seoul journal of economics Vol.20 No.2

This paper analyzes the intriguing features of 30-minute European foreign exchange rates during the year 1996; jumps and long memory volatility process. The FIGARCH model with the Poisson distribution is applied in order to consider both the jumps in the conditional mean process and the long memory property in the conditional variance process of the high frequency foreign exchange returns series. The general results show that the Poisson distribution accounts for the jumps in the high frequency foreign exchange rates returns quite well and that the jumps seem to spuriously induce higher long memory property in the high frequency foreign exchange returns. Hence, the FIGARCH model with the Poisson distribution appears to be quite appropriate for the specification of the high frequency returns.

과정 중심 글쓰기의 관점에서 본 치유의 글쓰기

정성미(Jung Sung mi) 우리말교육현장학회 2016 우리말교육현장연구 Vol.10 No.1

This paper has a promise that Healing Writing is progressing on general writing process. The purpose of this paper is first to use the major writing concepts to explain a process of Healing Writing in conventional models for Process-based Writing and secondly to study the differentiations of the process of Healing Writing from general writing. In section 2, the important concepts are examined which are related to Healing Writing in the process of general writing. There are rehearsal, reviewing, working memory, long-term memory, text interpretation and reflective thinking which are researched. Also the process of healing writing is going on the steps of rehearsal- text searching- text selection- writing- reviewing- combination. Reflective thinking affects the whole process. In section 3, the process is tried to be investigated. 본고의 목적은 치유의 글쓰기 과정이 별도의 과정이라기보다는 일반적 글쓰기 과정 안에서 진행된다고 전제하고, 기존의 과정 중심의 글쓰기 모형에서 치유의 글쓰기의 과정을 설명하기 위한 중요 개념을 활용하여 치유의 글쓰기 과정을 고찰하는 데에 있다. 2장에서는 일반적 글쓰기 과정에서 치유의 글쓰기 과정과 연관된 중요 개념을 살폈다. 준비(rehersal), 검토하기(reviewing), 작업 기억(working memory) 장기 기억(long-term memory), 텍스트 해석, 반성적 사고 등을 살펴보았다. 또한 치유 글쓰기의 과정에 대한 고찰을 시도하였다. 치유의 글쓰기는 준비→텍스트 탐색→텍스트 선택→쓰기→점검→통합의 과정을 거치며, 전체적으로는 반성적 사고 위에서 진행된다. 3장에서는 치유의 글쓰기 각 단계에 해당하는 사례를 살펴보았다.

Working Memory and a Subject-object Asymmetry in L2 Processing of English Long-distance Wh-questions

Jin?Hwa Lee 한국응용언어학회 2014 응용 언어학 Vol.30 No.4

While subject?object asymmetry has been repeatedly reported in L2 processing of English long?distance wh?questions, the precise direction of the asymmetry has been controversial in the literature. This study was performed to provide further evidence on the direction of the asymmetry surrounding English long?distance wh?questions by investigating its relationship with L2 learners’ working memory. A total of 48 Korean college EFL learners participated in this study. Their general English proficiency, working memory, and processing of English wh?questions were measured by a cloze test, a reading span task and a picture?elicited comprehension task, respectively. The reading span task was scored in three different ways to investigate the effect of scoring method. The analyses of the data indicated the relative difficulty of object wh?questions over subject wh?questions. In the comprehension task, the participants performed better on subject wh?questions than object wh?questions. Furthermore, only object wh?questions showed a significant correlation with working memory capacity. This study also confirmed the influence of scoring method. Of the three types of partial credit scoring (i.e., storage only, processing only, storage and processing combined), only the processing component was significantly related with comprehension of object wh?questions.

Working Memory and a Subject-object Asymmetry in L2 Processing of English Long-distance Wh-questions

이진화 한국응용언어학회 2014 응용 언어학 Vol.30 No.4

While subject-object asymmetry has been repeatedly reported in L2 processing of English long-distance wh-questions, the precise direction of the asymmetry has been controversial in the literature. This study was performed to provide further evidence on the direction of the asymmetry surrounding English long-distance wh-questions by investigating its relationship with L2 learners’ working memory. A total of 48 Korean college EFL learners participated in this study. Their general English proficiency, working memory, and processing of English wh-questions were measured by a cloze test, a reading span task and a picture-elicited comprehension task, respectively. The reading span task was scored in three different ways to investigate the effect of scoring method. The analyses of the data indicated the relative difficulty of object wh-questions over subject wh-questions. In the comprehension task, the participants performed better on subject wh-questions than object wh-questions. Furthermore, only object wh-questions showed a significant correlation with working memory capacity. This study also confirmed the influence of scoring method. Of the three types of partial credit scoring (i.e., storage only, processing only, storage and processing combined), only the processing component was significantly related with comprehension of object wh-questions.

정보처리의 깊이를 이용한 학습방안 연구: 프렌즈의 로스를 중심으로

이지현,이자원 영상영어교육학회 2012 영상영어교육 (STEM journal) Vol.13 No.1

This study considers how to help learners concentrate on the contents of movies and television dramas in order to develop long-term memory of language. Craik and Lockhart (1972) and Craik and Tulving (1975) claimed people remember things that they have thought about and that deeper (semantic) processes are associated with higher retention of target words. Seven scenes based on Ross in Friends were explained through depth of processing. The depth of processing in this study occurs in three steps: 1) a stimulus and goal step, 2) an interaction step, and 3) a connection step. The teacher and students have conversations about funny scenes in the first step,they talk about why the scenes are funny in the second step, and in the third step, connection, the stimulus and the goal are repeated. The main feature of this process is that no explanation about language functions or form is given. The focus of the conversations between the teacher and students are only on what happens to the character. The expectation of this process is that while the learners concentrate on the contents of the drama, the language will be acquired and stored in long-term memory.

Residual empirical processes for nearly unstable long-memory time series

Ngai Hang Chan,Wei Wei Liu 한국통계학회 2010 Journal of the Korean Statistical Society Vol.39 No.3

This paper studies the goodness-of-fit test of the residual empirical process of a nearly unstable long-memory time series. Chan and Ling (2008) showed that the usual limit distribution of the KolmogorovSmirnov test statistics does not hold for an unstable autoregressive model. A key question of interest is what happens when this model has a near unit root, that is, when it is nearly unstable. In this paper, it is established that the statistics proposed by Chan and Ling can be generalized to encompass nearly unstable long-memory models. In particular, the limit distribution is expressed as a functional of an OrnsteinUhlenbeck process that is driven by a fractional Brownian motion. Simulation studies demonstrate that the limit distribution of the statistic possesses desirable finite sample properties and power.

M-estimation of the long-memory parameter by Laplace periodogram

Yaeji Lim 한국데이터정보과학회 2018 한국데이터정보과학회지 Vol.29 No.2

The estimation of the long-memory parameter is a crucial issue in the long-range dependent process. The log-regression method proposed by Geweke and Porter-Hudak (1983) is one of the popular semi-parametric approach to estimate the long-memory parameter. However, the conventional method is highly influenced by the presence of outliers or heavy-tailed distributed errors. This paper investigates the possibility of using Laplace periodogram to analyze long-memory processes. Laplace periodogram derived by the least absolute deviations in the harmonic regression procedure is a robust alternative to the ordinary periodogram for spectral analysis. Numerical studies including simulation study and real data analysis are presented for the comparison.

작문의 인지적 과정에 영향을 미치는 요인

박영목 ( Young Mok Park ) 한국작문학회 2012 작문연구 Vol.0 No.16

이 연구에서는 작문의 인지적 과정에 영향을 미치는 요인들에 대한 설명 방식을 알아보기 위하여 Hayes와 Flower의 1980년 모형, Hayes의 1996년 모형, Kellogg의 1996년 모형, Hayes의 2012년 모형 등을 분석해 보았다. 의미 구성의 과정을 체계적이고 과학적으로 설명하기 위한 대표적인 인지주의 작문 모형으로서 Hayes와 Flower의 모형(1980)을 들 수 있다. 이 모형에서는 의미 구성 과정에 영향을 미치는 핵심적 요인으로써 작문과제 환경 요인, 필자의 인지 과정 요인, 필자의 장기기억 요인 등 세 가지 요인을 제시하고 있다. Hayes(1996)는 의미 구성 과정을 더욱 체계적으로 설명하기 위하여 Hayes와 Flower의 1980년 모형을 수정 보완하여 의미 구성 과정에 대한 새로운 모형을 제시하였다. Hayes의 1996년 모형에서는 필자 개인과 필자를 둘러싸고 있는 사회적 환경 및 물리적 환경의 상호교섭 작용을 중시하고 있다. 그리고 1980년 모형에서 분리하여 제시하였던 필자의 인지과정과 장기 기억을 통합하여 필자 개인 속에 포함시켰다. Kellogg(1996)는 대단히 독특한 방식으로 작문 과정과 일련의 정보 처리 체계를 통합한 작문 과정 모형을 구안하였다. 이 모형은 텍스트 생산과정에서의 형성하기와 실행하기와 조정하기를 명백하게 구별하였다. 이들 과정은 모두 텍스트 생산 과정의 최상위 과정에 속하는 것들이다. 작문의 인지적 과정에 대한 Hayes의 2012년 모형은 Chenoweth와 Hayes의 2001년 모형을 일부 수정한 모형이다. Chenoweth와 Hayes의 2001년 모형은 Hayes의 1996년 모형을 기반으로 한 모형이다. Chenoweth와 Hayes의 2001년 모형은 문어 생산 체제를 자원 수준, 과정수준, 통제 수준의 세 수준으로 구분하여 설명하고 있다. This paper undertakes a review of the literature on the models of cognitive processes in writing. Cognitive models have tended to define writing in terms of problem-solving. In their original model, Hayes and Flower (1980) attempted to classify the various activities that occur during writing and their relationships to the task environment and to the internal knowledge state of the writer. The 1990s saw a shift in focus, as new models were developed to further in-depth analysis of working memory and long-term memory and their role in writing proficiency, in addition to addressing social and motivational aspects of the writing process. In the revised model, Hayes (1996) sought to identify how various aspects of human cognitive capacity interact with these tasks, distinguishing the roles of long-term memory, short-term memory, and motivation or affect. Kellogg(1996) reinterpreted the basic parts of the writing model setting up three processes that operate in conjunction with the working memory functions, the visuo-spatial sketchpad, central executive and phonological loop. Hayes` recent model(2012) differs from the 1980s model in a number of ways. He added the transcription process and motivation and removed the monitor, the planning process, and the revision/reviewing processes.