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Fractality and Multifractality in a Stock Market’s Nonstationary Financial Time Series
Jung Nam,Le Quang Anh,Mafwele Biseko J.,Lee Hyun Min,Chae Seo Yoon,Lee Jae Woo 한국물리학회 2020 THE JOURNAL OF THE KOREAN PHYSICAL SOCIETY Vol.77 No.3
A financial time series, such as a stock market index, foreign exchange rate, or a commodity price, fluctuates heavily and shows scaling behaviors. Scaling and multi-scaling behaviors are measured for a nonstationary time series, such as stock market indices, high-frequency stock prices of individual stocks, or the volatility time series of a stock index. We review the fractality, multi-scaling, and multifractality of the financial time series of a stock market. We introduce a detrended fluctuation analysis of the financial time series to extract fluctuation patterns. Multifractality is measured using various methods, such as generalized Hurst exponents, the generalized partition function method, a detrended fluctuation analysis, the detrended moving average method, and a wavelet transformation.
Jung Nam,Chae Seo Yoon,Lee Jae Woo 한국물리학회 2021 THE JOURNAL OF THE KOREAN PHYSICAL SOCIETY Vol.79 No.5
In this work, an ecological population model with the Allee effect is studied, and the dispersal rate in a one-dimensional patch is estimated. The population is observed to grow in accordance with the logistic-type map with the Allee effect, and the dynamics of the population growth is observed to be controlled by the growth rate and the threshold of the Allee effect. The spread of the species in a one-dimensional patch structure can be described by using the discrete diffusion equation, and the time evolution is continuous. In discrete space and continuous-time dynamics, the expansion velocity of the population is observed to depend strongly on the Allee threshold and the dispersal rate. Without the Allee effect, the invasion velocity increases as a function of the dispersal rate whereas, with the Allee effect, the invasion velocity depends on the dispersal rate, Allee threshold, and growth rate. Three regions are observed in the plane of the dispersal rate and growth rate: namely, the pinning state, the invading state, and the absorbing state.
Jungnam Lee,Young-Joo Jin,Seung Kak Shin,Jung Hyun Kwon,Sang Gyune Kim,Young Ju Suh,Yujin Jeong,Jung Hwan Yu,Jin-Woo Lee,Oh Sang Kwon,Soon Woo Nahm,Young Seok Kim 대한간학회 2022 Clinical and Molecular Hepatology(대한간학회지) Vol.28 No.2
Background/Aims: We compared the post-treatment overall survival (OS) and recurrence-free survival (RFS) between patients with Child-Turcotte-Pugh (CTP) class-A and single small (≤3 cm) hepatocellular carcinoma (HCC) treated by surgical resection (SR) and radiofrequency ablation (RFA). Methods: We retrospectively analyzed 391 HCC patients with CTP class-A who underwent SR (n=232) or RFA (n=159) as first-line therapy for single small (≤3 cm) HCC. Survival was compared according to the tumor size (≤2 cm/2–3 cm) and the presence of cirrhosis. Inverse probability of treatment weighting (IPW) method was used to estimate the average causal effect of treatment. Results: The median follow-up period was 64.8 months (interquartile range, 0.1–162.6). After IPW, the estimated OS was similar in the SR and RFA groups (P=0.215), and even in patients with HCC of ≤2 cm (P=0.816) and without cirrhosis (P=0.195). The estimated RFS was better in the SR group than in the RFA groups (P=0.005), also in patients without cirrhosis (P<0.001), but not in those with HCC of ≤2 cm (P=0.234). The weighted Cox proportional hazards model with IPW provided adjusted hazard ratios (95% confidence interval) for OS, and the RFS after RFA versus SR were 0.698 (0.396– 1.232) (P=0.215) and 1.698 (1.777–2.448) (P=0.005), respectively. Conclusions: SR was similar for OS compared to RFA, but was better for RFS in patients with CTP class-A and single small (≤3 cm) HCC. The RFS was determined by the presence or absence of cirrhosis. Hence, SR rather than RFA should be considered in patients without cirrhosis to prolong the RFS, although there is no OS difference.
곽정남(Jungnam Kwak),박일균,강남희(Namhi Kang),김영한(Younghan Kim) 한국정보과학회 2005 한국정보과학회 학술발표논문집 Vol.32 No.2
본 논문은 대 규모 MANET(Mobile Ad hoc Network)에서 서로 다른 프로토콜에 의해 운용되는 노드들간의 라우팅을 위한 방안을 제시한다. 이를 위해 존 마스터가 있는 계층적 MANET 구조를 가정한다. 존마스터는 계층적 MANET을 형성하고 노드들을 존 단위로 관리하는 보조 인프라 노드이다. 또한 별도의 존 마스터간의 무선링크를 이용해 백본 망을 제공하여 효율적인 라우팅이 가능하다. 본 논문에서는 서로 다른 라우팅 프로토콜에 의해 동작되는 이종 노드간의 라우팅이 가능하도록 하기 위해 기존의 라우팅에 요구되는 확장 기능을 정의한다.
하이브리드 제습기의 입구조건, 재생조건, 로터회전수에 따른 영향 분석을 위한 사이클 해석
서정남(Jungnam Seo),김영일(Youngil Kim),박승태(Seungtae Park) 대한설비공학회 2010 대한설비공학회 학술발표대회논문집 Vol.2010 No.6
Hybrid dehumidifier is a combined system of refrigeration and desiccant dehumidifier and though complicated, it is considered to be more efficient than the individually operated dehumidifying system. In this work, cycle analysis using EES and Eco-dry programs is done to study the effect of inlet condition, regeneration condition and rotor rotation rate on exit temperature, exit humidity and dehumidification effectiveness of a hybrid dehumidifier. Cycle simulation shows that dehumidification effectiveness and dehumidified quantity is greatest when regeneration flow rate ratio is in the range of 0.3-0.5. The dehumidification effectiveness becomes maximum when the rotor rotation rate is 2-3 rph.
열펌프, 데시칸트 및 증발식 냉각기를 조합한 하이브리드 냉방 시스템의 동특성 해석 연구
서정남(Jungnam Seo),김영일(Young Il Kim),정광섭(Kwangseop Chung) 한국지열·수열에너지학회 2011 한국지열에너지학회논문집 Vol.7 No.1
Hybrid desiccant cooling system(HDCS) consists of desiccant rotor, regenerative evaporative cooler, heat pump and district heating hot water coil. In this study, TRNSYS and EES, dynamic and steady simulation programs were used for studying hybrid desiccant cooling system which is applied to an apartment house from June to August. The results show that power consumption of the hybrid desiccant cooling system is 70 ㎾h in June, 199 ㎾h in July and 241 ㎾h in August. Sensible and latent heats removed by the hybrid desiccant cooling system are 300 ㎾h, 301 ㎾h in June, 610 ㎾h, 858 ㎾h in July and 719 ㎾h, 1010 ㎾h in August. COP of the hybrid desiccant cooling system is 8.6 in June, 7.4 in July and 7.2 in August. COP of the hybrid desiccant cooling system decreases when latent heat load increases. Operation time of the system is 70 hours in June, 190 hours in July and 229 hours in August. Since the cooling load is largest in August, the operation time of August is longest for maintaining the indoor temperature at 26℃. Due to the characteristics of hybrid desiccant cooling system for efficiently handling both sensible and latent loads, this system can handle sensible and latent heat loads efficiently in summer.
Robust Association Tests for the Replication of Genome-Wide Association Studies
Joo, Jungnam,Park, Ju-Hyun,Lee, Bora,Park, Boram,Kim, Sohee,Yoon, Kyong-Ah,Lee, Jin Soo,Geller, Nancy L. Hindawi Publishing Corporation 2015 BioMed research international Vol.2015 No.-
<P>In genome-wide association study (GWAS), robust genetic association tests such as maximum of three CATTs (MAX3), each corresponding to recessive, additive, and dominant genetic models, the minimum <I>p</I> value of Pearson's Chi-square test with 2 degrees of freedom, and CATT based on additive genetic model (MIN2), genetic model selection (GMS), and genetic model exclusion (GME) methods have been shown to provide better power performance under wide range of underlying genetic models. In this paper, we demonstrate how these robust tests can be applied to the replication study of GWAS and how the overall statistical significance can be evaluated using the combined test formed by <I>p</I> values of the discovery and replication studies.</P>
"돈" 관련 한국어 관용 표현의 의미와 분포 -한국어 어휘 교육의 관점을 지향하며-
김정남 ( Jungnam Kim ) 숙명여자대학교 한국어문화연구소 2016 한국어와 문화 Vol.19 No.-
본고에서는 외국어로서의 한국어 어휘 교육의 관점에서도 중요성이 큰 ``돈``이라는 단어가 포함된 한국어 관용 표현들을 살펴보았다. 한국어에서 ``돈``과 관련한 여러 가지 표현들을 보면 일반 사물 명사들과는 다른 연어 관계를 보여 주며, 비유적인 의미가 드러나는 경우도 많다. 본고에서는 ``관용 표현``이라는 개념을 폭넓게 적용하여 이러한 돈 관련 연어들과 복합어들을 두루 살펴보았다. 본고에서 제시한 예는 돈의 ``유입``과 관련한 예가 모두 27개, 돈의 유출과 관련한 예가 모두 25개로 총 52개이다. 아울러 본고에서 제시한 ``돈``이 포함된 복합어들은 모두 28개이다. 이러한 예들이 그동안 『표준국어대사전』이나 『관용어 사전』들에서도 주목되지 못하였고 대부분의 관용어 연구들에서도 거론되지 않았기에 본고에서는 이들을 한데 모아 그 의미와 분포를 제시하였다는 데서 의의를 갖는다. In this paper I examined several customary expressions including the Korean word don (money), which is very important in teaching vocabulary for the KFL learners. In the Korean language many expressions concerned with don(money) reveal very different aspects from other general nouns. Most of them represent particular collocations, and they contain metaphoric meanings. We use the term "customary expressions" with a broad meaning. In this paper a total of 52 items are presented. Twenty-seven items among them are expressions that represent the meaning of money incoming, and the other 25 items reveal the sense of money outgoing. Furthermore I listed 28 items of compound words. Little attention has been given to these expressions in previous literature. The significance of this paper is that it addresses these expressions and their usage.