• Journal of the Korean Data and Information Science Society
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• v.24 no.2
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• pp.235-244
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• 2013

In this study, we propose a new trading strategy by using a trading volume index in KOSPI200 futures market. Many studies have been conducted with respect to the relationship between volume and price, but none of them is clearly concluded. This study analyzes the economic usefulness of investment strategy, using volume index. This analysis shows that the trading volume is a preceding index. This paper contains two objectives. The first objective is to make an index using Correlated Volume Index (CVI) and second objective is to find an appropriate timing to buy or sell the Kospi200 future index. The results of this study proved the importance of the proposed model in KOSPI200 futures market, and it will help many investors to make the right investment decision.

• Korean Journal of Clinical Laboratory Science
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• v.41 no.3
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• pp.135-139
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• 2009

Pulmonary function test has been know to be greatly affected by body indices, such as sex, age, height, body weight, body surface area (BSA) and body mass index (BMI), so hat this study was focused to see the relationship between body index and flow-volume curves. Subjects were 156 (male 90, female 66) and they were examined for pulmonary function test in terms of body index and correlation/multiple regression analysis of flow-volume curves at Presbyterian Medical Center from March to August, 2009. The followings results after analyzing the correlation between body index and flow-volume curves. Although flow-volume curve FEF25-75% showed close correlation with age, body weight, and body surface area, but not with body mass index. In addition, multiple regression analysis was performed to see how each body index affects flow-volume curve FEF25-75%, and FEF25-75% dispersion was explained as 74.5% with age only, 94.2% with age and height, and 96% with age, height, and sex. Therefore, sex, age and height that are mainly used for predictive formular of pulmonary function test and nomogram were important factors for pulmonary function test itself, and further study must be done for other body index.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.8
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• pp.51-59
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• 2020

The objective of this study is to enrich the literature by investigating the impact of introduction of index future trading on spot market returns and trading volume in Vietnam. Data used in this study mainly consist of daily VN30-Index and market trading volume series during the period from February 6^th, 2012 to December 31^st, 2019. Using OLS, GARCH(1,1) and EGARCH(1,1) models, the empirical findings consistently confirm that the introduction of index future trading has no impact on the spot market returns. In addition, the results of the EGARCH(1,1) model indicate that the leverage effect on the spot market volatility is existence in HOSE. Specifically, bad news has a greater effect on the market volatility than good news of the same size. Moreover, our empirical findings reveal that the introduction of index future contracts has the positive impact on the underlying market trading volume. Specifically, the trading volume of the post-index futures introduction increases by 7.5 percent compared with the pre-index futures introduction. Finally, the results obtained from the Granger causality test for the relationship between the spot market returns and the future trading activity confirm that only uni-directional causality running from the market returns to the future trading activity exists in HOSE.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 2004.04a
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• pp.275-280
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• 2004

Shape optimization was performed to obtain the precise shape of cutouts including the internal shape of cutouts in laminated composite plates by three dimensional modeling using solid element. The volume control of the growth-strain method was implemented and the distributed parameter chosen as Tsai-Hill fracture index for shape optimization. The volume control of the growth-strain method makes Tsai-Hill failure index at each element uniform in laminated composites under the initial volume. Then shapes optimized by Tsai-Hill failure index were compared with those of the initial shapes for the various load conditions and cutouts. The following conclusions were obtained in this study. (1) It was found that growth-strain method was applied efficiently to shape optimization of three dimensional cutouts in a laminate composite, (2) The optimal shapes of the various load conditions and cutouts were obtained, (3) The maximum Tsal-Hill failure index was reduced up to 67% when shape optimization was peformed under the initial volume by volume control of growth-strain method.

• Journal of Korea Port Economic Association
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• v.28 no.4
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• pp.193-207
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• 2012

The of purpose of this study is to predict export and import container volumes using a Decision Tree analysis. Factors which can influence the volume of container cargo are selected as independent variables; producer price index, consumer price index, index of export volume, index of import volume, index of industrial production, and exchange rate(won/dollar). The period of analysis is from january 2002 to December 2011 and monthly data are used. In this study, CRT(Classification and Regression Trees) algorithm is used. The main findings are summarized as followings. First, when index of export volume is larger than 152.35, monthly export volume is predicted with 858,19TEU. However, when index of export volume is between 115.90 and 152.35, monthly export volume is predicted with 716,582TEU. Second, when index of import volume is larger than 134.60, monthly import volume is predicted with 869,227TEU. However, when index of export volume is between 116.20 and 134.60, monthly import volume is predicted with 738,724TEU.

• Transactions of the Korean Society of Machine Tool Engineers
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• v.13 no.4
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• pp.16-22
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• 2004

Shape optimization was performed to obtain the precise shape of cutouts including the internal shape of cutouts in laminated composite plates by three dimensional modeling using solid element. The volume control of the growth-strain method was implemented and the distributed parameter chosen as Tsai-Hill fracture index for shape optimization. The volume control of the growth-strain method makes Tsai-Hill failure index at each element uniform in laminated composites under the initial volume. Then shapes optimized by Tsai-Hill failure index were compared with those of the initial shapes for the various load conditions and cutouts. The following conclusions were obtained in this study (1) It was found that growth-strain method was applied efficiently to shape optimization of three dimensional cutouts in a laminated composite plate, (2) The optimal shapes on the various load conditions and cutouts were obtained, (3) The maximum Tsai-Hill failure index was reduced up to 67% when shape optimization was performed under the initial volume by volume control of growth-strain method.

• Progress in Medical Physics
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• v.17 no.1
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• pp.6-16
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• 2006

The goal of this study was to develop new indices for effectively evaluating the dose coverage and homogeneity based on the target-volume dose-volume histogram (TV-DVH) of intensity-modulated radio-therapy treatment plans. A new coverage Index and a new homogeneity index were developed by integrating a modified TV-DVH and by fitting a TV-DVH with a modified step function, respectively. The coverage index, named the l-index, indicates whether the dose coverage for the target volume is adequate based on user-defined criteria. A lower l-index indicates higher dose coverage of the tumor volume. The index for assessing dose homogeneity in a target volume, named the n-index, is more accurate than the conventional method in evaluating the dose homogeneity in a tumor volume. The baseline treatment plan for a target volume coverage and homogeneity is discussed. The proposed simple indices have been demonstrated to be effective in evaluating the dose coverage and homogeneity for TV-DVHs.

• Journal of the Korean Society of Tobacco Science
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• v.14 no.1
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• pp.48-56
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• 1992

This studies were carried out to investigate the effects of leaf loading quantity and circulating air volume during bulk curing on the variation of physical and chemical characteristics in flue-cured tobacco. The results are as follows : 1. The content of sugar in cured leaves was decreased with more circulating air volume and leaf loading quantity at bulk curing. 2. Total nitrogen and protein nitrogen were decreased with less circulating air volume and more leaf loading quantity, while amino nitrogen was increased. 3. The contents of linolenic acid and linoleic acid were increased with more leaf loading quantity and oxalic acid and citric acid had a tendency of being increased in case of high circulating air volume. 4. In general, major aromatic compounds were increased through flue-curing. Relatively high content of solanone in case of lower air volume and less leaf loading were observed, while megastig matrienone was increased when leaf loading was small. 5. The more circulation air volume with leaf loading quantity caused lowering equilibrium moisture content and higher shatter index, which resulted in poor quality of cured leaves based on quality index, nitrogen number, taste index phillips index, and sugar-nicotine ratio.

• Proceedings of the Korean Geotechical Society Conference
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• 2010.03a
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• pp.717-721
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• 2010

Soil volume conversion factors are used for estimation of an excavated the soil volume which will be removed or added in levelling the ground surface of a construction site. An accurate evaluation method will help us reduce a construction cost and time consuming. In this study, we performed the laboratory tests, including grain size measurement, water content, specific gravity, porosity, density and XRD tests, to suggest reliable soil volume conversion factors and weathering indices in field using nondestructive methods. The weathering index and soil volume conversion factor L are obtained for different types of soils. At results, the CIW index is the best method measuring the weathering index and the factor L is relative to natural porosity, void ratio, density and dry density.

• Korean Management Science Review
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• v.32 no.4
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• pp.57-67
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• 2015

It is a familiar Wall Street adage that "It takes volume to make prices move." Numerous researches have found the positive correlation between trading volume and price changes. Recent studies have documented that informed traders have strong influences on stock market prices through their trading with distinctive information power. Ever since 1992 capital market liberalization in Korea, it is said that foreign investors make consistent profits with their superior information and analytical skills. This study aims at whether we can make a profitable trading strategy by using the foreign investors' trading information. We analyse the relation between the KOSPI index returns and the foreign investors trading volume using GARCH models and VAR models. This study suggests the profitable trading strategies based on the documented relation between the foreign investors' trading volume and KOSPI index returns. We simulate the trading system with the real stock market data. The data include the daily KOSPI index returns and foreign investors' trading volume for 2001~2013. We estimate the GARCH and VAR models using 2001~2011 data and simulate the suggested trading system with the remaining out-of-sample data. Empirical results are as follows. First, we found the significant positive relation between the KOSPI index returns and contemporaneous foreign investors' trading volume. Second, we also found the positive relation between the KOSPI index returns and lagged foreign investors' trading volume. But the relation showed no statistical significance. Third, our suggested trading system showed better trading performance than B&H strategy, especially trading system 2. Our results provide good information for uninformed traders in the Korean stock market.