Impact of activeness in internet stock message boards on the relations between trading volume and stock prices

학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2022.8,[iii, 49 p. :]본 연구는 국내 주식시장에서 각 주식의 온라인 주식토론방의 활성도가 주가와 거래량 사이의 관계에 미치는 영향을 분석하였다. 해당 연구에 앞서 과거의 거래량을 통해 모멘텀의 지속 및 반전을 예측할 수 있음을 증명했다. 그러한 사실로부터 모멘텀의 순환구조를 이해할 수 있으며 모멘텀의 지속 또는 반전을 예측함으로써 모멘텀 초기 및 후기결합 전략을 사용하는 차익전략을 구축해 시장수익률을 뛰어넘을 수 있다. 분석결과, 온라인 주식토론방이 활성화된 주식집단에서는 거래량 효과(volume effect)가 확인되나, 토론방이 비활성화된 투자자 관심이 낮은 주식집단에서는 거래량과 주가 모멘텀 사이의 유의한 관계를 찾을 수 없다.한국과학기술원 :금융공학프로그램

Genetic influences on the level of triglyceride-rich lipoprotein remnants

학위논문(박사)--서울대학교 대학원 :의학과 임상병리학전공,1999.Docto

Dynamic Material Characteristics of Superalloy INCONEL 718 with the Variation of Strain Rates

INCONEL 718, nickel based superalloy, has good formability, high strength, excellent corrosion resistance and mechanical properties at high temperature. Owing to theses attractive properties, it finds use in applications such as combustion system, turbine engines and nuclear reactors. In such applications, components are typically required to be tolerant of high stress impact loading. This may cause material degradation and lead to catastrophic failure during service operation. In order to design optimal structural parts made of INCONEL 718, accurate understanding of material's mechanical properties, dynamic behavior and fracture characteristic as a function of strain rates are required. This paper concerned with the dynamic material properties of the INCONEL 718 for the various strain rates. The dynamic response of the INCONEL 718 at intermediate strain rate is obtained from the high speed tensile test machine test and at the high strain rate is from the split Hopkinson pressure bar test. Based on the experimental results, the effects of strain rate on dynamic flow stress, work hardening characteristics, strain rate sensitivity and elongation to the failure are evaluated. Experimental results from both quasi-static and high strain rate up to the 5000/sec are interpolated in order to construct the Johnson-Cook model as the constitutive relation that should be applied to simulate and design the structural parts made of INCONEL 718

Finite Element Analysis of the Room Temperature Nanoimprint Lithography Process with Rate-Dependent Plasticity

Nanoimprint lithography (NIL) process at room temperature has been newly proposed in recent years to overcome the shape accuracy and sticking problem induced in a conventional NIL process. Success of the room temperature NIL relies on the accurate understand of the mechanical behavior of the polymer. Since a conventional NIL process has to heat a polymer above the glass transition temperature to deform the physical shape of the polymer with a mold pattern, viscoelastic property of polymer have major effect on the NIL process. However, rate dependent behavior of polymer is important in the room temperature NIL process because a mold with engraved patterns is rapidly pressed onto a substrate coated with the polymer by the hydraulic equipment. In this paper, finite element analysis of the room temperature NIL process is performed with considering the strain rate dependent behavior of the polymer. The analyses with the variation of imprinting speed and imprinting pattern are carried out in order to investigate the effect of such process parameters on the room temperature NIL process. The analyses results show that the deformed shape and imprint force is quite different with the variation of punch speed because the dynamic behavior of the polymer is considered with the rate dependent plasticity model. The results provide a guideline for the determination of process conditions in the room temperature NIL process

Dynamic Material Test of Sinter-Forged Cu-Cr Alloy and Application to the Impact Characteristics of Vacuum Interrupter

Vacuum interrupters in order to be used in various switch-gear components such as circuit breakers, distribution switches, contactors, etc. spread the arc uniformly over the surface of the contacts. The electrodes of vacuum interrupters are made of sinter-forged Cu-Cr materials for good electrical and mechanical characteristics. Since the closing velocity is 1-2m/s and impact deformation of the electrode depends on the strain rate at that velocity, the dynamic behavior of the sinter-forged Cu-Cr is a key to investigate the impact characteristics of the electrodes. The dynamic response of the material at intermediate strain rate is obtained from the high speed tensile test machine test and at the high strain rate is obtained from the split Hopkinson pressure bar test. Experimental results from both quasi-static and dynamic compressive tests are interpolated to construct the Johnson-Cook model as the constitutive relation that should be applied to simulation of the dynamic behavior of the electrodes. The impact characteristics of a vacuum interrupter are investigated with computer simulations by changing the amount of chromium content

Fracture analysis of spot-welds with an edge crack using 2-D hybrid special finite element

In the present paper, a novel systematic method using the 2-D hybrid special finite elements containing an edge crack is employed to study the fracture behaviors of laser beam spot-welds in automotive structures. 2-D hybrid special finite elements each containing an edge crack can assure the high precision especially in the vicinity of crack tips and give a better description of its singularity with only one hybrid element surrounding one crack. Therefore, the numerical modeling of the laser beam spot-welds can be greatly simplified. Some numerical examples are provided to demonstrate the validity and versatility of the proposed method. All the lap-shear, lap-tension and angle clip specimens are analyzed and some useful fracture parameters (such as stress intensity factors, the initial direction of crack growth) are obtained simultaneously

Application of the CAE process for the Determination of Parameters in the Stamping Process of an Auto-Body Member

This paper is concerned with the parameter determination for the tool design in the stamping process of the complicated auto-body member. The indicators of failure selected in this paper are wrinkling, the amount of springback and the development of the excess metal. Important process parameters are determined from the stamping analysis of the front side member inner changing the design parameters such as blank size, the draw-bead and the forming shape

Springback Analysis of the Front Side Menber with Advanced High Strength Steel

Springback is a common phenomenon in sheet metal forming, caused by the elastic recovery of the internal stresses after removal of the tooling. Recently, advanced high strength steels (AHSS) such as TRIP and DP are finding acceptance in the automotive industry because their superior strength to weight ratio can lead to improved fuel efficiency and assessed crashworthiness of vehicles. The major troubles of the automotive structural members stamped with high strength steel sheets are the tendency of the large amount of springback due to the high yield strength and the tensile strength. The amount of springback is mainly influenced by the type of the yield function and anisotropic model induced by rolling. The discrepancy of the deep drawn product comparing the data of from the product design induced by springback must be compensated at the tool design stage in order to guarantee its function and assembly with other parts. The methodology of compensation of the low shape accuracy induced by large amount of springback is developed by the expert engineer in the industry. Recently, the numerical analysis is introduced in order to predict the amount of springback and to improve the shape accuracy prior to tryout stage of press working. In this paper, the tendency of springback is evaluated with respect to the blank material. The stamping process is analyzed fur the front side member formed with AHSS sheets such as TRIP60 and DP60. The analysis procedure fully covers the binderwrap, stamping, trimming and springback process with the commercial elasto-plastic finite element code LS-DYNA3D