Ki-Ho Chang

MULTIFRACTAL BEHAVIORS IN FOREIGN EXCHANGE MARKETS

A two-phase phenomenon in three financial exchange prices is studied. To understand the underlying mechanism for the formation of market prices, we perform the multifractal analysis and the detrended fluctuation analysis in terms of time series of market prices. We also examine higher order temporal correlations for the market price. Although the multifractal properties of market prices are obtained, it cannot be reproduced the binomial multiplicative process through that was used to understand fully developed turbulence.

DYNAMICAL ANALYSES USING VISIBILITIES IN FINANCIAL MARKETS

In this paper, the network metrics are studied in a time series of the KOSPI and the KOSDAQ indices converting by the visibility graph algorithm. The degree distributions for the KOSPI and the KOSDAQ are proportional to a power law rather than the Poisson distribution. Since we mainly simulate and analyze the network metrics from the nodes and its links, our result cannot be found unambiguously to have universal and characteristic properties of statistical quantities via financial networks. Particularly, these topological properties may improve by implementing the statistical method and its technique from altered data of financial networks.

Characteristics of Precipitable Water Vapor and Liquid Water Path by Microwave Radiometer

Based on the observation of the microwave radiometers at Cheongju, Hapcheon and Daegwallyeong in Korea, the precipitable water vapor and liquid water path have been analyzed for spatio-temporal characteristics. The observed datas have been validated by comparing precipitable water vapor between the microwave radiometer and the radiosonde near the sites. It resulted in the correlation coefficient of more than 0.8 in all three sites. For three regions, the precipitable water vapor shows similar seasonal variation and diurnal cycle, and that amount of precipitable water vapor increases from around 1000 LST and has a maximum value at 1900 LST. On the other hand, the liquid water path of microwave radiometer has regional differences for its seasonal variation, which seems to be caused by the geographical characteristics including the frequent fog and clouds in Daegwallyeong, a high mountain region (834 m from sea level), almost flat land in Chengju, and Sobaek Mountains in Hapcheon that blocks the westerly clouds.

Reaction-Diffusion Processes on Small-World Networks

In the past decades, several papers have been devoted to the theoretical and numerical investigation on the reactant segregation phenomena in anomalous kinetics. An important contribution to this field of research has been given by Ovchinnikov and Zeldovich, who developed the segregation phenomenon. It is well known that the binary reaction has primarily been investigated on the process of ternary reactions and many phenomena in nature. Until now, the segregation of reactants has been investigated a reaction–diffusion process based on assumption that the scaling form for Aþ B ! C has almost been verified by the computer simulation and the experiment. Cornell et al. have argued the diffusion-limited reaction nAþ mB ! C for both homogeneous and inhomogeneous conditions under initially separated reactants. They have discussed that the global reaction rate decreases as t 1=2 in long time limit, independent of n and m, and that the upper critical dimension is dc 1⁄4 2 for the reaction–diffusion process. Recently, Zumofen et al. have studied mainly the particle density and the pair correlation function on the two-particles reaction process. Particularly, they found that the particle density is distributed as PðnÞ n 1 , n > 0, 1 dc, and that the critical dimension dc 1⁄4 2 for Aþ A and 4 for Aþ B. Next the Aþ B ! 0 process on a regular network is introduced for Levy walks using the reaction–diffusion equation,

Decay Process for Three-Species Reaction-Diffusion System

We propose the deterministic rate equation of three-species in the reaction - diffusion system. For this case, our purpose is to carry out the decay process in our three-species reaction-diffusion model of the form

A possible relationship between East Indian Ocean SST and tropical cyclone affecting Korea

A+B+C\to D

Assessment of Radar AWS Rainrate for Streamflow Simulation on Ungauged Basin

. The particle density and the global reaction rate are also shown analytically and numerically on a two-dimensional square lattice with the periodic boundary conditions. Especially, the crossover of the global reaction rate is discussed in both early-time and long-time regimes.

Reaction-diffusion processes on scale-free networks

Abstract In this study, a strong negative correlation was found between East Indian Ocean (EIO) SST and frequency of summertime tropical cyclone (TC) affecting Korea. For the Warm EIO SST years, the TCs mostly occurred in the southwestern region of tropical and subtropical western Pacific, and migrated west toward the southern coast of China and Indochinese peninsula through the South China Sea. This is because the anomalous easterlies, induced by the development of anomalous anticyclone (weakening of monsoon trough) from the tropical central Pacific to the southern coast of China, served as the steering flows for the westward migration of TCs. In contrast, for the cold EIO SST years, the TCs mostly occurred in the northeastern region of tropical and subtropical western Pacific and migrated toward Korea and Japan located in the mid-latitudes of East Asia through the East China Sea. This is because the northeastward retreat of western North Pacific subtropical high was more distinct for the cold EIO SST years compared to the warm EIO SST years. Therefore, the TCs of warm EIO SST years weakened or dissipated shortly due to the effect of geographical features as they land on the southern coast of China and Indochinese peninsula, whereas the TCs of cold EIO SST years had stronger intensity than the TCs of warm EIO SST years as sufficient energy is supplied from the ocean while moving toward Korea and Japan.

Multiple Linear Regression Model for Prediction of Summer Tropical Cyclone Genesis Frequency over the Western North Pacific

The objective of this study is to assess the availability of streamflow simulation using Radar-AWS Rain rate (RAR) data which is produced by KMA on real-time. Chuncheon dam upstream basin is selected as study area and total area is 4859.73 . Mean Areal Precipitation (MAP) using AWS and RAR are calculated on 5 subbasin. The correlationship of hourly MAPs between AWS and RAR is weak on ungauged subbasins but that is relatively high on gauged ones. We evaluated the simulated discharge using the MAPs derived from two data types during flood season from 2006 to 2009. The simulated discharges using AWS on Chuncheon dam (gauged basin) are well fitted with measured ones. In some cases, however, discharges using AWS on Hwacheon dam and Pyeonghwa dam with some ungauged subbasins are overestimated on the other hand, ones using RAR in the same case are well fitted with measured ones. The hourly RAR data is useful for the real-time river forecast on the ungauged basin in view of the results.

MULTIFRACTAL MEASURES ON SMALL-WORLD NETWORKS

Recently there has been considerable interest in the theoretical and numerical investigation on the reaction segregation phenomena in physics, chemistry, biology, and chemical engineering. It is well known that the binary reaction has been investigated numerically and experimentally on many phenomena. Ovchinnikov and Zeldovich have played an important role to develop a research of segregation phenomenon. The early time behavior for reaction-diffusion process investigated by Taitelbaum et al. shows that both the global reaction rate and the reaction front grow as t at very early times. Cornell et al. studied theoretically the generalized and more complicated nAþ mB ! C reactions under initially separated reactant conditions. Zumofen et al. studied the breakdown phenomena of Ovchinnikov–Zeldovich segregation in the Aþ B ! 0 reaction under Levy mixing which is responsible to anomalous diffusion. They found that the segregation disappear in d 1⁄4 3 dimensions for 0 and 1 < < 2. Yen et al. studied the early time scaling in the ternary reaction-diffusion system with initially separated reactants. On the other hand, the phenomena of small-world and scale-free networks are really shown to be different from the dynamical behavior of the regular lattice system. It is really of fundamental importance to discuss the numerical and analytical result of scale-free network models compared with that of regular and small-world network models. The bimolecular chemical reaction in scale-free networks was studied for the generation of the depletion zone and the segregation of the reactants, and it was found that the reaction-diffusion processes in scale-free networks are different in their nature compared to regular lattice models, due to the small diameter of networks and the existence of hubs. Similarly, Catanzaro et al. have found that the inverse particle density scales linearly as 1= ðtÞ t. From this result, the inverse particle density in an uncorrelated scale-free network is shown to cross over to a linear behavior. Gallos and Argyrakis have also discussed the reaction-diffusion process of two species on the scale-free network between the correlated and the uncorrelated configuration models, and they especially revealed that the two models are identical when 1⁄4 3:0. Our group has studied analytic and numerical model of Aþ Bþ C ! D based on the regular lattice and small world networks, and the global reaction rate has analytically been derived before and after the crossover in the system of Aþ Bþ C ! D. We obtained that the chemical reaction of three species of reactants occurs equivalently in both regular and small-world networks at early time regime, but the decay process on small-world network proceeds slightly faster than in the case of the regular network at long-time regime. The aim of this paper is to examine the result in the annihilation process of three species on Barabasi–Albert (BA) scale-free networks. Classically, the the particle density ðtÞ of the surviving particles in the reactions of Aþ A ! 0 and Aþ B ! 0 type on a d-dimensional regular lattice scales as