Searcharxiv⌕ Search

arXiv subjects

Okyu Kwon

Publications and source records attributed to Okyu Kwon.

12 recordsLinked to original sources
arXiv2023

Statistical properties of COVID-19 transmission intervals in Republic of Korea

A transmission interval for an infectious disease is important to understand epidemic processes in complex networks. The transmission interval is defined as a time interval between one person's infection and their infection to another person. To study statistical properties of transmission intervals, we analyze a COVID-19 dataset of confirmed cases in Republic of Korea that has been collected for two years since the confirmation of the first case on 19 January 2020. Utilizing demographic information of confirmed individuals, such as sex, age, residence location, and the nature of relation between infectors and infectees, we find that transmission intervals are rarely affected by sexes, but they tend to have larger values for the youngest and oldest age groups than other groups. We also find some metropolitan cities or provinces with relatively larger (smaller) transmission intervals than other locations. These empirical findings might help us to better understand dynamical mechanisms of epidemic processes in complex social systems.

physics.soc-ph↗
arXiv2020

Very simple statistical evidence that AlphaGo has exceeded human limits in playing GO game

Deep learning technology is making great progress in solving the challenging problems of artificial intelligence, hence machine learning based on artificial neural networks is in the spotlight again. In some areas, artificial intelligence based on deep learning is beyond human capabilities. It seemed extremely difficult for a machine to beat a human in a Go game, but AlphaGo has shown to beat a professional player in the game. By looking at the statistical distribution of the distance in which the Go stones are laid in succession, we find a clear trace that Alphago has surpassed human abilities. The AlphaGo than professional players and professional players than ordinary players shows the laying of stones in the distance becomes more frequent. In addition, AlphaGo shows a much more pronounced difference than that of ordinary players and professional players.

cs.AI↗
arXiv2009

The effect of a market factor on information flow between stocks using minimal spanning tree

We empirically investigated the effects of market factors on the information flow created from N(N-1)/2 linkage relationships among stocks. We also examined the possibility of employing the minimal spanning tree (MST) method, which is capable of reducing the number of links to N-1. We determined that market factors carry important information value regarding information flow among stocks. Moreover, the information flow among stocks evidenced time-varying properties according to the changes in market status. In particular, we noted that the information flow increased dramatically during periods of market crises. Finally, we confirmed, via the MST method, that the information flow among stocks could be assessed effectively with the reduced linkage relationships among all links between stocks from the perspective of the overall market.

q-fin.ST↗
arXiv2008

Information flow between stock indices

Using transfer entropy, we observed the strength and direction of information flow between stock indices. We uncovered that the biggest source of information flow is America. In contrast, the Asia/Pacific region the biggest is receives the most information. According to the minimum spanning tree, the GSPC is located at the focal point of the information source for world stock markets.

q-fin.ST↗
arXiv2007

Group dynamics of the Japanese market

We investigated the network structures of the Japanese stock market through the minimum spanning tree. We defined grouping coefficient to test the validity of conventional grouping by industrial categories, and found a decreasing in trend for the coefficient. This phenomenon supports the increasing external influences on the market due to the globalization. To reduce this influence, we used S&P500 index as the international market and removed its correlation with every stock. We found stronger grouping in this measurement, compared to the original analysis, which agrees with our assumption that the international market influences to the Japanese market.

q-fin.ST↗
arXiv2007

Information flow between composite stock index and individual stocks

We investigate the strength and the direction of information transfer in the U.S. stock market between the composite stock price index of stock market and prices of individual stocks using the transfer entropy. Through the directionality of the information transfer, we find that individual stocks are influenced by the index of the market.

q-fin.ST↗
arXiv2005

Grouping in the stock markets of Japan and Korea

We investigated the temporally evolving network structures of the Japanese and Korean stock markets through the minimum spanning trees composed of listed stocks. We tested the validity of conventional grouping by industrial categories, and found a common trend of decrease for Japan and Korea. This phenomenon supports the increasing external effects on the markets due to the globalization of both countries. At last the Korean market are grouped with the MSCI Korea Index, a good reference for foreigners' trading, in the early 2000s \cite{Jung2006}. In the Japanese market, this tendency is strengthened more and more by burst of the bubble in 1990's.

physics.soc-ph↗
arXiv2005

Effects of the globalization in the Korean financial markets

We study the effect of globalization on the Korean market, one of the emerging markets. Some characteristics of the Korean market are different from those of the mature market according to the latest market data, and this is due to the influence of foreign markets or investors. We concentrate on the market network structures over the past two decades with knowledge of the history of the market, and determine the globalization effect and market integration as a function of time.

physics.soc-ph↗
arXiv2005

Transfer Entropy Analysis of the Stock Market

In terms of transfer entropy, we investigated the strength and the direction of information transfer in the US stock market. Through the directionality of the information transfer, the more influential company between the correlated ones can be found and also the market leading companies are selected. Our entropy analysis shows that the companies related with energy industries such as oil, gas, and electricity influence the whole market.

physics.soc-ph↗
arXiv2005

The effect of spatially correlated noise on coherence resonance in a network of excitable cells

We study the effect of spatially correlated noise on coherence resonance (CR) in a Watts-Strogatz small-world network of Fitz Hugh-Nagumo neurons, where the noise correlation decays exponentially with distance between neurons. It is found that CR is considerably improved just by a small fraction of long-range connections for an intermediate coupling strength. For other coupling strengths, an abrupt change in CR occurs following the drastic fracture of the clustered structures in the network. Our study shows that spatially correlated noise plays a significant role in the phenomenon of CR through enforcing the clustering of the network.

cond-mat.dis-nn↗