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816 results on '"Kim, Doo-Hwan"'

3. Estimation of Infection Rate and Prediction of Initial Infected Individuals of COVID-19

Author

Chae, Seo Yoon, Lee, Kyoung-Eun, Lee, Hyun Min, Jun, Nam, Le, Quang Ahn, Mafwele, Biseko Juma, Lee, Tae Ho, Kim, Doo Hwan, and Lee, Jae Woo

Subjects
Quantitative Biology - Populations and Evolution, Nonlinear Sciences - Adaptation and Self-Organizing Systems, Physics - Physics and Society
Abstract

We consider the pandemic spreading of COVID-19 for some selected countries after the outbreak of the coronavirus in Wuhan City, China. We estimated the infection rate and the initial infected individuals of COVID-19 by using the officially reported data at the early stage of the epidemic for the susceptible (S), infectable (I), quarantined (Q), and the cofirmed recovered (Rk) population model, so called SIQRk model. In the reported data we know the quarantined cases and the recovered cases. We can not know the recovered cases from the asymptomatic cases. In the SIQRk model we can estimated the model parameters and the initial infecting cases (confirmed ans asymtomatic cases) from the data fits. We obtained the infection rate in the range between 0.233 and 0.462, the basic reproduction number Ro in the range between 1.8 and 3.5, and the initial number of infected individuals in the range betwee 10 and 8409 for some selected countries. By using fitting parameters we estimated the maximum time of the infection for Germany when the government are performing the quarantine policy. The disease is undergoing to the calm state about six months after first patients were identified., Comment: 12 pages, 2 figures

Published
2020

12. Correlation and Network Topologies in Global and Local Stock Indices

Author

Nobi, Ashadun, Lee, Sungmin, Kim, Doo Hwan, and Lee, Jae Woo

Subjects
Quantitative Finance - Statistical Finance, Physics - Physics and Society
Abstract

This study examined how the correlation and network structure of 30 global indices and 145 local Korean indices belonging to the KOSPI 200 have changed during the 13-year period, 2000-2012. The correlations among the indices were calculated. The results showed that although the average correlations of the global indices increased with time, the local indices showed a decreasing trend except for drastic changes during crises. The average correlation of the local indices exceeded the global indices during the crises from 2000-2002, implying a strong correlation structure among the local indices during this period due to the detrimental effect of the dot-com bubble. The threshold networks (TN) were constructed in the observation time window by assigning a threshold value and determining the network topologies. A significant change in the network topologies was observed due to the financial crises in both markets. The Jaccard similarities were also determined using the common links of TNs. The TNs of the financial network were not consistent with the evolution of the time, and the successive TNs of the global indices were more similar than those of the successive local indices. Finally, the Jaccard similarities identified the change in the market state due to a crisis in both markets., Comment: 11 pages,4 figures

Published
2014
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