• The Korean Journal of Financial Management
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• v.19 no.2
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• pp.49-75
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• 2002

본 연구는 과거의 수익률에 근거한 투자전략인 반대투자 전략과 모멘팀 전략의 성과를 분석 하고 있다. 이러한 투자전략의 성과와 주식수익률의 시계열적 특성간의 관련성을 밝히고, 투자 성과를 기업고유 요인에 대한 주가의 과잉반응, 시장의 공통요인에 대한 주가의 반응, 그리고 개별주식의 평균수익률의 횡단면적 공분산에 기인한 부분으로 각각 분해하고 있다. 모멘팀 전략은 1주일 이상 6개월 정도의 포트폴리오 재구성 기간에 대하여 양의 성과를 보이고 있으며, 반대투자 전략은 3개월 이상 6개월의 정도의 기간에 대하여 유의적인 성과가 나타나고 있지만, 상승국면에서는 양의 성과가 나타나고 하락국면에서는 음의 성과가 나타나고 있다. 투자전략의 성과는 1주일 이내의 기간에 대해서는 수익률의 자기공분산에 의하여 주로 설명되며, 1개월에서 3개월 정도의 기간에 대해서는 교차공분산에 의하여 주로 설명되고, 6개월의 기간에 대해서는 개별주식 평균수익률의 횡단면적 분산에 의하여 주로 설명되고 있는 것으로 나타났다. 기간이 짧은 경우에는 투자성과가 주로 기업고유 요인에 대한 지연된 반응에 의하여 설명되며, 기간이 길어짐에 따라 주식수익률은 기업고유 요인에 대하여 과잉반응하는 것으로 나타나고 있다. 시장의 공통요인에 대해서 대체로 지연된 반응이 나타나며 기간이 길어짐에 따라 소규모기업의 주식은 시장의 공통정보에 대하여 과잉반응하는 것으로 나타났다.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.34 no.8
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• pp.71-78
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• 2006

When a tracking filter may be designed in the Cartesian coordinate, the covariance of the measurement errors varies according to the range and the bearing of an interested target. In this paper, interacting multiple model based tracking filter is formulated in the Cartesian coordinate utilizing the analytic solution of the steady state Kalman filter, which can be able to consider the variation of the measurement error covariance. 100 Monte Carlo runs performed to verify the proposed method. The performance of the proposed method is compared with the conventional fixed gain and Kalman filter based IMM tracking filter in terms of the root mean square error. The simulation results show that the proposed approach meaningfully reduces the computation time and provides a similar tracking performance in comparison with the conventional Kalman filter based IMM tracking filter.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.27 no.1
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• pp.96-99
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• 2016

Generally, bistatic clutter, contrary to the monostatic clutter, has nonlinear structure in Angle-Doppler domain due to the noncooperative motion of the transmitter and the receiver. In this paper, we first simulate the bistatic clutter structure resulting from the relative motion of the transmitter and the receiver and then analyze their relations through the bistatic clutter structure in Angle-Doppler domain. Also, we show the operation condition of the transmitter and the receiver leading to low rank of a covariance matrix of the bistatic clutter.

• Journal of Korea Society of Industrial Information Systems
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• v.12 no.4
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• pp.164-168
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• 2007

In this paper, we propose the eye detection algorithms which can apply to the Real-Time Embedded systems. To detect the eye region, the feature vectors are obtained at the first step and then, PCA(Principal Component Analysis) and amplitude projection method is applied to composite the feature vectors. In the decision state, the estimated probability density functions (PDFs) are applied by the proposed Bayesian method to detect eye region in an image from the CCD camera. The simulation results show that our proposed method has a good detection rate on the frontal face and this can be applied to the embedded system because of its small amount of the mathematical complexity.

• Journal of the Korean Data and Information Science Society
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• v.27 no.1
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• pp.101-110
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• 2016

Depression is a mental symptoms that accompany psychological symptoms such as anxiety, gloom, a sense of failure, helplessness as well as a physical symptoms that shows in the adaption process of stress. Depression may result in cognitive, emotional, and behavioral disorders in accordance with individual experience. In particular, the depression when growing lowers the concentration on studies of children and adolescents and also increases the violence and interpersonal problems causes a serious loss to individuals and society. This study analyzed the longitudinal data using mixed models to investigate how depression affects girls who experienced violence in home or at school.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.247-247
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• 2017

수문분석이 있어 정확한 강우량 추정 및 강우 자료의 품질은 매우 중요한 요소이다. 유출분석의 기본 입력 자료인 만큼 홍수유출 결과에도 큰 영향을 미치게 되는데, 현재 하나의 확정적인 값으로 제공되는 레이더 강우 자료는 추정과정에서 많은 오차 및 불확실성을 포함하고 있다. 강우 자료의 불확실성은 기상현상의 예측능력 한계로 인한 것으로 관측지점에서의 발생 가능한 다양한 강우시나리오의 범위를 나타낸다. 본 연구에서는 임의의 값을 추정하는데 있어 하나의 값이 아닌 가능한 값들의 범위를 정의하거나 확률분포를 표현할 수 있는 확률론적인 방법을 이용하여 레이더 강우 앙상블을 생성하고자 하였다. 2012년 남강댐 유역에 발생한 태풍 '산바', '볼라벤'을 대상으로 자료간 오차 공분산을 고려하여 강우 앙상블을 생성하였으며, 레이더 강우에 내포된 불확실성 정도를 정량적으로 제시하였다. 생성된 강우 앙상블은 레이더 강우의 전체적인 편의보정뿐만 아니라 지상강우의 패턴을 잘 모의하고 있는 것으로 나타났으며, 레이더에 의해 추정한 강우의 불확실성을 잘 표현하고 있는 것으로 확인되었다. 강우 앙상블 생성 방법은 발생 가능한 다양한 강우 시나리오를 제공할 수 있으며 홍수예경보와 같은 의사 결정에 유용한 정보를 제공할 수 있을 것으로 판단된다.

• Journal of the Korean Data and Information Science Society
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• v.24 no.2
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• pp.303-310
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• 2013

Forty two female students whose fat mass ratio was over 30% were participated in the experiment of fat mass loss of two treatments for 8 weeks. They kept diary for foods they ate every day, took a picture of the foods, transmitted the picture to the experimenter by the camera phone. Among those, 28 students took the picture by regular camera phone (Treatment A), and the other students used smart phone (Treatment B). Fat mass weight and its related variables had been measured repeatedly four times at an interval of two weeks during 8 weeks. It was shown from mixed model analysis of repeated measurements data that AR(1) covariance matrix was selected as the optimal covariance matrix pattern. The correlation between two successive times is highly correlated as 0.838. Based upon the AR(1) covariance matrix structure, the students using smart phones were somewhat more effective in losing fat mass weight than the students using regular camera phones. The time effect was highly significant, but the treatment-time interaction effect was insignificant. The baseline effect and total cholesterol were found to be significant, but the calories with taking foods were somewhat significant, but the waist to hip ratio was found to be insignificant.

• Journal of the Korean Data and Information Science Society
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• v.21 no.6
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• pp.1101-1108
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• 2010

This study was conducted to investigate whether whole body cryotherapy and spinal decompression have effectiveness on the pain, lumbar flexion range of motion, and global perceived effect scale in patients with lumbar disc herniation. Thirty subjects were participated in this study. And they were all randomly divided into whole body cryotherapy and spinal decompression group. To evaluate the effects of whole body cryotherapy and spinal decompression, subjects were evaluated by using visual analogue scale, lumbar flexion range of motion, and global perceived effect scale. The assessment parameters were evaluated before, after 2 weeks treatments. And we received a consent form whole body cryotherapy subjects. The results of paired t-test, independent t-test, and ANCOVA analysis of variance showed that pain, lumbar flexion range of motion, global perceived effect scale were significantly improved after than before therapy in whole body cryotherapy group. So we conclude that whole body cryotherapy has effectiveness on the pain, lumbar flexion range of motion, and global perceived effect scale in patients with lumbar disc herniation.

• Korean Journal of Social Welfare Studies
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• v.44 no.2
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• pp.387-407
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• 2013

The aim of the present study was to determine whether secondary traumatic stress and burnout of CPS workers in Korea differ, being significantly affected by different variables of each own. A two-way MANCOVA was conducted to determine the effect of trauma exposure and work-condition satisfaction on secondary traumatic stress(intrusion and avoidance) and burnout(emotional deprivation, depersonalization, personal achievement) while controlling for gender, age, and personal trauma history. Exposure to clients' traumatic material did not affect secondary traumatic stress and burnout either. Rather, it was found that both of secondary traumatic stress and burnout was significantly affected by the same independent variables(level of exposure to being threatened by violent abusers of victims and the level of workers' satisfaction of work conditions in workplace). Therefore, it was difficult to address that secondary traumatic stress and burnout have a completely different construct.

• Journal of the Korean Geophysical Society
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• v.3 no.3
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• pp.161-174
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• 2000

Bayesian inversion is a stable approach to infer the subsurface structure with the limited data from geophysical explorations. In geophysical inverse process, due to the finite and discrete characteristics of field data and modeling process, some uncertainties are inherent and therefore probabilistic approach to the geophysical inversion is required. Bayesian framework provides theoretical base for the confidency and uncertainty analysis for the inference. However, most of the Bayesian inversion require the integration process of high dimension, so massive calculations like a Monte Carlo integration is demanded to solve it. This method, though, seemed suitable to apply to the geophysical problems which have the characteristics of highly non-linearity, we are faced to meet the promptness and convenience in field process. In this study, by the Gaussian approximation for the observed data and a priori information, fast Bayesian inversion scheme is developed and applied to the model problem with electric well logging and dipole-dipole resistivity data. Each covariance matrices are induced by geostatistical method and optimization technique resulted in maximum a posteriori information. Especially a priori information is evaluated by the cross-validation technique. And the uncertainty analysis was performed to interpret the resistivity structure by simulation of a posteriori covariance matrix.