• Korean Journal of Cognitive Science
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• v.26 no.3
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• pp.279-300
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• 2015

Present research was carried out on the level of exploration to verify that good luck increases probabilistic framing effect but bad luck decrease the effect. And we organized an experiment that designed experience of luck (good luck vs. bad luck vs. control) ${\times}$ probabilistic frame (high vs. low) and observed whether people response based on probabilistic frame or not. As a result, we observed the two-way interaction where experience of good luck increased probabilistic framing effect, while experience of bad luck decreased the effect (Figure 1). We expect to see more studies of contextual framing effect besides probabilistic frame (e.g., positive vs. negative; loss related to context vs. loss irrelevant to context).

• Journal of Korea Port Economic Association
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• v.38 no.4
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• pp.13-23
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• 2022

In this study, from January 2015 to April 2020, we propose a stochastic volatility model to capture the leverage effect on daily freight yields in the dry cargo market and analyze the freight yields. Estimation involving the Bayesian Markov Chain Monte Carlo method for the leverage effect based on the negative correlation that exists between returns and volatility in stochastic volatility analysis yields similar estimates, and the statistcs indicates significant. That is, the results of the empirical analysis show that the degree of correlation between returns and volatility, and the magnitude and sign of fluctuations differ, which suggests that taking into account the leverage effect in the SV model improves the goodness of fit of the estimates. In addition to the statistical significance of the estimated model's leverage effect, the analysis by log predictive power score presents the estimated results with improved predictive power of the model considering the leveraged effect. These astatistically significant empirical results show that the stochastic volatility model considering the leverage effect is important for freight rate risk modeling in the marine industry.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1992.04b
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• pp.393-402
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• 1992

살상면적을 이용한 기존의 효과분석방법론 SQ2는 표적중심점을 조준점으로 하여 사격하는 것으로 가정하고 있다. 본 연구에서는 조준점 좌표에 관계없이 표적의 피해확률을 계산할 수 있는 효과분석방법론 MOSSE를 소개한다. MOSSE는 조준좌표에 관계없이 표적의 피해확률을 계산할 수 있다.

• The Korean Journal of Applied Statistics
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• v.35 no.4
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• pp.501-515
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• 2022

Despite the stylized statistical features of returns of financial returns such as fat-tailed distribution and leverage effect, no stochastic volatility models that can explicitly capture these features have been presented in the existing frequentist approach. we propose an approximate parameterization of stochastic volatility models that can explicitly capture the fat-tailed distribution and leverage effect of financial returns and a maximum likelihood estimation of the model using Langrock et al. (2012)'s hidden Markov model approximation in a frequentist approach. Through extensive simulation experiments and an empirical analysis, we present the statistical evidences validating the efficacy and accuracy of proposed parameterization.

• Journal of the Korean Chemical Society
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• v.47 no.2
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• pp.165-174
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• 2003

The purposes of this study were to investigate the correlation between the cognitive level and the probabilistic thinking level and to analyze the effects of the probability activities in Thinking Science (TS) program on the development of probabilistic thinking. The 219 7th grade students were sampled in the middle school and were divided into an experimental group and a control group. The probability activities in TS program were implemented to the experimental group, while only normal curriculum was conducted in the control group. The results of this study showed that most of 7th grade students were in the concrete operational stage and used both subjective and quantitative strategy simultaneously in probability problem solving. It was also found that the higher the cognitive level of the students, the higher the probabilistic thinking level of them. The sample space and the probability of an event in the constructs of probability were first developed as compared to the probability comparisons and the conditional probability. The probability activities encouraged the students to use quantitative strategy in probability problem solving and to recognize probability of an event. Especially, the effectiveness was relatively higher for the students in the mid concrete operational stage than those in any other stage.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.41 no.8
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• pp.619-624
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• 2013

To predict the probabilistic service life, statistical factors should be included to consider the uncertainty of parameters. Generally the probabilistic analysis is one of the common methods to account the uncertainty of parameters on the structural failure. In order to apply probabilistic analysis on the deterministic life analysis, it would be necessary to introduce Probability of Failure(PoF) and conduct risk assessment. In this work, we have studied probabilistic risk assessment of aircraft structures by using PoF approach. To achieve this goal, the Bayesian method was utilized to model PoF estimation since this method is known as the proper method to express the uncertainty of parameters. A series of proof tests were also conducted in order to verify the result of PoF estimation. The results from this efforts showed that the PoF estimation model can calculate quantitatively the value of PoF. Furthermore effectiveness of risk assessment approach for the aircraft structures was also demonstrated.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.745-753
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• 2014

Parrondo paradox is the counter-intuitive situation where individually losing games can combine to win or individually winning games can combine to lose. In this paper, we compare the history-dependent Parrondo games and the space-dependent Parrondo games played cooperatively by the multiple players. We show that there is a probability region where the history-dependent Parrondo game is a losing game whereas the space-dependent Parrondo game is a winning game.

• Journal of the Korea Society for Simulation
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• v.30 no.2
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• pp.23-31
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• 2021

Defense M&S(Modeling & Simulation) requires weapon effectiveness index which indicates Ph(Probability of hit) and Pk(Probability of kill) values on various impact and environmental conditions. The index is usually produced by JMEM(Joint Munition Effectiveness Manual) development process, which calculates Pk based on the impact condition and circular error probable. This approach requires experts to manually adjust the index to consider the environmental factors such as terrain, atmosphere, and obstacles. To reduce expert's involvement, this paper proposes a meta-model based method to produce weapon effectiveness index. The method considers the effects of environmental factors during calculating a munition's trajectory by utilizing high-resolution weapon system models. Based on the result of Monte-Carlo simulation, logistic regression model and Gaussian Process Regression(GPR) model is respectively developed to predict Ph and Pk values of unobserved conditions. The suggested method will help M&S users to produce weapon effectiveness index more efficiently.

• The Journal of the Acoustical Society of Korea
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• v.17 no.8
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• pp.25-33
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• 1998

본 논문에서는 한 쌍의 센서를 이용하여 미지의 수중 음향 신호의 시간지연의 차 (Time Delay Difference)를 추정하고 탐지하는 알고리즘을 다루고 있다. 전형적인 시간지연 차의 최적화 추정 기법은 두 신호의 상관관계(Cross Correlation)에 의한 ML(Maximum likelihood)추정으로 구할 수 있지만, 실제 수중 음향 환경 하에서 시간 지연뿐만 아니라 표 적의 이동에 의하여 발생하는 도플러 효과로 신호의 주파수도 변하게 된다. 이러한 신호 주 파수의 올바른 고려 없이 단순히 두 신호의 시간지연만을 추정하는 방법은 불가피한 에러를 생성하게 된다. 본 논문에서는 시시각각 변하는 시간지연의 차를 구하기 위한 준 최적화 기 법인 확률분포 함수의 Recursive Filter에 시간 지연 차와 도플러효과의 2차원 확률분포 함 수를 적용한 추정 알고리즘을 제안한다. 관측된 신호의 리샘플링(Resampling)을 통하여 도 플러 효과를 보상한 후 2차원 Conditional likelihood를 구하고 Projection과 Correction 과정 을 통하여 시간지연과 도플러 효과에 대한 사후확률을 구한다. 그리고 이러한 알고리즘을 가상 시나리오에 대한 모의실험을 통하여 평가한다.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.20 no.6
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• pp.544-550
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• 2009

To analyze the threat decision performance of MWR(Missile Warning Radar) give analysis on condition that we decide the effective threat using the POC(Probability of Over Countermeasure)/PUC(Probability of Under Countermeasure). Thus, we execute the simulation using the Monte-Carlo method to analyze effect, but the execution time of simulation took longer than we expected. In this paper, the effect analysis is proposed using the probability model to reduce the execution time of simulation. We present the setting method of parameter for probability model and the effect analysis result of MWR using the simulation. Also, we present the comparison result of simulation execution time for Monte-Carlo and probability model.