• Journal of Gastric Cancer
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• v.24 no.3
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• pp.316-326
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• 2024

Purpose: This study was performed to assess the lifestyle-related behaviors of patients with gastric cancer (GC) and to investigate the associations between the time since GC diagnosis and these behaviors. Materials and Methods: This study included 29,478 adults (including 338 patients with GC) aged ≥ 40 years who participated in the Korea National Health and Nutrition Examination Survey 2014-2021. Multiple logistic regression analysis explored the associations between the time since GC diagnosis (patients diagnosed with GC less than 5 years ago [<5 years group] and those diagnosed with GC 5 or more than years ago [≥5 years group]) and lifestyle factors. Subgroup analyses were conducted based on age and sex. Results: The current smoking rate was not lower in the GC group than in the healthy group, regardless of time since diagnosis. Compared to the healthy controls, monthly alcohol intake was lower in the <5 years group (odds ratio [OR], 0.450; 95% confidence interval [CI], 0.275-0.736). The ≥5 years group showed a lower rate of strength training (OR, 0.548; CI, 0.359-0.838), compared with the healthy control group. Subgroup analysis focusing on the ≥5 years group revealed a significantly lower rate of strength training, particularly in patients aged ≥65 years and male patients (OR, 0.519 and 0.553; CI, 0.302-0.890 and 0.340-0.901, respectively). Conclusions: Clinicians should continue educating patients on lifestyle behavior modifications, particularly alcohol abstinence, even beyond 5 years after GC diagnosis. Education on strength training is especially important for patients ≥65 years or male patients.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1551-1559
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• 2013

In this paper, we analyze the Korean Won/Japanese 100 Yen exchange rate data based on the ARMA-GARCH model, and perform the test for detecting the parameter changes. As a test statistics, we employ the cumulative sum (CUSUM) test for ARMA-GARCH model, which is introduced by Lee and Song (2008). Our empirical analysis indicates that the KRW/JPY exchange rate series experienced several parameter changes during the period from January 2000 to December 2012, which leads to a fitting of AR-IGARCH model to the whole series.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.245-254
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• 2014

The traditional methods of simulating daily precipitation have paid little attention to the inherent dependence structure between the total precipitation amount and the precipitation frequency for a fixed period of time. To address this issue, we propose a new simulation algorithm using copula in order to incorporate the dependence into the traditional methods. The algorithm consists of two parts: First, while reflecting the observed dependence, we generate the total precipitation amount (S) and the frequency (N) during the period of interest; then we simulate the daily precipitation whose aggregation matches the pair of (N; S) generated in the first part. Our result shows that the proposed method substantially improves the traditional methods.

• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.445-452
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• 2009

Credibility models are actuarial tools to distribute premiums fairly among a heterogeneous group of policyholders. Many existing credibility models can be expressed as special cases of linear mixed effects models. In this paper we propose a nonlinear credibility regression model by reforming the linear mixed effects model through kernel machine. The proposed model can be seen as prediction method applicable in any setting where repeated measures are made for subjects with different risk levels. Experimental results are then presented which indicate the performance of the proposed estimating procedure.

• Proceedings of the Korea Information Processing Society Conference
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• 2023.11a
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• pp.335-336
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• 2023

본 연구에서는 서울시에서 시범 운영을 진행 중인 스마트쉘터를 우선으로 설치해야 하는 지역을 제안한다. 행정동별 유동 인구뿐만 아니라 교통약자, 폭염, 대기오염을 고려한 클러스터링을 통해 우선순위를 부여한 서울시 스마트쉘터 설치 지역을 제안하였고, 이를 통해 스마트쉘터를 효율적으로 설치할 수 있을 것으로 기대한다.

• The Korean Journal of Applied Statistics
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• v.22 no.1
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• pp.59-73
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• 2009

A floating-strike lookback call option gives the holder the right to buy at the lowest price of the underlying asset. Similarly, a floating-strike lookback put option gives the holder the right to sell at the highest price. This paper will propose an outside floating-strike lookback call (or put) option that gives the holder the right to buy (or sell) one underlying asset at some percentage of the lowest (or highest) price of the other underlying asset. In addition, this paper will derive explicit pricing formulas for these outside floating-strike lookback options. Sections 3 and 4 assume that the underlying assets pay no dividends. In contrast, Section 5 will derive explicit pricing formulas for these options when their underlying assets pay dividends continuously at a rate proportional to their prices. Some numerical examples will be discussed.

• Communications for Statistical Applications and Methods
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• v.25 no.2
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• pp.185-197
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• 2018

Measuring market fear is an important way of understanding fundamental economic phenomena related to financial crises. There have been several approaches to measure market fear or panic level in a financial market. Recently, herd behavior has gained its popularity as important economic phenomena explaining the fear in the financial market. In this paper, we investigate herd behavior in global stock markets with a focus on intercontinental comparison. While various risk measures are available for the detection of herd behavior in the market, we use the standardized herd behavior index in Dhaene et al. (Insurance: Mathematics and Economics, 50, 357-370, 2012b) and Lee and Ahn (Dependence Modeling, 5, 316-329, 2017) for the comparison of herd behaviors in global stock markets. A global stock market data from Morgan Stanley Capital International is used to study herd behavior especially during periods of financial crises.

• The Korean Journal of Applied Statistics
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• v.21 no.3
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• pp.485-495
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• 2008

A floating-strike lookback call option gives the holder the right to buy at the lowest price of the underlying asset. Similarly, a floating-strike lookback put option gives the holder the right to sell at the highest price. This paper will present explicit pricing formulas for these floating-strike lookback options with flexible monitoring periods. The monitoring periods of these options start at an arbitrary date and end at another arbitrary date before maturity. Sections 3 and 4 assume that the underlying assets pay no dividends. In contrast, Section 5 will derive explicit pricing formulas for these options when their underlying asset pays dividends continuously at a rate proportional to its price.

• Journal of applied mathematics & informatics
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• v.35 no.3_4
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• pp.349-369
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• 2017

In last 30 years, mathematical tangle theory is applied to molecular biology, especially to DNA topology. The recent issues and research results of this topic are reviewed in this paper. We introduce a tangle which models an enzyme-DNA complex. The studies of 2-string tangle equations related to Topoisomerase II action and site-specific recombination is discussed. And 3-string tangle analysis of Mu-DNA complex, n-string tangle analysis ($n{\geq}4$) of DNA-enzyme synaptic complexes are also discussed.

• Communications for Statistical Applications and Methods
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• v.19 no.6
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• pp.819-835
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• 2012

A floating-strike lookback call (or put) option gives the holder the right to buy (or sell) at some percentage of the lowest (or highest) price of the underlying asset. This paper will propose an outside lookback call (or put) option that gives the holder the right to buy (or sell) one underlying asset at its guaranteed floating-strike price that is some percentage times the smaller (or the greater) of a specific guaranteed amount and the lowest (or highest) price of the other underlying asset. In addition, this paper derives explicit pricing formulas for these outside lookback options. Section 3 and Section 4 assume that the underlying assets pay no dividends. In contrast, Section 5 derives explicit pricing formulas for these options when their underlying assets pay dividends continuously at a rate proportional to their prices. Some numerical examples are also discussed.