• 재무관리연구
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• 제26권1호
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• pp.189-220
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• 2009

본 연구는 약형 EMH에 대한 반론으로 제기되어 왔던 모멘텀전략과 반대전략의 우월성에 대하여 검정하였다. 모멘텀전략과 반대전략이 우월한 전략이라면 이는 약형 EMH에 대한 중대한 비판이 된다. 하지만 몬테카를로 시뮬레이션 결과에 따르면 기존의 검정방법은 유의수준왜곡이라는 오류를 갖고 있는 것으로 나타났다. 이에 본 연구는 데이터 스누핑 편의를 해결하는 것으로 알려진 White (2000)의 사실성 체크검정을 이용하여 모멘텀전략과 반대전략의 우월성을 검정하였다. 검정결과는 다음과 같다. 종합주가지수에 대한 정액정기매입전략을 벤치마크 포트폴리오로 정하였을 때 평균수익률을 이용하면 모멘텀전략 중 최선의 전략은 벤치마크 포트폴리오보다 우월한 것으로 나타났다. 하지만 위험을 고려한 성과측정치인 샤프비율을 이용할 경우 모멘텀전략과 반대전략 중 최선의 전략은 우월한 전략이라고 볼 수 없었다. 따라서 위험을 고려한다면 모멘텀전략과 반대전략의 우월성을 근거로 약형 EMH를 기각할 수는 없다.

• 디지털콘텐츠학회 논문지
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• 제10권2호
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• pp.269-278
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• 2009

본 연구는 학교 현장에 보급되고 있는 디지털교과서를 활용한 학습에서 디지털교과서가 학습자들에게 어떠한 만족도를 갖고 활용되고 있는지를 유비쿼터스 학습특성의 관점에서 살펴보고, 학습자의 컴퓨터 자기효능감과 디지털교과서의 활용도가 어떠한 조절적 작용을 하고 있는지를 검증해 봄으로써 디지털교과서의 콘텐츠와 시스템 개발에 지침을 제공하고자 하였다. 연구방법은 SPSS win13.0 프로그램으로 실증분석을 위한 기술통계, Cronbach's $\alpha$ 계수 산출과 상관분석을 하였고, 가설검증을 위해서는 조절회귀분석(MMR)을 실시하였다. 연구가설의 검증을 통해 나타난 결과는 다음과 같다. 첫째, 유비쿼터스 학습특성은 디지털교과서 학습만족도에 직접적인 영향력을 가지는 것으로 나타났다. 둘째, 유비쿼터스 학습특성이 디지털교과서 학습만족도에 긍정적인 영향력을 줄 때 컴퓨터 자기효능감과 디지털교과서 활용도가 유비쿼터스 학습특성과 각각 상호작용을 하여 조절 효과를 가지는 것으로 밝혀졌다. 이러한 결과들은 통계적으로 유의미한 결과로서 나타났다.

• 초등상담연구
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• 제4권1호
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• pp.85-98
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• 2005

This study aimed at examining an effect of a group art treatment program on isolated children's self-concept and adaptation to the school life in an elementary school. To achieve this goal, the two hypotheses were made. Hypothesis 1. Children in the experimental group that participated in the group art treatment program will show more improvement in self-concept than those in the control group. Hypothesis 2. Children in the experimental group that participated in the group art treatment program will show more improvement in the ability to adapt themselves to the school life than those in the control group. To test the hypotheses, the socio-emotional isolation test developed by Heo Seung-hi (1993) was carried out with 120 third-graders at K elementary school in Busan; then, 24 isolated children (12 boys and 12 girls) at the upper 25 percent level were randomly sampled and assigned to each of experimental and control groups. The five-stage art treatment program as a reconstruction of the prior study to meet the goal of this study was provided to children in the experimental group at the researcher's classroom after school for 13 sessions, two sessions per week. The self-concept test manufactured by Song In-seop (1996), the school life adaptation test developed by Lee Yeong-seon (1997), and the experimental group's school life drawing (KSD) were used to test an effect of the program. For data analysis, two methods, a quantitative analysis of two tests and a qualitative analysis of KSD, were used. The findings were as follows: After implementing the art treatment program with the experimental group, there was significant improvement in all areas. This study concluded that if a group art treatment program is applied to elementary school practice, it will help isolated children improve their self-concept and ability to adapt themselves to the school life.

• 초등상담연구
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• 제4권1호
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• pp.123-150
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• 2005

The purpose of this study was to examine the effects of self-regulated learning program on the underachiever's academic achievement and academic self-concept. To achieve the purpose of study the research hypotheses were as follows : Hypothesis 1 : There will be significant differences in the improvement of academic achievement between the experimental group and the control group. Hypothesis 2 : There will be significant differences in the improvement of academic self-concept between the experimental group and the control group. To verify these hypotheses, 32 underachievers were selected from sixth grade students of 'D' elementary school located in Seoul. 16 students were allocated to the experimental group and 16 students were allocated to the control group. The experimental group trained with self-regulated learning program for 10 times(The length of each section was 60 minutes). The self-regulated learning program in this study was based on program by Kim. Yong-Soo(1998), The measurement instruments of the study were mathematics achievement test paper and academic self-concept test. To find out the difference, Pretest-posttest control design was used. Mean and standard deviations obtained from these tests were analysed with t-test. The major findings obtained through this study are as follows : First, self-regulated learning program was effective in improvement of academic achievement (p<.05). Second, self-regulated learning Program was not effective in improvement of academic self-concept. However, the experimental group showed significant improvement(p<.01) at academic self-concept and sub academic self-concepts (ability, achievement) in the data of pre-post test. it can be suggested that this program had positive influence on underachievers. Although it has some limitations, self-regulated learning program is effective to academic achievement and academic self-concept of underachievers, even though not significant, it has a positive t.

• 국제지역연구
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• 제14권3호
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• pp.246-263
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• 2010

본 연구에서는 2000년 이후 미국의 주택가격과 물가의 장기적 관계가 어떻게 변화하고 있는지를 분석하였다. 분석 모형은 벡터오차수정모형(VECM)을 이용하였으며, 모형을 통해 공적분 검정과 장기균형식 추정 그리고 그랜저 인과검정을 실시하였다. 데이터 기간은 1975년 1분기부터 2010년 2분기까지이며, 모형 추정 및 검정 기간의 최종 시점을 2000년 1분기부터 한 분기씩 늘려나가는 축차적(recursive) 방식을 택하였다. 실증 분석 결과는 다음과 같다. 첫째, 서브 프라임 모기지 사태 이전의 주택가격이 급등했던 시기에도 주택가격과 물가는 안정적인 장기균형관계를 유지하였다. 둘째, 주택가격과 물가의 장기 균형 관계가 2007년 이후 상당한 변화를 보였으며, 장기균형 이탈에 대한 주택가격변수의 조정 계수도 이론적인 부호와는 반대로 나타나고 있다. 이러한 결과는 2007년 이후의 주택 가격 하락이 물가와 주택가격의 안정적인 장기균형의 회복을 위한 주택가격 자체의 조정이라고 보기는 어렵다는 것을 시사한다. 셋째, 그랜저 인과검정 결과 10% 유의수준 하에서 물가가 주택가격을 그랜저-코즈 하는 것으로 나타났으며, 주택가격이 물가를 그랜저-코즈 하는가에 대한 검정은 기각되었다.

• 응용통계연구
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• 제32권1호
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• pp.1-13
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• 2019

최근에 제안된 심리스(seamless) 제 2상/제 3상 임상시험 디자인은 기존의 임상시험 디자인들과 비교하여 피험자수를 줄일 수 있을 뿐만 아니라 임상 개발 시간을 단축시킬 수 있다는 장점을 가지고 있어 임상시험연구자들의 많은 관심을 끌고 있다. 또한 제 3상 시험을 단독으로 진행 하였을 때보다 더 높은 검정력을 가질 수 있으므로 임상시험에서 매우 효율적이라 말할 수 있다. 본 논문에서는 제 2상에서 최고효과 용량군을 선정하기 위한 여러 가지 다중가설 검정방법들을 제시하고 제 2상에서 최고효과 용량군을 선정한 후에 제 2상과 제 3상을 결합하는 여러 가지 유의확률 결합검정방법들을 제시하였다. 또한 모의실험을 통해서 심리스 제 2상/제 3상 임상설계가 적용되었을 때 여러 가지 방법들을 비교함으로써, 제 2상/제 3상 표본의 크기 조합이나 분산의 크기가 다른 여러 가지 상황에서 가장 적절한 방법을 선택하는 가이드라인을 제시하고자 한다.

• 대한토목학회논문집
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• 제40권6호
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• pp.633-641
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• 2020

단지형 주거지 개발은 공동체 의식 촉진과 편의성 확보 등의 장점이 있지만, 폐쇄성이란 단점이 있다. 특히 1,000세대 이상의 대규모 아파트단지는 출입구에 입주민 전용 출입 시스템을 설치하는 등 물리적으로 단절된 형태들이 도시 공간을 더욱 폐쇄적으로 만들고 있다. 그러나 폐쇄적인 도시 공간은 소득·인종 등의 사회적 계층의 분화와 주거지 분리를 야기한다. 따라서 대규모 아파트단지가 주거지 분리와 관련 있다는 연구 가설을 제시한다. 가설 검정을 위해 먼저, 상이지수와 델타지수로 국내 광역시 주거지 격리의 추이를 살펴본다. 그 후, 주거지 분리와 대규모 아파트 단지와의 상관관계는 스피어만 상관분석으로 진행한다.

• International journal of advanced smart convergence
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• 제12권1호
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• pp.18-30
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• 2023

We compared empirically the forecast accuracies of the LSTM model, and the ARIMA model. ARIMA model used auto.arima function. Data used in the model is 100 days. We compared with the forecast results for 50 days. We collected the stock closing prices of the top 4 companies by market capitalization in Korea such as "Samsung Electronics", and "LG Energy", "SK Hynix", "Samsung Bio". The collection period is from June 17, 2022, to January 20, 2023. The paired t-test is used to compare the accuracy of forecasts by the two methods because conditions are same. The null hypothesis that the accuracy of the two methods for the four stock closing prices were the same were rejected at the significance level of 5%. Graphs and boxplots confirmed the results of the hypothesis tests. The accuracies of ARIMA are higher than those of LSTM for four cases. For closing stock price of Samsung Electronics, the mean difference of error between ARIMA and LSTM is -370.11, which is 0.618% of the average of the closing stock price. For closing stock price of LG Energy, the mean difference is -4143.298 which is 0.809% of the average of the closing stock price. For closing stock price of SK Hynix, the mean difference is -830.7269 which is 1.00% of the average of the closing stock price. For closing stock price of Samsung Bio, the mean difference is -4143.298 which is 0.809% of the average of the closing stock price. The auto.arima function was used to find the ARIMA model, but other methods are worth considering in future studies. And more efforts are needed to find parameters that provide an optimal model in LSTM.

• 유통과학연구
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• 제14권6호
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• pp.75-80
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• 2016

Purpose - A growing demand for sustainability reporting has placed pressure on firms with non-financial information that affects firm valuation, growth, and development. In particular, a number of researchers have investigated various topics in Corporate Social Responsibility (CSR), non-financial information. Prior studies suggest that CSR may affect corporate outcomes like corporate reporting, financial performance, and disclosures. However, the results from prior studies are not clear whether CSR affects corporate outcomes. This is partially due to the measurement issues with CSR. In this study, we examine whether CSR affects the quality of corporate reporting, one of the popular measures in corporate outcomes. We find an evidence that CSR positively affects the quality of corporate reporting. Research design, data, and methodology - In this study, we collected a unique dataset of CSR from MSCI. Total 169 firms listed in the Korean Stock Exchange from 2011 to 2014 were collected and analysed with the detailed CSR reports. Using a correlation test, we found a weak association between CSR and the quality of corporate reporting. However, the regression tests provided a strong relationship between CSR and the quality of corporate reporting after controlling for other variables that may affect the quality of corporate reporting. Additionally, we calculated the t-statistics based on heteroskedaticity-consistent standard errors (White, 1980). Results - Before we run the regression test, we sort the measures of the two dependent variables into each rating of CSR (from AAA to CCC). The results indicate that the quality of corporate reporting measured by discretionary accruals and performance-matched discretionary accruals monotonically decrease as the CSR ratings increase. This supports our hypothesis. In the regression tests, the coefficient on MJDA (PMDA) is -0.183 (-0.173) and significant at the 5% level. We can interpret the results as CSR affecting the quality of corporate reporting in positive ways. Other coefficients on control variables are consistent with prior studies. For example, the coefficients on both LOSS and LEV are positive and significant at conventional level, meaning that firms with financial difficulty may harm their quality of corporate reporting. Conclusion - We found an evidence that CSR is positively associated with the quality of corporate reporting. This study contributes to the literature in various ways. First, this study extends the line of CSR research by providing additional evidence in the setting of ethical behaviors by managements. This is consistent with the hypothesis and supports the results of prior studies. Second, to the best of my knowledge, this is the first study using the MSCI CSR ratings. In contrast with prior studies using different measures of CSR, the MSCI CSR ratings allow us to provide in-depth analysis. Third, the additional measure of dependent variable (PMDA) allows us to improve the robustness of our results. Overall, the results provided this study to extend the findings in prior studies by providing incremental evidence.

• 대한간호학회지
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• 제30권5호
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• pp.1111-1120
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• 2000

The purpose of this study is to examine the effect of social support intervention on mood and maternal confidence of premature's mothers. The social support intervention is known to induce improved mood state and provide information on caretaking so as to increase the maternal confidence in the mother of a premature. To systematically investigate its effect, this study employed a nonequivalent randomized post-repeated quasi-experimental design. The intervention was given individually to mothers of prematures five times spanning five weeks. The sample consisted of the 50 mothers (experimental 27, control 23) of a premature. The data were collected using the structured questionaires twice as post tests. Various instruments were used in this study. The POMS developed by Lee(1990) was used to measure the mothers' mood state, Mother and Baby Scales by Wolke et al (1987). The results are as follows: 1. For the hypothesis test to see the effect of the social support intervention, the mean of the experimental group and the control group was compared by means of t-test and the following results are obtained. Hypothesis I. "The mood state of mothers with social support intervention is more positive than that of the mothers without such intervention." was not statistically supported and thus discarded (t=.799, p=.429). However the mean scores were 49.68 and 51.38 for the experimantal and control group, respectively, indicating more positive mood for the experimental group. Hypothesis II. "The maternal confidence of mothers with social support intervention is higher than that of the mothers without the tervention." was statistically supported (t=3.667, p=.001). 2. The mean score of the mood state was highest before discharge (52.29), meaning most negative, declined to 49.68 shortly after the discharge, again increased a bit to 50.07 at four weeks after the discharge, and stabilized to 49.22 around six weeks after the discharge. On the other hand the mean score of the maternal confidence was continuously increased with time. In view of the above results, it is concluded that the social support intervention with a preprogrammed protocol has the definite positive effect on increasing the maternal confidence and positive effect on improving mother's mood state.