• Communications for Statistical Applications and Methods
• /
• 제25권6호
• /
• pp.605-618
• /
• 2018

Risk management has been a crucial part of the daily operations of the financial industry over the past two decades. Value at Risk (VaR), a quantitative measure introduced by JP Morgan in 1995, is the most popular and simplest quantitative measure of risk. VaR has been widely applied to the risk evaluation over all types of financial activities, including portfolio management and asset allocation. This paper uses the implementations of multivariate GARCH models and copula methods to illustrate the performance of a one-day-ahead VaR prediction modeling process for high-dimensional portfolios. Many factors, such as the interaction among included assets, are included in the modeling process. Additionally, empirical data analyses and backtesting results are demonstrated through a rolling analysis, which help capture the instability of parameter estimates. We find that our way of modeling is relatively robust and flexible.

• Human Ecology Research
• /
• 제55권3호
• /
• pp.289-301
• /
• 2017

This study was to analyze the effects of the career education program for students with disabilities. The analysis was performed based on two research questions. First, the total effect size on the career program for students with disabilities was considered. Second, the difference of the effect size between the sub-groups regarding dependency variables, types of disabilities, types of schools, number of people, and number of sessions was also included for analysis. For this, the author reviewed a database and analyzed 12 previous studies, presented in five master thesis and seven Korean journals from 2005 to 2015 based on the author's selection criteria. Subsequently, 27 effect size was found. The publication bias was analyzed by Rosenthal's fail-safe N. The overall effect size for all studies on the random effect model was 1.717, which was positive and high in value. Given the heterogeneity among the effect size, the subgroup analysis was conducted, and indicated that the effect size was significantly high when the purpose of the program was related to the student's self-decision ability. The results demonstrated that the programs were specified for students with intellectual disabilities, when the schools were elementary, when the number of students in a group was 1-10, and when program sessions lasted more than 21 times, the effect size was high. Implication for the future research and program implication were discussed on these findings.

• 한국수소및신에너지학회논문집
• /
• 제28권1호
• /
• pp.113-119
• /
• 2017

An investigation on aerodynamic performance of a highly-loaded axial fan has been conducted to find the effects of tip injection and casing groove on aerodynamic performance in this study. Three-dimensional Reynolds-averaged Navier-Stokes equations with $k-{\varepsilon}$ turbulence model were used to analyze the fluid flow in the fan with Fluid-Structure Interaction (FSI) analysis. The hexahedral grid was used to construct computational domain, and the grid dependency test drew the optimal grid system. FSI analysis was also carried out to predict the deformation of rotor and stator blades, and the effect of deformation on the aerodynamic performance of axial fan was analyzed compared to the performance predicted without FSI analysis.

• 한국소음진동공학회논문집
• /
• 제27권1호
• /
• pp.20-27
• /
• 2017

This study investigated the problems in current practice of drive-train resonance analysis procedure and suggested solutions. The first problem is the resonance occurrence at the un-identified resonance point by the current practice, as for a solution the force spectrum analysis for each critical force transmitting component was suggested. The second one is the inaccurate estimation of potential resonance point in eigenfrequency analysis because of the non-consideration about the eigenfrequency dependency on rotor-speed, the fine linearization at each rotor speed point all over operational range was proposed to account for the affection. Lastly the insufficient time for resonance activation under run-up simulation condition was recognized as a problem in resonance load increasing analysis, as an alternative, steady state condition was suggested to estimate the maximum load increasing level.

• Mass Spectrometry Letters
• /
• 제2권2호
• /
• pp.57-60
• /
• 2011

As background significantly affects measurement accuracy and a detection limit in determination of the trace amounts of uranium, it is necessary to determine the impurities in the Lexan detector film for single particle measurements by thermal ionization mass spectrometry coupled with fission track technique (FT-TIMS). We have prepared various micro sizes of the blank Lexan detector film using a micromanipulation technique for uranium measurements by TIMS. Few tens of fg of uranium background with no remarkable dependency on the film sizes were observed in the blank Lexan films with the sizes from $50{\times}50\;{\mu}m^2$ to $300{\times}300\;{\mu}m^2$. Based on the determination of the uranium background in the Lexan film, any background correction is necessary in the isotopic analysis of a uranium single particle with micron sizes when the particle bearing Lexan film is dissected with less than $300{\times}300\;{\mu}m^2$ size. The isotopic analysis of a uranium particle in U030 standard material using TIMS was carried out to verify the applicability of the Lexan film to the single particle analysis with high accuracy and precision.

• 한국의류학회지
• /
• 제29권5호
• /
• pp.715-726
• /
• 2005

The purpose of this study was to identify the effects of the sensation seeking and body image on female adolescents' clothing behavior and hair style attitude. The data was collected from 390 high school girls living in Seoul, via a self·administered questionnaires, and were analyzed by frequency, factor analysis, reliability test, Pearson's correlation, and multiple regression. The results of this study was as follows : 1) Three factors of body images were self appearance evaluation, appearance orientation and fitness orientation. Five factors of clothing attitudes were fashion/clothing interest, clothing exhibition, social approval, psychological dependence on clothing and fashion leadership. And three factors of hair style attitudes were interest in hair style, individuality in hair style and dependency on hair designer. 2) As the result of analyzing the effects of sensation seeking and body image on clothing behavior, fashion/clothing interest was explained by appearance orientation and fitness orientation, and clothing exhibition by sensation seeking and appearance orientation, and social approval by appearance orientation, self appearance evaluation and body cathexis, and fashion leadership by appearance orientation, fitness orientation and self appearance evaluation, and clothing conformity to the self-entertainer by appearance orientation, sensation seeking and fitness orientation, and appearance related delinquency by sensation seeking, appearance orientation, fitness orientation, self appearance evaluation. 3) As the result of analyzing the effects of sensation seeking and body image on hair style attitudes, interest in hair style was explained by the factors such as appearance orientation, sensation seeking, fitness orientation, and body cathexis, and individuality in hair style by appearance orientation, sensation seeking and self appearance evaluation, and dependency on hair designer by body cathexis.

• 한국수소및신에너지학회논문집
• /
• 제31권4호
• /
• pp.387-394
• /
• 2020

A parametric study of a 2.5 kW class propeller type micro hydraulic turbine was performed. In order to analyze the internal flow characteristics in the hydraulic turbine, three dimensional Reynolds-averaged Navier-Stokes equations with shear stress transport turbulence model were used and the hexahedral grid system was used to construct computational domain. To secure the reliability of the numerical analysis, the grid dependency test was performed using the grid convergence index method based on the Richardson extrapolation, and the grid dependency was removed when about 1.7 million nodes were used. For the parametric study, the axial distance at shroud span (L) between the inlet guide vane and the runner, and the inlet and outlet blade angles (β₁, β₂) of the runner were selected as the geometric parameters. The inlet and outlet angles of the runner were defined in the 3 spans from the hub to tip, and a total of 7 geometric parameters were investigated. It was confirmed that the outlet angles of the runner had the most sensitive effect on the power and efficiency of the micro hydraulic turbine.

• Journal of Korean Biological Nursing Science
• /
• 제9권2호
• /
• pp.135-142
• /
• 2007

Purpose: This study was conducted to investigate degree of stress level in CCU patients, and to give a baseline data in developing nursing intervention program to reduce the stress. Method: Subjects of this study were the 100 hospitalized patients of C University Hospital in Seoul City from February to December 2003. The collected data was analyzed by using the SAS program: t-test, Scheff$\acute{e}$ test, and ANOVA analysis were employed to find differences in stress level. Result: The highest stress factor was 'Concern', and next were 'Dependency & limitation', 'Uncertainty', 'Treatment procedure', 'Sleep disturbance', 'Environment' in order. The perceived stress level of CCU patients was 1.65 scores; the highest scored item was 'have to void urine and feces on the bed', next were 'have to use the toilet bowel lying on the bed' in order. The stress level according to characteristics of the subjects was significantly different with the marital status, the presence of religion, the hospitalized days, the economic status, and the admission experience. Conclusion: The stress level of patients in the coronary care unit was high in concern of a disease, family and economic state, in limitation and dependency, and in uncertainty about prognosis of a disease. Further researches are necessary to develop and apply the intervention method of reducing stress level of CCU patients. In addition studies on family members of CCU patients are also recommended.

• 성인간호학회지
• /
• 제15권4호
• /
• pp.650-659
• /
• 2003

Purpose: The purpose of this study was to identify predictors of depression and quality of life among older adults with osteoarthritis. The predictors included in the model were the client's characteristics(age, pain, disease duration, ADLs), personal resources(hardiness, self-care agency and family support), and depression. Method: 150 subjects who were older than 65 years and had diagnosis of osteoarthritis participated in the study. To answer the research questions, descriptive analysis, Pearson correlation, and hierarchical multiple regression were utilized using SPSS WIN program. Result: Older adults who were younger and had lower levels of pain and dependency on ADLs, and higher levels of self care agency and hardiness reported lower levels of depression($R^2=0.517$). Older adults who had lower levels of depression, pain, and dependency on ADLs, higher levels of family support and hardiness, and who are younger reported higher levels of quality of life($R^2=0.084$). Conclusion: Based on the findings of this study, development of nursing intervention program including pain reduction, enhancing ADL abilities and personal resources (hardiness, family support) can be suggested. Further study is needed to increase the ability of generalization of the study findings to the broader population.

• 산학경영연구
• /
• 제18권1호
• /
• pp.43-57
• /
• 2005

본 연구에서는 우리나라의 증권시장의 자료를 이용하여 브로커와 정보거래자가 동시에 거래하는 전략적 거래모형들의 기본적인 가정에 관한 타당성을 경험적으로 분석하였다. 이론적 연구를 간단히 요약한 뒤 관련되는 경험적 연구들을 외국의 연구와 국내의 연구로 나누어 정리하였다. 우리나라의 KOSPI 200 주가지수 선물시장에서 2001년부터 2003년까지 3년간 737일 간의 일별 거래현황 자료를 이용한 실증분석의 주요한 결론은 다음과 같다. 첫째, 동기간 동안의 평균적 거래로 보아 외국인과 증권회사 간의 거래는 김승탁(2000) 모형의 정보거래자와 브로커의 거래와 일치하는 반면에 증권회사와 개인의 거래결과는 김승탁 모형의 가정과 일치하지 않았다. 둘째, 각 유형별 투자자들의 비기대순매수량 증가율 간의 교차상관함수 분석을 통하여 2001년과 2003 기간 중 일별거래 전체에서는 외국인과 증권회사, 그리고 개인은 특별히 서로 상관된 거래를 수행한다는 증거를 찾을 수는 없었다. 셋째, 비기대순매수량의 변화가 가장 큰 30개 거래일과 가장 적은 30일 동안의 외국인투자가, 증권회사 및 개인투자가 등 각 유형별 투자자들의 거래 형태에 관한 적합도 검정을 통하여 각 당사자들의 거래는 서로 상관성이 있다는 것을 알 수가 있었다. 이를 통하여 김승탁 모형의 기본적 가정의 타당성을 간접적으로 지지하였다. 마지막으로 본 연구의 한계점과 앞으로의 연구방향을 제시하였다.