• The Journal of Asian Finance, Economics and Business
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• v.7 no.11
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• pp.707-715
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• 2020

Globalization has led to an increase in foreign banks' penetration. It is argued that the presence of foreign banks may affect the banking sector of the host countries in several ways including their competition level. It is mentioned that the presence of the foreign banks could heightened the level of competition in the banking sector. Nonetheless, the impact of the foreign banks on competition could be influenced by the degree of information sharing in the banking industry. This study investigates the role of information sharing in moderating the impact of foreign bank penetration on host banking sector competition in selected developing countries. We employ panel data samples of 54 developing countries during the period from 1998 to 2016. The estimation is carried out using the two-step system of the Generalized Method of Moments (GMM) regression technique. This technique is adopted due to its robustness to all forms of endogeneity. The findings of this study show that the presence of information sharing could affect the relationship between foreign banks' penetration and competition. They suggest that improvement in information sharing by a host country may help foreign banks to improve monitoring and reduce the moral hazard and adverse selection problem.

• JSTS:Journal of Semiconductor Technology and Science
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• v.9 no.4
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• pp.216-224
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• 2009

The endless scaling down of the semiconductor process made the impact of the power network noise on the performance of the state-of-the-art chip a serious design problem. This paper compares the performances of two popular circuit reduction approaches used to improve the efficiency of power network noise analysis: moment matching-based model order reduction (MOR) and node elimination-based MOR. As the benchmarks, we chose PRIMA and R2Power as the matching-based MOR and the node elimination-based MOR. Experimental results indicate that the accuracy, efficiency, and memory requirement of both methods very strongly depend on the structure of the given circuit, i.e., numbers of the nodes and sources, and the number of moments to preserve for PRIMA. PRIMA has higher accuracy in general, while the error of R2Power is also in the acceptable range. On the other hand, PRIMA has the higher efficiency than R2Power, only when the numbers of nodes and sources are small enough. Otherwise, R2Power clearly outperforms PRIMA in efficiency. In the memory requirement, the memory size of PRIMA increases very quickly as the numbers of nodes, sources, and preserved moments increase.

• Structural Engineering and Mechanics
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• v.56 no.5
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• pp.787-796
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• 2015

When the temperature of a structure varies, there is a tendency to produce changes in the shape of the structure. The resulting actions may be of considerable importance in the analysis of the structures having non-prismatic members. The computation of design forces for the non-prismatic beams having symmetrical parabolic haunches (NBSPH) is fairly difficult because of the parabolic change of the cross section. Due to their non-prismatic geometrical configuration, their assessment, particularly the computation of fixed-end horizontal forces and fixed-end moments becomes a complex problem. In this study, the efficiency of the Artificial Neural Networks (ANN) and Adaptive Neuro Fuzzy Inference Systems (ANFIS) in predicting the design forces and the design moments of the NBSPH due to temperature changes was investigated. Previously obtained finite element analyses results in the literature were used to train and test the ANN and ANFIS models. The performances of the different models were evaluated by comparing the corresponding values of mean squared errors (MSE) and decisive coefficients ($R^2$). In addition to this, the comparison of ANN and ANFIS with traditional methods was made by setting up Linear-regression (LR) model.

• Journal of Korea Society of Industrial Information Systems
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• v.22 no.1
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• pp.61-67
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• 2017

For a project network analysis, a fundamental problem is to estimate the distribution function of the project completion time. In this paper, we propose a method for evaluating moments(mean, variance, skewness, kurtosis) of the project completion time under the assumption that the durations of activities are independently and normally distributed. The proposed method utilizes the technique of discretization to replace the continuous probability density function(pdf) of activity duration with its discrete pdf and a random number generation. The proposed method is easy to use for large-sized project networks, and the computational results of the proposed method indicate that the accuracy is comparable to that of direct Monte Carlo simulation.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.493-505
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• 2017

Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.741-752
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• 2016

Numerous studies have shown that normal inverse Gaussian (NIG) distribution adequately fits the empirical return distribution of financial securities. The estimation of parameters can also be done relatively easily, which makes the NIG distribution more useful in financial markets. The maximum likelihood estimation and the method of moments estimation are easy to implement; however, we may encounter a problem in practice when a relationship among the moments is violated. In this paper, we investigate this problem in the parameter estimation and try to find a simple solution through simulations. We examine the effect of our adjusted estimation method with real data: daily log returns of KOSPI, S&P500, FTSE and HANG SENG. We also checked the performance of our method by computing the value at risk of daily log return data. The results show that our method improves the stability of parameter estimation, while it retains a comparable performance in goodness-of-fit.

• Journal of the Korean Institute of Telematics and Electronics A
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• v.33A no.10
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• pp.90-97
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• 1996

A numerical method for scattering of electromagnetic waves from a periodic strip grating over a grounded dielectric slab is considered for TE and TM polarization cases from the viewpoints of both reflection grating problem and leaky wave antenna problem. The analysis is based on a mode expansion method, floquet's theorem, and the method of moments. Numerical results involving some combinations of geometric parameters are presented in terms of complex propagation constant (kd-$\beta$d diagram), radiation pattern, and relative scattered powers of spectral modes. In particular, the relationship between complex propagatio constnat form the viewpoint of leaky wqve antenna problem and Off-bragg and bragg blazing phenomena from the viewpoint of reflecton graing problem is investigated.

• The Transactions of the Korean Institute of Electrical Engineers C
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• v.53 no.10
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• pp.539-545
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• 2004

In this paper, we consider the problem of capacitance matrix calculation for strip-line and other interconnects crossings. The problem is formulated in the spectral domain using the method of moments. Sinc-functions are employed as basis functions. Conventionally, such a formulation leads to a large, non-sparse system of linear equations in which the calculation of each of the coefficient requires the evaluation of a Fourier-Bessel integral. Such calculations are computationally very intensive. In the method proposed here, we provide simplified expressions for the coefficients in the moment method matrix. Using these simplified expressions, the coefficients can be calculated very efficiently. This leads to a fast evaluation of the capacitance matrix of the structure. Computer simulations are provided illustrating the validity of the method proposed.

• Journal of electromagnetic engineering and science
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• v.10 no.3
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• pp.127-131
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• 2010

In this paper, the problem of electromagnetic transmission via slits in a cavity inside a conducting screen of finite thickness has been considered in the case that the transverse electric(to the slit axis) polarized plane wave is incident on a slit. The problem is solved numerically by the method of moments and the results are compared with those obtained from an equivalent circuit suitable for a case in which the slit width is infinite and the structure is modified to the two partially overlapped conducting planes. It is observed that when the cavity is resonated, the effective slit width reaches its maximum value of $1/\pi$ wavelengths, irrespective of the actual slit width and the incidence angle. When the thickness of the conducting plane is much smaller than the wavelength, the numerical results for the effective slit width(or transmission width) agree well with those obtained from the equivalent circuit, even though the slit is as narrow as the thickness of the conducting plane.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.37 no.12
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• pp.9-14
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• 2000

A numerical method for scattering of electromagnetic waves from a arbitrary shaped grating covered with dielectric slab is considered for TE polarization case from the viewpoints of both reflection grating problem and leaky wave antenna problem. The analysis is based on a periodic Green's function and the method of moments. Numerical results involving some combinations of geometric parameters are presented in terms of relative scattered powers of spectral modes and complex propagation constants.