• The Korean Journal of Applied Statistics
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• v.24 no.4
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• pp.597-607
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• 2011

Value at Risk(VaR) is being widely used as a simple tool for measuring financial risk. Although VaR has a few weak points, it is used as a basic risk measure due to its simplicity and easiness of understanding. However, it becomes very difficult to estimate the volatility of the portfolio (essential to compute its VaR) when the number of assets in the portfolio is large. In this case, we can consider the application of a dimension reduction technique; however, the ordinary factor analysis cannot be applied directly to financial data due to autocorrelation. In this paper, we suggest a dimension reduction method that uses the time-series factor analysis and DCC(Dynamic Conditional Correlation) GARCH model. We also compare the method using time-series factor analysis with the existing method using ordinary factor analysis by backtesting the VaR of real data from the Korean stock market.

• Journal of Digital Convergence
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• v.12 no.5
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• pp.171-180
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• 2014

This study is about effects of government R&D subsidies program participation factor for SMEs R&D performances. Currently, Government R&D subsidies program has been operating in various forms, and each company subsidies, facilities, equipment, personnel and training have been supported. Each of the companies is also involved with various factor of support to participate in the subsides program. Therefore, This study verifies the hypotheses that after government R&D subsidies program of project implementation, various participation factor of companies have an effect positive impact on business management skills of administrative performance. Also, This study verifies the hypothesis of an influence on the R&D investment and the technological capability of technical performance. Through such a analysis results will help to carry out guide for strategic R&D performance management of government R&D subsidies program participation companies.

• Computers and Concrete
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• v.1 no.4
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• pp.389-400
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• 2004

The examinations carried out have confirmed a relationship existing between the character of fracture surfaces and the composition and structure of (basalt and gravel) concretes. For both concretes investigated, a very good correlation was obtained between the profile line development factor, $R_L$, and the fracture surface development factor, $R_S$. With the increase in the $R_L$ parameter, the fracture surface development factor $R_S$ also increased. Agreement between the proposed relationship of $R_S=f(R_L)$ and the proposal given by Coster and Chermant (1983) was obtained. Stereological examinations carried out along with fractographic examinations made it possible to obtain a statistical model for the determination of $R_L$ (or $R_S$) based on the volume of air voids in concrete, $V_{air}$, the specific surface of air pores, $S_V_{air}$ the specific surface of coarse aggregate, $S_{Vagg.}$, and the volume of mortar, $V_m$. An effect of coarse aggregate type on the obtained values of the profile line development factor, $R_L$, as well as on the relationship $R_S=f(R_L)$ was observed. The increment in the fracture surface development factor $R_S$ with increasing $R_L$ parameter was larger in basalt concretes than in gravel concretes, which was a consequence of the level of complexity of fractures formed, resulting chiefly from the shape of coarse aggregate grains.

• Journal of Korea Technology Innovation Society
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• v.11 no.3
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• pp.376-399
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• 2008

Science and technology (S&T) is one of the most important elements in a nation's competitiveness. In an effort to strengthen their national competitiveness, all countries are focusing on upgrading the level of eir S&T. With these factors in mind, Korea has increased its support of national research and development (R&D). In recent years, this added support has resulted in an increased interest in the effectiveness of R&D. We have made continuous efforts to enhance the accountability and effectiveness of R&D by strengthening performance evaluation and considering R&D evaluation results during the budget review (appropriation) process. In order to change to a performance based system, we need to develop objective and scientific indicators to measure and evaluate the quality of the research performance of R&D programs. One of the primary research outcomes is publications. The impact factor of publications is widely used to evaluate overall journal quality and the quality of the papers published therein. However, the use of impact factors has been criticised because they can vary greatly when works from different subject areas are compared. In order to overcome this limitation, we have developed three kinds of qualitative indicators, which are functions of the impact factor. Two of these qualitative indicators, Modified Rank Normalized Impact Factor and Ordinal Rank Normalized Impact Factor, are based on order statistics (rank) for all journals from a specific specialty. The third qualitative indicator, Relative Field Impact Factor, uses the average impact factor of all journals within a subject category. We also suggest a quantitative indicator, Percentage of Contribution. In this study, we suggest 4 indicators and use them to evaluate the performance of outcomes from three R&D programs supported by the Ministry of Education, Science & Technology. We also perform a simulation study to verify the effectiveness of the proposed indicators. It can be shown that the proposed Ordinal Rank Normalized Impact Factor is the most reliable and effective indicator for comparing research performance across subject categories. However, we recommend using previous indicators in combination with the proposed indicators in this study for the research evaluation of R&D programs.

• Journal of the Korean Academy of Child and Adolescent Psychiatry
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• v.30 no.4
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• pp.168-177
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• 2019

Objectives: We examined the factor structure of the Adolescent version of the General Behavior Inventory (A-GBI) for Koreans. Methods: We retrospectively reviewed the medical records of 220 adolescents (age, 12-18 years) who completed the A-GBI through the Department of Psychiatry at Asan Medical Center, Seoul, Korea, from October 2011 to December 2018. Caregivers of the study participants completed the Parent version of the GBI (P-GBI) 10-item Mania Scale. The adolescents were evaluated based on the A-GBI, Children's Depression Inventory (CDI), and Revised-Children's Manifest Anxiety Scale (RCMAS). Subsequently, an exploratory factor analysis (EFA) using the maximum likelihood method with direct oblimin rotation and correlation analyses with other scales were performed. Results: The EFA identified a two-factor structure as having the best fit: factor I included depressive symptoms and factor II included hypomanic/biphasic symptoms. Factor I was very strongly correlated with the A-GBI depressive subscale (r=0.990, p<0.001) and strongly correlated with CDI (r=0.764, p<0.001) and RCMAS (r=0.666, p<0.001). Factor II was also very strongly correlated with the A-GBI hypomanic/biphasic subscale (r=0.877, p<0.001) and weakly correlated with CDI (r=0.274, p<0.001) and RCMAS (r=0.332, p<0.001). Conclusion: The above findings support a two-dimensional model of mood symptoms in Korean youth.

• Proceedings of the KSR Conference
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• 2000.05a
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• pp.210-217
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• 2000

This paper estimates the derailment factor of running train on the curved track. To estimate the derailment factor, wheel loads and lateral forces of train are measured on the track. The selected measuring points are the 400R and the 600R in the Honam line, the 300R and the 400R in the Janghang line, respectively. The derailment factors are evaluated from the wheel loads and lateral forces which are measured on the all axles of running trains.

• Bulletin of the Korean Mathematical Society
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• v.61 no.3
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• pp.735-744
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• 2024

In this note, we shed new light on Krull domains from the point view of Gorenstein homological algebra. By using the so-called w-operation, we show that an integral domain R is Krull if and only if for any nonzero proper w-ideal I, the Gorenstein global dimension of the w-factor ring (R/I)_w is zero. Further, we obtain that an integral domain R is Dedekind if and only if for any nonzero proper ideal I, the Gorenstein global dimension of the factor ring R/I is zero.

• The Journal of Asian Finance, Economics and Business
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• v.6 no.2
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• pp.63-73
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• 2019

The paper aims to investigate relationships between technology and innovation management, total factor productivity and economic growth in China. By comparing the trends in total factor productivity growth of industrialized economies (i.e. OECD), this study intends to showcase the importance of total factor productivity progress in the Chinese economy. The study employs time series data of an annual basis for the period from 1977 to 2016 retrieved from the World Development Indicator. The study employs unit root test, cointegration test, fully modified least squares estimation method, canonical cointegrating regression and dynamic least squares estimation method to test the hypotheses. The results of the cointegrating regression analysis show that manufacturing growth leads to an increase of total factor productivity in the short-run in China. The findings of the study suggest that manufacturing (i.e. technology and product innovation) is positively related to the increase of total factor productivity in the short-run and total output growth in the long-run. The findings suggest that promoting technology and innovation management and supporting R&D subsidies may reduce the marginal cost of conducting R&D and increase the rate of technology and innovation management and R&D activity and therefore, the total factor productivity growth rate.

• Steel and Composite Structures
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• v.49 no.1
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• pp.47-64
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• 2023

Due to their efficient use of materials, hybrid reinforced concrete-steel (RCS) systems provide more practical and economic advantages than traditional steel and concrete moment frames. This study evaluated the seismic design factors and response modification factor 'R' of RCS composite moment frames composed of reinforced concrete (RC) columns and steel (S) beams. The current International Building Code (IBC) and ASCE/SEI 7-05 classify RCS systems as special moment frames and provide an R factor of 8 for these systems. In this study, seismic design parameters were initially quantified for this structural system using an R factor of 8 based on the global methodology provided in FEMA P695. For analyses, multi-story (3, 5, 10, and 15) and multi-span (3 and 5) archetypes were used to conduct nonlinear static pushover analysis and incremental dynamic analysis (IDA) under near-field and far-field ground motions. The analyses were performed using the OpenSees software. The procedure was reiterated with a larger R factor of 9. Results of the performance evaluation of the investigated archetypes demonstrated that an R factor of 9 achieved the safety margin against collapse outlined by FEMA P695 and can be used for the design of RCS systems.

• Research in Community and Public Health Nursing
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• v.17 no.4
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• pp.521-529
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• 2006

Purpose: This study was to measure the degree of job stress and job satisfaction and the relationship between job stress and job satisfaction of 119 relief squads. Methods: The subjects were 170 members of 119 relief squads in the Fire Department of D City, and data were collected from 1 April to 20 April, 2006 through a survey using a questionnaire composed of questions on general characteristics (11 items), job stress (6 items) and job satisfaction (20 items). Collected data were analyzed through frequency, percentage, t-test, ANOVA and Pearson's correlation using the SPSS program. Results: The average item score for job stress was 2.77. Role sharing with peers was highest as 3.05. There were significant differences in the degree of job stress according to religion, working period and applying motive. The average item score for job satisfaction was 2.93. Group conflict was highest as 3.18. There were significant difference in the degree of job satisfaction according to religion, working period and applying motive. There were significant differences in the negative correlation between role-sharing with peers among the job stress factors and decision-making factor (r=.53), group conflict factor (r=.58), role implementation factor (r=.63) and personal social-culture factor (r=.53) among the job satisfaction factors. Also, there were significant differences in the negative correlation between co-workers among the job stress factors and decision-making factor (r=.607), group conflict factor (r=.51) and personal social-culture factor (r=.45) among the job satisfaction factors. Conclusion: It is important to develop various methods of job stress management to increase job satisfaction in 119 relief squads.