• Annual Conference of KIPS
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• 2009.11a
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• pp.837-838
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• 2009

기존에 위험기반 테스팅(Risk-based Testing) 방법은 널리 알려져 있다. 또한 가치기반의 소프트웨어 공학(Value-based SW engineering)이 고전적인 방법론과 더불어 대두되고 있다. 요구공학을 기반으로 하면서 소프트웨어의 생산절차를 가치(Value)를 기반으로 구성하고 있다. 본 논문에서는 위험기반 테스팅 기법을 Value-based Testing과 접목하여, 테스트케이스에 우선순위를 부여하고, 우선순위별로 적절한 테스트 기법을 도출, 적용하여 그 효과를 검증하고자 한다. 검증의 방법은 적용 전/후의 품질비용을 기준으로 한다.

• Journal of the Korean Mathematical Society
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• v.61 no.3
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• pp.427-444
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• 2024

The matrix completion problem is to predict missing entries of a data matrix using the low-rank approximation of the observed entries. Typical approaches to matrix completion problem often rely on thresholding the singular values of the data matrix. However, these approaches have some limitations. In particular, a discontinuity is present near the thresholding value, and the thresholding value must be manually selected. To overcome these difficulties, we propose a shrinkage and thresholding function that smoothly thresholds the singular values to obtain more accurate and robust estimation of the data matrix. Furthermore, the proposed function is differentiable so that the thresholding values can be adaptively calculated during the iterations using Stein unbiased risk estimate. The experimental results demonstrate that the proposed algorithm yields a more accurate estimation with a faster execution than other matrix completion algorithms in image inpainting problems.

• Korean Journal of Adult Nursing
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• v.27 no.1
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• pp.29-38
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• 2015

Purpose: The purpose of the study was to validate fall risk assessment scales among hospitalized adult patients in South Korea using the electronic medical records by comparing sensitivity, specificity, positive predictive values, and negative predictive values of Morse Fall Scale (MFS), Bobath Memorial Hospital Fall Risk Assessment Scale (BMFRAS), and Johns Hopkins Hospital Fall Risk Assessment tool (JHFRAT). Methods: A total of 120 patients who experienced fall episodes during their hospitalization from June 2010 to December 2013 was categorized into the fall group. Another 120 patients, who didn't experience fall episodes with age, sex, clinical departments, and the type of wards matched with the fall group, were categorized to the comparison group. Data were analyzed for the comparisons of sensitivity, specificity, positive and negative predictive values, and the area under the curve of the three tools. Results: MFS at a cut-off score of 48 had .806 for ROC curves, 76.7% for sensitivity, 77.5% for specificity, 77.3% for positive predictive value, and 76.9% for negative predictive value, which were the highest values among the three fall assessment scales. Conclusion: The MFS with the highest score and the highest discrimination was evaluated to be suitable and reasonable for predicting falls of inpatients in med-surg units of university hospitals.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.9
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• pp.125-134
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• 2020

This study examines the nominal price anomaly in the Vietnamese stock market, that is, whether stocks with low nominal price outperform stocks with high nominal price. Using a sample of all 351 companies listed on the Ho Chi Minh Stock Exchange (HOSE) from June 2009 to March 2018, we confirm our hypothesis and document that cheaper stocks yield higher subsequent abnormal returns. The results are robust after controlling for various stock characteristics that have been documented to be value-relevant in prior literature, including firm size, book-to-market ratio, intermediate-term momentum, short-term reversal, skewness, market risk, idiosyncratic risk, illiquidity and extreme daily returns, using both the portfolio analysis and the Fama-MacBeth cross-sectional regression. The negative effect persists in the long term (i.e., after up to 12 months), implying a slow adjustment of stock prices to their intrinsic value. Further analysis show that the observed nominal price anomaly is mainly driven by mispricing but not a latent risk factor proxied by stock price, thus the observed anomaly reflects a mispricing but not a fundamental risk. The study highlights the irrational behaviour of investors and market inefficiency in the Vietnamese stock market and provides important implication for investors in the market.

• Asia-Pacific Journal of Business
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• v.11 no.4
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• pp.37-48
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• 2020

Purpose - This study empirically investigates whether the risk property included in fat-tails of return distributions is systematic or unsystematic based on the devised statistical methods. Design/methodology/approach - This study devised empirical designs based on two traditional methods: principal component analysis (PCA) and the testing method of portfolio diversification effect. The fatness of the tails in return distributions is quantitatively measured by statistical probability. Findings - According to the results, the risk property in the fat-tails of return distributions has the economic meanings of eigenvalues having a value greater than 1 through PCA, and also systematic risk that cannot be removed through portfolio diversification. In other words, the fat-tails of return distributions have the properties of the common factors, which may explain the changes of stock returns. Meanwhile, the fatness of the tails in the portfolio return distributions shows the asymmetric relationship of common factors on the tails of return distributions. The negative tail in the portfolio return distribution has a much closer relation with the property of common factors, compared to the positive tail. Research implications or Originality - This empirical evidence may complement the existing studies related to tail risk which is utilized in pricing models as a common factor.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.12
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• pp.615-626
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• 2020

The purpose of this study is to analyze the determinants of risk factor model for the Jordanian banking stocks from 2006 to 2018. This study employs the Five-factor Fama and French's (2015) methodology and uses the annual returns of all Jordanian banks including 2 Islamic and 13 commercial banks listed on the Amman Stock Exchange (ASE) over a period of 13 years. The results show that the factors of value and profitability have an important role in evaluating the expected return in Jordanian banking stocks. Moreover, the value HML and profitability RMW factors provide the highest cumulative returns among these five factors, while the investment CMA and size SMB factors are still around zero cumulative returns. For the market factor, it provides the least negative cumulative returns. The results showed that the largest correlation is between value and investment factors which means that banks with a high book to market value become banks with a conservative investment strategy. The result of the sub-periods confirmed the value and profitability results. The findings of this study suggest that the five-factor Fama and French model is the choice of building an investment portfolio, especially the factors of value and profitability.

• Journal of the Korean Society of Marine Environment & Safety
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• v.24 no.3
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• pp.302-310
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• 2018

Despite the accident rate for fishing vessels accounts for 70% of all maritime accidents, few studies on such accidents have been done and most of the them mainly focus on causes and mitigation policies to reduce that accident rate. Thus, this risk analysis on sea accidents is the first to be performed for the successful and efficient implementation of accident reducing measures. In risk analysis, risk is calculated based on the combination of frequency and the consequence of an accident, and is usually expressed as a single number. However, there exists uncertainty in the risk calculation process if one uses a limited number of data for analysis. Therefore, in the study we propose a probabilistic simulation method to forecast risk not as a single number, but in a range of possible risk values. For the capability of the proposed method, using the criteria with the ALARP region, we show the possible risk values spanning across the different risk regions, whereas the single risk value calculated from the existing method lies in one of the risk regions. Therefore, a decision maker could employ appropriate risk mitigation options to handle the risks lying in different regions. For this study, we used fishing vessel accident data from 1988 to 2016.

• Asian Pacific Journal of Cancer Prevention
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• v.15 no.23
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• pp.10539-10542
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• 2015

A method to predict the risk of lung cancer is proposed, based on two feature selection algorithms: Fisher and ReliefF, and BP Neural Networks. An appropriate quantity of risk factors was chosen for lung cancer risk prediction. The process featured two steps, firstly choosing the risk factors by combining two feature selection algorithms, then providing the predictive value by neural network. Based on the method framework, an algorithm LCRP (lung cancer risk prediction) is presented, to reduce the amount of risk factors collected in practical applications. The proposed method is suitable for health monitoring and self-testing. Experiments showed it can actually provide satisfactory accuracy under low dimensions of risk factors.

• Journal of Construction Engineering and Project Management
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• v.6 no.2
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• pp.24-29
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• 2016

This paper elaborates the significance of scenario planning in risk management, and presents an integrated approach which takes into account the 'Risk Events' derived from scenario planning for risk prioritisation. This research integrates scenario planning with Risk Failure Mode and Effect Analysis (RFMEA) through examples from construction litigations of project schedule and cost overrun cases as a simplified approach to project risk management. The proposed methodology incorporates scenarios developed from realistic events of dispute and arbitration cases from construction projects, and thereby increasing potential to foresee risks and their effects well in advance. The results from this methodology shall be validated against outcome of survey study conducted by KPMG-PMI (2013) on project schedule and cost overruns that was based on Ministry of Statistics and Programme Implementation (MoSPI) Project Monitoring data for 2012-13.

• Asian Pacific Journal of Cancer Prevention
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• v.14 no.9
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• pp.5455-5459
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• 2013

Background: The risk of malignancy index (RMI) for the evaluation of adnexal masses is a sensitive tool in certain populations. The best cut off value for RMI 1, 2 and 3 is 200. The cut off value of RMI-4 to differentiate benign from malignant lesions is 450. Our aim was to evaluate the efficiency of four different malignancy indexes (RMI1-4) in a homogeneous population. Materials and Methods: We evaluated a total of 153 non-pregnant women with adnexal masses who did not have a history of malignancy and who were above 18 years of age. Results: A cut-off value of 250 for RMI-1 provided 95.9% inter-observer agreement, yielding 95.9% specificity, 93.5% negative predictive value, 75.0% sensitivity and 82.8% positive predictive value. A cut-off value of 250 for RMI-1 showed high performance in preoperative diagnosis of invasive malignant lesions than cut-off value of 200 in our population. A cut-off value of 350 for RMI-2 provided 94.5% inter-observed agreement, yielding 94.2% specificity, 93.4% negative predictive value, 75.0% sensitivity and 77.4% positive predictive value. RMI-2 showed the higher performance when the cut-off value was set at 350 in our population. A cut-off value of 250 provided 95.2% inter-observer agreement, yielding 95.0% specificity, 93.2% negative predictive value, 75.0% sensitivity, and 88.0% positive predictive value. RMI-3 showed the highest performance to diagnose malignant adnexal masses when the cut-off value was set at 250. In our study, RMI-4 showed similar statistical performance when the cut-off value was set at 400 [(Kappa: 0.684/p=0.000), yielding 93.8% inter-observer agreement, 93.4% specificity, 93.4% negative predictive value, 75.0% sensitivity, and 75.0% negative predictive value]. Conclusions: We showed successful utilization of RMIs in preoperative differentiation of benign from malignant masses. Many studies conducted in Asian and Pacific countries have reported different cut-off values as was the case in our study. We think that it is difficult to determine universally accepted cut-off values for RMIs for common use around the globe.