• Journal of the Korean Data and Information Science Society
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• v.18 no.4
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• pp.915-925
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• 2007

Multivariate GARCH has been useful to model dynamic relationships between volatilities arising from each component series of multivariate time series. Methodologies including EWMA(Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model) models are comparatively reviewed for bivariate time series. In addition, these models are applied to evaluate VaR(Value at Risk) and to construct joint prediction region. To illustrate, bivariate stock prices data consisting of Samsung Electronics and LG Electronics are analysed.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1531-1541
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• 2013

This paper proposes a new method of VaR forecasting using the conditional autoregressive VaR (CAViaR) models and information criteria. Instead of using a single CAViaR model, we propose to utilize several candidate CAViaR models during a forecasting period. By adopting the Akaike and Bayesian information criteria for quantile regression, we can update not only parameter estimates but also the CAViaR specifications. We also propose extended CAViaR models with a constant location parameter. An empirical study is provided to examine the performance of the proposed method. The results suggest that our method shows more stable performance than those using a single specification.

• Journal of Auto-vehicle Safety Association
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• v.8 no.3
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• pp.5-9
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• 2016

The objective of this study was to find the factors affecting the results of full frontal barrier impact test for the NCAP (New Car Assessment Program). To find the factors, the frontal NCAP test results of the NHTSA (National Highway Traffic Safety Administration) were utilized. The three tested vehicle were same model year. It was observed the second peak value of barrier force affected the occupant injury risk. As the second peak value of the barrier force increases, the injury risk of the driver side occupant increases as well.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.60 no.1
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• pp.32-35
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• 2011

The economic value of a wind farm project is influenced by various risk factors such as wind power output and electricity market price. In particular, there is uncertainty in the economic evaluation of a wind farm project due to uncertain wind power outputs, which are fluctuated by weather factors such as wind speed, and volatile electricity market prices. This paper presents a systematic method to assess the economic value and payback period of a wind farm project using Least Square Monte-Carlo (LSMC) simulation. Numerical example is presented to validate the effectiveness of the proposed economic assessment method for a wind farm project.

• Asian Pacific Journal of Cancer Prevention
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• v.17 no.6
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• pp.2857-2860
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• 2016

Background: Chronic hepatitis B (CHB) infection is one of the important causes of hepatocellular carcinoma (HCC) in Thailand, involved in the pathogenesis and leading to a development of HCC with or without cirrhotic changes of the liver. This study was aimed to investigate the predictive factors for HCC among CHB patients in a tertiary care center in Thailand. Materials and Methods: We conducted a retrospective study of CHB patients with or without HCC during the period of January 2009 and December 2014 at Thammasat University Hospital, Pathumthani, Thailand. Data on clinical characteristics, biochemical tests and radiologic findings were collected from review of medical records. Results: A total of 266 patients were diagnosed with CHB in Thammasat university hospital during the study period. However, clinical information of only 164/266 CHB patients (98 males, 66 females with mean age of 49.4 years) could be completely retrieved in this study. The prevalence of HCC in CHB infection in this study was 38/164 (23.2%). CHB patients with HCC had a mean age older than those without HCC (59.5 vs 47 years, P-value = 0.01). Furthermore, history of upper GI bleeding, tattooing, blood transfusion, and chronic alcoholism were significantly more common in CHB patients with HCC than patients without HCC (13.2% vs 3.2% P-value 0.03, OR = 4.6, 95%CI = 1.2-18.1, 20% vs 3.9%, P-value = 0.01, OR= 6.1, 95% CI= 1.6-23.6, 20% vs 6.3%, P-value = 0.03, OR = 3.8, 95%CI =1.1-12.7, 62.2% vs 30.3%, P-value <0.0001, OR = 3.7, 95%CI= 1.7-8.1 respectively). Interestingly, more CHB patients with HCC had evidence of cirrhosis than those without HCC (78.9% vs 20.4%, P-value <0.0001, OR = 14.6, 95%CI = 5.8-36.7). In CHB patients with HCC, surgical therapy provided longer survival than radiofrequency ablation (RFA) (72 vs 46.5 months, P-value= 0.04). The mean survival time after HCC diagnosis was 17.2 months. Conclusions: HCC remains a major problem among patients with CHB infection in Thailand. Possible risk factors are male gender, history of upper GI bleeding, chronic alcoholism, tattooing, blood transfusion and evidence of cirrhosis. For early stage HCC patients, surgical treatment provided longer survival time than RFA. Most HCC patients presented with advanced disease and had a grave prognosis. Appropriate screening of CHB patients at risk for HCC might be an appropriate approach for early detection and improvement of long-term outcomes.

• Journal of Technology Innovation
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• v.28 no.4
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• pp.127-150
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• 2020

The World Health Organization (WHO) declared the third pandemic in history after the Hong Kong flu and swine flu. The outbreak of Corona 19 dramatically reduced exchanges between countries, while rapid contagion created a time gap in economic fluctuations by country. In January 2020, the trade dispute between the US and China entered into a consensus phase, but the economic decoupling phenomenon caused by Corona 19 made it difficult for China to balance trade with the US and made it difficult to comply with the terms of the trade dispute agreement between the US and China. President Trump attributed the responsibility for the spread of Corona 19 to China, and pointed out that the cause of the economic downturn was the infringement of Chinese trade secrets and illegal copies, and protectionism arose. As a result, China protested fiercely, and the conflict with the United States deepened. The US has declared trade sanctions on Huawei and SMIC, which are key companies in China's semiconductor industry, and is predicting the risk of a disconnection of the semiconductor value chain between the US and China. The separation of the value chain of the semiconductor industry has the potential to have a big impact on the semiconductor industry, a structure that is highly specialized and monopolized by certain countries and companies in the value chain. This paper aims to deal with the risk of disconnection in the semiconductor value chain between the US and China reignited by Corona 19, the impact and change of the global semiconductor industry value chain, and the response strategies of Korean semiconductor companies.

• Journal of Digital Convergence
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• v.20 no.5
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• pp.411-422
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• 2022

The purpose of this study was to identify factors that affect the characteristics and intentions of the elderly to use digital wealth management services. The subjects of this study were 312 elderly people over 50 years old. Based on the Value-based Adoption Model(VAM), the research model added price value, social influence, and perceived risk as research variables. As a result of empirical analysis, it was found that usefulness, enjoyment, price value, and social influence all had a significant positive (+) effect on perceived value. It was found that technicality had a significant negative (-) effect. On the other hand, no significant effect relationship was tested on perceived risk. The perceived value had a significant positive (+) effect on the intention to use. This study was meaningful in the academic research that it applied a research model that reflected the characteristics of the elderly who were not treated as mainstream in the technology acceptance model for digital wealth management services. In addition, it provided practical implications for providers' marketing strategies and government/public institution policy establishment to increase the use of digital wealth management services for the elderly.

• Journal of Digital Convergence
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• v.17 no.7
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• pp.99-108
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• 2019

This study examined the relationships among perceived values(environmental value, functional value), perceived risk, subjective norm, pro-social behavior, product attitude, and usage intention related to car-sharing service. The study also explored the moderating role of possessive desire between the antecedent variables and consumer attitude. 238 survey responses of Chinese consumers were analyzed by structural equation modeling. It is indicated that environmental value, functional value, subjective norm, pro-social behavior had positive effects on attitude, thereby affecting the usage intention of this service. Possessive desire moderated the relationship between environmental value, subjective norm and attitude. These results are expected to provide various marketing strategies for sharing economy services.

• Journal of the Korean Society for Marine Environment & Energy
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• v.14 no.4
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• pp.293-300
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• 2011

Many countries of the world, including IMO, has noticed that foreign marine hazardous organisms, which were introduced by ballast water, have disturbed the marine ecosystem of its own nation, and posed a serious threat to human health and the value of environment and economy. Therefore, IMO has tried to manage the introduced species by assessing the risk of ballast water, and suggested three risk assessment methods, such as environmental matching risk assessment, speciesbiogeographical risk assessment, and species-specific risk assessment. In this thesis, species-specific risk assessment method was considered, and a risk assessment program established by applying it was described.

• Archives of Plastic Surgery
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• v.42 no.2
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• pp.131-142
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• 2015

Literature indicates an increased risk of suicide among women who have had cosmetic breast implants. An explanatory model for this association has not been established. Some studies conclude that women with cosmetic breast implants demonstrate some characteristics that are associated with increased suicide risk while others support that the breast augmentation protects from suicide. A systematic review including data collection from January 1961 up to February 2014 was conducted. The results were incorporated to pre-existing suicide risk models of the general population. A modified suicide risk model was created for the female cosmetic augmentation mammaplasty candidate. A 2-3 times increased suicide risk among women that undergo cosmetic breast augmentation has been identified. Breast augmentation patients show some characteristics that are associated with increased suicide risk. The majority of women reported high postoperative satisfaction. Recent research indicates that the Autoimmune syndrome induced by adjuvants and fibromyalgia syndrome are associated with silicone implantation. A thorough surgical, medical and psycho-social (psychiatric, family, reproductive, and occupational) history should be included in the preoperative assessment of women seeking to undergo cosmetic breast augmentation. Breast augmentation surgery can stimulate a systematic stress response and increase the risk of suicide. Each risk factor of suicide has poor predictive value when considered independently and can result in prediction errors. A clinical management model has been proposed considering the overlapping risk factors of women that undergo cosmetic breast augmentation with suicide.