• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.243-257
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• 2017

In this paper, we compare several methods to approximate option prices: Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method using normal inverse gaussian (NIG) distribution, and an asymptotic method using nonlinear regression. We used two different types of approximation. The first (called the RNM method) approximates the risk neutral probability density function of the log return of the underlying asset and computes the option price. The second (called the OPTIM method) finds the approximate option pricing formula and then estimates parameters to compute the option price. For simulation experiments, we generated underlying asset data from the Heston model and NIG model, a well-known stochastic volatility model and a well-known Levy model, respectively. We also applied the above approximating methods to the KOSPI200 call option price as a real data application. We then found that the OPTIM method shows better performance on average than the RNM method. Among the OPTIM, A-type Gram-Charlier expansion and the asymptotic method that uses nonlinear regression showed relatively better performance; in addition, among RNM, the method of using NIG distribution was relatively better than others.

• Journal of Dental Rehabilitation and Applied Science
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• v.31 no.4
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• pp.283-293
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• 2015

Purpose: The aims of this study are to analyze and to visualize distribution of patients visiting at a dental college hospital, using geographic information system (GIS). The visualized data can be utilized in patient care and treatment planning, ultimately leading to the assessment of risk evaluation and prevention of dental diseases. Materials and Methods: Patient information data was obtained from Dankook University Dental Hospital including the unit number, gender, date of birth, and address from 2007 to 2014. Patient distribution was visualized using GIS. Statistical analyses were performed using SAS 9.3 and ArcGIS 10.1. Five factors including proximity, accessibility, age, gender, and socioeconomic status were investigated as the explanatory variables of the patient distribution. Results: The visualized patient data showed a nationwide scale of the patient distribution. There was a little difference in characteristics for each department. As closer at Dankook University Dental Hospital, visitors increased. And it strongly showed that elderly patients in rural areas tend to visit more. Conclusion: The distribution of patients has been shown to be significantly affected by the proximity, accessibility, age, gender and socioeconomic status. The underlying reason remains to be further studied.

• Journal of the Korean Geographical Society
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• v.47 no.5
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• pp.755-774
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• 2012

The main objective of the study is to propose GIS-based methods to assess the population distribution criteria for undesirable facilities such as nuclear power plants. First of all, a review of the relevant criteria was conducted for the official documents compiled by such institutions as IAEA (International Atomic Energy Agency), U.S. NRC (Nuclear Regulatory Commission), and some national institutes including the Korea Institute of Nuclear Safety. It is informed from the review that the fundamental principle underlying the various criteria is to maximize the distance between a plant and the nearest population center. It is realized that two interrelated GIS-based techniques need to be devised to put the principle into practice; sophisticated ways of representing population distribution and identifying population centers. A dasymetric areal interpolation is proposed for the former and cell-based and area-based critical density methods are introduced. Grid-based population distributions at various spatial resolutions are created by means of the dasymetric areal interpolation. By applying the critical density methods to the gridded population distribution, some population centers satisfying the population size and density criteria can be identified. These methods were applied to the case of the Gori-1 nuclear power plant and their strengths and limitations were discussed. It was revealed that the assessment results could vary depending upon which method was employed and what values were chosen for various parameters. This study is expected to contribute to foster the applications of methods and techniques developed in geospatial analysis and modeling to the site selection and evaluation.

• Korean Journal of Applied Biomechanics
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• v.27 no.3
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• pp.229-238
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• 2017

Objective: The purpose of this study was to identify the effects of taping therapy and inner arch support on pes planus lower extremity alignment and gait. Method: The study was conducted on 13 women in their 20s who had pes planus and no gait problems. Independent variables were the condition of wearing basic socks (S1) and the condition of wearing socks with taping therapy and inner arch support (S2). The dependent variables were resting calcaneal stance position (RCSP), plantar pressure distribution during gait, and underlying and medial longitudinal arch angle measured using radiography. Statistical analysis was performed using the Wilcoxon test with SPSS 23.0 for comparison of S1 and S2. Results: In the RCSP measurement, the angle range of S2 changed to normal. Meary's angle appeared to be less than the angle of S1, indicating alleviation of the degree of pes planus. The calcaneal pitch angle increased at S2 from that at S1. The plantar pressure distribution was divided into four areas (toe, forefoot, midfoot, and hindfoot). At S2, the maximum pressure increased in the toe and midfoot. The maximum force increased significantly in the toe and midfoot but decreased significantly in the forefoot and hindfoot. In addition, the contact area increased overall especially at the midfoot and hindfoot. Contact time decreased in the toe and forefoot, but increased in the midfoot and hindfoot. Conclusion: Taping therapy and inner arch support showed structural improvement of the pes planus. In addition, the force and pressure applied to the foot during walking are distributed evenly in the area of the sole, thus positively affecting walking.

• Asian-Australasian Journal of Animal Sciences
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• v.29 no.10
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• pp.1392-1397
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• 2016

Guanine nucleotide-binding protein subunit alpha-s ($Gn{\alpha}s$) is a small subunit of the G protein-couple signaling pathway, which is involved in the formation of coat color. The expression level and distribution of $Gn{\alpha}s$ were detected by quantitative real-time-polymerase chain reaction (qPCR), western blot, and immunohistochemistry to investigate the underlying mechanisms of coat color in white and black skin tissues of mice. qPCR and western blot results suggested that $Gn{\alpha}s$ was expressed at significantly higher levels in black mice compared with that of white mice, and transcripts and protein possessed the same expression in both colors. Immunohistochemistry demonstrated $Gn{\alpha}s$ staining in the root sheath and dermal papilla in hair follicle of mice skins. The results indicated that the $Gn{\alpha}s$ gene was expressed in both white and black skin tissues, and the expression level of $Gn{\alpha}s$ in the two types of color was different. Therefore, $Gn{\alpha}s$ may be involved in the coat color formation in mice.

• Journal of KIISE
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• v.43 no.12
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• pp.1396-1403
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• 2016

In streaming data analysis where underlying data distribution may be changed or the concept of interest can drift with the progress of time, the ability to adapt to concept drift can be very powerful especially in the process of incremental learning. In this paper, we develop a general framework for an adaptive incremental classifier on data stream with concept drift. A distribution, representing the performance pattern of a classifier, is constructed by utilizing the distance between the confidence score of a classifier and a class indicator vector. A hypothesis test is then performed for concept drift detection. Based on the estimated p-value, the weight of outdated data is set automatically in updating the classifier. We apply our proposed method for two types of linear discriminant classifiers. The experimental results on streaming data with concept drift demonstrate that the proposed adaptive incremental learning method improves the prediction accuracy of an incremental classifier highly.

• Journal of Distribution Science
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• v.15 no.2
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• pp.111-120
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• 2017

Purpose - Service employees who work at airline check-in counters in airport are typically employed to undergo emotional labor. Emotional labor of airport service employees is an important managerial issue that must be solved. This study attempts to examine the underlying mechanism of emotional labor on turnover intention. It focuses on the consequences of emotional labor of service employees. The purpose of this study is to examine and empirically test how the two-types of emotional labor(deep-acting & surface-acting) of service employees differently affect the level of their job satisfaction and job stress. It also investigates the relationship between job satisfaction, job stress, and turnover intention. For this purpose, first, this study identified the structural relationship between emotional labor, job satisfaction, job stress, and turnover intention. Second, it investigated the mediating effects of job satisfaction between deep-acting and turnover intention. Research design, data, and methodology - To empirically test these structural relationships among research variables, data were collected by a interview from service manager of domestic airline companies and survey from 179 service employees who are working at single domestic airline check-in counters in airports in Korea using a self-rating questionnaire with total 19 items dealing with emotional labor, job satisfaction, job stress, and turnover intention. To test the research hypotheses, collected data were analyzed by confirmatory factor analysis (CFA) and structure equation model (SEM). Results - This study obtains meaningful research results. The results from this study are as follows. First, deep-acting has a positive effect on job satisfaction, whereas, deep-acting has a negative effect on job satisfaction. Second, surface-acting has a positive effect on job stress, whereas, the effects of surface-acting on job satisfaction did not show statistically significant result. Also, job satisfaction has partial mediating roles to the relationship between deep-acting and turnover intention. Conclusions - Based on the results of this empirical study, emotional labor of service employees is one of the key factors influencing their job satisfaction and job stress. In particular, deep-acting is the important factor in emotional labor to increase job satisfaction and reduce job stress. Finally, theoretical, managerial implications, and research limitations are mentioned in discussion parts.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.7C
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• pp.1015-1023
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• 2004

In order to protect an exchanged data, it is indispensable to establish a peer-to-peer key between the two communicating nodes. Pre-distributing keys among the nodes is unrealistic in Ad-Hoc network environment because of the dynamic nature of its network topology and the equal authority of its nodes. This paper presents a peer-to-peer key establishment scheme without pre-distributing keys in Ad-Hoc networks. The proposed scheme is based on the Diffie-Hellman key exchange protocol. Main idea is to prevent the falsification of Diffe-Hellman values using some elements of a hash chain. As a result, it is as safe as the underlying hash function against a man-in-the-middle attack. Simulation results have shown that the proposed scheme dramatically reduces the number of messages, and has relatively higher scalability, as compared with the key pre-distribution based scheme.

• Proceedings of the KSRS Conference
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• 2004.10a
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• pp.553-556
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• 2004

Spatial and temporal aspects of toxic dinoflagellate Cochlodinium.p blooms and consequences of physical features in complex coastal ecosystems, off the southern Korean coast, have been investigated using data obtained from SeaWiFS and AVHRR as well as in-situ observations. Hydrographic parameters measured using CTD sensors were used to elucidate physical factors affecting the spatial distribution and abundance of Cochlodinium.p blooms. The results show spatial and temporal variations of chlorophyll-a (Chl-a) and sea surface temperature (SST) and reveal significant information about Cochlodinium.p blooms and process underlying their evolution. Satellitederived Chl-a estimates appear to be potential in explicating the evolution, movement and distribution of Cochlodinium.p blooms in the enclosed bays of the South Sea. The existence of thromohaline waters offshore provide favorable conditions for the rapid growth and subsequent southward initiation of Cochlodinium.p blooms that are influenced to flow on the offshore branch (OB) during September. It was observed that there was a significant variation in the sun-induced chlorophyll-a fluorescence signal in the remote sensing fluorescence spectra and its high-intensity was recognized during the period of exponential growth and physical transport. Satellite-derived Chl-a concentration during September 1999 ranged between $3­60mg/m^3$ inside the Jin-hae and adjacent Bays and $1-6mg/m^3$ in offshore waters, with varying Cochlodinium.p abundances 1500 to 26000 cells $ml^{-1}.$ The closely spaced CTD surveys and satellite-derived SST give a complete overview on the initiation of Cochlodinium.p blooms in hydrodynamically active regions of the offshore southern East Sea by the influence of Tsushima Warm Current (TWC).

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.501-512
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• 2014

Modified cut-off sampling is widely used for highly skewed data. A serious drawback of modified cut-off sampling is the difficulty of adjustment of non-response in take-all stratum. Therefore, solutions of the problems of non-response in take-all stratum have been studied in various ways such as substitute of samples, imputation or re-weight method. In this paper, a new cut-off point based on minimizing MSE being used in exponential and power functions is suggested and it can be reduced the number of take-all stratum. We also investigate another cut-off point determination method with underlying distributions such as truncated log-normal and truncated gamma distributions. Finally we suggest the optimal cut-off point which has a minimum of take-all stratum size among suggested methods. Simulation studies are performed and Labor Survey data and simulated data are used for the case study.