• Communications for Statistical Applications and Methods
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• 제16권5호
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• pp.803-812
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• 2009

금융자료에 극단값이론을 적용하는 것은 위험관리에서 중요한 최신 통계기법 중의 하나라고 할 수 있다. 극단값분석에서 전통적으로 사용해 오던 연간 최대값방법은 시계열자료의 연간 최대값들에 대하여 일반화 극단값분포를 적합시키는 것이고, 최근 대안으로 널리 사용되고 있는 분계점 방법은 시계열자료 중 충분히 큰 하나의 분계점을 넘어서는 초과값들에 대하여 일반화파레토분포를 적합시키는 것이다. 그러나, 보다 실질적인 방법은 분계점을 넘어서는 초과값들을 하나의 점과정으로 해석하는 것인데, 즉 초과값들의 초과시점과 초과여분을 점근적으로 비동질 포아송과정을 갖는 하나의 2차원 점과정으로 간주하는 것이다. 본 논문에서는 이러한 2차원 비동질 포아송과정 모형을 1982.1.4부터 2008.12.31까지 수집된 원/달러 환율 시계열자료로부터 계산된 일별 환율투자손실률, 즉 일별 로그 손실률에 적용한다. 여기서 주된 관심은 10년 혹은 50년에 한번 정도 발생하는 대형 손실률 수준과 같은 극단분위수를 어떻게 추정하느냐 하는 것이다.

• Steel and Composite Structures
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• 제28권6호
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• pp.749-758
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• 2018

Free axial vibration of axially functionally graded (AFG) nanorods is studied by focusing on the inertia of lateral motions and shear stiffness effects. To this end, Bishop's theory considering the inertia of the lateral motions and shear stiffness effects and the nonlocal theory considering the small scale effect are used. The material properties are assumed to change continuously through the length of the AFG nanorod according to a power-law distribution. Then, nonlocal governing equation of motion and boundary conditions are derived by implementing the Hamilton's principle. The governing equation is solved using the harmonic differential quadrature method (HDQM), After that, the first five axial natural frequencies of the AFG nanorod with clamped-clamped end condition are obtained. In the next step, effects of various parameters like the length of the AFG nanorod, the diameter of the AFG nanorod, material properties, and the nonlocal parameter value on natural frequencies are investigated. Results of the present study can be useful in more accurate design of nano-electro-mechanical systems in which nanotubes are used.

• The Journal of Asian Finance, Economics and Business
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• 제8권3호
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• pp.1417-1425
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• 2021

The purpose of this study is to map mineral and coal (Minerba) policies by analyzing the law and producing research novelty on mineral and coal governance policies in Indonesia with the Theory U approach. This study uses a qualitative research with the U theory approach. The results of the SNA analysis indicate that good mineral and coal governance must be carried out at various levels, from micro to macro. First, related to regulations on mineral and coal governance at the macro level. Regulations regarding the management of mineral and coal need to be carried out with a deeper evaluation related to the tax system, licensing system, increased value added and downstreaming and mineral and coal funds. The second is related to the regulation of mining management in the meso level. Third, related to the management of mineral and coal at the micro level, it is necessary to conduct more stringent supervision of the impacts caused by the mining sector of the Minerba. In addition, surveillance is also carried out as per law in order to avoid harmful behavior for both the company and the state. The originality of this research is the theory of U in the Mining Law research.

• 한국농공학회논문집
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• 제47권6호
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• pp.47-57
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• 2005

Stress distribution in soils is the very important element to design and to solve the problems of settlement, safety of foundations and trafficability of constructing vehicle in civil engineering. This research presents the comparative estimation of the actual and theoretical measurement on the underground stress of outer layer for each soil after the observation of each top soil layer fur its vertical and horizontal stresses in (1) homogeneous sand ground (2) weak stratum with the sand soil (3) weak stratum with gravel of the soil model, and it also investigates the effect of subsidence of ground by the repeated load. The underground stresses fumed out to be different in the value of theoretical and actual measurement after the trial examination of model. This study has the purpose of suggesting the better construction method of running equipment on weak stratum by comparing the estimated value of trial experiment and theory on underground stress of the weak ground surface area and of raising up the necessity of the continuous research hereafter.

• 아태비즈니스연구
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• 제11권4호
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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.

• 유통과학연구
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• 제21권12호
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• pp.23-34
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• 2023

Purpose: The purpose of this study is to identify factors affecting satisfaction as well as the intention of Gen Z customers to reorder food online in the context of a crisis. Research design, data and methodology: Data for this cross-sectional study were collected via the Internet by conducting an online survey of 652 Gen Z respondents, aged 15-25, in the south of Vietnam and using a convenience sampling method. To analyse the reliability of the scales, SPSS was used to run Cronbach's alpha. Then, SmartPLS was used to assess the measurement model, including variable reliability and validity, convergent validity, and discriminant validity of the proposed model, as well as test the hypotheses with partial least squares structural equation modelling (PLS-SEM). Results: Social influence, price value, and convenience all have a positive effect on satisfaction and repurchase intention. Satisfaction not only plays a critical role in mediating the relationship between social influence, price value, convenience and repurchase intention but also has a positive impact on repurchase intention towards buying food online. Conclusions: This study was successful in identifying the factors of repurchase intention in a crisis setting among Gen Z customers by developing a theoretical research model via literature to complete a brief Theory of Planned Behaviour model. This study also took an innovative approach to earlier ones by demonstrating not just the significant effect of social influence on satisfaction and repurchase intention, but also by identifying critical variables that managers should focus on increasing and improving management.

• 산경연구논집
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• 제15권3호
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• pp.21-29
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• 2024

Purpose: Electronic vehicles (EV) consumption become more prevalent among Vietnamese consumers. This paper aims to empirically assess the determinants of EV purchase intention among Vietnamese consumers. The research findings are expected to promote the consumption of electric vehicles in Vietnam. Research design, data and methodology: The quantitative research approach employed the Exploratory Factor Analysis (EFA). The sample size includes 301 respodents. Research design unified Theory of Acceptance and Use of Technology (UTAUT) and UTAUT2. The data collection process employ the non-probability sampling. Questionaire survey consists of 24 questions given to respondents via Google Form link. Data is processed by SPSS version 20 software. Results: The results proposed 04 determinants of the intention to buy electric vehicles: Government Support, Environmental Concern, Price Value, and Performance. Conclusions: Theorectical implications and managerial implications are also discussed to promote the consumption of electronic vehicles in Vietnam. Besides, the findings show that Price value, Environmental Concern and Performance positively affect the purchase intention of EV among Vietnamese consumers. Remarkably, Government Support is proven to be an insignificant factor in EV purchase intention. The call for further research rely on the role of government support in order to promote EV consumption in Vietnam and other emerging markets worldwide.

• 한국수자원학회논문집
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• 제51권11호
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• pp.989-998
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• 2018

수원과 수용가 간 연결성은 비정상상황 시 상수도관망의 기능 유지 정도를 나타내는 시스템 특성 중 하나이다. 상수도관망은 점과 선으로 구성된 그래프로 간략화 될 수 있기 때문에, 연결성 평가를 위해 주로 그래프 이론이 적용되었다. 하지만, 대부분의 연구는 상수도관망에 적합하지 않은 무향-비가중 그래프 이론을 적용하였다. 본 연구에서는 유향-가중 그래프 이론을 상수도관망에 적용하였으며, 이를 기반으로 복잡한 수리해석 없이 상수도관망 연결성을 평가할 수 있는 지표인 SNSP (Source to Node Shortest Pathway)와 이의 역수인 SNSP-Degree (SNSP-D)를 제안하였다. 국내 J시 42개의 상수도관망을 이용하여 개발된 SNSP와 기존 상수도관망 성능평가지표 사이의 상관성 분석을 수행 및 검증하였다. 기존 상수도관망 성능평가지표는 수리해석 결과를 지표 계산에 이용하는 3개의 회복력(Resilience) 지표와 에너지 효율 지표이다. 분석 결과, SNSP의 역수인 SNSP-D의 합과 기존 상수도관망 성능지표 사이에 평균적으로 0.87 이상의 높은 피어슨 상관계수(Pearson Correlation Coefficient, PCC) 값이 도출되었다. 특히, 회복력 지표 중 하나인 Modified Resilience Index (MRI)와 에너지 효율 지표의 경우 PCC 0.93 이상의 높은 상관관계를 가지는 것으로 나타났다. 또한 다중 회귀 분석을 통해 SNSP-D와 회복력 및 에너지 효율 간의 상관성에 영향을 미치는 수리학적 변인을 확인하였다. 본 연구에서 제안한 SNSP 지표가 상수도관망의 대략적인 회복력 및 에너지 효율 수준을 알려줄 수 있는 지표로 실무에서 널리 활용될 것으로 기대된다.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2003년도 봄 학술발표회 논문집
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• pp.422-426
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• 2003

Model soil tank tests were conducted in sandy soil to investigate the effect of surcharge strip loads on vertical stress distribution in soil. A total number of 6 tests were performed using one loading plate and two relative density(55%, 65%). The soil was considered as an elastic material, while no friction was allowed between the wall and the soil. Measured stress values were compared to predictions defined by Frohlich, Boussinesq and Westergaard. The comparison of measured values and predictions used the ratio between the soil pressure and load value. Results of this study demonstrated that experimental values were generally larger than predictions. The Frohlich analysis provided the best prediction, while the Boussinesq analysis and Westergaard theory not presented a satisfactional result.

• Asian Journal of Business Environment
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• 제4권3호
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• pp.27-37
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• 2014

Purpose - In the past, designs for traditional products have usually focused on historic techniques. However, this tradition of using historic techniques has now been replaced by the trend of using the innovative design concept. Research design, data, and methodology - To measure future market trends and quality requirements, we apply the results of the questionnaires and analyze them with various experimental processes and a design methodology. In this way, we gauge the impact of the innovative product value chain on the promotion of new products. Results - Accompanied with an innovative product value chain, the product can stimulate the development of enterprise management, which has become the main issue in social and economic development in every developed country, and can facilitate the progress of enterprise management throughout the enterprise. Conclusions - Customer demand should be emphasized as the primary means to solve design problems, to design optimal solutions, to create differentiation with competitors, and to pursue optimal marketing strategies.