• KDI Journal of Economic Policy
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• v.39 no.3
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• pp.43-62
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• 2017

This paper proposes an integrated risk-management framework that includes 1) measuring the risk of credit portfolios, 2) implementing a (macro) stress test, and 3) setting risk limits using the estimated systematic latent factor specific to capture the housing market cycle. To this end, we extract information from a set of real-estate market variables based on the FAVAR methodology proposed by Bernanke, Boivin and Eliasz (2005). Then, we show the method by which the estimated systematic factor is applied to risk management in the housing market in an integrated manner within the Vasicek one-factor credit model. The proposed methodology is well fitted to analyze the risk of slow-moving and low-defaultable forms of capital, such as alternative investments.

• Human Ecology Research
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• v.54 no.6
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• pp.565-574
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• 2016

This research examined the trajectories of peer rejection in preschool children. This study also investigated the gender differences in the intercept and slope of the trajectories for peer rejection along with the influences of aggression, withdrawal and language ability on the trajectories of peer rejection. A latent growth curve model investigated peer rejection in 3 to 5 year olds. Three hundred and thirteen 3-year-old children were recruited from five preschools and 14 daycare centers. The children's language ability was measured by a Wechsler Preschool and Primary Scale of intelligence verbal test and teachers completed measurements for aggression and withdrawal. A peer nomination inventory was used to assess peer rejection. Children were asked to nominate three classmates who they do not like to play with. The research findings showed that peer rejection decreased during the preschool years. Compared with girls, boys showed higher levels of peer rejection and a slower change rate of peer rejection. Girls who were aggressive showed high levels of peer rejection and a slow change rate of peer rejection. Moreover, girls who had a high levels language showed low levels of peer rejection and a slow change rate of peer rejection. These findings imply that language ability could be a protective factor of peer rejection for girls.

• Korean Journal of Child Studies
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• v.22 no.2
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• pp.113-132
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• 2001

In order to develop a model for better understanding of causal relationships in resiliency factors in families of children with disabilities, 200 families participated in this adaptation of the Resiliency Model of McCubbin and McCubbin(1993). The 6 latent variables included in the hypothesized model were family stress, family hardiness, family schema, community support, family problem-solving communication, and family adaptation. The models were developed on the basis of confirmatory factor analysis and compared using covariance structure modeling (LISREL). Adequate fitness of the model was observed. Family stress showed negative effect on family schema and on family hardiness. Family schema showed positive effect on community support and on family hardiness. Family hardiness showed positive effect on family problem-solving communication, and family problem-solving communication showed positive effect on family adaptation.

• Korean Journal of Social Welfare Studies
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• v.45 no.2
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• pp.233-261
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• 2014

There are two competing models explaining the causal relationship of depression and self-esteem, and they are cognitive vulnerability model and the scar model. Cognitive vulnerability model explains that low self-esteem poses as a risk factor for development of depressive symptoms/depression while the scar model asserts that the experiences of depression scars the cognitive function of individuals, resulting in negative self-perception. This study was set out to test two models on Korean adults, and to identify factors that are associated with depression and self-esteem relationship. The first four waves (wave 1~4) of the Korea Welfare Panel Study (KOWEPS) were used for analyses, and latent growth curve modeling was employed to examine the relationship. The findings show that the relationship was reciprocal, one affecting the growth trajectory of another over a four year period. Furthermore, education, poverty status, health status, and satisfaction with social relationships were found to be significantly associated with both depression and self-esteem trajectories. Implications for practice and theory are provided.

• Journal of KIISE:Software and Applications
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• v.32 no.11
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• pp.1071-1083
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• 2005

By estimating probability distributions of the good solutions in the current population, some researchers try to find the optimal solution more efficiently. Particularly, finite mixtures of distributions have a very useful role in dealing with complex problems. However, it is difficult to choose the number of components in the mixture models and merge superior partial solutions represented by each component. In this paper, we propose a new continuous evolutionary optimization algorithm with distribution estimation by variational Bayesian mixtures of factor analyzers. This technique can estimate the number of mixtures automatically and combine good sub-solutions by sampling new individuals with the latent variables. In a comparison with two probabilistic model-based evolutionary algorithms, the proposed scheme achieves superior performance on the traditional benchmark function optimization. We also successfully estimate the parameters of S-system for the dynamic modeling of biochemical networks.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.4
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• pp.145-155
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• 2020

Since Campbell (1990) proposed multidimensionality of job performance, unlike the single structure of traditional job performance, it has been largely classified as task performance, contextual performance, and counterproductive work behavior. The objective of this study is to validate the threecriteria currently considered major aspects of job performance, to identify different types of performance based on three dimensions, and to compare the power of personality factors among performance types. A total of 681 employees working at various organizations participated in an on-line survey. The survey included boththe exploratory and confirmatory factor analyses. A 3-factor job performance model consisting of three dimensions was also included. The relationships between performance dimensions and personality factors differedby dimensions of performance, supporting the validity of the 3-factor structure of performance.The results of the Latent Profile Analysis identified four types of performance: exemplary, moderately conscientious moderate, and conscientious, butlow.. The Multinomial logistic regression analysis showed each type differed significantly according to the predictors of personality variables. In conclusion, implications and limitations of the study were noted.

• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.613-635
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• 2001

This paper proposes a skewed multivariate probit model for analyzing a correlated binary response data with covariates. The proposed model is formulated by introducing an asymmetric link based upon a skewed multivariate normal distribution. The model connected to the asymmetric multivariate link, allows for flexible modeling of the correlation structure among binary responses and straightforward interpretation of the parameters. However, complex likelihood function of the model prevents us from fitting and analyzing the model analytically. Simulation-based Bayesian inference methodologies are provided to overcome the problem. We examine the suggested methods through two data sets in order to demonstrate their performances.

• Journal of the Korean Crystal Growth and Crystal Technology
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• v.1 no.1
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• pp.74-81
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• 1991

The temperature profile of Czochralski single crystal growth system was simulated considering the fluid flow and surface radiation heat transfer. View factors of surface elements were calculated for radiation heat transfer. Two phases(solid and liquid) were treated as a continuous phase by assigning artificial large viscosity to the solid phase and latent heat was accounted by iterative heat revolution method. The solidification model was applied to solid front of the pure Ga during the melting to verify the model. The whole simulation model of CZ system was applied to the growth Al single crystal.

• Journal of Preventive Medicine and Public Health
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• v.38 no.3
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• pp.298-306
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• 2005

Objectives : To develop measurement scales of Internet addiction, and propose a Korean Internet Addiction Index (K-IAI) and classification criteria for Internet addiction from the threshold scores developed. Methods : The identification of the concept of 'Internet addiction' was based on the literature review. To select the scales, an exploratory factor analysis was applied. A construct validation was tested by a confirmatory factor analysis (CFA) with a structured equation model (SEM). In testing the validity of the classification criteria, ANOVA and non-recursive models with SEM were applied. Results : Out of 1,080 questionnaires distributed, 1,037 were returned,; a response rate of 96%. The Cronbach-$\alpha$ of all items was over 0.75. Using an exploratory factor analysis in the condition of a 6 factor constrain as the study model proposed, 23 of the initial 28 items were identified. In testing the discriminant and convergent validity of the selected 23 scales using CFA with SEM, the Internet addiction model explained about 93% of all variances of the data collected, and all the latent variables significantly explained the designated scales. A K-IAI was proposed using the T-scores of the sum of all factor averages. In the classification of users, the basic concept was a twostandard deviation approach of the K-IAI as the criteria of MMPI. The addiction group had a score ${\geq}70$ in the K-IAI, the pre-addiction group between ${\geq}50$ and <70, and the average user group <50. The Internet use times of the classified groups were statistically different in the ANOVA and multiple comparisons. Conclusions : The K-IAI is a reliable and valid instrument for measuring Internet addiction. Moreover, the taxonomy of the groups was also verified using various methods.

• Korean Journal of Air-Conditioning and Refrigeration Engineering
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• v.11 no.4
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• pp.549-559
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• 1999

An experimental study was peformed to measure the viscosity of microencapsulated PCM slurries as the functions of its concentration and temperature, and also influence to its fluid dynamics. For the viscosity measurement, a rotary type viscometer, which was equipped with temperature control system, was adopted. The slurry was mixed with water and Sodium Lauryl Sulphate as a surfactant by which its suspended particles were dispersed well without the segregation of particles during the experiment. The viscosity was increased as the concentration of MicroPCM particle added. The surfactant increased 5% of the viscosity over the working fluid without particles. Experiments were proceeded by changing parameters such as PCM particles'concentration as well as the temperature of working fluid. As a result, a model to the functions of temperature for the working fluid and its particle concentration is proposed. The proposed model, for which its standard deviation shows 0.8068, is agreed well with the reference's data. The pressure drop was measured by U-tube manometer, and then the friction factor was obtained. It was noted that the pressure drop was not influenced by the state of PCM phase, that is solid or liquid in its core materials at their same concentration. On the other hand, it was described that the pressure drop of the slurry was much increased over the working fluid without particles. A friction factor was placed on a straight line in all working fluids of the laminar flow regardless of existing particles as we expected.