• Communications for Statistical Applications and Methods
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• v.25 no.2
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• pp.185-197
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• 2018

Measuring market fear is an important way of understanding fundamental economic phenomena related to financial crises. There have been several approaches to measure market fear or panic level in a financial market. Recently, herd behavior has gained its popularity as important economic phenomena explaining the fear in the financial market. In this paper, we investigate herd behavior in global stock markets with a focus on intercontinental comparison. While various risk measures are available for the detection of herd behavior in the market, we use the standardized herd behavior index in Dhaene et al. (Insurance: Mathematics and Economics, 50, 357-370, 2012b) and Lee and Ahn (Dependence Modeling, 5, 316-329, 2017) for the comparison of herd behaviors in global stock markets. A global stock market data from Morgan Stanley Capital International is used to study herd behavior especially during periods of financial crises.

• Communications for Statistical Applications and Methods
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• v.17 no.4
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• pp.611-624
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• 2010

Several methods were suggested for constructing a fuzzy relationship between fuzzy independent and dependent variables. This paper reviews the use of the method by minimizing the square of the difference between an observed and a predicted fuzzy number in an ${\alpha}$-level linear regression model. We introduce a new distance between fuzzy numbers on the basis of a mode, a core point and a radius of an ${\alpha}$-level set of a fuzzy number an construct the fuzzy regression model using the proposed fuzzy distance. We also investigate sufficient condition for an equivalence in the ${\alpha}$-level regression model.

• Communications for Statistical Applications and Methods
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• v.17 no.5
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• pp.725-731
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• 2010

Economic Reliability test plans(ERTP) are proposed considering that the life time of the submitted items follow the Pareto distribution of the second kind. For various specified acceptance number, sample size and producer's risk, a minimum test termination time is obtained. A comparison of proposed plan has been made with the existing plan developed by Aslam et al. (2010). The results are explained by tables and example.

• Bulletin of the Korean Mathematical Society
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• v.58 no.6
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• pp.1419-1443
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• 2021

The asymmetric Laplace distribution arises as a limiting distribution of geometric summations of independent and identically distributed random variables with finite second moments. The main purpose of this paper is to study the weak limit theorems for geometric summations of independent (not necessarily identically distributed) random variables together with convergence rates to asymmetric Laplace distributions. Using Trotter-operator method, the orders of approximations of the distributions of geometric summations by the asymmetric Laplace distributions are established in term of the "large-𝒪" and "small-o" approximation estimates. The obtained results are extensions of some known ones.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.12
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• pp.4492-4507
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• 2021

In camera sensor networks (CSNs), in order to better identify the point, full-view problem requires capture any facing direction of target (point or intruder), and its coverage prediction and sensor density issues are more complicated. At present, a lot of research supposes that a large number of homogeneous camera sensors are randomly distributed in a bounded square monitoring region to obtain full-view rate which is close to 1. In this paper, we deduce the sensor density prediction model in heterogeneous deployed CSNs with arbitrary full-view rate. Aiming to reduce the influence of boundary effect, we introduce the concepts of expanded monitoring region and maximum detection area. Besides, in order to verify the performance of the proposed sensor density model, we carried out different scenarios in simulation experiments to verify the theoretical results. The simulation results indicate that the proposed model can effectively predict the sensor density with arbitrary full-view rate.

• Journal of the Korean Statistical Society
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• v.1 no.1
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• pp.66-78
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• 1973

In Korea, the statistical system is very weak because it is not functional. Knowledge of statistical theory remains iosolated from applications: routine tasks of collection or processing of data are continued often without utilization, and programms are started in a superficial imitation of other without any purpose. It is essential, in Korea, to make statistics purposive. The only way is to give training statistics-fully developed technology of a multi-discipline character in applied statistics. The purpose of this study is primarily to survey the necessity of, or desire for, statistical tarining for the statistical personnel of the government agencies or bank offices in Seoul, Korea and discuss an adequate method of vacational training in statistics. This survey can be summarized as follows : (1) about 94 percent of the sampled people (478) do not consider their present statistical background adequately trained and 128 persons out of 478 request a graduate level training in respective fields. (2) The statistical fields on job in the sample are : Economic statistics : 138, Sampling survey : 228, management statistics : 50, other fields : 62. (3) Educational background are * College graduate : 369 (male 347, female 22) Economics 99, Business administration 99, Law 71, Mathematics and statistics 24, Others 76 * High school graduate : 109 (male 43, female 66)

• Bulletin of the Korean Mathematical Society
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• v.53 no.1
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• pp.227-245
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• 2016

A generalized constant ratio surface (GCR surface) is defined by the property that the tangential component of the position vector is a principal direction at each point on the surface, see [8] for details. In this paper, by solving some differential equations, a complete classification of Lorentz GCR surfaces in the three-dimensional Minkowski space is presented. Moreover, it turns out that a flat Lorentz GCR surface is an open part of a cylinder, apart from a plane and a CMC Lorentz GCR surface is a surface of revolution.

• Agribusiness and Information Management
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• v.8 no.1
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• pp.11-16
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• 2016

This paper presents how Digital Knowledge Ecosystem such as "Govi Nena" (translates as agriculture intelligence) can be used to provide a more effective and practical solution to eliminate the inefficiencies in agricultural markets and achieve higher productivity and price stability. In order to establish the framework to analyze the system, this paper uses a set of hypothetical scenarios faced by value chain actors based on a review of the literature, established knowledge and recent developing country experiences. The scenario analysis reveals that "Govi Nena" enables farmers to make effective production decisions, deepens the level of value chain integration, and enhances the level of welfare for the society as a whole.

• Journal of the Korean Mathematical Society
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• v.56 no.4
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• pp.857-867
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• 2019

Suppose that G = (V, E) is a connected locally finite graph with the vertex set V and the edge set E. Let ${\Omega}{\subset}V$ be a bounded domain. Consider the following quasilinear elliptic equation on graph G $$\{-{\Delta}_{pu}={\lambda}K(x){\mid}u{\mid}^{p-2}u+f(x,u),\;x{\in}{\Omega}^{\circ},\\u=0,\;x{\in}{\partial}{\Omega},$$ where ${\Omega}^{\circ}$ and ${\partial}{\Omega}$ denote the interior and the boundary of ${\Omega}$, respectively, ${\Delta}_p$ is the discrete p-Laplacian, K(x) is a given function which may change sign, ${\lambda}$ is the eigenvalue parameter and f(x, u) has exponential growth. We prove the existence and monotonicity of the principal eigenvalue of the corresponding eigenvalue problem. Furthermore, we also obtain the existence of a positive solution by using variational methods.

• Bulletin of the Korean Mathematical Society
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• v.56 no.2
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• pp.419-437
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• 2019

This paper investigates skew ${\Theta}-{\lambda}$-constacyclic codes over $R=F_0{\oplus}F_1{\oplus}{\cdots}{\oplus}F_{k-1}$, where $F{_i}^{\prime}s$ are finite fields. The structures of skew ${\lambda}$-constacyclic codes over finite commutative semi-simple rings and their duals are provided. Moreover, skew ${\lambda}$-constacyclic codes of arbitrary length are studied under a new definition. We also show that a skew cyclic code of arbitrary length over finite commutative semi-simple rings is equivalent to either a cyclic code over R or a quasi-cyclic code over R.