• 기업가정신과 벤처연구
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• 제19권4호
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• pp.41-52
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• 2016

본 연구에서는 중소기업의 상장시장인 KOSDAQ에서 신규공모(initial public offering) 인수회사에게 부과하는 공모주 매각제한제도(underwriter lockup)와 공모주 상장초기 수익률의 관계를 분석하였다. 2008년부터 KOSDAQ에 상장된 공모주의 상장초기 수익률 평균은 감소하였으며, 일부 공모주 상장초기 수익률은 음이었다. 이런 환경에서 KOSDAQ는 매각제한제도를 실행하였는데, 매각제한제도란 신규공모 인수회사가 공모주를 발행가격으로 매입하고 상장부터 3개월간 보유하는 의무를 의미한다. 따라서 매각제한제도에서 인수회사는 공모주를 저가(underpricing)로 매입하고 고가(stabilization)로 매각하려는 의도를 가지게 될 것이므로, 매각제한제도에서 상장초기 수익률이 증가할 수가 있다. 본 연구에서는 2009년부터 KOSDAQ에 상장된 공모주에 관한 자료들을 수집하고, 매각제한제도에 의해서 상장초기 수익률을 증가시키는지를 혼합분포(mixture of distributions) 관점에서 검증하였다. 분석결과 매각제한제도가 적용되지 않는 신규공모보다는 매각제한제도가 적용되는 신규공모에서 공모주 상장초기수익률은 유의적으로 증가하였다. 그리고 이런 결과는 상장초기 수익률에 영향을 주는 요인들을 통제하더라도 유의적으로 존재하였다. 이것은 매각제한제도가 상장초기 수익률의 상승에 매우 유효한 제도라는 것을 의미한다.

• Communications for Statistical Applications and Methods
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• 제19권5호
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• pp.673-683
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• 2012

Cabral et al. (2012) defined a mixture model of multivariate skew t-distributions(STMM), and proposed the use of an ECME algorithm (a variation of a standard EM algorithm) to fit the model. Their estimation by the ECME algorithm is closely related to the estimation of the degree of freedoms in the STMM. With the ECME, their purpose is to escape from the calculation of a conditional expectation that is not provided by a closed form; however, their estimates are quite unstable during the procedure of the ECME algorithm. In this paper, we provide a conditional expectation as a closed form so that it can be easily calculated; in addition, we propose to use the ECM algorithm in order to stably fit the STMM.

• 한국분말재료학회지
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• 제9권2호
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• pp.116-123
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• 2002

The characteristics of two commercial 2xxx series Al alloy powders, AMB2712 and 201AB, were evaluated and their compacting and sintering characteristics were discussed in tems of compacting pressure. The particle shapes of both two powder mixtures were irregular and their particle size distributions were broad. The compactibility of AMB2712 was superior to that of 201AB because of better fluidity. The sintered density was higher than the green density at low compacting pressure, however, it was lower than the green density when the samples were compacted at higher pressure due to the selling during sintering. The sintered density was alomost the same as the green density at the "homogeneous deformation" stage. It was observed that pores were created at the triple points due to the rapid diffusion of Cu in Al. Cu in Al.

• The Journal of the Acoustical Society of Korea
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• 제27권1E호
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• pp.30-34
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• 2008

An improvement to the existing blind signal separation (BSS) method has been made in this paper. The proposed method models the inherent signal dependency observed in acoustic object to separate the real-world convolutive sound mixtures. The frequency domain approach requires solving the well known permutation problem, and the problem had been successfully solved by a vector representation of the sources whose multidimensional joint densities have a certain amount of dependency expressed by non-spherical distributions. Especially for speech signals, we observe strong dependencies across neighboring frequency bins and the decrease of those dependencies as the bins become far apart. The non-spherical joint density model proposed in this paper reflects this property of real-world speech signals. Experimental results show the improved performances over the spherical joint density representations.

• IEIE Transactions on Smart Processing and Computing
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• 제2권4호
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• pp.216-225
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• 2013

This paper discusses the issues regarding an abnormal V-shaped error confronting algebraic-based deconvolution process. Deconvolution was applied to an analysis of the effects of the Random Telegraph Noise (RTN) and Random Dopant Fluctuation (RDF) on the overall SRAM margin variations. This paper proposes a technique to suppress the problematic phenomena in the algebraic-based RDF/RTN deconvolution process. The proposed technique can reduce its relative errors by $10^{10}$ to $10^{16}$ fold, which is a sufficient reduction for avoiding the abnormal ringing errors in the RTN deconvolution process. The proposed algebraic-based analyses allowed the following: (1) detection of the truncating point of the TD-MV distributions by the screening test, and (2) predicting the MV-shift-amount by the assisted circuit schemes needed to avoid the out of specs after shipment.

• Communications for Statistical Applications and Methods
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• 제13권2호
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• pp.309-318
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• 2006

There are many statistical methods of testing the equality of two population variances. Among them, the well-known F test is very sensitive to the normality assumption. Several other tests that do not assume normality have been proposed, but these tests usually need tables of critical values or software for hypotheses testing. McGrath and Yeh (2005) suggested a quick and compact Count Five test requiring only the calculation of the number of extreme points. Since the Count Five test uses only extreme values, this discards some information from the samples, often resulting in a degradation in power. In this paper, an alternative Count Five test using the trimmed mean is proposed and its properties are discussed for some distributions and normal mixtures.

• Journal of KIEE
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• 제11권1호
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• pp.1-7
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• 2001

Various methods for blind source separation (BSS) are based on independent component analysis (ICA) which can be viewed as a nonlinear extension of principal component analysis (PCA). Most existing ICA methods require certain nonlinear functions (which leads to higher-order statistics) depending on the probability distributions of sources, whereas PCA is a linear learning method based on second-order statistics. In this paper we show that the PCA can be applied to the task of BBS, provided that source are spatially uncorrelated but temporally correlated. Since the resulting method is based on only second-order statistics, it avoids the nonlinear function and is able to separate mixtures of several colored Gaussian sources, in contrast to the conventional ICA methods.

• 동력기계공학회지
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• 제15권1호
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• pp.5-10
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• 2011

The spatial fuel vapor distribution of the homogeneous charge by a 6-hole injector was examined in a optically accessed single cylinder direct injection spark ignition(DISI) engine. The effects of in-cylinder charge motion, and fuel injection pressure, and coolant temperature were investigated using a planar LIF (Laser Induced Fluorescence) technique. It was confirmed that the in-cylinder tumble flow played a little more effective role in the spatial fuel vapor distribution than the swirl flow during the compression stroke at 10 mm and 2 mm planes under cylinder head gasket and the increased fuel injection pressure activated spatial distributions of the fuel vapor. In additions, richer mixtures were concentrated around the cylinder wall by the increase of the coolant temperature.

• Journal of the Korean Data and Information Science Society
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• 제27권5호
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• pp.1155-1168
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• 2016

기상 자료의 경우 한 지역의 기후가 인접지역의 기후와 비슷한 양상을 띄고 각 지역의 확률 밀도 함수 (probability density function)가 잘 알려진 확률 모형을 따르지 않는다는 것이 알려져 있다. 본 논문에서는 이러한 특성을 고려하여 이상 기후 현상이 뚜렷히 나타나는 여름철 평균 극한 기온(extreme temperature)의 확률 밀도 함수를 추정하고자 한다. 이를 위하여 공간적 상관관계 (spatial correlation)를 고려하는 비모수 베이지안 (nonparametric Bayesian) 모형인 조건부 자기회귀 종추출 혼합모형 (mixtures of conditional autoregression species sampling model)을 이용하였다. 자료는 이스트앵글리아 대학교 (University of East Anglia)에서 제공하는 전 지구의 최대 기온과 최소 기온자료 중 우리나라에 해당하는 지역의 자료를 사용하였다.

• 생명과학회지
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• 제14권2호
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• pp.269-274
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• 2004

불균일상 촉매를 이용한 대두유와 메탄올간의 에스테르화 반응에 대하여 조사하였다. 온도 40∼$65^{\circ}C$에서 대두유와 메탄올 혼합물 내 성분 분배를 측정하였다. NaOH, CaO, Ca(OH)$_2$, MgO, Mg(OH)$_2$, and Ba(OH)$_2$과 같은 촉매에 대하여 반응 혼합물의 글리세린 함량을 측정하였다. 측정된 글리세린 농도로부터 반응 혼합물의 전화율을 계산하였다. 촉매 투여량, 보조용매 그리고 반응온도의 최종전화율에 대한 영향을 조사하였다. 대두유에 대한 메탄올의 용해도는 메탄올에 대한 대두유의 용해도보다 월등히 컸다. 대두유의 에스테르화 반응에 불균일상 촉매를 사용한 경우 최종전화율은 불균일상 촉매의 염기도에 크게 의존하였고, 촉매 금속의 염기도 증가에 따라 증가하였다. 알칼리 금속의 수산화물이 산화물 보다 효과적이었으며, 산화물은 촉매효과를 보이지 않았다. Ca(OH)$_2$를 에스테르화 반응의 촉매로 사용한 경우, 최종전화율의 최대값이 촉매 투여량 4%일 때 측정되었다. 최종전화율과 반응속도는 온도증가에 따라 증가하였으며 5$0^{\circ}C$에서 급격한 증가를 보였다. Ba(OH)$_2$를 촉매로 사용한 경우 보조용매로 HCl$_2$를 투여하면, 투여량 3%일 때 최종전화율의 최대값이 측정되었다.