• 대한수학회지
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• 제43권2호
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• pp.357-371
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• 2006

Let $X\;=\;(X_t,\;t{\in}[0, T])$ be a generalized Brownian motion(gBm) determined by mean function a(t) and variance function b(t). Let $L^2({\mu})$ denote the Hilbert space of square integrable functionals of $X\;=\;(X_t - a(t),\; t {in} [0, T])$. In this paper we consider a class of nonlinear functionals of X of the form F(. + a) with $F{in}L^2({\mu})$ and discuss their analysis. Firstly, it is shown that such functionals do not enjoy, in general, the square integrability and Malliavin differentiability. Secondly, we establish regularity conditions on F for which F(.+ a) is in $L^2({\mu})$ and has its Malliavin derivative. Finally we apply these results to compute the price and the hedging portfolio of a contingent claim in our financial market model based on a gBm X.

• International Journal of Costume and Fashion
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• 제10권2호
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• pp.51-59
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• 2010

This study regarded fashion selection criteria as clothing consumption value and desired fashion images, and examined selection differences according to regional subculture groups. Clothing consumption value is a direct value that people seek with clothing products and a perceived value which is divided into emotional, social, price, quality values. Fashion image which is a feeling communicated to others by wearing a certain fashion style is the most superficial value. Multivariate Analysis of Variance (MANOVA) was performed to test the differences between regional subculture groups in clothing consumption values and desired fashion images. We found some differences in clothing consumption value specifically in emotional value and social value. The group differences were remarkably significant in fashion image comparison. 'Kang-nam' group pursued 'lively', 'sophisticated', 'charming', feminine', 'gorgeous' image more than 'Kang-buk' group. While 'Kang-buk' group produced lower scores in ideal fashion images, the group had significant higher seeking in 'sportive' image compared to 'Kangnam' group.

• 응용통계연구
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• 제23권2호
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• pp.249-261
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• 2010

Long-term forecasting of seasonal time series is critical in many applications such as planning business strategies and resolving possible problems of a business company. Unlike the traditional approach that depends solely on dynamic models, Li and Hinich (2002) introduced a combination of stochastic dynamic modeling with filter bank approach for forecasting seasonal patterns using highly coherent(High-C) waveforms. We modify the filter selection and forecasting procedure on wavelet domain to be more feasible and compare the resulting predictor with one that obtained from the wavelet variance estimation method. An improvement over other seasonal pattern extraction and forecasting methods based on such as wavelet scalogram, Holt-Winters, and seasonal autoregressive integrated moving average(SARIMA) is shown in terms of the prediction error. The performance of the proposed method is illustrated by a simulation study and an application to the real stock price data.

• 품질경영학회지
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• 제28권2호
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• pp.161-175
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• 2000

The problem of jointly determining the optimum process mem and screening limits for each market is considered in situations where there are several markets with different price/cost structures. Two inspection procedures are considered; an inspection based on the quality characteristic of interest, and an inspection based on a surrogate variable which is highly correlated with the quality characteristic. The quality characteristic is assumed to be a normal distribution with unknown mean and known variance. A Taguchi's quadratic loss function is utilized for developing the economic model for determining the optimum process mean and screening limits. A numerical example is given.

• 한국의류학회지
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• 제18권2호
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• pp.234-243
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• 1994

This research has studied situational effects on the perceived risk and store choice behavior. Data were obtained from 388 females with full-time jobs living in Pusan. The results analyzed by Spearman's rank correlation analysis, analysis of variance(ANOVA), 1-test and discriminant analysis. The results of this study were as follows; 1. There were significant differences in percieved risk according to the clothing purchasing situations. Performance risk was perceived high in gift-shopping situation and time-pressured situation, and financial risk was perceived high in self-shoving situation. 2. There were particularly significant differences in store attributes evaluation according to the clothing purchasing situations. In self-shopping situation, price, quality and reliability, store loyalty were evaluated as important store attributes. In gift-shopping situation, quality and reliability, product iuomation and in time-pressured situation, store loyalty and product information were evaluated as important store attributes. 3. Consumers preferred national brand franchise stores in self-shopping situation. They preferred department stores in gift-shopping situation and time-pressured situation. The types of selected store were mainly affetted by shopping convenience and location convenience.

• 대한가정학회지
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• 제36권1호
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• pp.117-128
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• 1998

This study examined the relationships between textile fiber preference(natural, synthetic, blended) and the perceived importance of textile properties, knowledge of textile fibers and demographic variables, focused on children's outdoor clothing. Subjects were 291 mothers with preschool children. Data were collected using a self-administered questionnaire and analyzed using analysis of variance and crosstabulation analysis. The results indicated that; (1)preference of fiber was significantly related to the perceived importance of textile fiber properties concerning flame resistance, absorbency, and hand. (2)blended fiber preference group had more knowledge on textile fibers than the other groups. (3)preference of fiber was significantly related to the perceived differences of textile performance characteristics in comfort. (4)None of demographic variables influenced textile fiber preference. (5)No difference in price consideration was found between the textile fiber preference groups.

• 한국철도학회:학술대회논문집
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• 한국철도학회 2001년도 춘계학술대회 논문집
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• pp.97-102
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• 2001

If the Seoul-Pusan high-speed rail project is able to open its revenue service in 2004, Korea will be the fifth country with an HSR system in the world. And, it will be recorded as a major milestone in the transportation history of Korea. But, Government regulated railroad fare because railroad fare increase can bring negative influences to CPI(Consumer Price Index). Consequently, Korea National Railroad cannot afford to operate railroad independently under current railroad fare system. In this paper, we studied the railroad fare system under implementation and its influences to CPI. And then we proposed that railroad fare must be decided by competition with other transportation modes and based on the demand variance by introducing YMS(Yield Management System).

• Journal of Information Technology Applications and Management
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• 제9권2호
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• pp.33-56
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• 2002

This paper shows that internet retailers adjust the total expenses of their customer's purchase by the nominal price of each product and the delivery fee of the purchase. This paper compares the total expenses of purchasing a bundle of goods in the internet market against the total expenses of purchasing the same bundle of goods in the traditional market. The results show that the type of goods and the total expenses of a purchase, together with their interaction, determine up to 60% or 80% of the variance of the difference between the expenses up the same purchase in the two markets. The results also show that neither the expenses of a purchase nor its interaction with the product type affects the dispersion of total purchase expenses in the internet market.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1995년도 하계학술대회 논문집 B
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• pp.540-542
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• 1995

When precontract pricing is applied, consumers must reserve expecting the amount of electricity to use. But Consumers expecting demand has stochastic property, expecting demand may be different from real demand. To prepare for this problem, spinning reserve is needed. Now I suggest new pricing system that someone has large variance and large elacity pays high price by the accumulated penalty factor. And I suggest the accumulated penalty factor for maximizing social welfare.

• KDI Journal of Economic Policy
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• 제41권1호
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• pp.43-58
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• 2019

Since 2009, electricity consumption has developed a unique seasonal pattern in South Korea. Winter loads have sharply increased, and they eventually exceeded summer peaks. This trend reversal distinguishes these load patterns from those in the USA and the EU, where annual peaks are observed during the summer months. Using Levene's test, we show statistical evidence of a rise in temperature but a decrease in variance over time regardless of the season. Despite the overall increase in the temperature, regardless of the season there should be another cause of the increased demand for electricity in winter. With the present study using data from 1991 to 2012, we provide empirical evidence that relatively low electricity prices regulated by the government have contributed significantly to the rapid upward change in electricity consumption, specifically during the winter months in the commercial sector in Korea.