• Geomechanics and Engineering
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• v.38 no.3
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• pp.249-260
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• 2024

In order to study the mechanical propertied and change rules of undrained shear behavior of saline soil under the freeze-thaw cycles, an improved constitutive model reflecting the effects of freeze-thaw cycles was proposed based on the traditional Duncan-Chang model. The saline soil in Qian'an County, western Jilin Province, was selected as the experimental object. Then, a set of freeze-thaw cycles (0, 1, 10, 30, 60, 90, 120) tests were conducted on the saline soil specimens, and conventional consolidated undrained triaxial shear tests were conducted on the saline soil specimens that underwent freeze-thaw cycles. The stress-strain relationship was obtained by the triaxial shear test. The model parameters have a corresponding regression relationship with the number of freeze-thaw cycles. Finally, based on the function expression of the model parameters, the modified Duncan-Chang model with the number of freeze-thaw cycles as the influence factor was established, whilst the calculation program of the modified model is compiled. Based on the test results, the stress-strain relationship of the saline soil specimen shows strain hardening. The shear strength gradually decreases with the increase of freeze-thaw cycle. The 10 freeze-thaw cycles are the turning point in the trend of changes of the mechanical properties of saline soils. The calculated and experimental stress-strain relationship are compared, and the comparison between the calculated value of the model and the experimental value showed that the two had a good consistency, which verified the validity of the modified Duncan-Chang model in reflecting the effects of the freeze-thaw cycle.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.34 no.2
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• pp.583-595
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• 2014

Currently, Korean transportation policies are aiming for increase of safety and environment-friendly and efficient operation, by avoiding construction and expansion of roads, and upgrading road alignments and facilities. This is revealed by that there have been 22 road expansion projects (30%) and 50 road improvement projects (70%) under the 3rd Five-Year Plan for National Highways ('11~'15), while there were 53 road expansion projects (71%) and 22 road improvement projects (29%) under the 2nd Five-Year Plan for National Highways. For more effective road improvement projects, there is a need of choosing projects after an objective and scientific safety assessment of each road, and assessing safety improvement depending on projects. This study is intended to develop a model for this road safety analysis and assessment. The major objective of this study is creating a road safety analysis and assessment model appropriate for Korean society, based on the HSM (Highway Safety Manual) of the U.S. In order to build up data for model development, the sections thought to have identical geometrical structure factors in 5 lines, Cheonbuk province, were divided as homogeneous sections, and representative values of geometric structures, facilities, traffic volume, climate conditions and land usage were collected from the 1,452 sections divided. In order to build up data for model development, the sections thought to have identical geometrical structure factors in 5 lines, Cheonbuk province, were divided as homogeneous sections, and representative values of geometric structures, facilities, traffic volume, climate conditions and land usage were collected from the 1,452 sections divided. The collected data was processed correlation analysis of each road element was implemented to see which factor had a big effect on traffic accidents. On the basis of these results, then, an accident model was established as a negative binomial regression model.Using the developed model, an Crash Modification Factor (CMF) which determines accident frequency changes depending on safety performance function (SPF) predicting the number of accident occurrence through traffic volume and road section expansion, road geometric structure and traffic properties, was extracted.

• Journal of Korea Water Resources Association
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• v.40 no.10
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• pp.769-781
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• 2007

Factor analysis has been usually employed in reducing quantity of data and summarizing information on a system or phenomenon. In this analysis methodology, variables are grouped into several factors by consideration of statistic characteristics, and the results are used for dropping variables which have lower weight than others. In this study, factor analysis was applied for extracting primary factors influencing multi-dam system operation in the Han River basin, where there are two multi-purpose dams such as Soyanggang Dam and Chungju Dam, and water has been supplied by integrating two dams in water use season. In order to fulfill factor analysis, first the variables related to two dams operation were gathered and divided into five groups (Soyanggang Dam: inflow, hydropower product, storage management, storage, and operation results of the past; Chungju Dam: inflow, hydropower product, water demand, storage, and operation results of the past). And then, considering statistic properties, in the gathered variables, some variables were chosen and grouped into five factors; hydrological condition, dam operation of the past, dam operation at normal season, water demand, and downstream dam operation. In order to check the appropriateness and applicability of factors, a multiple regression equation was newly constructed using factors as description variables, and those factors were compared with terms of objective function used in operation water resources optimally in a river basin. Reviewing the results through two check processes, it was revealed that the suggested approach provided satisfactory results. And, it was expected for extracted primary factors to be useful for making dam operation schedule considering the future situation and previous results.

• Korea Journal of Hospital Management
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• v.9 no.1
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• pp.66-94
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• 2004

The objective of this study is to examine how to maximize the efficiency of hospital management by minimizing the unit cost of hospital operation. For this purpose, this paper proposes to develop a model of the profit maximization based on the cost minimization dictum using the statistical tools of arriving at the maximum likelihood values. The preliminary survey data are collected from the annual statistics and their analyses published by Korea Health Industry Development Institute and Korean Hospital Association. The maximum likelihood value statistical analyses are conducted from the information on the cost (function) of each of 36 hospitals selected by the random stratified sampling method according to the size and location (urban or rural) of hospitals. We believe that, although the size of sample is relatively small, because of the sampling method used and the high response rate, the power of estimation of the results of the statistical analyses of the sample hospitals is acceptable. The conceptual framework of analyses is adopted from the various models of the determinants of hospital costs used by the previous studies. According to this framework, the study postulates that the unit cost of hospital operation is determined by the size, scope of service, technology (production function) as measured by capacity utilization, labor capital ratio and labor input-mix variables, and by exogeneous variables. The variables to represent the above cost determinants are selected by using the step-wise regression so that only the statistically significant variables may be utilized in analyzing how these variables impact on the hospital unit cost. The results of the analyses show that the models of hospital cost determinants adopted are well chosen. The various models analyzed have the (goodness of fit) overall determination (R2) which all turned out to be significant, regardless of the variables put in to represent the cost determinants. Specifically, the size and scope of service, no matter how it is measured, i. e., number of admissions per bed, number of ambulatory visits per bed, adjusted inpatient days and adjusted outpatients, have overall effects of reducing the hospital unit costs as measured by the cost per admission, per inpatient day, or office visit implying the existence of the economy of scale in the hospital operation. Thirdly, the technology used in operating a hospital has turned out to have its ramifications on the hospital unit cost similar to those postulated in the static theory of the firm. For example, the capacity utilization as represented by the inpatient days per employee tuned out to have statistically significant negative impacts on the unit cost of hospital operation, while payroll expenses per inpatient cost has a positive effect. The input-mix of hospital operation, as represented by the ratio of the number of doctor, nurse or medical staff per general employee, supports the known thesis that the specialized manpower costs more than the general employees. The labor/capital ratio as represented by the employees per 100 beds is shown to have a positive effect on the cost as expected. As for the exogeneous variable's impacts on the cost, when this variable is represented by the percent of urban 100 population at the location where the hospital is located, the regression analysis shows that the hospitals located in the urban area have a higher cost than those in the rural area. Finally, the case study of the sample hospitals offers a specific information to hospital administrators about how they share in terms of the cost they are incurring in comparison to other hospitals. For example, if his/her hospital is of small size and located in a city, he/she can compare the various costs of his/her hospital operation with those of other similar hospitals. Therefore, he/she may be able to find the reasons why the cost of his/her hospital operation has a higher or lower cost than other similar hospitals in what factors of the hospital cost determinants.

• Journal of the Korean Institute of Landscape Architecture
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• v.37 no.6
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• pp.57-65
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• 2010

Physical activity of the people has decreased due to a sedentary lifestyle according to developing the economy throughout the world. It is thought to increase the risk of chronic diseases, including obesity, diabetes, etc. People are interested in walking, which is an easy activity to engage in as an antidote to chronic diseases. The aim of this study is to increase the diminishing physical activity of modem society by inducing walking as part of everyday life through building a walking-based activity-friendly city where people can live merrily, safely and pleasantly. For this purpose, this study conducted a satisfaction survey to dwellers of Jinhae on the physical pedestrian environments which affect determining walking participation and intentions of people, and also provided a valid model to evaluate the effects of the physical environmental factors on walking satisfaction using factor analysis and multiple linear regression analysis. The results are summarized as follows. The 18 variables of the physical pedestrian environments were selected based on pre-literature reviews. The results of the satisfaction surveys showed that the satisfaction of crossing aids in segments was highest, while the building feature was the lowest. Factor analysis was run through a two-step process. The first analysis was conducted to examine the adequacy of this factor analysis on the selected 18 variables. As a result, two variables were removed and the remaining 16 variables were extracted to the four factors by second analysis. Each factor was named function of path, effect of traffic, amenity and safety based on the each factor's commonality. Each factor score of the extracted four factors was set as the independent variable, while the overall walking satisfaction was set as the dependent variable. Then, the multiple linear regression analysis was conducted and showed that all four factors had a positive influence on the overall satisfaction of walking, especially the 'function of path' and 'amenity' factors, followed by 'effect of traffic' and 'safety'. The results of this research will be used as foundational data for creating a walking-based activity-friendly city.

• Magazine of the Korean Society of Agricultural Engineers
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• v.26 no.1
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• pp.52-72
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• 1984

This study was performed to obtain the basic data which can be applied to the use of epoxy resin mortars. The data was based on the properties of epoxy resin mortars depending upon various mixing ratios to compare those of cement mortar. The resin which was used at this experiment was Epi-Bis type epoxy resin which is extensively being used as concrete structures. In the case of epoxy resin mortar, mixing ratios of resin to fine aggregate were 1: 2, 1: 4, 1: 6, 1: 8, 1:10, 1 :12 and 1:14, but the ratio of cement to fine aggregate in cement mortar was 1 : 2.5. The results obtained are summarized as follows; 1.When the mixing ratio was 1: 6, the highest density was 2.01 g/cm$^3$, being lower than 2.13 g/cm$^3$ of that of cement mortar. 2.According to the water absorption and water permeability test, the watertightness was shown very high at the mixing ratios of 1: 2, 1: 4 and 1: 6. But then the mixing ratio was less than 1 : 6, the watertightness considerably decreased. By this result, it was regarded that optimum mixing ratio of epoxy resin mortar for watertight structures should be richer mixing ratio than 1: 6. 3.The hardening shrinkage was large as the mixing ratio became leaner, but the values were remarkably small as compared with cement mortar. And the influence of dryness and moisture was exerted little at richer mixing ratio than 1: 6, but its effect was obvious at the lean mixing ratio, 1: 8, 1:10,1:12 and 1:14. It was confirmed that the optimum mixing ratio for concrete structures which would be influenced by the repeated dryness and moisture should be rich mixing ratio higher than 1: 6. 4.The compressive, bending and splitting tensile strenghs were observed very high, even the value at the mixing ratio of 1:14 was higher than that of cement mortar. It showed that epoxy resin mortar especially was to have high strength in bending and splitting tensile strength. Also, the initial strength within 24 hours gave rise to high value. Thus it was clear that epoxy resin was rapid hardening material. The multiple regression equations of strength were computed depending on a function of mixing ratios and curing times. 5.The elastic moduli derived from the compressive stress-strain curve were slightly smaller than the value of cement mortar, and the toughness of epoxy resin mortar was larger than that of cement mortar. 6.The impact resistance was strong compared with cement mortar at all mixing ratios. Especially, bending impact strength by the square pillar specimens was higher than the impact resistance of flat specimens or cylinderic specimens. 7.The Brinell hardness was relatively larger than that of cement mortar, but it gradually decreased with the decline of mixing ratio, and Brinell hardness at mixing ratio of 1 :14 was much the same as cement mortar. 8.The abrasion rate of epoxy resin mortar at all mixing ratio, when Losangeles abation testing machine revolved 500 times, was very low. Even mixing ratio of 1 :14 was no more than 31.41%, which was less than critical abrasion rate 40% of coarse aggregate for cement concrete. Consequently, the abrasion rate of epoxy resin mortar was superior to cement mortar, and the relation between abrasion rate and Brinell hardness was highly significant as exponential curve. 9.The highest bond strength of epoxy resin mortar was 12.9 kg/cm$^2$ at the mixing ratio of 1:2. The failure of bonded flat steel specimens occurred on the part of epoxy resin mortar at the mixing ratio of 1: 2 and 1: 4, and that of bonded cement concrete specimens was fond on the part of combained concrete at the mixing ratio of 1 : 2 ,1: 4 and 1: 6. It was confirmed that the optimum mixing ratio for bonding of steel plate, and of cement concrete should be rich mixing ratio above 1 : 4 and 1 : 6 respectively. 10.The variations of color tone by heating began to take place at about 60˚C, and the ultimate change occurred at 120˚C. The compressive, bending and splitting tensile strengths increased with rising temperature up to 80˚ C, but these rapidly decreased when temperature was above 800 C. Accordingly, it was evident that the resistance temperature of epoxy resin mortar was about 80˚C which was generally considered lower than that of the other concrete materials. But it is likely that there is no problem in epoxy resin mortar when used for unnecessary materials of high temperature resistance. The multiple regression equations of strength were computed depending on a function of mixing ratios and heating temperatures. 11.The susceptibility to chemical attack of cement mortar was easily affected by inorganic and organic acid. and that of epoxy resin mortar with mixing ratio of 1: 4 was of great resistance. On the other hand, when mixing ratio was lower than 1 : 8 epoxy resin mortar had very poor resistance, especially being poor resistant to organicacid. Therefore, for the structures requiring chemical resistance optimum mixing of epoxy resin mortar should be rich mixing ratio higher than 1: 4.

• Korean Journal of Psychosomatic Medicine
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• v.29 no.1
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• pp.67-76
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• 2021

Objectives : The aim of this study was to compare activities of daily living (ADLs) according to degenerative changes in brain [i.e., medial temporal lobe atrophy (MTA), white matter hyperintensities] and to examine the association between neurocognitive functions and ADLs in Korean patients with dementia due to Alzheimer's disease (AD) and mild cognitive impairment (MCI). Methods : Participants were 111 elderly subjects diagnosed with AD or MCI in this cross-sectional study. MTA in brain MRI was rated with standardized visual rating scales (Scheltens scale) and the subjects were divided into two groups according to Scheltens scale. ADLs was evaluated with the Korean version of Blessed Dementia Scale-Activity of daily living (BDS-ADL). Neurocognitive function was evaluated with the Korean version of the Consortium to Establish a Registry for Alzheimer's Disease assessment packet (CERAD-K). Independent t-test was performed to compare ADLs with the degree of MTA. Pearson correlation and hierarchical multiple regression analyses were performed to analyze the relationship between ADLs and neurocognitive functions. Results : The group with high severity of the MTA showed significantly higher BDS-ADL scores (p<0.05). The BDS-ADL score showed the strongest correlation with the word list recognition test among sub-items of the CERAD-K test (r=-0.568). Findings from the hierarchical multiple regression analysis revealed that the scores of MMSE-K and word list recognition test were factors that predict ADLs (F=44.611, p<0.001). Conclusions : ADLs of AD and MCI patients had significant association with MTA. Our study, which identifies factors correlated with ADLs can provide useful information in clinical settings. Further evaluation is needed to confirm the association between certain brain structures and ADLs.

• The Journal of Fisheries Business Administration
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• v.4 no.1_2
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• pp.19-57
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• 1973

Laver io one of the most necessary and seasonal items in Korean food from oldtimes. Laver is lagely eaten in dried form, and its supply depends entirely upon culture weeds. The history of laver culture in Korea about sixty or seventy years is older than in Japan. Significance of laver culture is divided into two aspects, one is food supply in the nation, and the other is export to other countries. Houses engaged in laver culture are about foully thousands, and laver production in 1972 is estimated as 1, 3 bitten sheets. (1 sheet is a dried laver of 20 cm sq, in the shape of paper) Especcially meaning of layer production is the concentration of labour input, and systematic management of labour. From around 1920, the method of laver culture was introduced by Japanese Imperialism for mono culture in shallow seas, and mass products of laver is provided to Japan market, DOMESTIC MARKET Fundamental consume function calculates at below, $D_{(68_71)}$=16354 $Y^{0.471}$ $P^{-1.0662}$ where D is total layer demand, Y income variable, P price variable. It means income elasticity is 476. in the whole country, and price elasticity is 1, 07. But generally income elasticity is higher in urban area than in rural area, as shown at 1, 3 in Seoul city. Expence of laver in house expenditure is mutually correlated with another expence, See Table 12 about the relative function. See Table 14 and 16 about the relation between the gathering and the changes of price in auction, wholesale and retail price support system is for two effects, one of which is constraint of the upper price, the other is rise of the lower price. Before the system control, the equation in three year average calculated as below, $Y_{b}$ ＝18, 907.7455＋15435.9364 t (r=0.89) where the origin t＝0 is the November and the units are month. Post the system control, $Y_{p}$ =30, 047.9636+1, 631.1721t (r＝0.97) therefore, this system has an effect only on the rise of lower price, Average annual margins of laver products at four market levels according to the consumer spent is below. EXPORTING MARKET Japanese demand function of laver products is, Log D=5, 289+1, 108 Log Y-1, 395 Log P (r=0.987) where D is Japanese laver demand, Y income variable, P price variable. according to which income elasticity is 1. 1 and price elasticity is 1.4. Laver production in 1970 tile highest record till then, is estimated as six billion sheets. But the recent improvement of laver culture techniques, the production of seeds and freezing storage of seeds has been stabilized. Futher new culture farms have been developed by means of break- water fences or by floating culture method. These improvements have been backed up with increased demand of laver products. Import quantity and price of Korean laver products are restrained by three organizations, that is producer, distributor and consumer. This relationship calculated by regression equation shows that import is influenced only producer organization, at the sacrifice of consumer profit. For increase to export of laver products, we urgently require to open foreign trade of laver products for Japanese consumer, .and Japan has political responsibility to solve Korean laver structure. But with long run timeseries, as regards Japanese production and import quantity, importing function shows increasing trend as below, 250 million sheets ＜3, 947.1674+0.005 $L_{g}$ ＞) 600 million sheets where $L_{q}$ is relative production quantity of laver in Japan. (unit; 100 thousand sheets) Our Export effort should be put on the highly processed products whithin the restraind quote.ote.

• Korean Journal of Psychosomatic Medicine
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• v.25 no.2
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• pp.136-144
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• 2017

Objectives : Cognitive complaints are reported frequently after breast cancer treatments. The causes of cognitive decline are multifactorial, a result of the effect of cancer itself, chemotherapy, and psychological factors such as depression and anxiety. However, cognitive decline does not always correlate with neuropsychological test performance. The purpose of this study was to examine the relationship of subjective cognitive decline with objective measurement and to explore associated factors of cognitive function in breast cancer survivors. Methods : We included 29 breast cancer survivors who complain cognitive decline at least 6 months after treatment and 20 age-matched healthy controls. Neuropsychological tests were performed in all participants. Multivariable regression analysis evaluated associations between neuropsychological test scores and psychological distress including depression and anxiety, also considering age, education, and comorbidity. Results : There were no statistically significant differences in neuropsychological test performances. However, the breast cancer survivors showed a significantly higher depression(p=0.002) and anxiety(p<0.001) than the healthy controls did. Among the cancer survivors, poorer executive function was strongly associated with higher depression(${\beta}=-0.336$, p=0.001) and anxiety(${\beta}=-0.273$, p=0.009), after controlling for age, education, and comorbidity. In addition, poorer attention was also significantly related with depression(${\beta}=-0.375$, p=0.023) and anxiety (${\beta}=-0.404$, p=0.013). Conclusions : The results of this study showed the discrepancies between subjective complaints and objective measures of cognitive function in breast cancer survivors. It suggests that subjective cognitive decline could be indicators of psychological distress such as depression and anxiety.