• 아태비즈니스연구
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• 제14권1호
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• pp.149-169
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• 2023

Purpose - The main purpose of this study is to develop the stress test model for Korean banks by exploring the optimal Monte Carlo simulation and BIS forecasting model. Design/methodology/approach - This study selects 15 Korean banks as sample financial firms and collects relevant 76 quarterly data for the period between year 2000 and 2018 from KRX(Korea Excange), Bank of Korea, and FnGuide. The Regression analysis, Unit-root test, and Monte Carlo simulation are hired to analyze the data. Findings - First, most of the sample banks failed to keep 8% BIS ratio for the adverse and severely Adverse Scenarios, implying that Korean banks must make every effort to realize better BIS ratios under adverse market conditions. Second, we suggest the better Monte Carlo simulation model for the Korean banks by finding that the more appropriate volatility should be different depending on variables rather than simple two-sigma which has been used in the previous studies. Third, we find that the stepwise regression model is better fitted than simple regression model in forecasting macro-economic variables for the BIS variables. Fourth, we find that, for the more robust and significant statistical results in designing stress tests, Korean banks are required to construct more valid time-series and cross-sectional data-base. Research implications or Originality - The above results all together show that the optimal volatility in designing optimal Monte Carlo simulation varies depending on the country, and many Korean banks fail to pass sress test under the adverse and severely adverse scenarios, implying that Korean banks need to make improvement in the BIS ratio.

• 한국간호교육학회지
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• 제19권2호
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• pp.163-171
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• 2013

Purpose: This study was conducted to investigate the level of sense of coherence (SOC) and stress of clinical practice and to identify the relationship of variables among nursing students. Methods: The data were collected from 205 nursing students using self-report questionnaire. Data were analyzed by frequencies, t-test, ANOVA, Pearson's correlation coefficients and Stepwise multiple regression using the SPSS program. Results: Stress of clinical practice negatively correlated with SOC. The significant predictors of stress of clinical practice were satisfaction on major and meaningfulness, manageability in SOC. The regression model explained 21.5% of stress of clinical practice. Conclusion: More efforts to improve satisfaction of their major and SOC, especially in meaningfulness and manageability, might decrease the stress of clinical practice.

• 대한간호학회지
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• 제33권6호
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• pp.705-712
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• 2003

Purpose: The purpose of this study was to explore factors that influence care dependency of institutionalized patients with dementia. Method: This study utilized descriptive correlational design. The convenience sample was composed of 110 residents with dementia of two long-term care facilities in Korea. Stepwise multiple regression was used to identify significant factors influencing care dependency in patients with dementia. Care dependency was measured using the Care Dependency Scale, Korean version(CDS-K). Cognition was measured by the MMSE-K. Functional disability was measured by the PULSES Profile. Behavioral dysfunction was measured by the modified E-BEHAVE AD. Result: Care dependency was significantly influenced by cognition, functional disability, behavioral dysfunction, and duration of dementia. This regression model explained 61 % of the variances in care dependency. Cognition explained 37% of the variances, and functional disability explained 21% of the variances. Conclusion: Results of this study suggest that professional caregivers intervene more effectively in caring for their patients with dementia by recognizing the patients cognitive, functional, behavioral disability, and its periodic change. Individually, remaining abilities-focused intervention should be applied to enhance patient to be dependent and to prevent unnecessary independency.

• 한국학교보건학회지
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• 제14권2호
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• pp.215-225
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• 2001

The purpose of this study was to identify factors related to High School Students' Attitudes(prejudice) toward HIV-infected classmates. 980 self-administrated questions were completed by high school male students. Stepwise Multiple Regression Analysis was performed with the following independent variables: knowledge about HIV/AIDS transmission, prevention, and HIV-antibody, interests, preventive behaviors, predicting level to peer HIV-related risk behavior, knowledge about information sites, perceived susceptibility, perceived severity, self-efficacy to prevention, related to AIDS/HIV, thought about premarital sexual behavior and homosexuality. The Regression Model is significant(R2=.1719, F=33.517, p<0.05) The significant factors are knowledge about HIV/AIDS transmission, intention of the preventive behaviors, knowledge of information sites, perceived severity, ideas about homosexuality, predicting level of peer HIV-related risk behavior. The results of this study provide information for effective education program development and health policy about AIDS prevention and management.

• 한국간호교육학회지
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• 제14권1호
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• pp.73-79
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• 2008

Purpose: This study was conducted to investigate the level of nursing professionalism and the factors affecting it, In addition, it can serve as a fundamental resource for development of appropriate strategies for nursing professionalism. Method: This study was performed on 370 nurses working at two university hospitals located in Seoul. Data was analyzed by Pearson correlation analysis, and stepwise multiple regression using SPSS Win 14.0. Result: The estimated regression model of nursing professionalism was statistically significant (F=199.89, p=.000). Major factors influencing nursing professionalism were observed as ability of job performance (${\beta}=.811$), job satisfaction (${\beta}=.140$), organizational commitment (${\beta}=.086$), and turnover intention (${\beta}=.084$). These four factors explained 67.9% of nursing professionalism. Conclusion: Based on the results of the study, further research is needed to investigate other factors affecting nursing professionalism.

• 기본간호학회지
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• 제20권4호
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• pp.438-448
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• 2013

Purpose: The purpose of this study was to investigate factors influencing clinical competence in nursing students. Method: The participants were 125 nursing students and data were collected from October 8 to December 18, 2010 using questionnaires with. Collected data were analyzed using descriptive statistics, t-test, ANOVA, Pearson's correlation coefficient and stepwise multiple regression. Results: There were significant correlations for creativity, problem-solving ability, self-directed learning ability, and clinical competence. The factor influencing clinical competence the most was creativity, followed by problem-solving ability, self-directed learning ability, and grade point average score. The regression model explained 37% of variance in clinical competence. Conclusion: The results indicate that for improvement in the clinical competence of nursing students, it is necessary to develop strategies and education programs to enhance creativity, problem-solving ability, and self-directed learning ability.

• 한국간호교육학회지
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• 제20권4호
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• pp.569-576
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• 2014

Purpose: This study investigates the factors affecting spirituality in nursing students. Method: A total of 247 nursing students participated in the study. Data were analyzed by frequencies, t-tests, ANOVA, Pearson correlation coefficients and multiple stepwise regression via SPSS WIN 18.0. Results: The mean scores for hope, gratitude, and spirituality were above-average. However, there were significant mean differences in spirituality according to religion, religious activity, voluntary service, satisfaction with the nursing field, and motivation for entering a college of nursing. Spirituality positively correlated with hope and gratitude. Significant predictors of spirituality included hope, gratitude, voluntary service and religious activity. The regression model explained 51.3% of perceived spirituality. Conclusion: To improve spirituality among nursing students, nursing educators should develop educational intervention programs to promote hope and gratitude, and support participation in voluntary service and religious activity.

• Nuclear Engineering and Technology
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• 제19권2호
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• pp.85-98
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• 1987

중대사고시 LMFBR의 에어로졸(aerosol) 동특성을 살피기 위해 전산코드인 MCAD (Multicomponent Aerosol Dynamics)가 개발되었다. 사고경과에 따른 두 방사능원의 상대적인 충돌확률을 적용하여 에어로졸계를 모사할 수 있다. Brownian 확산과 중력작용에 의한 결합 및 제거과정을 고려했으며, 입자형태를 묘사하기 위해 밀도보정과 형태요소(shape factor)를 동시에 고려하였다. ORNL의 NSPP-300 계열 실험자료와 기존의 코드를MCAD의 입증에 이용하였다. 그 결과 MCAD의 계산치와 실험치 및 기존의 코드 계산값이 일치함을 보여준다. 여러 입력자료의 불화실한 값들을 정의하고, 그들값의 한계로 설정하기 위하여 불확실성 및 민감도해석을 수행하였다. 14개의 입력자료를 선택하여 실험계획법과 Latin hypercube sampling에 의한 입력자료를 조합하여 그 회귀 (regression) 정도를 반응표면 계획법(Response surface method)에 의해 구하였다. 각 변수들의 중요성 및 시간경과에 따른 그들의 상대적인 등위를 결정하기 위하여 단계식 회귀방법 (Stepwise regression method)을 고려했다. LHS에 의한 회귀모형에 Monte Carlo Method를 적용하여 계산값 및 변수들에의 신뢰도를 향상시켰다.

• 한국시뮬레이션학회논문지
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• 제14권4호
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• pp.55-68
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• 2005

The advancement in semiconductor technology is leading toward smaller critical dimension designs and larger wafer manufactures. Due to such phenomena, semiconductor industry is in need of an accurate control of the process. Photolithography is one of the key processes where the pattern of each layer is formed. In this process, precise superposition of the current layer to the previous layer is critical. Therefore overlay parameters of the semiconductor photolithography process is targeted for this research. The complex relationship among the input parameters and the output metrologies is difficult to understand and harder yet to model. Because of the superiority in modeling multi-nonlinear relationships, neural networks is used for the simulator modeling. For training the neural networks, conjugate gradient method is employed. An experiment is performed to evaluate the performance among the proposed neural network simulator, stepwise regression model, and the currently practiced prediction model from the test site.

• 응용통계연구
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• 제25권1호
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• pp.205-213
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• 2012

선형회귀모형에서 자료를 모형에 적합시킬 때 일반적으로 반응변수 변환을 시도하지만 적절한 변환함수의 결정은 몇개의 이상치들에 민감하게 반응한다는 것이 잘 알려져 있다. 이에 따라 이상치에 영향을 받지 않는 변수변환 방법들이 연구, 개발되고 있으나 최근에 Cheng (2005)에 의해 최소절사제곱추정치에 기반을 둔 절사 우도추정치 방법처럼 이상치의 숫자를 미리 정해야한다거나 많은 계산량이 필요하다는 단점들을 갖고 있다. 본 논문에서는 그와 같은 문제점을 해결하고 추정치의 강건성을 개선하는 새로운 방법을 제안하며 제안된 방법에서는 반응변수 변환에 따른 이상치 탐색법에 있어서 Hadi와 Simonoff (1993)가 제시한 단계적 절차를 응용, 적용한다.