• Title/Summary/Keyword: unbalanced data distribution

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Post-Crisis Behavior of Banks in Asia: A Case of Chronic Over-Capitalization

  • MOHAMMAD, Khalil Ullah;MUHAMMAD, Affan;MUHAMMAD, Kaleem Ullah
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.3
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    • pp.517-525
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    • 2021
  • The study investigates the behavior of Asian banks in response to the subprime mortgage crisis and examines how countries that have experimented with a mix of conventional and Islamic banking managed their balance sheet during that period. The study carries out an independent mean t-test comparing the difference of leverage of 464 conventional commercial Asian banks pre- and post-crisis from the largest twenty-five Asian economies based on GDP (2007). The analysis uses 10-year unbalanced panel data of conventional banks and employs the generalized least squares estimation using a dummy variable event window method to capture the response of Asian banks. The study finds evidence of a structural change in the capital structure of Asian commercial banks in response to the financial crisis. Findings suggest that conventional banks increased their capital position more in countries that have both Islamic and conventional banking than those countries without Islamic banking services. By having Islamic banking in their product portfolio, countries can exert market discipline on conventional banks. The study identifies a significant role of global macroeconomic shocks on banks liability structure decision-making. Evidence shows that this increase in capital positioning by banks was a permanent rather than a temporary response.

The Impact of Ownership Structure on Credit Risk of Commercial Banks: An Empirical Study in Vietnam

  • PHAM, Thi Bich Duyen;PHAM, Thi Kieu Khanh
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.7
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    • pp.195-201
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    • 2021
  • This study aims to assess the impact of ownership structure of commercial banks on bank credit risk in Vietnam. The authors used the unbalanced table data of 28 commercial banks in the period from 2004 to 2020 with 439 observations. The ratio of loan loss provisioning to loans (CR) is selected as a dependent variable representing credit risk at commercial banks. The regression methods used include: least squares method (OLS), fixed-effect model (FEM), random-effect model (REM) and general least squares method (GLS). The results reveal that, with interaction variable between the ratio of equity to total assets and foreign ownership, the national GDP annual growth rate is negatively associated with credit risk. With the ratio of equity to total assets, the interaction variable between equity and state ownership, and bank size have a significant positive impact on credit risk. In addition, inflation has negligible impact on the credit risk of commercial banks in Vietnam over the research period. The findings of this study suggest that, if foreign-owned banks increase equity capital, there will be a stronger impact on reducing credit risk than other banks. On the other hand, when state-owned commercial banks in Vietnam increase equity, they will have higher credit risk.

Corporate Social Responsibility and Earnings Management: Evidence from Saudi Arabia after Mandatory IFRS Adoption

  • GARFATTA, Riadh
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.9
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    • pp.189-199
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    • 2021
  • This study attempts to examine the relationship between corporate social responsibility (CSR) disclosure and earnings management practices in the context of Saudi Arabia after mandatory IFRS adoption. It is carried out on an unbalanced panel of 277 observations over the period 2017-2019. For this purpose, CSR disclosure is measured by Bloomberg ESG scores, while the residuals from the modified Jones model are considered for earnings management. As control variables, we have retained the firm performance, market-to-book ratio, firm size, financial leverage, board independence, ownership concentration, managerial ownership, and lagged discretionary accruals. Using the system GMM estimator in the dynamic panel, the results show a positive association between CSR disclosure and earnings management practices, thus supporting the perspective of agency theory. Managers engage in socially responsible activities beforehand to conceal their wrongdoing and convince stakeholders that the organization is transparent. They probably use ethical codes as a tool to achieve their own goals rather than the firm's goals. Our contribution is the use of recent data (2017-2019) taking into account the mandatory adoption of IFRS in Saudi Arabia. Additionally, to our knowledge, this study is the first to address CSR disclosure and earnings management practices using GMM system estimates.

Processing Method of Unbalanced Data for a Fault Detection System Based Motor Gear Sound (모터 동작음 기반 불량 검출 시스템을 위한 불균형 데이터 처리 방안 연구)

  • Lee, Younghwa;Choi, Geonyoung;Park, Gooman
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2022.06a
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    • pp.1305-1307
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    • 2022
  • 자동차 부품의 결함은 시스템 전체의 성능 저하 및 인적 물적 손실이 발생할 수 있으므로 생산라인에서의 불량 검출은 매우 중요하다. 따라서 정확하고 균일한 결과의 불량 검출을 위해 딥러닝 기반의 고장 진단 시스템이 다양하게 연구되고 있다. 하지만 제조현장에서는 정상 샘플보다 비정상 샘플의 발생 빈도가 현저히 낮다. 이는 학습 데이터의 클래스 불균형 문제로 이어지게 되고, 이러한 불균형 문제는 고장을 판별하는 분류 모델의 성능에 영향을 끼치게 된다. 이에 본 연구에서는 모터의 동작음으로부터 불량 모터를 판별하는 불량 검출 시스템 설계를 위한 데이터 불균형 해결 방법을 제안한다. 자동차 사이드 미러 모터의 동작음을 학습 및 테스트를 위한 데이터 셋으로 사용하였으며 손실함수 계산 시 학습 데이터 셋의 클래스별 샘플 수 가 반영되는 label-distribution-aware margin(LDAM) loss 와 Inception, ResNet, DenseNet 신경망 모델의 비교 분석을 통해 불균형 데이터를 처리할 수 있는 가능성을 보여주었다.

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Analysis of Pattern Change of Real Transaction Price of Apartment in Seoul (서울시 아파트 실거래가의 변화패턴 분석)

  • Kim, Jung Hee
    • Journal of Korean Society for Geospatial Information Science
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    • v.22 no.1
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    • pp.63-70
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    • 2014
  • This study is to analyze impact of geography and timing on the real transactions prices of apartment complexes in Seoul using data provided by the Ministry of Land, Infrastructure and Transport. The average real transactions and location data of apartment complex was combined into the GIS data. First, the pattern of apartment real transaction price change by period and by area was analyzed by kriging, the one of the spatial interpolation technique. Second, to analyze the pattern of apartment market price change by administrative district(administrative 'Dong' unit), the average of market price per unit area was calculated and converted to Moran I value, which was used to analyze the clustering level of the real transaction price. Through the analysis, spatial-temporal distribution pattern can be found and the type of change can be forecasted. Therefore, this study can be referred as of the base data research for the housing or local policies. Also, the regional unbalanced apartment price can be presented by analyzing the vertical pattern of the change in the time series and the horizontal pattern of the change based on GIS.

Effects of the Out-of-pocket Payment Exemption in the Public Health Center on Medical Utilization of the Korean Elderly

  • Nam, Kiryong;Park, Eunhye;Chung, Yuhjin;Kim, Chang-yup
    • Journal of Preventive Medicine and Public Health
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    • v.53 no.6
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    • pp.455-464
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    • 2020
  • Objectives: The distribution of hospitals in Korea is unbalanced in terms of accessibility. Many local public health centers (PHCs) exempt out-of-pocket payments (OOPs) based on local government laws to increase coverage. However, this varies across administrative regions, as many make this exemption for the elderly, while others do not. This study aimed to evaluate the effects of the OOP exemption at local PHCs among elderly individuals. Methods: This study used online data on Korean national law to gather information on individual local governments' regulations regarding OOP exemptions. Individual-level data were gathered from the 2018 Community Health Survey and regional-level data from public online sources. Results: The study analyzed 132 regions and 44 918 elderly people. A statistical analysis of rate differences and 2-level multiple logistic regression were carried out. The rate difference according to whether elderly individuals resided in areas with the OOP exemption was 1.97%p (95% confidence interval [CI], 1.07 to 2.88) for PHC utilization, 1.37%p (95% CI, 0.67 to 2.08) for hypertension treatment, and 2.19%p (95% CI, 0.63 to 3.74) for diabetes treatment. The regression analysis showed that OOP exemption had an effect on hypertension treatment, with a fixed-effect odds ratio of 1.25 (95% CI, 1.05 to 1.48). Conclusions: The OOP exemption at PHCs can affect medical utilization in Korea, especially for hypertension treatment. The OOP exemption should be expanded to improve healthcare utilization in Korea.

A Study on Nutritional Status of the Korean Farmers and Analysis of Relationship between Related Variables (한국농민의 영양상태와 관련변인간의 관계분석)

  • 이동태
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.19 no.3
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    • pp.248-262
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    • 1990
  • General purpose of the study was to understend nutritional status of the Korean farmers and thus provide rural nutrition intervention programs with more useful in formation and data. The data for the study was collected two times from the 603 sample farm households in 1982 and 1987. The main results of the study were as follows ; 1) Food intake of the Korean farmers was highly dependent upon vegetable foods especially on cereals and gains. However the unbalanced food intake pattern was gradually improved as consumption of vegetable foods was decreased from 992.8 grams per person per day in 1982 to 946.4g in 1987 and that of animal foods increased from 54.2g to 91.4g . 2) In mean value analysis on nutrient intake of the farmeres intakes of energy and protein were nearly reached to Recommended Dietary Allowances(RDA) level; intakes of calcium vitamin A and riboflavin were quite deficient whereas iron thiamin niacin and ascorbic acid were well over. From 1982 to 1987 intakes of all nutrients except energy were increased. 3) In distribution analysis on nutrient intake coefficient of variation(CV) of all nutrients except iron was increased. skewness(SK) the coefficients of calcium iron vitamin A riboflavin and ascorbic acid were decreased Kurtosis (Ku) of iron and vitamin A was increased. On the whole distributions of nutrient intake of the farmers were changed in undesirable ways although the mean values of the nutrient intake were improved 4) In relationship analysis among 115 relationships 76 relationships were consistent between 1982 and 1987. Of 76 consistent relationships only 10 relationship were significant at 5% level such as the protein intake level and the balance of food intake calcium intake level and the age etc.

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Declustering of High-dimensional Data by Cyclic Sliced Partitioning (주기적 편중 분할에 의한 다차원 데이터 디클러스터링)

  • Kim Hak-Cheol;Kim Tae-Wan;Li Ki-Joune
    • Journal of KIISE:Databases
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    • v.31 no.6
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    • pp.596-608
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    • 2004
  • A lot of work has been done to reduce disk access time in I/O intensive systems, which store and handle massive amount of data, by distributing data across multiple disks and accessing them in parallel. Most of the previous work has focused on an efficient mapping from a grid cell to a disk number on the assumption that data space is regular grid-like partitioned. Although we can achieve good performance for low-dimensional data by grid-like partitioning, its performance becomes degenerate as grows the dimension of data even with a good disk allocation scheme. This comes from the fact that they partition entire data space equally regardless of distribution ratio of data objects. Most of the data in high-dimensional space exist around the surface of space. For that reason, we propose a new declustering algorithm based on the partitioning scheme which partition data space from the surface. With an unbalanced partitioning scheme, several experimental results show that we can remarkably reduce the number of data blocks touched by a query as grows the dimension of data and a query size. In this paper, we propose disk allocation schemes based on the layout of the resultant data blocks after partitioning. To show the performance of the proposed algorithm, we have performed several experiments with different dimensional data and for a wide range of number of disks. Our proposed disk allocation method gives a performance within 10 additive disk accesses compared with strictly optimal allocation scheme. We compared our algorithm with Kronecker sequence based declustering algorithm, which is reported to be the best among the grid partition and mapping function based declustering algorithms. We can improve declustering performance up to 14 times as grows dimension of data.

The Change of Nearshore Processes due to the Development of Coastal Zone (연안역 개발에 따른 해안과정의 변화)

  • Lee, J.W.;Lee, S.J.;Lee, H.;Jeong, D.D.
    • Journal of Korean Port Research
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    • v.13 no.1
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    • pp.155-166
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    • 1999
  • The construction of the coastal structures and reclamation work causes the circulation reduced in the semi-closed inner water area and the unbalanced sediment budget of beach results in an alteration of beach topography. Among the various fluid motions in the nearshore zone water particle motion due to wave and wave-induced currents are the most responsible for sediment movement. Therefore it is needed to predict the effect of the environmental change because of development and so the prediction of wave transformation dose. The purpose of this study is to introduce the relation between waves wave-induced currents and sediment movement. In this study we will show numerical method using energy conservation equation involving reflection diffraction and reflection and the surfzone energy dissipation term due to wave breaking is included in the basic equation. For the wave-induced current the momentum equation was combined with radiation stresses lateral mixing and friction Various information is required in the prediction of wave-induced current depending on the prediction tool. We can predict changes in wave-induced current from the distribution of wave especially near the wave breaking zone. To evaluate these quantities we have to know the local condition of waves mean sea level and so on. The results from the wave field and wave-induced current field deformation models are used as input data of the sediment transport and bottom change model. Numerical model were established by a finite difference method then were applied to the development plan of the eastern Pusan coastal zone Yeonhwa-ri and Daebyun fishing port. We represented the result with 2-D graphics and made comparison between before and after development.

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Local Imbalance of Emergency Medical Services(EMS): Analyses on 119 EMS Activity Reports of Busan (구급서비스의 지역 불균형: 부산시 119 구급활동일지 분석)

  • Lee, Dalbyul
    • Journal of the Korean Association of Geographic Information Studies
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    • v.23 no.3
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    • pp.161-173
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    • 2020
  • This study analyzed local imbalances in the supply and demand of emergency medical services in Busan using the 119 emergency activity reports of the Busan Fire & Disaster Headquarters. The data for EMS activity reports in 2017 was converted into Jimgyegu units. The spatial distribution of the indicators representing the local imbalance of emergency demand and supply (number of reports, number of reports relative to the population, average coefficient of variation and outlier of on-site arrival time, and number of dispatches outside the jurisdiction) was analyzed using Hotspot analysis of GIS spatial statistics analysis. As a result of the analysis, the hot spot area and the cold spot area where both supply and demand of emergency services are concentrated were clearly distinguished. This means that the supply and demand of emergency services in Busan are locally unbalanced. In particular, there was a difference in the demand and supply of emergency services in the original downtown and its surrounding areas, and in the outskirts of Busan.