• The Korean Journal of Financial Studies
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• v.8 no.1
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• pp.1-20
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• 2002

이 논문에서는 1991년 1월부터 2000년 12월까지의 납세 후 CD수익률 자료와 소비자물가지수 자료를 사용하여 우리 나라 금융시장에서 단기적 피셔효과가 존재하는지를 검증하고자 시도하였다. Fama(1975)의 방법에 따라 3개월 물가상승률을 CD수익률에 관해 회귀분석한 결과, CD수익률이 미래 물가상승률의 예측치로서 충분한 역할을 하지 못한다는 결과를 얻었다. 단기적 피셔효과를 검증하기 위하여 CD수익률을 기대물가상승률에 관하여 회귀분석하였다. 기대물가상승률은 상수 및 시간추세와 계절성을 반영하는 부분과 확률적 부분으로 구분하고, 확률적 부분이 랜돔워크 모형에 따르는 경우와 AR(1) 모형에 따르는 경우에 대해 기대물가상승률을 구하였다. 랜돔워크모형에 의해 예측하든 AR(1)에 의해 예측하든 기대물가상승률의 회귀계수는 유의한 양(+)의 값이긴 1보다는 훨씬 작은 값으로 추정되었다. 이것은 우리나라의 CD수익률에 단기 피셔효과가 부분적으로만 존재하고 있다는 것을 의미한다. 그리고 AR(1)을 사용하여 예측한 기대물가상승률이 랜돔워크모형을 사용한 경우보다 나은 추정결과를 보여주고 있다.

• Journal of the Korea Society of Computer and Information
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• v.25 no.7
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• pp.39-46
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• 2020

Recently, for designing virtual characters in the battle game field effectively, some methods are very needed to predicate the win rates of the battle of them efficiently. In this paper, we propose a method to solve this problem by combining simulation and machine learning. Firstly, a simulation is used to analyze the win rates of the battle of virtual characters in the battle game. In addition, we apply a regression model based machine learning scheme to predict win rates of the battle of virtual characters according to their abilities. Our experimental results using suggested method show that it is almost no difference between the win rates of the simulation and the prediction results using the machine learning scheme. And also, we can obtain good performance in the experiment using only simple regression based machine learning model.

• Journal of the Korean Data and Information Science Society
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• v.27 no.6
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• pp.1477-1485
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• 2016

The Pythagorean theorem for baseball based on the number of runs they scored and allowed has been noted that in many baseball leagues a good predictor of a team's end of season won-loss percentage. We study the convergence characteristics of the Pythagorean expectation formula during the baseball game season. The three way ANOVA based on main effects for year, rank, and baseball processing rate is conducted on the basis of using the historical data of Korean professional baseball clubs from season 2005 to 2014. We perform a regression analysis in order to predict the difference in winning percentage between teams. In conclusion, a difference in winning percentage is mainly associated with the ranking of teams and baseball processing rate.

• Proceedings of the Korea Information Processing Society Conference
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• 2019.05a
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• pp.461-463
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• 2019

일반적으로 멀티 온라인 배틀 게임은 게임의 참가자들이 팀을 이루어 전략을 짜고 협력하여 주어진 목적을 성취하면 승리한다. 게임에서는 승리를 판가름 할 수 있는 다양한 요소(e.g. 골드, 아이템, 캐릭터의 레벨 등)들이 있다. 본 논문에서는 게임 플레이 중에 다양한 요소를 분석하여 실시간으로 승률을 예측할 수 있는 딥러닝 기반의 모델을 제안하고 이를 리그오브레전드 게임에 적용하여 그 결과를 분석하였다.

• Journal of the Korean Data and Information Science Society
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• v.27 no.6
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• pp.1585-1592
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• 2016

Estimation of winning percentage in baseball has always been particularly interesting to many baseball fans. We have fitted models including linear regression and Pythagorean formula to the Korean baseball data of seasons from 1982 to 2015. Using RMSE criterion for both the linear formula and the Pythagorean formula, we compared two models in predicting the actual winning percentage. Pythagorean expectation is superior to linear formula when there is either high or low winning percentage. Two methods yield very similar efficiencies when the actual winning percentage is about 50%. To understand and use for estimating winning percentage, it is easier linear formula as estimated equations.

• Economic Analysis
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• v.27 no.4
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• pp.1-42
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• 2021

The outlook for Korea's consumer price inflation rate has a profound impact not only on the Bank of Korea's operation of the inflation target system but also on the overall economy, including the bond market and private consumption and investment. This study presents the prediction results of consumer price inflation in Korea for the next three years. To this end, first, model selection is performed based on the out-of-sample predictive power of autoregressive distributed lag (ADL) models, AR models, small-scale vector autoregressive (VAR) models, and large-scale VAR models. Since there are many potential predictors of inflation, a Bayesian variable selection technique was introduced for 12 macro variables, and a precise tuning process was performed to improve predictive power. In the case of the VAR model, the Minnesota prior distribution was applied to solve the dimensional curse problem. Looking at the results of long-term and short-term out-of-sample predictions for the last five years, the ADL model was generally superior to other competing models in both point and distribution prediction. As a result of forecasting through the combination of predictions from the above models, the inflation rate is expected to maintain the current level of around 2% until the second half of 2022, and is expected to drop to around 1% from the first half of 2023.

• KIISE Transactions on Computing Practices
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• v.23 no.1
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• pp.37-44
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• 2017

Games of the AOS genre are classified as an e-sport rather than a recreational computer game. The involved statistical analyses such as game playing patterns and the season's characters gain importance due to the expertise-requiring nature of sports. In this study, the strategic analysis of computer games was conducted by using data mining techniques on League of Legend, a representative AOS game. We designed and tested a winning forecast model using winning percentage prediction techniques such as logistic regression analysis, discriminant analysis, and artificial neural networks. The game data analysis results were represented by a probabilistic graph and used in the visualization tool for game play. Experimental results of the winning forecast model showed a high classification rate of 95% on average with potential for use in establishing various strategies for game play with the visualization tool.

• Journal of Korean Society of Rural Planning
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• v.21 no.2
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• pp.91-102
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• 2015

한국은 2050년까지 주요 선진국 중에서 고령화가 가장 심각한 사회로 전환되게 될 것으로 예상된다. 기대여명의 증가와 저 출산은 고령화를 더욱 악화시키며, 이는 심각한 사회문제로 발전하게 될 것이다. 이와 같은 문제를 해결하기 위해 한국정부는 2008년에 도시지역에는 주택연금제도를 도입하였으며, 2011년에는 세계 최초로 농촌지역을 대상으로 농지연금제도를 도입하였다. 그렇지만 이와 같은 제도는 설계 당시부터 복지상품이라기 보다는 장기적으로 손실과 수익의 균형에 초점을 둔 금융상품으로 개발되어 실질적으로 노인들에게 크게 인기를 얻지 못하였다. 따라서 본 연구는 농지연금제도를 활성화시켜, 농촌노인들에게 보다 더 많은 혜택을 주기 위해 지역 토지시장을 감안하여 지역별 농지가격상승률을 예측하고 연금액을 산출하였다. 또, 지금까지 사용한 년 혹은 분기별 감정가 대신에 월별, 지역별 실거래 가격을 모형에 적용하여 지역토지시장, 고령화 수준 등 지역 여건에 부합하는 연금액을 산출하였다. 할인율자료도 가장 안정적인 3년 만기 국고채 수익률을 활용하여 미래농지가격을 예측하고, 이를 유동화하여 월 생활자금으로 지급되도록 하였다. 특히 농지규모가 가장 많고, 고령화 정도가 심각하여 농지연금의 잠재적 수요가 가장 높을 것으로 예상되는 경상북도와 전라남도를 사례지역으로 선정하고, 이를 전국평균과 비교하여 지역적인 차이도 함께 분석하였다. 이를 위해 농지가격 및 이자율 시계열 자료의 안정성을 검정하고, 장기농지가격을 예측하였다. 이를 활용하여 경북, 전남, 전국의 노인들의 월평균 지급액을 추정하였다. 분석결과 정책의 잠재적 수요가 가장 높은 두 지역이 가장 낮은 금액이 지급되는 것으로 추정되어 이는 또 다른 지역불균형을 초래할 수 있는 것으로 평가되었다.

• The Journal of Bigdata
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• v.5 no.2
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• pp.231-240
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• 2020

With the development in the IT industry and the growth in the game industry, user's game data is recorded in seconds according to various plays and options, and a vast amount of game data can be analyzed based on Bigdata. Combined with business, Bigdata is used to discover new values for profit creation in various fields, but it is utilized in the game industry in insufficient ways. In this study, considering the characteristics of the subdivided lines, we constructed a win-loss prediction model for each line using the game data of League of Legends, and derived the importance of variables. This study can contribute to planning of strategies for general game users to get information about team members in advance and increase the win rate by using the record search sites.

• The Journal of the Korea Contents Association
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• v.18 no.10
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• pp.78-98
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• 2018

On the 855 pure Korean commercial fictional movies, excluding diversity films, released in Korea from 2004 to August 2017, I conducted deciles distribution analysis of box office performance of those movies and average box office performance of directors, producers and lead actors who involved in making them. Deciles distribution analysis of average box office performance might be helpful to predict their next box office performance of newly produced Korean movies and to evaluate their contribution to box office performance. In baseball, the various index such as winning rate, on-base percentage, slugging percentage, stolen base percentage, battling average, earned run average is used for predicting and reviewing of professional players. In this study, I evaluate the script's narrative quality by the indirect method of insight and judgment of creative manpower involved in making the movies. For the more productive prediction, direct statistical analysis method on the narrative of the script needs to develop. Time series analysis is required to evaluate the rise and fall of creative manpower and network analysis is also necessary to see the interaction among creative people.