• 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.

• Journal of the Korean earth science society
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• v.36 no.3
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• pp.258-279
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• 2015

The purpose of this study was to analyze the change of secondary earth science teachers' knowledge about the currents of the East Sea through drawing of a schematic map of oceanic currents. For this purpose, thirty two earth science teachers participated in the six-hour long training of learning and practice related to ocean current schematic map. The teacher participants performed drawing of the ocean current schematic map of the East Sea in three different phases, i.e.; pre-, post-, and delayed-post phase. In addition, all the maps conducted by participants were converted to digitalized image data. Detailed analysis were performed to investigate participating teachers' knowledge about the currents of the East Sea. Findings are as follows: First, the teacher participants have background knowledge about the ocean current map, but it reveals an incorrect knowledge about some concepts. Second, after teacher training, teachers' knowledge increased about the East Sea's currents, while a decrease was found in the differences between individual teachers' knowledge. This pattern was more evident in the delayed-post phase of drawing than in the post-phase occurred immediately after training. Third, the teacher participants were strongly aware of the need to improve the ocean current schematic map of the East Sea in science textbook in terms of scientific knowledge. In addition, they showed a high level of satisfaction about teacher training because they perceived that it was meaningful in various aspects; recognizing the importance of content knowledge and conjunction with instructional strategies, the needs of secondary science curriculum, and recognition of the nature of scientific knowledge. The results imply that teachers' subject matter knowledge plays a significant role to make science teaching effective.

• Journal of Korean Home Economics Education Association
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• v.20 no.1
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• pp.137-152
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• 2008

This study examined the organization and operation of home economics curriculum of specialized middle school in the form of regular school among alternative schools and analyzed the perceptions of teachers and students about home economics class. Interviews were conducted with teachers of 6 specialized schools in order to determine the operations and teachers' perceptions of home economics education. Students' perceptions for home economics class were gathered through surveys with students from the 3 (of the original 6) schools that authorized the questionnaire survey. The final analysis utilized 205 student responses. Survey data were analyzed using the SPSS program. The results of the research were as follows: First, home economics education within specialized middle schools was mostly conducted according to the form of the technology-home economics curriculum, which is the national common basic curriculum. Compared to the 7th national curriculum, the class of technology-home economics curriculum in 4 schools occurred 1 hour less each week. Each school incorporated various specialized curricula related to home economics. Second, as for the operation of home economics education in specialized schools, most home economics classes were conducted by teachers who had majored (or minored) in home economics. Moreover, all but 1 school, which used self-made materials, used the national textbook and dealt with the entire content of the textbook. For teaching-learning methods and instructional media, various means were utilized. For evaluation methods, most schools based grades on paper-and-pencil tests(50-60%) and performance tests(40-50%). Third, among teachers' perceptions of home economics education, the meaning of home economics education was focused on practical help and the pursuit of home happiness; the purpose was to realize the happiness of students and their homes by applying these to actual living, and increase students' ability to see the world. In regards to difficulties in educational operations, most pointed out poor conditions of practice rooms. As for differences from general schools, most teachers mentioned the active communication with students. Fourth, through the home economics class, it was found that students perceived the goal of technology-home economics curricula as lower than average. Among students' perceptions about home economics class, most were negative. Perceptions about goal of technology-home economics curricula and home economics class also showed meaningful differences according to each school. Students of the school, which had more home economics class hours and specialized curricula related to home economics, perceived more positively. Also, students who were more satisfied with school and learned from a teacher who majored in home economics tended to perceive home economics class more positively.

• Journal of The Korean Association For Science Education
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• v.31 no.5
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• pp.788-800
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• 2011

The purpose of this study was to investigate the elementary school teachers' perception of science writing. In this study, 10 elementary school teachers who have taught in the 3rd or 4th grade science lesson in 2010 were selected. Researchers constructed interview guide in three parts including the teachers' understanding of science writing, the status of science writing teaching and the difficulties of science writing in their classes. For the investigation, semi-structured in-depth interviews with 10 elementary school teachers were conducted individually. The results showed that the elementary school teachers were unfamiliar with the word ‘science writing’ and considered science writing as a writing using science learning contents. Also, they think that teaching science writing in their science lessons was not needed and didn't assess and provide detailed feedback with the students' written works. Most teachers needed teaching materials and assessment tools for science writing. To develop elementary teachers' understanding of the value and use of writing for learning in science, they will need to participate in science writing programs for in-service teachers and various teaching materials and assessment tools should also be developed.

• Journal of Nutrition and Health
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• v.44 no.2
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• pp.140-151
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• 2011

Middle-school students (158 boys and 199 girls) and their mothers were asked about nutritional attitudes, nutritional knowledge, dietary habits, and food intake using a questionnaire to examine whether nutritional knowledge and dietary behaviors of mothers affected their children's dietary habits. Nutritional attitude scores (total, 15 points) and nutritional knowledge scores (total, 20 points) of girls were 11.24 and 16.13 points, respectively, which were significantly higher than 10.47 and 15.43 points for boys. Generally, mothers received higher points than their children for all scores surveyed, but the results were not significantly different between boys' mothers and girls' mothers. The mean nutrient adequacy ratio (MAR) was calculated from dietary nutrient intakes to assess overall quality of meals. The results showed that girls had a higher MAR than that of boys (0.89 vs. 0.86, p < 0.01). Relationships among variables were examined by Pearson's correlation coefficient within children and between children and their mothers. Significant positive correlations were observed between nutritional attitudes and knowledge in both boys and girls. In girls, positive correlations between nutritional attitudes and dietary habits, nutritional knowledge and dietary habits, and dietary habits and MAR were also sig-nificant. In boys, only dietary habits and MAR were correlated with those of their mothers. Nutritional attitudes, dietary habits, and the MAR of girls' mothers were significantly correlated with nutritional attitude, dietary habits and the MAR of girls. The results indicate that the influence of mothers on dietary behaviors of children was greater in girls than that in boys, suggesting that a gender-specific nutrition education program is needed for middle school students.

• Journal of Technologic Dentistry
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• v.17 no.1
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• pp.41-57
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• 1995

This study was conducted to collect and analyze previous information in order to manage efficience, improve experience effect and promote employment rate. The questionnaire interview with 27 chief of dental Laboratory refered clinical experience in technology department about clinical experience in 14 Jumior colleges were also investigated. The results were summarried as follows : The portion of age of 35-39 among chief of dental Laboratory was 40.7% which was the highest, that of male was 96.3%, that of junior college graduate was 97.5%, that of 10years experience was 92.6% and that of ceramic technician was 85.2%, 63.0% dental laboratory for clinical experience was a bore space of 30pyong. Aspect of dental laboratory management, manufacturing all part of prosthetic restoration was 29.6%, othodontic appliance and ceramic restoration was 7.4%, 3.8%, each. The percentage of 40.7 was having connection with 30-3a dental clinics and referring case per day was 10-19 cases(40.7%), manufacturing time of referred prosthetic restoration was 3-4 days(77.8%), places preparing seminar room for education was 29.6%, above a place of 40pyong was 11.1% 30-34 pyong and 35-39 pyong was 7.4% each. During training of 2 years education course student, 18.5% was rack of thorough occupational career. While 44.4% will want the more salary among 3years education course student, 74.1% will expect the more dental techmicians would engaged in their field, 51.9% will hope improve of their theory and practice, 29.6% be expected better skill and 14.8% be expected better theory. Attitude of clinical experience places was distributed by 59.3% of offering only experience chance, 25.9% of wasting time and 29.0% of annoying. The big emphasis of climical experience was thorough occupational career(44.4%). The clinical experience places of our college were selected after direct visiting, so their condition of management was not that bad but most of dental laboratory were poor in management state and working environment. Therefore it is difficult to choose appropriate places and dental Laboratory are also limited manpower and time as suppliers. So that it recommended to induce flexible management of experience period by interval and rotation of experience places among college and to applicate intern-system for employment ant industry-college cooperation aspect.

• Journal of Korean Society of Disaster and Security
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• v.6 no.1
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• pp.65-72
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• 2013

In this study, the early suicide prevention program was applied to the elementary school students and compared the prior & post effect of the program, and verified the status of psychology change like emotional status, or temptation to take a suicide, and presented the possibility as a suicide prevention program. The period of adolescence is the very unstable period in the process of growth being cognitively immature, emotionally impulsive period. It is the period emotionally unstable and unpredictable possible to select the method of suicide as an extreme method to escape the reality, or impulsive problem solving against small conflict or dispute situation. Many stress of the student such as recent nuclear family, expectation of parents to their children, education problem, socio-environmental elements, individual psychological factor lead students to the extreme activity of suicide in recent days. In this study, the scope of stress experienced in the elementary school as well as idea and degree of temptation regarding suicide by the suicide prevention program were identified, and through prevention program such as meditation training, breath training and through experience of anger control, emotion-expression, self overcome and establish positive self-identity and make understanding Self-control, Self-esteem & preciousness of life based on which the effect to suicide prevention was analyzed. The study was made targeting 51 students of 2 classes of 6th grade of elementary school of Goyang-si and processed 30 minutes every morning focused on through experience & activity of the principle & method of brain science. The data was collected for 20 times before starting morning class by using Suicide Probability Scale(herein SPS-A) designed to predict effectively suicide Probability, suicide risk prediction scale, surveyed by 7 areas such as Positive outlook, Within the family closeness, Impulsivity, Interpersonal hostility, Hopelessness, Hopelessness syndrome, suicide accident. Analytical methods and validation was used the Wilcoxon's signed rank test using SPSS Program. Though the process of program in short period, but there was a effective and positive results in the 7 areas in the average comparison. But in the t-test result, there was a different outcome. It indicated changes in the 3 questionnaires (No.7, No.14, No.19) out of 31 SPS-A questionnaires, and there was a no change to the rest item. It also indicated more changes of the students in the class A than class B. And in case of the class A students, psychological changes were verified in the areas of Hopelessness syndrome, suicide accident among 7 areas after the program was processed. Through this study, it could be verified that different results could be derived depending on the Student tendency, program professional(teacher in charge, processing lecturer). The suicide prevention program presented in this article can be a help in learning and suicide prevention with consistent systematization, activation through emotion and impulse control based on emotional stress relief and positive self-identity recovery, stabilization of brain waves, and let the short period program not to be died out but to be continued connecting from childhood to adolescence capable to make surrounding environment for spiritual, physical healthy growth for which this could be an effective program for suicide prevention of the social problem.

• Journal of Intelligence and Information Systems
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• v.19 no.2
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• pp.73-85
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• 2013

Nowadays, in today's information society, the importance of the knowledge service using the information to creative value is getting higher day by day. In addition, depending on the development of IT technology, it is ease to collect and use information. Also, many companies actively use customer information to marketing in a variety of industries. Into the 21st century, companies have been actively using the culture arts to manage corporate image and marketing closely linked to their commercial interests. But, it is difficult that companies attract or maintain consumer's interest through their technology. For that reason, it is trend to perform cultural activities for tool of differentiation over many firms. Many firms used the customer's experience to new marketing strategy in order to effectively respond to competitive market. Accordingly, it is emerging rapidly that the necessity of personalized service to provide a new experience for people based on the personal profile information that contains the characteristics of the individual. Like this, personalized service using customer's individual profile information such as language, symbols, behavior, and emotions is very important today. Through this, we will be able to judge interaction between people and content and to maximize customer's experience and satisfaction. There are various relative works provide customer-centered service. Specially, emotion recognition research is emerging recently. Existing researches experienced emotion recognition using mostly bio-signal. Most of researches are voice and face studies that have great emotional changes. However, there are several difficulties to predict people's emotion caused by limitation of equipment and service environments. So, in this paper, we develop emotion prediction model based on vision-based interface to overcome existing limitations. Emotion recognition research based on people's gesture and posture has been processed by several researchers. This paper developed a model that recognizes people's emotional states through body gesture and posture using difference image method. And we found optimization validation model for four kinds of emotions' prediction. A proposed model purposed to automatically determine and predict 4 human emotions (Sadness, Surprise, Joy, and Disgust). To build up the model, event booth was installed in the KOCCA's lobby and we provided some proper stimulative movie to collect their body gesture and posture as the change of emotions. And then, we extracted body movements using difference image method. And we revised people data to build proposed model through neural network. The proposed model for emotion prediction used 3 type time-frame sets (20 frames, 30 frames, and 40 frames). And then, we adopted the model which has best performance compared with other models.' Before build three kinds of models, the entire 97 data set were divided into three data sets of learning, test, and validation set. The proposed model for emotion prediction was constructed using artificial neural network. In this paper, we used the back-propagation algorithm as a learning method, and set learning rate to 10%, momentum rate to 10%. The sigmoid function was used as the transform function. And we designed a three-layer perceptron neural network with one hidden layer and four output nodes. Based on the test data set, the learning for this research model was stopped when it reaches 50000 after reaching the minimum error in order to explore the point of learning. We finally processed each model's accuracy and found best model to predict each emotions. The result showed prediction accuracy 100% from sadness, and 96% from joy prediction in 20 frames set model. And 88% from surprise, and 98% from disgust in 30 frames set model. The findings of our research are expected to be useful to provide effective algorithm for personalized service in various industries such as advertisement, exhibition, performance, etc.

• Journal of Korean Home Economics Education Association
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• v.29 no.1
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• pp.125-143
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• 2017

This program aimed at preparing the pre-service teachers to teach about North Korean family life culture to secondary school students, by promoting the understanding and acceptance of cultural differences between the two Koreas. Based on the literature review, the educational contents were developed to reflect general aspects of North Korean family life. The program was implemented with 35 undergraduate students in a home economics teacher education program. The program consists of 15 units of 150-minute instructional sessions. The first three introductory sessions dealt with the definitions of family life culture and multiculturalism, as well as a historical review of South-North relationship. The following nine sessions were devoted to North Korean family life culture in five different domains: consumption and leisure, family and child-caring, food and dietary life, housing and neighborhood life, and clothing/fashion. During the final two weeks, pre-service teachers conducted mock-teaching. For evaluation, pre- and post-session scores on general teaching efficacy and understanding of cultural differences were compared using paired t-tests. The pre-/post-test results confirmed that the program was successful in promoting the understanding and acceptance of cultural differences between two Koreas of pre-service teachers.

• Journal of vocational education research
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• v.35 no.4
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• pp.131-153
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• 2016

The purpose of this study was to derive evaluator's role and capability for institution accreditation evaluation of NCS-based vocational competency development training. This study attempted to explore in various ways evaluator's minute roles using Delphi method, and to derive knowledge, skill, attitude and integrity needed to verify the validity. To the end, this study conducted the Delphi research for over three rounds by selecting education training professionals and review evaluation professions as professional panels. From the results, roles of evaluators were defined as the total eight items including operator, moderator-mediator, cooperator, analyzer, verifier, institution evaluator, institution consultant, and learner, and the derived capabilities with respect to each role were 25 items in total. The area of knowledge included four items of capabilities such as HRD knowledge, NCS knowledge, knowledge of vocational competency development training, and knowledge of training institution accreditation evaluation, and the area of skill comprised fourteen items of capabilities such as conflict management ability, interpersonal relation ability, word processing ability, problem-solving ability, analysis ability, pre-preparation ability, time management ability, decision making ability, information comprehension and utilization ability, comprehensive thinking ability, understanding ability of vocational competency development training institutions, communication ability, feedback ability, and core understanding ability. The area of attitude was summarized with the seven items in total including subjectivity and fairness, service mind, sense of calling, ethics, self-development, responsibility, and teamwork. The knowledge, skill and attitude derived from the results of this study may be utilized to design and provide education programs conducive to qualitative and systematic accreditation and assessment to evaluators equipped with essential prerequisites. It is finally expected that this study will be helpful for designing module education programs by ability and for managing evaluator's quality in order to perform pre-service education and in-service education according to evaluator's experience and role.