• Convergence Security Journal
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• v.11 no.6
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• pp.73-80
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• 2011

In this study, software products developed in the course of testing, software managers in the process of testing software and tools for effective learning effects perspective has been studied using the NHPP software. The delayed software S-shaped reliability model applied to distribution was based on finite failure NHPP. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than automatic error that is generally efficient model could be confirmed. This paper, numerical example of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error and $R^2$(coefficient of determination).

• Journal of the Korea Convergence Society
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• v.9 no.10
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• pp.243-248
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• 2018

The social activities of the elderly are important in successfully achieving aging by providing opportunities for social interaction to enhance life satisfaction. The purpose of this study is to identify the related factors of the elderly social activities and build a statistical classification model to predict social activities. Subjects were 1,864 elderly people (829 males, 1,035 females) who completed the community health survey in 2015. Outcome variables were defined as the experience of social activity during the past month(yes, no). The prediction model was constructed using decision tree model based on Classification and Regression Trees (CRT) algorithm. The results of this study were subjective health, frequency of meeting with neighbors, frequency of meeting with relatives, and living with spouse were significant variables of social participation. The most prevalent predictor was the subjective health level. In order to prepare for the successful aging of the super aged society based on the results of this study, social attention and support for the social activities of the elderly are required.

• Journal of Convergence for Information Technology
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• v.10 no.4
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• pp.46-54
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• 2020

This study aims to develop and analyze the performance of a selective option straddle strategy based on forecasted volatility to improve the weakness of typical straddle strategy solely based on negative volatility risk premium. The KOSPI 200 option volatility is forecasted by the SVM model combined with the asymmetric volatility spillover effect. The selective straddle strategy enters option position only when the volatility is forecasted downwardly or sideways. The SVM model is trained for 2008-2014 training period and applied for 2015-2018 testing period. The suggested model showed improved performance, that is, its profit becomes higher and risk becomes lower than the benchmark strategies, and consequently typical performance index, Sharpe Ratio, increases. The suggested model gives option traders guidelines as to when they enter option position.

• Journal of Convergence for Information Technology
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• v.9 no.8
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• pp.248-253
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• 2019

Early diagnosis of mild cognitive impairment (MCI) can reduce the incidence of dementia. This study developed the MCI prediction model for the elderly in Korea. The subjects of this study were 3,240 elderly (1,502 men, 1,738 women) aged 65 and over who participated in the Korean Longitudinal Survey of Aging (KLoSA) in 2012. Outcome variables were defined as MCI prevalence. Explanatory variables were age, marital status, education level, income level, smoking, drinking, regular exercise more than once a week, average participation time of social activities, subjective health, hypertension, diabetes Respectively. The prediction model was developed using Restricted Boltzmann Machine (RBM) neural network. As a result, age, sex, final education, subjective health, marital status, income level, smoking, drinking, regular exercise were significant predictors of MCI prediction model of rural elderly people in Korea using RBM neural network. Based on these results, it is required to develop a customized dementia prevention program considering the characteristics of high risk group of MCI.

• Journal of the Korea Convergence Society
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• v.12 no.4
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• pp.249-258
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• 2021

Bitcoin prices have been soaring recently as investors flock to cryptocurrency exchanges. The purpose of this study is to predict the Bitcoin price using a deep learning model and analyze whether Bitcoin is profitable through investment strategy. LSTM is utilized as Bitcoin prediction model with nonlinearity and long-term memory and the profitability of MA cross-over strategy with predicted prices as input variables is analyzed. Investment performance of Bitcoin strategy using LSTM forecast prices from 2013 to 2021 showed return improvement of 5.5% and 46% more than market price MA cross-over strategy and benchmark Buy & Hold strategy, respectively. The results of this study, which expanded to recent data, supported the inefficiency of the cryptocurrency market, as did previous studies, and showed the feasibility of using the deep learning model for Bitcoin investors. In future research, it is necessary to develop optimal prediction models and improve the profitability of Bitcoin investment strategies through performance comparison of various deep learning models.

• Journal of Convergence for Information Technology
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• v.11 no.9
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• pp.84-93
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• 2021

The purpose of this study is to analyze whether the spread of COVID-19 infectious diseases acts as a fear to investors and affects the direction and volatility of stock returns. The investor fear index was proposed using the domestic confirmed patient information of COVID-19, and the influence on stock prices was empirically analyzed. The direction and volatility models of stock prices used the Granger causality and GARCH models, respectively. The results of empirical analysis using the KOSPI index from February 20, 2020 to June 30, 2021 are as follows: First, the COVID-19 fear index showed causality to future stock prices. Second, the COVID-19 fear index has a negative effect on the volatility of KOSPI index returns. In future studies, it is necessary to document the cause by using individual business performance and stock price instead of the stock index.

• Journal of Convergence for Information Technology
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• v.10 no.12
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• pp.236-244
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• 2020

In this research a suspended solid transport experiment was conducted in the river experiment center to find the characteristics and dispersion of the material. Modeling by the particle dispersion model was also executed to reproduce the suspended solid transport. The suspended solid was consisted of a mixture of silica and water using a mixing equipment, which was then introduced into a real-scale flume and measured with the laser-diffraction based particle size analyzer(LISST) to find the concentration of the material. The comparison between the measured suspended solid concentration using drone images and particle size analyzers, with the model showed a good match overall, which proved the applicability of the model. Along with finding the model applicability, the research showed the potential for suspended solid estimation in high flow situations with high rainfall.

• Asia-pacific Journal of Multimedia Services Convergent with Art, Humanities, and Sociology
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• v.5 no.6
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• pp.317-325
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• 2015

The aim of this research was to investigate the relationship among team learning behavior, individual creativity, team shared mental model(TSMM), mutual performance monitoring on team creativity and then providing the fundamental data on the education. Also it intended to acknowledge relative predictive power on team creativity of independent variables. The total of 257 college students participated the team learning for 6 weeks in a semester. Pearson's product moment correlation and regression analysis were used for data analysis and testing of significance of verification, The main research results are summarized as follows; team learning behavior, TSMM, mutual performance monitoring had no significant effects on three subfactors of team creativity such as novelty, resolution, elaboration & synthesis. Therefore followed researches are needed about inter and intra processing of team creativity.

• Journal of Korea Water Resources Association
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• v.55 no.8
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• pp.565-575
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• 2022

Recently, in the field of water resource engineering, interest in predicting time series water levels and flow rates using deep learning technology that has rapidly developed along with the Fourth Industrial Revolution is increasing. In addition, although water-level and flow-rate prediction have been performed using the Long Short-Term Memory (LSTM) model and Gated Recurrent Unit (GRU) model that can predict time-series data, the accuracy of flow-rate prediction in rivers with rapid temporal fluctuations was predicted to be very low compared to that of water-level prediction. In this study, the Paldang Bridge Station of the Han River, which has a large flow-rate fluctuation and little influence from tidal waves in the estuary, was selected. In addition, time-series data with large flow fluctuations were selected to collect water-level and flow-rate data for 2 years and 7 months, which are relatively short in data length, to be used as training and prediction data for the LSTM and GRU models. When learning time-series water levels with very high time fluctuation in two models, the predicted water-level results in both models secured appropriate accuracy compared to observation water levels, but when training rapidly temporal fluctuation flow rates directly in two models, the predicted flow rates deteriorated significantly. Therefore, in this study, in order to accurately predict the rapidly changing flow rate, the water-level data predicted by the two models could be used as input data for the rating curve to significantly improve the prediction accuracy of the flow rates. Finally, the results of this study are expected to be sufficiently used as the data of flood warning system in urban rivers where the observation length of hydrological data is not relatively long and the flow-rate changes rapidly.

• Journal of the Korea Convergence Society
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• v.6 no.4
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• pp.127-132
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• 2015

This study attempts to empirically investigate if relative momentum strategy is effective in the Korean stock market. The sample of the study is comprised of companies which are traded in both Kospi and Kosdaq stock markets in Korea for the period between 2001~2014. The study observes that the momentum strategy buying past winner stocks and selling past loser stocks is negatively correlated with the value strategy buying value stocks with high book to market ratio and selling glamour stocks with low book to market ratio. And each strategy is alternatively effective from period to period. The study demonstrates that the momentum strategy is effective when both strategies which are negatively correlated are treated as one system by estimating Fama and French's[1] 3 factor regression model.