• The Korean Journal of Financial Management
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• v.9 no.1
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• pp.1-23
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• 1992

CCAPM이 한국증권시장(韓國證券市場)에서 현실적(現實的)으로 성립가능한가에 대한 실증적 검증을 하였으며, 또한 시장(市場)포트폴리오와 대응되는 총소비지출의 성장률이 사전적(事前的)으로 효율적 프론티어(efficient frontier)상에 놓여 있는가에 대한 검증을 실시하였다. 이와 아울러 전통적인 S-L CAPM도 검증함으로써 CCAPM과 S-L CAPM을 비교분석(比較分析)하였다. 통계적 기법은 비선형하(非線型下)의 무관회귀분석과 GLS를 이용하였다. 1980년 1/4분기부터 1990년 4/4분기까지의 분기별 자료를 이용하여 분석한 결과, CCAPM은 전기간(全期間)을 표본으로 한 경우에 기대수익률과 위험과의 선형관계(線型關係)가 기각되었다. 그리고 전기간(全期間)을 전반기(前半期)와 후반기(後半期)로 나눈 하위기간별(下位期間別) 분석(分析)에서도 마찬가지의 결과를 얻었다. 한편 S-L CAPM의 경우에는 전기간(全期間)과 전반기(前半期)에는 선형관계가 기각되었으나 후반기(後半期)에는 채택되었다. 즉 후반기에는 위험프레미엄의 추정치가 0.05834이고 t값이 2.525로 매우 유의적이었으며 절편의 값이 통계적으로 0과 다르지 않아 실질무위험이자율(實質無危險利子率)이 0%로 추정되었다. 그런데 이는 실제로 3개월의 정기예금이자율과 소비자물가지수를 고려하여 구한 것과 일치함을 보였다. 그리고 이에 사용된 한국종합주가지수의 사전적(事前的) 효율성(效率性)은 전기간(全期間)과 하위기간(下位期間) 모두에 있는 것으로 판명되었다. 한편, CCAPM이 한국증권시장에서 기각되는 이유 중의 하나는 경기순환에 따른 생산활동(生産活動)이 즉시적으로 개별증권의 수익률에 영향을 주나 총소비지출은 이보다 비탄력적(非彈力的)인데 따른 것으로 생각되었다.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.16 no.11
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• pp.7831-7837
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• 2015

In order to understand how various support programs affect the development of traditional performing arts, I used descriptive statistics and multivariate statistics analysis on 267 surveys. I estimated relationship between item-whole by calculating mean and standard deviation. This will help us comprehend effects of the variables. Cronbach alpha coefficient, a measure of internal consistency, exceeded 0.7, indicating that reliability is satisfactory. I have established one main hypothesis and four sub-hypothesis to identify the relationship between support programs and the performing arts more clearly. The result supports that the support programs do have effects on the performing arts. However, there are not enough researches done on this subject, and additional researches are needed in order to systemize relevant theories and the development of performing arts industry.

• Journal of the Korean earth science society
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• v.29 no.2
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• pp.140-150
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• 2008

In this study, a new teaching model was developed using concept maps and applied to the Earth Science I unit on diastrophism. We analyzed the effects of this model on students' scholastic achievement, ability to construct concept maps, and attitudes towards concept map lessons, in comparison to traditional teaching methods. The data was sampled from 128 second-year male high school students in Gyunggido, Korea. Although the results are not statistically significant, the new teaching model seems to have contributed to an increase in scholastic achievement as opposed to the traditional teaching models. We also found that the students to whom the new teaching model was applied showed both significant and positive effects in terms of scholastic achievement, the ability to construct a concept map, and changes in attitudes towards concept map lessons.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.429-442
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• 2015

Volatility forecasting in financial markets is an important issue because it is directly related to the profit of return. The volatility is generally modeled as time-varying conditional heteroskedasticity. A generalized autoregressive conditional heteroskedastic (GARCH) model is often used for modeling; however, it is not suitable to reflect structural changes (such as a financial crisis or debt crisis) into the volatility. As a remedy, we introduce the Markov regime switching GARCH (MRS-GARCH) model. For the empirical example, we analyze and forecast the volatility of the daily Korea Composite Stock Price Index (KOSPI) data from January 4, 2000 to October 30, 2014. The result shows that the regime of low volatility persists with a leverage effect. We also observe that the performance of MRS-GARCH is superior to other GARCH models for in-sample fitting; in addition, it is also superior to other models for long-term forecasting in out-of-sample fitting. The MRS-GARCH model can be a good alternative to GARCH-type models because it can reflect financial market structural changes into modeling and volatility forecasting.

• Journal of the Korean Chemical Society
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• v.48 no.2
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• pp.182-188
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• 2004

In this study, the effects of a four-stage problem-solving strategy emphasizing planning and checking stages were investigated. Two high school classes (N=55) were randomly assigned to either treatment or control group, and taught about two topics, 'gas' and 'solution' for 8 class hours. Teacher used the four-stage problem-solving strategy emphasizing planning and checking stages in the treatment group, and used traditional lecture in the control group. Two-way ANCOVA results revealed that the test scores of the treatment group were significantly higher than those of the control group in the problem-solving ability, especially in the subcategories of 'conceptual knowledge' and 'mathematical execution'. There was significant interaction between the instruction and the level of prior achievement in the 'satisfaction' of the learning motivation. The lower level students in the control group were more satisfied with chemistry class than those in the treatment group. There was no significant difference between the two groups in the scores of the awareness of metacognition. Educational implications are discussed.

• The Korean Journal of Applied Statistics
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• v.35 no.2
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• pp.189-201
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• 2022

In this study, we propose factor augmentation to improve forecasting power of cryptocurrency return. We consider financial and economic variables as well as psychological aspect for possible factors. To be more specific, financial and economic factors are obtained by applying principal factor analysis. Psychological factor is summarized by news sentiment analysis. We also visualize such factors through impulse response analysis. In the modeling perspective, we consider ARIMAX as the classical model, and random forest and deep learning to accommodate nonlinear features. As a result, we show that factor augmentation reduces prediction error and the GRU performed the best amongst all models considered.

• Culinary science and hospitality research
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• v.17 no.4
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• pp.140-152
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• 2011

As increased demand for well-being food caused more interest in hangwa, or Korean traditional sweets and cookies, this study attempted to analyze the effects of psychological well-being awareness on selection attributes for it and customer satisfaction based on the customers who buy hangwa. As a result of statistical analysis, psychological well-being awareness positively affects selection attributes for hangwa. It also bas a positive effect on customer satisfaction.

• The Journal of Korean Academy of Prosthodontics
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• v.54 no.4
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• pp.379-386
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• 2016

Purpose: The present study aims at researching the subjective satisfaction of patients who have experienced both conventional impression taking and digital impression taking to measure the possibility of wide clinical application of digital impression. Materials and methods: The study surveyed 170 adult patients over the age of 20, between October 2015 and April 2016, who voluntarily consented to participation and who experienced both conventional impression and digital impression at five dental hospitals that use intraoral digital impression. A total of 128 surveys were used for data analysis, involving frequency analysis, multiple response frequency analysis, descriptive statistics, and contingency table analysis, with the significance level set at 0.05. Results: Responses on the reason for taking impressions using the digital method appeared in the order of 'for implant treatment' (43.8%), 'for crown treatment' (30.5%), and 'for inlay treatment' (15.6%). Patients satisfaction was higher for digital impression taking than conventional impression taking (P<.05). As the preferred choice of impression, digital impression (60.2%) was higher than conventional impression (11.7%). Responses on the reason for choosing digital impression taking appeared in the order of 'no vomiting reflex' (35.1%), 'reliability of 3D digital scanning' (33.8%), and 'short time' (33.8%). Conclusion: The patients preferred digital impression taking to conventional impression taking in terms of satisfaction.

• Journal of the Korean Society of Food Culture
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• v.20 no.5
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• pp.584-593
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• 2005

본 연구는 패밀리 레스토랑 맥락에서 패밀리 레스토랑 내 환경에 대한 젊은 남녀의 지각 차이를 검증하고자 하였다. 성별 주제에 대한 연구는 소비자 행동 연구에서 기본적인 조절 변수로 널리 사용되고 있으며, 패밀리 레스토랑 업게 에서도 점포환경의 마케팅 믹스 전략으로서 가장 일반적으로 사용되고 있다. 자료는 세 개의 패밀리 레스토랑을 방문한 382명의 고객들로부터 수집하였으며, SPSS LISREL 통계프로그램을 사용하였고 가설검증을 위하여 신뢰도분석과 확인요인분석을 실시하였다. 그 결과는 다음과 같다. 첫째, 남성이 여성보다 식음료 요인에 대하여 더욱 민감한 것으로 나타났다. 둘째, 이벤트 요인들은 여성보다는 남성이 레스토랑 내 환경을 판단하는데 유용한 기초를 제공하였다. 셋째, 디자인 요인들이 여성보다 남성에서 성별차이를 설명하는데 중요한 역할을 하였다. 요약하면, 본 연구의 결과는 레스토랑 내 환경믹스 전략들은 성별에 따라서 달라져야 한다는 것을 보여주고 있다. 최근 젊은 남성들의 기호는 전통적 패러다임에서 변화하고 있으며, 심미적으로 스타일적이며, 감성적 지향적 문화를 추구한다. 따라서 이러한 결과들은 식음료산업 트랜드에 중요한 방안을 제공해준다. 연구의 마지막 부분에, 이론적 기여도, 관리적 시사점, 연구의 한계점, 그리고 향후 연구방향이 제시되었다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.31 no.1B
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• pp.37-45
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• 2011

We studied noise influence on nonlinear chaotic system by using Logistic data series which is known as a typical nonlinear chaotic system. We regenerated Logistic data series by the method of adding noise according to noise level. And, we performed some analyses such as phase space reconstruction, correlation dimension, BDS statistics, and DVS Algorithms which are known as the methods of nonlinear deterministic or chaotic analysis. If we see the results of analysis, the characteristics of data series are gradually changed from nonlinear chaotic data series to random stochastic data series according to increasing noise level. We applied Low Pass Filter (LPF) and Kalman Filter techniques for the investigation of removing effect of the added noise to data series. Typical nonparametric method cannot distinguish nonlinear random series but the BDS statistic can distinguish the nonlinear randomness of the time series. Therefore this study used the BDS statistic which is well known as nonlinear statistical method for the investigation of randomness of time series for the effect of removing noise of data series. We found that Kalman filter is better method to remove the noise of chaotic data series even for high noise level.