• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.359-368
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• 2006

In this paper we derived the asymptotic relative efficiency, ARE(ms, rs), of our new score function with respect to the McKean and Sievers scores for the asymmetric error distributions which often occur in practice. We thoroughly explored the asymptotic relative efficiency, ARE(ms, rs), of our score function that provides much improvement over the McKean and Sievers scores for all values of r and s under asymmetric distributions.

• Journal of KIISE:Information Networking
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• v.31 no.2
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• pp.179-187
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• 2004

Password authenticated key exchange protocols for the symmetric model are easier to design, analyze and are more efficient than ones for the asymmetric model, but they are most likely to be broken by server's compromise. Though the protocols with provable security for the asymmetric model such as PAK-X and SNAPI-X are introduced, they need large amount of computation compared with the standard Diffie-Hellman key exchange. We present a systematic and efficient way to transform password authenticated key exchange protocols for the symmetric model into protocols for the asymmetric model. Thus, an efficient protocol for the asymmetric model can be constructed by a systematic protocol with low computation.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.12
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• pp.5820-5834
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• 2017

This paper investigates the channel selection problem with dynamic users and the asymmetric interference relation in distributed opportunistic spectrum access systems. Since users transmitting data are based on their traffic demands, they dynamically compete for the channel occupation. Moreover, the heterogeneous interference range leads to asymmetric interference relation. The dynamic users and asymmetric interference relation bring about new challenges such as dynamic random systems and poor fairness. In this article, we will focus on maximizing the tradeoff between the achievable utility and access cost of each user, formulate the channel selection problem as a directional graphical game and prove it as an exact potential game presenting at least one pure Nash equilibrium point. We show that the best NE point maximizes both the personal and system utility, and employ the stochastic learning approach algorithm for achieving the best NE point. Simulation results show that the algorithm converges, presents near-optimal performance and good fairness, and the directional graphical model improves the systems throughput performance in different asymmetric level systems.

• Management & Information Systems Review
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• v.28 no.4
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• pp.93-108
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• 2009

This study examines the asymmetric volatility in the Korean bond market and stock market by using the KTB Prime Index and KOSPI. Because accurate estimation and forecasting of volatility is essential before investing assets, it is important to understand the asymmetric response of volatility in bond market. Therefore I investigate the existence of asymmetric volatility in Korean bond market unlike the previous studies which mainly focused on stock returns. The main results of the empirical analysis with GARCH and GJR-GARCH model are as follow. At first, it exists the asymmetric volatility on KOSPI returns like the previous studies. Also, I find that the GJR-GARCH is more suitable one than GARCH model for forecasting volatility. Second, it does not exist the asymmetric volatility on KTB Prime Index returns. This result is showed by that using the GARCH model for forecasting volatility in bond market is sufficient.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.11
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• pp.5338-5359
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• 2017

In-band full-duplex (IBFD) wireless communication supports symmetric dual transmission between two nodes and asymmetric dual transmission among three nodes, which allows improved throughput for distributed IBFD wireless networks. However, inter-node interference (INI) can affect desired packet reception in the downlink of three-node topology. The current Half-duplex (HD) medium access control (MAC) mechanism RTS/CTS is unable to establish an asymmetric dual link and consequently to suppress INI. In this paper, we propose a medium access control mechanism for use in distributed IBFD wireless networks, FD-DMAC (Full-Duplex Distributed MAC). In this approach, communication nodes only require single channel access to establish symmetric or asymmetric dual link, and we fully consider the two transmission modes of asymmetric dual link. Through FD-DMAC medium access, the neighbors of communication nodes can clearly know network transmission status, which will provide other opportunities of asymmetric IBFD dual communication and solve hidden node problem. Additionally, we leverage FD-DMAC to transmit received power information. This approach can assist communication nodes to adjust transmit powers and suppress INI. Finally, we give a theoretical analysis of network performance using a discrete-time Markov model. The numerical results show that FD-DMAC achieves a significant improvement over RTS/CTS in terms of throughput and delay.

• Proceedings of the KIEE Conference
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• 2005.05a
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• pp.141-143
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• 2005

An unknown linear time invariant plant with asymmetric oscillation in the output such as a static load disturbance. A saturation function nonlinear element is used to find the one point information in the frequency domain. An asymmetric self-oscillation caused by such as a static load disturbance saturation function feedback is analyzed. a new method to tune a PID controller based on the analysis is proposed in the presence of asymmetric oscillation. The proposed method does not require the knowledge of plant d.c. gain with an asymmetric oscillation in the plant output.

• Communications for Statistical Applications and Methods
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• v.25 no.2
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• pp.217-234
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• 2018

Copulas are a tool for constructing multivariate distributions and formalizing the dependence structure between random variables. From copula literature review, there are a few asymmetric copulas available so far while data collected from the real world often exhibit asymmetric nature. This necessitates developing asymmetric copulas. In this study, we discuss a method to construct a new class of bivariate asymmetric copulas based on products of symmetric (sometimes asymmetric) copulas with powered arguments in order to determine if the proposed construction can offer an added value for modeling asymmetric bivariate data. With these newly constructed copulas, we investigate dependence properties and measure of association between random variables. In addition, the test of symmetry of data and the estimation of hyper-parameters by the maximum likelihood method are discussed. With two real example such as car rental data and economic indicators data, we perform the goodness-of-fit test of our proposed asymmetric copulas. For these data, some of the proposed models turned out to be successful whereas the existing copulas were mostly unsuccessful. The method of presented here can be useful in fields such as finance, climate and social science.

• The Journal of Asian Finance, Economics and Business
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• v.6 no.2
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• pp.33-44
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• 2019

The Indonesian government launched a new people's business credit program as part of a package of economic policy and deregulation. The interest rate is set lower than the average of the current loan interest rates, especially when compared with rural bank interest rates. To capture the social spatial aspects, quota sampling is applied to ten areas that divided based on the social culture. Further, the method utilized in this research is logit models, which designed to analyse the determinants of asymmetric information particularly on the rural bank and small micro enterprises. The study was conducted in East Java as the province with the largest number of rural banks in Indonesia. Based on the estimation of asymmetric information model to the respondent of rural banks and small businesses, the result shows that adverse selection can be avoided by strengthening the information about prospective borrowers. Regarding moral hazard, rural banks and small businessmen argued that the imposition of the collateral to the debtor has an important role to avoid moral hazard. Rural bank respondents stated that the KUR program with low-interest rates has affected their business development. The results implied the need of broadening the collaboration schemes between this people's business credit program and rural banks.

• Journal of the Institute of Electronics Engineers of Korea SD
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• v.40 no.9
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• pp.702-713
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• 2003

The importance of protection for data and information is increasing by the rapid development of information communication and network. And the concern for protecting private information is also growing due to the increasing demand for lots of services by users. Asymmetric cryptosystem is the mainstream in encryption system rather than symmetric cryptosystem by above reasons. But asymmetric cryptosystem is restricted in applying fields by the reason it takes more times to process than symmetric cryptosystem. In this paper, encryption system which executes authentication works of asymmetric cryptosystem by means of symmetric cryptosystem. The proposed cryptosystem uses an algorithms combines that combines block cipherment with stream cipherment and has a high stability in aspect of secret rate by means of transition of key sequence according to the information of plaintext while symmetric/asymmetric cryptosystem conducts encipherment/deciphermeent using a fixed key. Consequently, it is very difficult to crack although unauthenticator acquires the key information. So, the proposed encryption system which has a certification function of asymmetric cryptosystem and a processing time equivalent to symmetric cryptosystems will be highly useful to authorize data or exchange important information.

• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.983-990
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• 2006

In this paper, we study an asymmetric power fractionally integrated GARCH model and find a region on which the process is stationary ergodic and has long memory property.