• The Journal of Asian Finance, Economics and Business
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• v.8 no.3
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• pp.171-179
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• 2021

In the international markets, financial variables can be volatile and may affect each other, especially in the crisis times. COVID-19, which began in China in 2019 and spread to many countries of the world, created a crisis not only in the global health system but also in the international financial markets and economy. The purpose of this study is to analyze the contagious effect of the COVID-19 pandemic on the volatility of selected financial variables such as Bitcoin, gold, oil price, and exchange rates and the connections between the volatilities of these variables during the pandemic. For this aim, we use the ARMA-EGARCH model to measure the impact of volatility and shocks. In other words, it is aimed to measure whether the impact of the shock on the financial variables of the contagiousness of the epidemic is also transmitted to the markets. The data was collected from secondary and daily data from September 2th 2019 to December 20th, 2020. It can be said that the findings obtained have statistically significant effects on the conditional variability of the variables. Therefore, there are findings that the shocks in the market are contaminated with each other.

• Journal of the Korean Mathematical Society
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• v.55 no.2
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• pp.447-469
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• 2018

Types (over parameters) in the theory of atomless random variable structures correspond precisely to (conditional) distributions in probability theory. Moreover, the logic (resp. metric) topology on the type space corresponds to the topology of weak (resp. strong) convergence of distributions. In this paper, we study metrics between types. We show that type spaces under $d^{\ast}-metric$ are isometric to Wasserstein spaces. Using optimal transport theory, two formulas for the metrics between types are given. Then, we give a new proof of an integral formula for the Wasserstein distance, and generalize some results in optimal transport theory.

• Proceedings of the Korean Society for Emotion and Sensibility Conference
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• 2004.11a
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• pp.20-20
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• 2004

• Proceedings of the IEEK Conference
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• 2002.06e
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• pp.265-268
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• 2002

For accurate interpretation, ECG signal is measured by using 12 leads method. We look shape of Measured ECG signal and decide whether interpretation is accurate or not. In this paper, we propose new effective fuzzy decision system which uses fuzzy rules and membership functions for more accurate of ECG wave. We used PR interval, QRS interval and QRS axis as conditional variables for designing fuzzy rules. And decision rule of conclusion variable is determined by (sinus rhythm), (sinus rhythm+left deviation), (sinus rhythm+right deviation) and (sinus rhythm+negative axis). Experimental results showed our system made numerically easy decision possible and had advantage of simple design method.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.629-635
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• 1997

An approximation for multivariate t probability for an orhant region(i.e., a rectangular resion with lower limits of $-\infty$ for all margins) is proposed. It is based on conditional expectations, a regression with binary variables, and the exact formula for the evalution of the bivariate t integrals by Dunnett and Sobel. It is noted that the proposed approximation method is espicially useful for evaluating the multivariate t integrals where there is no simple method available until now.

• Communications of the Korean Mathematical Society
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• v.16 no.2
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• pp.291-296
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• 2001

For randomly indexed sums of the form (Equation. See Full-text), where {X(sub)ni, i$\geq$1, n$\geq$1} are random variables, {N(sub)n, n$\geq$1} are suitable conditional expectations and {b(sub)n, n$\geq$1} are positive constants, we establish a general weak law of large numbers. Our result improves that of Hong [3].

• Communications for Statistical Applications and Methods
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• v.17 no.3
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• pp.413-421
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• 2010

In this study, we considered bivariate conditional auto-regressive model taking into account spatial association as well as correlation between the two dependent variables, which are the counts of murder and burglary. We conducted likelihood ratio test for checking over-dispersion issues prior to applying spatial poisson models. For the real application, we used the annual counts of violent crimes at 25 districts of Seoul in 2007. The statistical results are visually illustrated by geographical information system.

• The Journal of Advanced Prosthodontics
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• v.8 no.1
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• pp.9-15
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• 2016

PURPOSE. Although magnetic attachment is used frequently for overdenture, it is reported that attractive force can be decreased by abrasion and corrosion. The purpose of this study was to establish the clinical basis about considerations and long term prognosis of overdenture using magnetic attachments by investigating the change in attractive force of magnetic attachment applied to the patients. MATERIALS AND METHODS. Among the patients treated with overdenture using magnetic attachments in Dankook University Dental Hospital, attractive force records of 61 magnetic attachments of 20 subjects who re-visited from July 2013 to June 2014 were analyzed. Dental magnet tester (Aichi Micro Intelligent Co., Aichi, Japan) was used for measurement. The magnetic attachments used in this study were Magfit IP-B Flat, Magfit DX400, Magfit DX600 and Magfit DX800 (Aichi Steel Co., Aichi, Japan) filled with Neodymium (NdFeB), a rare-earth magnet. RESULTS. Reduction ratio of attractive force had no significant correlation with conditional variables to which attachments were applied, and was higher when the maintenance period was longer (P<.05, r=.361). Reduction ratio of attractive force was significantly higher in the subject group in which attachments were used over 9 years than within 9 years (P<.05). Furthermore, 16.39% of total magnetic attachments showed detachment of keeper or assembly. CONCLUSION. Attractive force of magnetic attachment is maintained regardless of conditional variables and reduction ratio increased as the maintenance period became longer. Further study on adhesive material, attachment method and design improvement to prevent detachment of magnetic attachment is needed.

• IE interfaces
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• v.15 no.4
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• pp.426-431
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• 2002

In many cases, the result of a road traffic accident can be described with more than one response variables. Nonetheless, most of the existing road accident data analysis deal with only one response variable and try to explain why it occurs. In this paper, we train association rules for a set of more than two response variables conditional on personal, environmental and vehicular/behavioral aspects of accident. Association rules are derived at 8% support and 70% confidence from the 1996 data of three police stations in Korea. We expect that these rules can contribute to effective safety practice in Korea.

• Journal of the Korean Statistical Society
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• v.27 no.1
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• pp.25-55
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• 1998

Maximum likelihood estimates (MLEs) for recursive models of categorical variables are discussed under an EM framework. Since MLEs by EM often depend on the choice of the initial values for MLEs, we explore reasonable rules for selecting the initial values for EM. Simulation results strongly support the proposed rules.