• 제목/요약/키워드: Data dependence

검색결과 1,285건 처리시간 0.023초

A risk analysis of step-down equity-linked securities based on regime-switching copula

  • Nguyen, Manh Duc;Ko, Bangwon;Kwon, Hyuk-Sung
    • Communications for Statistical Applications and Methods
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    • 제27권1호
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    • pp.79-95
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    • 2020
  • The globalization of financial markets has broadened investment opportunities. International investors' investment portfolios consist of financial instruments from various countries; consequently, the risks associated with economic dependence among countries should be carefully considered. Step-down equity-linked securities (ELS) are a structured financial product that have recently become popular among Korean investors. Payoffs are based on two or three stock indices from different regions; therefore, dependence between the indices should be reflected in the risk analysis. In this study, we consider a regime-switching copula model to describe the joint behavior of two stock indices- the Eurostoxx50 and the Hang Seng China Enterprises Index (HSCEI). These indices are commonly used as underlying assets of step-down ELS. Using historical data, we analyze the risk associated with step-down ELS through the probabilities of early redemption. A regime-switching copula model can accommodate complicated dependence. Thus, it should be considered in the risk analysis of step-down ELS.

환경의 동태성이 관계해지의도에 미치는 영향 (The Effects of Environmental Dynamism on the Dissolution Intention)

  • 강보현;오세조
    • 한국유통학회지:유통연구
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    • 제10권1호
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    • pp.85-106
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    • 2005
  • 본 연구는 할인점 업체(구매자)와 공급업체(판매자)의 거래관계를 대상으로 하여 환경의 동태성이 관계해지의도에 영향을 미치는데 있어서 의존, 목표불일치, 그리고 갈등이 매개변수로서의 역할을 하는지를 실증적으로 규명한 것이다. 총 180개의 공급업체들을 대상으로 하여 가설을 검증한 결과, 환경의 동태성이 의존, 목표불일치, 그리고 갈등에 정의 영향들 주는 것으로 나타났고, 목표불일치는 강등에 정의 영향을 주는 것으로 나타났으며, 목표불일치와 갈등이 관계해지의도를 증가시키는 것으로 나타났다. 한편, 의존이 관계해지의도를 감소시키는 것은 가설과 방향성은 일치하지만 통계적으로 유의하지 않게 나타났다. 끝으로, 본 연구의 이론적 공헌점들 및 관리적 시사점들이 논의되었고, 연구의 한계점들 및 향후의 연구방향들이 제시되었다.

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상생협력 품질경영의 추진방안에 관한 연구 - 기업 내부역량의 조절효과를 중심으로 - (A Study on Scheme for driving the Win-Win Cooperation of Quality Management)

  • 유춘번
    • 품질경영학회지
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    • 제42권4호
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    • pp.701-716
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    • 2014
  • Purpose: In the paper, I studied success factors and measures for win-win quality management for boosting corporate competitiveness through the achievement of high quality. Methods: As such, to that end, data of companies' win-win quality management activities and Cooperation performance were gathered. Also, I had a literature review and working staffs'opinions were gathered to develop items related to trade dependence, quality cooperation, and mutual trust and cooperation. To develop the questionnaire, sufficient literature survey was conducted, and advice was sought from experts of manufacturing companies which practice Win-Win Cooperation. Results: Based on these previous researches and analysis by structural equation modeling, among trade dependence factors, overall, other factors except financial dependence and some detailed factors were found to have a relatively significant influence relation. Conclusion: The findings of this study suggest that if individual organizations can construct an effective quality improvement system and positively pursue win-win activities, it will contribute greatly to achieving high quality and improving financial performance. However, given the time and regional limits of this study, more in-depth studies need to be conducted on measures for boosting quality competitiveness through Win-Win Cooperation.

A Comparative Study on Elderly Persons' Adoption Patterns of Media Information (Newspaper, Smartphone, Etc.) and Digital Divide

  • Park, Kyoung-ryul;Kim, Jeong-lae
    • International journal of advanced smart convergence
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    • 제7권2호
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    • pp.127-134
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    • 2018
  • This study found the digital divide of Korean elderly persons on the basis of the 2013-2017 survey data of the perception of media information adopters. The studied media were traditional ones, such as newspaper and TV. The media dependence of those in their 20s to 60s was compared and analyzed. As a result, regarding their dependence on newspaper, elderly persons in their 60s had 20.7% on average, 13.6% higher than the percentage (7.1%) of young persons. Regarding their dependence on TV, those in their 60s had 97.6% and those in their 20s had 63.7%, so that there was a wide gap of 33.9% on average. The smartphone penetration rate of those in their 60s was 61.3%(2015-2017) on average, which tended to rise. The elderly's dependence on traditional media featured Digital Divide which is found in the informatization process. Accordingly, in order to solve their digital divide, it is required to expand education in line with their knowledge level through remote online centers, develop inclusive ICT for convenience, and change philosophical policy paradigm in the dimension of quality of life.

금연프로그램이 흡연근로자의 흡연량과 니코틴의존도 및 자기효능감에 미치는 효과 (Effects of a Smoking Cessation Program on Amount of Smoking and Nicotine Dependence and Self-efficacy of Smoking Cessation for Smoking Workers)

  • 박미경;강경숙;김남영
    • 대한간호학회지
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    • 제37권7호
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    • pp.1073-1079
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    • 2007
  • Purpose: The purpose of this study was to identify the effects of a smoking cessation program on the amount of smoking and nicotine dependence and the self-efficacy of smoking cessation for smoking workers. Methods: The total number of subjects was 38 smokers and was divided into two: 16 smokers were placed in the experimental group and 22 in the control group. A nonequivalent control group pretest-posttest design was used. The smoking cessation program consisted of two sessions and was implemented for two hours daily for five days. Data was analyzed by using the SPSS/WIN 11.0 program with $X^2-test$, t-test or Mann-Whitney U and ANCOVA. Results: After the treatment, those belonging to the experimental group showed a significantly decreased amount of smoking, a decreased nicotine dependency and increased self-efficacy compared to the control group. Conclusion: The smoking cessation program was effective for diminishing the amount of smoking, decreasing nicotine dependence and improving self-efficacy. Therefore, this program is recommended as a smoking cessation strategy for adult smokers.

Determination of the Dielectrophoretic Force on a Cell in a Micro Planar Electrode Structure

  • Park, Jung-Hoon;Lee, Sang-Wook;Kim, Yong-Kweon
    • Journal of Electrical Engineering and information Science
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    • 제2권4호
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    • pp.66-71
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    • 1997
  • The dielectrophoretic(DEP) force acting on a cell in an electric field is experimentally determined. A cell is accelerated by the DEP force in an electric field generated between micro planar electrodes. the position of the cell is measured and the velocity and acceleration of the cell are calculated based on the measured position data. The DE force is determined from the motion equation of a moving cell in suspension. The electrode structure is fabricated by micromachining technology and the height of electrodes is 1 $\mu\textrm{m}$. Radish cell and yeast are used in th experiments. In the case of radish cell, the DEP force increases as voltage or frequency(1MHz∼3MHz) increases. The voltage dependence can be explained that the DEP force increases when ▽│E│$^2$increases. The frequency dependence means that Re[x\ulcorner] of radish cell is maximized in a certain frequency. In the case of yeast, the DEP force increases only as voltage increases. The reason for the voltage dependence is the same with the case of radish. The DEP force increases only as voltage increases. The reason for the voltage dependence is the same with the case of radish. The DEP force on a yeast does not vary when the frequency varies from 1MHz to 3MHz. This result coincides with the fact that the value of calculated Re[x\ulcorner] is constant in the test frequency range.

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에너지순수입의존도 및 에너지자립도 지표를 통한 우리나라 에너지경제효율분석 (An Energy Efficiency Analysis of Korea based on the Energy Dependence and Independence rate)

  • 민윤지
    • 통상정보연구
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    • 제16권2호
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    • pp.199-218
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    • 2014
  • 본 연구는 1995년부터 2010년까지 국가 에너지통계의 에너지소비, 생산, 수출 입 등 실적자료를 바탕으로 우리나라의 에너지경제효율을 분석하였다. 에너지 수출 입과 에너지 생산 자료를 통해 에너지원단위, 에너지순수입의존도, 에너지자립도 I, II 를 산출하고 국가경제규모와 비교분석을 통해 우리날 에너지경제 수준을 살펴보고 시사점을 제시하는데 목적이 있다. 에너지원단위 지표를 통한 에너지효율수준 분석이 주로 이루어졌다면, 본 연구는 에너지순수입의존도와 에너지자립도를 통해 국가 에너지 수출 입구조와 에너지생산수준을 추가적으로 살펴볼 수 있는 장점이 있다고 하겠다. 연구 결론으로 우리나라는 에너지경제효율 수준이 상당히 낮은 수준으로 국가적 정책 차원의 에너지효율개선의 필요성을 제기한다.

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전파이용산업 전망 수단으로서 전파의존도 분석 (An Analysis on Dependence of Spectrum to Foresight on Future Wireless Industry)

  • 박석지;박덕규
    • 한국전자파학회논문지
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    • 제23권8호
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    • pp.934-941
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    • 2012
  • 이 논문에서는 최근 무선 인터넷, 모바일 검색, 모바일 TV, e-Book, 모바일 쇼핑 및 교통카드 및 하이패스 등에서 보는 바와 같이 각종 산업 분야에서 급속히 증가하고 있는 전파이용 산업의 미래를 전망하기 위한 수단으로서 '전파의존도'의 개념을 이용한 분석 사례를 제시하였다. IT 기술의 성숙과 발전으로 모바일 비즈니스가 확대되고 있어 이러한 전파이용 및 전파의존은 더욱 심화될 것으로 예상되고 있다. 이렇게 확대되는 전파이용에 따른 산업 각 분야에서 전파의존이 얼마나 증가하고 있는 지 추세를 판단함으로써 전파의 미래 수요 및 산업적 활용의 증가에 대한 분석적 수단을 확보할 수 있을 것이다. 이 논문에서는 미래 전파산업의 성장을 판단하는 수단으로서 산업 내 각 활용 분야에서의 전파의존도를 적용하여 산업의 발전 정도를 분석 전망하고자 하였다. 이를 위해 새로이 '전파의존도'의 개념을 제시하고 대상이 되는 산업 각 분야에서의 전파의존도 이용 추세에 대하여 전문가 조사를 실시하였다. 조사된 결과를 바탕으로 미래 전파이용 산업의 변화 모습을 추정할 수 있는 방법과 활용 방향을 제시하였다.

정보기술 아웃소싱에서 고객이 전문업체에 대한 의존도를 줄이기 위한 전략적 선택에 관한 연구 : 자원의존 및 기회주의 이론 관점에서 (Clients' Strategic Choices to Mitigate Their Dependence on Vendors in IT Outsourcing : Resource Dependence and Opportunism Prospects)

  • 이재남
    • 한국IT서비스학회지
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    • 제7권1호
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    • pp.167-193
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    • 2008
  • Clients' outsourcing strategies noted in the IT outsourcing literature generate varying levels of client dependence on vendors. This study investigates clients' efforts to mitigate such dependence by utilizing multiple vendors. We use the theoretical lenses of resource dependency and opportunism to study this phenomenon. Specifically. we consider degree of outsourcing, duration of contract, and externalization of control as strategic choices that engender vulnerabilities that clients seek to offset by using multiple vendors. This study then considers the basis of the outsourcing relationships, clients' satisfaction with the relationships. and clients' IT workforce size as conditions that induce clients' concerns about vendor opportunism. This study argues that these conditions can exacerbate clients' experience of vulnerability. further encouraging clients' use of multiple vendors. The research model developed is tested in a survey of firms in South Korea. Results suggest a strong impact of outsourcing strategic choices on the number of vendors used by clients. The anticipated moderating effects of opportunism were only weakly supported by the data though. Theoretical and practical implications of the results are considered and suggestions for future research are offered.

관절염을 앓고 있는 여성들의 신체활동 장애와 우울감 사이 의존성의 매개효과 (Physical disability, perceived dependence and depression in women with osteoarthritis)

  • 박기수;양현수;김보경;전혜지
    • 농촌의학ㆍ지역보건
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    • 제40권4호
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    • pp.221-227
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    • 2015
  • 본 연구는 관절염 환자들의 신체활동에 대한 제한, 이러한 활동에 대한 상대적 의존성 그리고 우울감 사이의 관련성을 매개효과를 밝히고자 연구를 실시하였다. 연구대상자는 지역사회에 거주하는 여성 농업인 중 관절염을 앓고 있다고 응답한 자 중 209명을 임의로 추출하여 설문조사 방식으로 조사하였다. 결과적으로 관절염으로 인한 세 개의 활동영역(개인의 신변활동, 집안일, 거주지에서의 이동성 등)은 활동제한이 우울감에 직접 관련이 있다기 보다는 활동제한으로 인해 의존성이 발생되고 결과적으로 우울감이 발생되는 경로를 보여 의존성을 개선하였을 경우 우울감이 줄어들거나 극복될 수 있으며, 여가생활에 대한 활동제한은 우울감에 직접적인 효과가 있어 관절염환자들의 활동제한 중에서 무엇보다도 여가생활의 제한은 우울감에 직접적인 영향을 주므로 환자들에게서 여가생활을 적극 장려할 수 있는 프로그램 개발이 필요하다. 결론적으로 관절염환자들의 자기관리능력 함양, 보조 기구 지급을 통한 의존성의 개선은 이들 환자들의 우울감 개선이 될 것이다.