• The Journal of Asian Finance, Economics and Business
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• v.7 no.9
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• pp.135-145
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• 2020

This paper provides the practical application of a linear shrinkage framework on Vietnam stock market. The cumulative data points observed in this analysis are 468 weeks from January 2011 to December 2019. All the companies listed on Ho Chi Minh City Stock Exchange (HOSE), except the companies under two years period from Initial Public Offering (IPO), are considered. The cumulative number of stocks picked is therefore 350 companies. The VNINDEX, which is the Vietnam Stock Index, is used as a reference index for shrinking to a single-index model. The empirical results show that the shrinkage of covariance matrix for portfolio optimization gives the promising results for the investors on Vietnam stock market. The shrinkage method helps the investors to produce the optimal portfolio in the sense of having higher profit with lower levels of risk compared to the portfolio of the traditional SCM method. Moreover, the portfolio turnover of shrinkage method is always kept at low magnitudes, and this makes the shrinkage portfolios save much transaction costs and reduce the liquidity risks in the trading process. In addition, the ability of shrinkage method in making profit is once again confirmed by the Alpha coefficient that achieves a high positive value.

• Transactions of the Korean Society of Automotive Engineers
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• v.12 no.5
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• pp.136-145
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• 2004

In companion paper, the composition and structure of the traffic environment is derived. Rules to regulate agent behaviors and the frameworks to communicate between the agents are proposed. In this paper, the model of a driver agent which controls a vehicle agent is constructed. The driver agent is capable of having different driving styles. That is, each driver agent has individual behavior settings of the yielding index and the passing index. The yielding index can be defined as how often the agent yields in case of lane changes, and the passing index can be defined as how often the agent passes ahead. According to these indices, the agents overtake or make their lanes for other vehicles. Similarly, the vehicle agents can have various vehicle dynamic models. According to their dynamic characteristics, the vehicle agent shows its own behavior. The vehicle model of the vehicle agent contains the nonlinear subcomponents of engine, torque converter, automatic transmission, and wheels. The simulation has proceeded for an interrupted flow model. The result has shown that it is possible to express the characteristics of each vehicle and its driver in a traffic flow, and that the change of the traffic state is closely related with the distance and the signal delay between intersections. The system developed in this paper shows the effectiveness and the practical usefulness of the traffic simulation.

• Korean Journal of Organic Agriculture
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• v.30 no.4
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• pp.499-516
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• 2022

Blueberry producers' management is failing as a result of the price decline caused by an increase in blueberry imports and the accompanying deterioration in management. Consequently, an endeavor was undertaken to verify the measurement and impact from the standpoint of efficiency and productivity of blueberry management, and to offer an indication of management improvement through analysis. Using the Rural Development Administration's income survey data, the data for twenty-four blueberry farms was analyzed. First, the management effectiveness of blueberry cultivators was evaluated. Using the CCR model (0.7297) and the BCC model (08148), the efficiency of a farm was examined. When the efficiency is one, CCR is ten and BCC is fifteen, and in overall, it was found to be ineffective, the efficiency declined from 2018 to 2019, but climbed again in 2020, according to the annual analysis. The MPI index was then used to examine productivity. T2's MPI index was 1.3338, whereas T3's MPI index was 0.8896, demonstrating a considerable decline in TC. This indicates that technological progress is not being accomplished, necessitating the need for countermeasures. In order to improve the management efficiency of blueberry producers, it is necessary to reduce costs and improve receivable prices through producer organization, and to actively introduce new technologies.

• Structural Engineering and Mechanics
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• v.91 no.3
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• pp.279-289
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• 2024

The purpose of this study is to represent a useful alternative for the preliminary seismic vulnerability assessment of existing reinforced concrete buildings by introducing a statistical approach employing the binary logistic regression technique. Two different predictive statistical models, namely full and reduced models, were generated utilizing building characteristics obtained from the damage database compiled after 1999 Düzce earthquake. Among the inspected building parameters, number of stories, overhang ratio, priority index, soft story index, normalized redundancy ratio and normalized lateral stiffness index were specifically selected as the predictor variables for vulnerability classification. As a result, normalized redundancy ratio and soft story index were identified as the most significant predictors affecting seismic vulnerability in terms of life safety performance level. In conclusion, it is revealed that both models are capable of classifying the set of buildings being severely damaged or collapsed with a balanced accuracy of 73%, hence, both are able to filter out high-priority buildings for life safety performance assessment. Thus, in this study, having the same high accuracy as the full model, the reduced model using fewer predictors is proposed as a simple and viable classifier for determining life safety levels of reinforced concrete buildings in the preliminary seismic risk assessment.

• Journal of Korean Library and Information Science Society
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• v.41 no.1
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• pp.121-147
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• 2010

The purpose of this study is to develop and prove service quality measurement model and indicators which are able to measure objectively service quality of digital libraries in Korea. Literature review and Delphi survey are used to investigate service quality dimensions. User perceived service quality performance was measured to validate DL-SQI model with three digital libraries. Finally DL-SQI(Digital Library-Service Quality Index) model was developed which is composed of four primary dimensions. The survey results reveal that reliability coefficient is 0.8 which means high reliability of survey and it suggests that DL-SQI model based on the above dimensions is proved through confirmatory factor analysis.

• Proceedings of the Korean Geotechical Society Conference
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• 2008.03a
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• pp.1365-1371
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• 2008

Based on the data obtained from field investigation and soil testing to slope hazards occurrence section and non-occurrence section in gneiss area, a prediction technique was developed by the use of a decision tree model. The slope hazards data of Seoul and Kyonggi Province were 104 sections in gneiss area. The number of data applied in developing prediction model was 61 sections except a vacant value. The statistical analyses using the decision tree model were applied to the entrophy index. As the results of analyses, a slope angle, a degree of saturation and an elevation were selected as the classification standard. The prediction model of decision tree using entrophy index is most likely accurate. The classification standard of the selected prediction model is composed of the slope angle, the degree of saturation and the elevation from the first choice stage. The classification standard values of the slope angle, the degree of saturation and elevation are $17.9^{\circ}$, 52.1% and 320m, respectively.

• Journal of Korean Society for Quality Management
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• v.45 no.3
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• pp.427-445
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• 2017

Purpose: This paper provides a method to identify cost-effective standards by analyzing the relationships between certified company and standards. It also aims to provide a evaluation model to establish a certification portfolio strategy of institutions. Methods: By analysing the networks of certified company and certification standards, this paper developed an evaluation model of standards. The evaluation model uses an index(Certificated Standard Evaluation Index; CSEI) to assess the value of standards. Results: To verify the applicability of the evaluation model, the proposed model and the CSEL index have been applied to certification standards of Korean Standard Association. The results show that the evaluation model can effectively identify potential customers and thereby establish a certification portfolio strategy. Conclusion: The main contribution of this study is a provision of a new approach to certification portfolio strategy by evaluating the value of standards. The proposed model is expected to provide implications for the certification portfolio strategy.

• Korean Journal of Optics and Photonics
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• v.17 no.2
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• pp.136-142
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• 2006

This paper presents irradiance distribution model of light radiated from a step-index multimode optical fiber. The model is important in analysis of displacement response characteristics for intensity modulation type optical fiber sensors. The induced model was verified by experimental results. And the displacement response analysis result induced by using the irradiance distribution model was verified by experimental results and compared with using existing irradiance distribution models such as the constant model or the gaussian model. The experiment has better agreement with the analysis result using the induced model in this study than with the others models.

• The Journal of Korean Medicine Ophthalmology and Otolaryngology and Dermatology
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• v.22 no.1
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• pp.76-88
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• 2009

Back ground and Objective : There is a need for objectification and scientific verification of Pattern identification in Oriental medicine. The purpose of this study was to investigate the skin characteristics of Qi deficiency and Blood deficiency animal models. Material and Methods : Sprague-Dawley rats were divided into three groups: normal group, Qi deficiency group and Blood deficiency group. The Qi deficiency animal model was induced through restriction of food (75g/kg/day) for 20 days. Blood deficiency animal model was induced by bleeding from tail vein(0.3 ml/time) 8 times. The normal animal model was kept without any intervention. The general condition was observed by measuring body weight, body temperature, blood pressure, pulse rate, and hematological and biochemical parameters. The skin characteristics were observed by measuring the erythema index(EI), melanin index(Ml), transepidermal water loss(TEWL) and dermal microcirculation. Results : 1. In the Qi deficiency group, body weight was lower than the other groups. In the Qi deficiency group, blood pressure was lower than in the Normal group. There was no difference in body temperature and pulse rate between the three groups. 2. In the Qi deficiency group, blood sugar was lower than in the Blood deficiency group. There was no difference in triacylglycerol between the three groups. In the Qi deficiency group, the WBC count was lower than in the Blood deficiency group. RBC count was highest in the Qi deficiency group, Normal group and Blood deficiency group respectively. In the Qi deficiency group, Hb and Hct were higher than the other groups. 3. EI and MI were decreased in the Qi deficiency group, and EI showed a significant decrease. 4. EI and MI were increased in the Blood deficiency group, and MI showed a significant increase. 5. TEWL was significantly increased in the Qi deficiency group, while it was decreased in the Blood deficiency group, TEWL was highest in the Qi deficiency group, Normal group and Blood deficiency group respectively and all three groups showed significant difference. 6. In the Qi deficiency group, dermal microcirculation was lower than the other groups. Conclusion : The above results show that the erythema index decreases in the Qi deficiency model, and the melanin index increases in the Blood deficiency model. The Qi deficiency animal model shows an increase in transepidermal water loss, while the Blood deficiency animal model shows a decrease. Further studies should develop new models of Pattern Identification that are more specific.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.11 no.6
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• pp.15-22
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• 2012

A performance index of singalized intersections is a standard to optimize signal control variables and to manage traffic flow. Traffic delays is generally used to minimize the average delay time on intersections or networks, progression efficiency is used to improve travel speed of main cooridors or to provide transit signal priority. We manage traffic flows with only selecting one index between delays and progression according to the objective of traffic management and field characteristics. In real field, the driver's satisfaction is high in any performance criteria when the waiting time is shorter and the unnecessary stop in front of traffic is smaller. This paper aims to develop simulation model to represent real progression with concurrently considering delays and progression. In order to reflect an effect of level of traffic volumes and residual queues which don't be considered in prior progression model, we apply shockwave model with flow-density diagram. We derive Cell Transmission Model of Daganzo in order to develop the delay index and the progression index for the macroscopic simulation model. In order to validate the effect, we analysis traffic delays and progression efficiency with comparing this model to Transyt-7F and PASSER V.