• 제목/요약/키워드: Option values

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A modification of McFadden's R2 for binary and ordinal response models

  • Ejike R. Ugba;Jan Gertheiss
    • Communications for Statistical Applications and Methods
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    • 제30권1호
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    • pp.49-63
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    • 2023
  • A lot of studies on the summary measures of predictive strength of categorical response models consider the likelihood ratio index (LRI), also known as the McFadden-R2, a better option than many other measures. We propose a simple modification of the LRI that adjusts for the effect of the number of response categories on the measure and that also rescales its values, mimicking an underlying latent measure. The modified measure is applicable to both binary and ordinal response models fitted by maximum likelihood. Results from simulation studies and a real data example on the olfactory perception of boar taint show that the proposed measure outperforms most of the widely used goodness-of-fit measures for binary and ordinal models. The proposed R2 interestingly proves quite invariant to an increasing number of response categories of an ordinal model.

옵션 가치 및 민감도 평가 방법: 속도와 정확도 개선에 대한 고찰 (Option Pricing and Sensitivity Evaluation Methodology: Improvement of Speed and Accuracy)

  • 최영수;오세진;이원창
    • Communications for Statistical Applications and Methods
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    • 제15권4호
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    • pp.563-585
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    • 2008
  • 본 연구는 다양하고 복잡해지는 파생상품 추세에 상응하는 적절한 가치평가에 대한 연구의 필요성을 인지하고 가격 및 민감도 평가에 있어서 속도와 정확도를 향상시키는데 그 의의를 두고자 한다. 몬테카를로 시뮬레이션에서 의사난수 대신 저불일치수열인준난수를 이용하면 시행횟수의 감소와 정확도 개선이 가능한데, 미국형 옵션이나 경로의존형 상품 등 다차원의 난수가 필요할 경우 기존의 준난수를 사용하면 상관관계가 증가하는 문제로 적용에 한계가 있다. 이런 단점을 보완하기 위해 문제를 발생시키는 차원의 난수를 제외시켜 상관계수를 특정값 이하로 제어하는 새로운 방법을 고안하여 다차원 상품에 적용이 가능토록 하였고 미국형 풋옵션에 적용하여 새로운 방법의 유용성을 검증하였다. 또한, 몬테카를로 시뮬레이션에서 민감도 계산방법으로 우도비율법과 경로의존형 근사방법을 사용하면 속도 및 정확도가 개선됨을 보인다. 이러한 결과는 최근 시장의 추세인 기초자산이나 위험요소가 여러 개인 경우 그리고 경로의존형 및 조기상환형 상품 등에 적용 가능토록하여 몬테카를로 시뮬레이션 방법에 있어 가장 큰 단점으로 지적되는 수행시간을 단축시키고 민감도 계산의 오차를 줄여줌을 보여준다. 또한, 2개 이하의 기초자산으로 이루어진 파생상품의 가치 및 민감도 평가에 가장 효율적인 수치해석적 방법론으로 알려져 있는 유한차분법의 적용시 격자생성구간의 설정이 매우 중요하다는 사실을 비대칭 나비형스프레드에 적용하여 실증적으로 보인다.

원자력발전소에 대한 인식과 국민수용성 향상을 위한 정책대안들의 선호 분석 (Analysis on the Perception of Nuclear Power Plant and the Preference of its Policy Alternatives for Public Acceptance)

  • Park, Young-Sung;Lee, Byong-Whi
    • Nuclear Engineering and Technology
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    • 제27권1호
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    • pp.33-44
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    • 1995
  • 원자력 발전에 대한 국민수용성은 체르노빌 사고와 급격한 민주화 이후 한국의 원자력발전 프로그램에 큰 영향을 주게 되었다. 국민수용성 향상을 위한 여론 반영 방법은 첫째. 국민들의 원자력발전에 대한 인식을 이해하고 둘째, 그에 따른 정책 대안들에 대한 국민들의 선호도를 알아내는 것이라고 할 수 있다. 이를 위해 이 연구에서는 다섯 가지 발전방식에 대한 국민들의 인식패턴을 분석하기 위해 단순화된 다요 소효용모델을 적용하고, 12개의 안전성 항상 및 발전소주변지역 지원 정책 등에 대한 선호도를 측정하기 위해 컨조인트 분석 방법을 적용하여 보았다. 원자력발전소 방문 경험이 있는 특정인들을 대상으로 실제 우편 설문조사를 통하여 그들의 인식을 진단하고, 가능성 있는 정책대안들에 대한 선호도를 알아본 후 이로부터 각 정책의 효과를 예측하여 보았다. 이 결과와 이러한 분석 방법은 새로운 원자력 발전소 정책대안들에 대한 국민수용성을 알아보는데 유용할 것이다.

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Using Shoulder Straps Decreases Heart Rate Variability and Salivary Cortisol Concentration in Swedish Ambulance Personnel

  • Karlsson, Kare J.;Niemela, Patrik H.;Jonsson, Anders R.;Tornhage, Carl-Johan A.
    • Safety and Health at Work
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    • 제7권1호
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    • pp.32-37
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    • 2016
  • Background: Previous research has shown that paramedics are exposed to risks in the form of injuries to the musculoskeletal system. In addition, there are studies showing that they are also at increased risk of cardiovascular disease, cancer, and psychiatric diseases, which can partly be explained by their constant exposure to stress. The aim of this study is to evaluate whether the use of shoulder straps decreases physical effort in the form of decreased heart rate and cortisol concentration. Methods: A stretcher with a dummy was carried by 20 participants for 400 m on two occasions, one with and one without the shoulder straps. Heart rate was monitored continuously and cortisol samples were taken at intervals of 0 minutes, 15 minutes, 30 minutes, 45 minutes, and 60 minutes. Each participant was her or his own control. Results: A significant decrease in heart rate and cortisol concentration was seen when shoulder straps were used. The median values for men (with shoulder straps) at 0 minutes was 78 bpm/21.1 nmol/L (heart rate/cortisol concentration), at 15 minutes was 85 bpm/16.9 nmol/L, and at 60 minutes was 76 bpm/15.7 nmol/L; for men without shoulder straps, these values were 78 bpm/21.9 nmol/L, 93 bpm/21.9 nmol/L, and 73 bpm/20.5 nmol/L. For women, the values were 85 bpm/23.3 nmol/L, 92 bpm/20.8 nmol/L, and 70 bpm/18.4 nmol/L and 84 bpm/32.4 nmol/L, 100 bpm/32.5 nmol/L, and 75 bpm/25.2 nmol/L, respectively. Conclusion: The use of shoulder straps decreases measurable physical stress and should therefore be implemented when heavy equipment or a stretcher needs to be carried. An easy way to ensure that staff use these or similar lifting aids is to provide them with personalized, well-adapted shoulder straps. Another better option would be to routinely sewn these straps into the staff's personal alarm jackets so they are always in place and ready to be used.

가치관이 점포선택과 만족도에 미치는 영향에 관한 연구 - 안경원을 중심으로 - (A Study of the Impact of Sense of Values on Select Stores and Satisfaction - Centered on Eyeglasses Stores -)

  • 이정규;차정원
    • 한국안광학회지
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    • 제19권4호
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    • pp.419-427
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    • 2014
  • 목적: 안경원을 방문하는 고객들의 가치관이 안경원 선택에 미치는 영향과 만족도에 미치는 영향, 그리고 안경원 선택 속성이 만족도에 미치는 영향을 분석하여 안경원의 효과적인 마케팅 전략을 제공하고자 한다. 방법: 2014년 1월 1일부터 6월 30일 사이에 서울 및 경기북부지역의 안경원을 방문한 고객 245명을 대상으로 설문조사를 실시하였고, SPSS v.20.0 통계 패키지 프로그램을 활용하여 분석하였다. 결과: 고객들의 안경원 선택에 영향을 미치는 가치관 요인들의 순서는 '사회지향', '능력지향', '자유지향', '행복지향' 등의 순으로 나타났으며, 만족도에 영향을 미치는 가치관 요인의 순서는 '사회지향', '능력지향' 등의 순으로 나타났고, 안경원 선택 요인들 중에서는 '서비스'의 항목이 만족도에 영향을 주는 것으로 나타났다. 결론: 다양해진 고객의 가치관 유형별 마케팅 활동을 전개해야 한다. "사회지향" 요인을 통해서 고객에게 다가가는 것이 가장 좋은 반응을 이끌어내는 방법이며, 그 다음으로 "능력지향" 요인을 통하여 고객에게 다가가는 것이 긍정적 효과를 이끌어내는 방법인 것으로 나타났다. 고객의 재방문을 유도할 수 있는 만족도를 높이는 방법은 서비스요인을 잘 관리해야하는 것으로 나타났다.

Effects of the Combination Herbal Extract on Working Memory and White Matter Integrity in Healthy Individuals with Subjective Memory Complaints : A Randomized, Double-Blind, Placebo-Controlled Clinical Trial

  • Kwon, Oran;Lee, Sunho;Ban, Soonhyun;Im, Jooyeon J.;Lee, Doo Suk;Lee, Eun Hee;Kim, Joohee;Lim, Soo Mee;Lee, Sang Gon;Kang, Ilhyang;Kim, Kyung-Hee;Yoon, Sujung;Lee, Sun Hea
    • 생물정신의학
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    • 제22권2호
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    • pp.63-77
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    • 2015
  • Objectives The combination extract of four kinds of herbs, Gastrodia elata, Liriope platyphylla, Dimocarpus longan, and Salvia miltiorrhiza, has shown to have memory improving effects in mice. The aim of this study was to investigate the efficacy and safety of the herbal mixture for improving working memory as well as microstructural changes in white matter integrity in individuals with subjective memory complaints. Methods Seventy-five individuals with subjective memory complaints were assigned to receive either placebo (n = 15) or herbal mixture (low-dose group, n = 30 and high-dose group, n = 30) supplementation in an 8-week, randomized, double-blind, placebo-controlled clinical trial. Changes in working memory performance and fractional anisotropy (FA) values reflecting white matter integrity from baseline to 8-week endpoint were assessed. Results The herbal mixture group showed an increase in working memory performance compared to the placebo group (p for interaction = 0.001). In addition, the herbal mixture group showed an increase in FA values in the temporo-parietal regions (corrected p < 0.05), which are crucially involved in working memory function and are among the most affected regions in patients with cognitive impairments. Conclusions Findings from this study indicate that the herbal mixture may be a promising therapeutic option for individuals with subjective memory complaints.

Antibacterial effect of Ishige okamurae extract against cutaneous bacterial pathogens and its synergistic antibacterial effect against Pseudomonas aeruginosa

  • Kim, Bogeum;Kim, Min-Sung;Park, Seul-Ki;Ko, Seok-Chun;Eom, Sung-Hwan;Jung, Won-Kyo;Kim, Young-Mog
    • Fisheries and Aquatic Sciences
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    • 제21권7호
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    • pp.18.1-18.6
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    • 2018
  • Background: Cutaneous bacterial pathogens including Staphylococcus aureus, Staphylococcus epidermidis, Pseudomonas aeruginosa, and Propionibacterium acnes are often involved in acne vulgaris. The currently available therapeutic option for these skin pathogens is an antibiotic treatment, resulting in the emergence of antibiotic-resistant bacteria. The objective of this study was to discover an alternative antibacterial agent with lower side effect from marine algae. Results: The ethanolic extract of edible brown algae Ishige okamurae exhibits potent antibacterial activity against cutaneous bacterial pathogens. Among the ethanol soluble fractions, the n-hexane (Hexane)-soluble fraction exhibited the strongest antibacterial activity against the pathogens with MIC values ranging 64 to $512{\mu}g/mL$ and with minimum bactericidal concentration values ranging 256 to $2048{\mu}g/mL$. Furthermore, the combination with Hexane fraction and antibiotics (ceftazidime, ciprofloxacin, and meropenem) exhibited synergistic effect. Conclusion: This study revealed that the I. okamurae extract exhibited a synergistic antibacterial effect against acnerelated cutaneous bacterial pathogens acquired antibiotic resistant. Thus, the results of the present study suggested that the edible seaweed extract will be a promising antibacterial therapeutic agent against antibiotic-human skin pathogens and its infections.

Genetic Differences of Three Pollicipes mitella Populations Identified by PCR Analysis

  • Song, Young-Jae;Yoon, Jong-Man
    • 한국발생생물학회지:발생과생식
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    • 제17권3호
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    • pp.199-205
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    • 2013
  • Genomic DNAs were extracted from the turtle leg (Pollicipes mitella, 1798) population of Tongyeong, Yeosu and Manjaedo located in the southern sea of Korea. The turtle leg population from Tongyeong (0.929) exhibited higher bandsharing values than did turtle leg from Manjaedo (0.852). The higher fragment sizes (>1,200 bp) are much more observed in the Yeosu population. The number of unique loci to each population and number of shared loci by the three populations, generated by PCR using 7 primers in the turtle leg (P. mitella) population of Tongyeong, Yeosu and Manjaedo. Genetic distances among different individuals of the Tongyeong population of the turtle leg (lane 1-07), Yeosu population of the turtle leg (lane 08-14) and Manjaedo population of the turtle leg (lane 15-21), respectively, were generated using the CLASSIFICATION option in Systat version 10 according to the bandsharing values and similarity matrix. The dendrogram, obtained by the seven decamer primers, indicated three genetic clusters: cluster 1 (TONGYEONG 01 TONGYEONG 07), cluster 2 (YEOSU 08 YEOSU 14), and cluster 3 (MANJEDO 15 MANJEDO 21). Tongyeong population could be evidently discriminated with the other two Yeosu and Manjaedo populations among three populations. The longest genetic distance (0.305) was found to exist between individuals' no. 02 of the Tongyeong population and no. 13 of the Yeosu population. It seems to the authors that this is a result of a high degree of inbreeding in narrow region for a long while.

Influence of Ripening Stages on the Quality of Whole Crop Silage and Grain Silage of Fodder Rice

  • Maruyama, S.;Yokoyama, I.;Asai, H.;Sakaguchi, S.;Ohtani, T.;Yokota, H.;Kita, K.
    • Asian-Australasian Journal of Animal Sciences
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    • 제18권3호
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    • pp.340-344
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    • 2005
  • In high-income Asian countries like Korea and Japan, per capita rice consumption has declined because of the change in consumer' favorite foods from rice to high-cost quality foods. This has forced farmers to reduce rice production. Although fodder rice could be another option to be cultured by farmers, available information concerning rice grain silage has been limited. In the present study, therefore, the difference in the quality of fodder rice silage prepared from either whole crop or grain at different ripening stages was compared. Various supplements were also added into whole crop and grain silages of fodder rice before ensiling, and thereafter, the palatability of prepared silages was determined by beef cattle. At ear emergence stage, the pH values for both grain and whole crop silages were approximately 4.5. In both grain and whole crop silages, the pH values were significantly increased by progressing ripening stages from milk-ripe stage to yellow-ripe stages, and the increase in pH value for grain silage was faster than that for whole crop silage. In the grain silage, the higher lactic acid (LA) content in grain silage seemed to be, the lower pH value was. Both in grain and whole crop silages, pH was significantly decreased by supplementation with LA bacteria. There were no significant differences in feed intake among any treatment groups.

Comparison of two computerized occlusal analysis systems for indicating occlusal contacts

  • Jeong, Min-Young;Lim, Young-Jun;Kim, Myung-Joo;Kwon, Ho-Beom
    • The Journal of Advanced Prosthodontics
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    • 제12권2호
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    • pp.49-54
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    • 2020
  • PURPOSE. The purpose of this study was to compare the performance of Accura to that of the T-scan for indicating occlusal contacts. MATERIALS AND METHODS. Twenty-four subjects were selected. Their maxillary dental casts were scanned with a model scanner. The Stereolithography files of the casts were positioned to align with the occlusal plane. Occlusal surfaces of every tooth were divided into three to six anatomic regions. T-scan and Accura recordings were made during two masticatory cycles. The T-scan and Accura images were captured at the maximum bite force and overlapped to the cast. Photographs of interocclusal records were used as the reference during overlap. The occlusal contacts were counted to compare the T-scan and Accura. McNemar's test was used for statistical significance and the corresponding P-values were calculated from a chi-square distribution with one degree of freedom. The accuracy, sensitivity, specificity, positive predictive value (PPV) and negative predictive value (NPV) of Accura were calculated relative to the T-scan values as a control. RESULTS. No statistical differences (P>.05) were found between the T-scan and Accura methods. The accuracy of Accura was 75.8%, sensitivity was 82.1%, specificity was 60.1%, PPV was 82.9%, and NPV was 60.1%. CONCLUSION. Accura could be another possible option as a computerized occlusal analysis system for indicating occlusal contacts at maximum intercuspation.