• The Korean Journal of Financial Management
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• v.25 no.1
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• pp.85-108
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• 2008

In this paper, the fBm interest rate theory is investigated by using Wick integral. The well-known Affine, Quadratic and HJM are derived from fBm framework, respectively. We obtain new theoretical results, and zero coupon bond pricing formula from newly obtained probability measure.

• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.61-69
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• 2011

In GARCH context, the conditional variance (or volatility) is of a quadratic function of the observation process. Examine standard ARCH/GARCH and their variant models in terms of quadratic formulations and it is interesting to note that most models in GARCH context have contained neither the first order term nor the interaction term. In this paper, we consider three models possessing the first order and/or interaction terms in the formulation of conditional variances, viz., quadratic GARCH, absolute value GARCH and bilinear GARCH processes. These models are investigated with a view to model comparisons and applications to financial time series in Korea

• Journal of Korea Water Resources Association
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• v.42 no.12
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• pp.1053-1067
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• 2009

The objective of this study is to develop an efficient and accurate quadratic finite element model based on Streamline Upwind/Petrov Galerkin (SU/PG) scheme for analyzing and predicting two dimensional flow features in complex natural rivers. For a development of model, quadratic tin, quadrilateral and mixed elements as well as linear tin, quadrilateral and mixed elements were used in the model. Also, this model was developed through reinforcement of Gauss Quadrature which was necessary to integral of governing equation. Several tests for bottom-rising channel and U-type channel were performed for the purpose of validation and verification of the developed model. Such results showed that solutions of second order elements are better accurate and improved than those of linear elements. Results obtained by the developed model and RMA-2 model are compared, and the results for the developed model were better accurate than those of RMA-2 model. In the future if the developed model is applied in natural rivers, it can provide better accurate results than those of existing model.

• The Korean Journal of Applied Statistics
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• v.26 no.1
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• pp.141-149
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• 2013

We present methods for studying the log-density ratio that enables the selection of the predictors and the form to be included in the logistic regression model. Under bivariate normal distributional assumptions, we investigate the form of the log-density ratio as a function of two predictors. If two covariance matrices are equal, then the crossproduct and quadratic terms are not needed. If the variables are uncorrelated, we do not need the crossproduct terms, but we still need the linear and quadratic terms. We also explore other conditions in which the crossproduct and quadratic terms are not needed in the logistic regression model.

• Journal of Korean Society for Quality Management
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• v.21 no.1
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• pp.152-160
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• 1993

In developing a quadratic regression relationship, independent variable is frequently measured with error. In this paper the integrated mean square error of prediction is developed for a quadratic functional relationship model as a measure of the effect of measurement error of the independent variable on the predicted values. The amount of the effect of error is presented and illustrated with an example.

• Journal of the Korean Data and Information Science Society
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• v.25 no.2
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• pp.411-422
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• 2014

This study analyzed how average GPA (grade point average) changes as the number of completed semesters increases based on the estimates of intercept, slope, and quadratic term. The students included in this study are those who was admitted in 2011 and took 6 consecutive semesters. More precisely, it was analyzed if intercept, slope and quadratic term of average GPA were different between gender and selection method. The results showed that the intercept was different between selection method, the slope was different between gender, but the quadratic term was different between neither selection method nor gender.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.177-185
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• 2014

Under bivariate normal distribution assumptions, the interaction and quadratic terms are needed in the logistic regression model with two predictors. However, depending on the correlation coefficient and the variances of two conditional distributions, the interaction and quadratic terms may not be necessary. Although the need for these terms can be determined by comparing the two scatter plots, it is not as useful for interaction terms. We explore the structure and usefulness of the 3-D residual plot as a tool for dealing with interaction in logistic regression models. If predictors have an interaction effect, a 3-D residual plot can show the effect. This is illustrated by simulated and real data.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.697-703
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• 2014

Deal-or-No-Deal game is a famous TV show program of NBC, USA, which is composed of 10 stages at most. At each stage from the first and the ninth, a banker suggests a deal price to participants. In this paper, we intend to reveal the banker's deal price model using a constrained linear model and quadratic program. As results, we provide a linear model in relation to the deal price at each stage and then show using simulation data that the deal price is equal to the nearest integer of the value to be obtained by the provided linear model.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.38A no.6
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• pp.459-464
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• 2013

In this paper, we introduce a modulation code design problem where best selection of two-dimensional codewords are determined to reduce two-dimensional (2D) intersymbol interference (ISI) and interpage interference (IPI). Codeword selection problem is formulated as a quadratic integer programming model that minimizes intra- and inter-symbol differences subject to uniform symbol usage and minimal Hamming distance violations. Second integer programming model detects the occurrence of isolated pixel pattern in the selected codewords. The proposed models are applied to 4-level and 2-level 6/8 codes.

• Journal of the Korean School Mathematics Society
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• v.11 no.3
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• pp.439-466
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• 2008

In this paper, we aim to draw up an alternative instruction scheme by designing a web based instruction model on mathematics. Some learning materials are developed according to the scheme, and its educational effects are examined when it is committed to through regular curriculum. The study is composed of three major parts; setting of the theoretical foundation on cultivating Web based educational materials, design and composition of Web based teaching-learning model, and its experiments in the regular class. First of all, we are concerned with the core principles on WBI including the learning theories, developing learner oriented instruction model, design as well as build-up process for education materials, and strategy in instruction. Next, we propose an alternative instruction model for mathematics, in which programs to embody mathematics education and instruction on the Web are constructed, on the while, the study is proceeded through the Web Site. Finally, we design and produce a WBI instruction model on the subject of the plane quadratic curves. This model is examined in the regular class to estimate its educational effects compared with traditional teaching standpoints. Concomitantly, we explore essential elements and the direction of future growth associated with the Web oriented education.