• 응용통계연구
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• 제24권4호
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• pp.597-607
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• 2011

금융자산에의 투자에서 리스크 관리의 중요성이 부각되면서 리스크를 측정할 수 있는 도구로서 Value at Risk (VaR)가 널리 각광을 받고 있다. Value at Risk는 주어진 신뢰수준에서 목표기간 동안 발생 가능한 최대손실로 정의되는데 몇 가지 한계점이 있지만 비교적 간단하게 계산되고 이해될 수 있다는 장점이 있어 리스크 측정 및 관리의 기본적인 측도로 이용되고 있다. 그러나 포트폴리오에 포함되는 자산의 숫자가 많아지는 경우 VaR을 계산하는 데에 필수적인 변동성 추정이 매우 어려워지게 된다. 이때 차원축소의 방법을 생각할 수 있는데, 전통적인 인자분석은 시계열자료에 적합한 방법이 아니기 때문에 직접 적용할 수 없고 자료의 자기상관성을 제거하는 방법이 선행되어야 한다. 본 논문에서는 인자분석의 확장 형태인 시계열인자분석을 활용하여 시계열자료의 차원축소과정을 간결하게 하는 방법을 제시하고, 시계열인자분석으로 차원을 축소할 때 기존의 방법을 사용하는 것과 어떠한 차이가 있는지를 실제 금융자료를 이용한 VaR의 사후검증을 통해 분석하였다.

• 디지털융복합연구
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• 제12권5호
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• pp.171-180
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• 2014

본 연구는 정부의 R&D 지원사업에 참여하는 중소기업들의 참여요인이 기업의 R&D성과에 미치는 영향에 관한 것이다. 현재 정부의 R&D 지원사업은 여러 형태로 운영되고 있으며, 각 기업에 보조금이나 설비 및 장치, 인력, 교육 등의 지원이 이루어지고 있다. 각 기업들 또한 다양한 사업 참여요인을 가지고 지원 사업에 참여하게 된다. 따라서 본 연구는 이와 같은 정부 R&D 지원사업의 사업수행 종료 후, 기업의 다양한 참여요인이 관리적 성과에 해당하는 사업관리능력에 긍정적인 영향을 미치는지 대한 가설을 검증한다. 또한, 사업관리능력이 기술적 성과인 R&D 투자 강화와 기술역량 강화에 영향을 미치는지에 대한 가설을 검증한다. 이 분석결과를 통해 향후 정부지원사업에 참여하는 여러 기업들의 전략적 R&D성과 관리를 위한 방향설정에 도움이 될 것이다.

• Computers and Concrete
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• 제1권4호
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• pp.389-400
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• 2004

The examinations carried out have confirmed a relationship existing between the character of fracture surfaces and the composition and structure of (basalt and gravel) concretes. For both concretes investigated, a very good correlation was obtained between the profile line development factor, $R_L$, and the fracture surface development factor, $R_S$. With the increase in the $R_L$ parameter, the fracture surface development factor $R_S$ also increased. Agreement between the proposed relationship of $R_S=f(R_L)$ and the proposal given by Coster and Chermant (1983) was obtained. Stereological examinations carried out along with fractographic examinations made it possible to obtain a statistical model for the determination of $R_L$ (or $R_S$) based on the volume of air voids in concrete, $V_{air}$, the specific surface of air pores, $S_V_{air}$ the specific surface of coarse aggregate, $S_{Vagg.}$, and the volume of mortar, $V_m$. An effect of coarse aggregate type on the obtained values of the profile line development factor, $R_L$, as well as on the relationship $R_S=f(R_L)$ was observed. The increment in the fracture surface development factor $R_S$ with increasing $R_L$ parameter was larger in basalt concretes than in gravel concretes, which was a consequence of the level of complexity of fractures formed, resulting chiefly from the shape of coarse aggregate grains.

• 기술혁신학회지
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• 제11권3호
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• pp.376-399
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• 2008

최근 연구개발 투자규모가 급속히 증가함에 따라 정부는 R&D사업의 투자효율성을 높이기 위한 다양한 정책을 구사하고 있다. 구체적으로 R&D사업에 대한 성과평가를 강화하고 평가결과를 예산의 조정 및 배분에 반영하는 등 성과중심의 평가체계를 정착시키기 위해 노력하고 있다. 이처럼 국가연구개발사업에 대한 평가가 성과중심으로 체계화되기 위해서는 R&D 성과물을 과학적 객관적으로 분석할 수 있는 성과지표의 개발이 필요하다. 이에 본 연구에서는 전 부처 연구개발사업에 공통으로 적용할 수 있는 성과지표인 SCI논문지표를 바탕으로 교육과학기술부 3대 연구개발사업에 대한 구체적인 사례분석을 실시하여 이들 사업이 우리나라 전체 R&D에서 차지하는 질적 양적 위상을 파악하고자 하였다. 이러한 분석을 위해 SCI 관련 기존지표와 더불어 4개의 신규지표를 소개하였고 신규지표들의 타당성 조사를 위해 모의실험을 실시하였다. 그 결과 보완된 순위보정영향력지수(ordinal rank normalized impact factor, omIF)가 분야간 비교 시 가장 적절한 성과지표인 것으로 분석되었다.

• Journal of the Korean Academy of Child and Adolescent Psychiatry
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• 제30권4호
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• pp.168-177
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• 2019

Objectives: We examined the factor structure of the Adolescent version of the General Behavior Inventory (A-GBI) for Koreans. Methods: We retrospectively reviewed the medical records of 220 adolescents (age, 12-18 years) who completed the A-GBI through the Department of Psychiatry at Asan Medical Center, Seoul, Korea, from October 2011 to December 2018. Caregivers of the study participants completed the Parent version of the GBI (P-GBI) 10-item Mania Scale. The adolescents were evaluated based on the A-GBI, Children's Depression Inventory (CDI), and Revised-Children's Manifest Anxiety Scale (RCMAS). Subsequently, an exploratory factor analysis (EFA) using the maximum likelihood method with direct oblimin rotation and correlation analyses with other scales were performed. Results: The EFA identified a two-factor structure as having the best fit: factor I included depressive symptoms and factor II included hypomanic/biphasic symptoms. Factor I was very strongly correlated with the A-GBI depressive subscale (r=0.990, p<0.001) and strongly correlated with CDI (r=0.764, p<0.001) and RCMAS (r=0.666, p<0.001). Factor II was also very strongly correlated with the A-GBI hypomanic/biphasic subscale (r=0.877, p<0.001) and weakly correlated with CDI (r=0.274, p<0.001) and RCMAS (r=0.332, p<0.001). Conclusion: The above findings support a two-dimensional model of mood symptoms in Korean youth.

• 한국철도학회:학술대회논문집
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• 한국철도학회 2000년도 춘계학술대회 논문집
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• pp.210-217
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• 2000

This paper estimates the derailment factor of running train on the curved track. To estimate the derailment factor, wheel loads and lateral forces of train are measured on the track. The selected measuring points are the 400R and the 600R in the Honam line, the 300R and the 400R in the Janghang line, respectively. The derailment factors are evaluated from the wheel loads and lateral forces which are measured on the all axles of running trains.

• 대한수학회보
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• 제61권3호
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• pp.735-744
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• 2024

In this note, we shed new light on Krull domains from the point view of Gorenstein homological algebra. By using the so-called w-operation, we show that an integral domain R is Krull if and only if for any nonzero proper w-ideal I, the Gorenstein global dimension of the w-factor ring (R/I)_w is zero. Further, we obtain that an integral domain R is Dedekind if and only if for any nonzero proper ideal I, the Gorenstein global dimension of the factor ring R/I is zero.

• The Journal of Asian Finance, Economics and Business
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• 제6권2호
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• pp.63-73
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• 2019

The paper aims to investigate relationships between technology and innovation management, total factor productivity and economic growth in China. By comparing the trends in total factor productivity growth of industrialized economies (i.e. OECD), this study intends to showcase the importance of total factor productivity progress in the Chinese economy. The study employs time series data of an annual basis for the period from 1977 to 2016 retrieved from the World Development Indicator. The study employs unit root test, cointegration test, fully modified least squares estimation method, canonical cointegrating regression and dynamic least squares estimation method to test the hypotheses. The results of the cointegrating regression analysis show that manufacturing growth leads to an increase of total factor productivity in the short-run in China. The findings of the study suggest that manufacturing (i.e. technology and product innovation) is positively related to the increase of total factor productivity in the short-run and total output growth in the long-run. The findings suggest that promoting technology and innovation management and supporting R&D subsidies may reduce the marginal cost of conducting R&D and increase the rate of technology and innovation management and R&D activity and therefore, the total factor productivity growth rate.

• Steel and Composite Structures
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• 제49권1호
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• pp.47-64
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• 2023

Due to their efficient use of materials, hybrid reinforced concrete-steel (RCS) systems provide more practical and economic advantages than traditional steel and concrete moment frames. This study evaluated the seismic design factors and response modification factor 'R' of RCS composite moment frames composed of reinforced concrete (RC) columns and steel (S) beams. The current International Building Code (IBC) and ASCE/SEI 7-05 classify RCS systems as special moment frames and provide an R factor of 8 for these systems. In this study, seismic design parameters were initially quantified for this structural system using an R factor of 8 based on the global methodology provided in FEMA P695. For analyses, multi-story (3, 5, 10, and 15) and multi-span (3 and 5) archetypes were used to conduct nonlinear static pushover analysis and incremental dynamic analysis (IDA) under near-field and far-field ground motions. The analyses were performed using the OpenSees software. The procedure was reiterated with a larger R factor of 9. Results of the performance evaluation of the investigated archetypes demonstrated that an R factor of 9 achieved the safety margin against collapse outlined by FEMA P695 and can be used for the design of RCS systems.

• 지역사회간호학회지
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• 제17권4호
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• pp.521-529
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• 2006

Purpose: This study was to measure the degree of job stress and job satisfaction and the relationship between job stress and job satisfaction of 119 relief squads. Methods: The subjects were 170 members of 119 relief squads in the Fire Department of D City, and data were collected from 1 April to 20 April, 2006 through a survey using a questionnaire composed of questions on general characteristics (11 items), job stress (6 items) and job satisfaction (20 items). Collected data were analyzed through frequency, percentage, t-test, ANOVA and Pearson's correlation using the SPSS program. Results: The average item score for job stress was 2.77. Role sharing with peers was highest as 3.05. There were significant differences in the degree of job stress according to religion, working period and applying motive. The average item score for job satisfaction was 2.93. Group conflict was highest as 3.18. There were significant difference in the degree of job satisfaction according to religion, working period and applying motive. There were significant differences in the negative correlation between role-sharing with peers among the job stress factors and decision-making factor (r=.53), group conflict factor (r=.58), role implementation factor (r=.63) and personal social-culture factor (r=.53) among the job satisfaction factors. Also, there were significant differences in the negative correlation between co-workers among the job stress factors and decision-making factor (r=.607), group conflict factor (r=.51) and personal social-culture factor (r=.45) among the job satisfaction factors. Conclusion: It is important to develop various methods of job stress management to increase job satisfaction in 119 relief squads.