• 아동학회지
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• 제27권1호
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• pp.153-166
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• 2006

Stability of the Korean Bayley Scale of Infant Development-II was tested in 305 infants by two measurements of varying intervals over a span of 5-36 months. Stability of K-BSID-II performance was r=.62(p<.01), r=.08(p<.18), r=.69(p<.01), r=.18(p<.01) for mental scale raw scores, mental scale index scores (MDI), psycho-motor scale raw scores and psycho-motor scale index scores(PDI), respectively. Stability was higher for the shorter test-retest interval group. Correlations between raw scores among infants with retest intervals of more than 2 years were stable on both mental and psycho-motor scales. MDI showed higher stability among high-risk infants than normal infants while PDI showed higher stability among normal infants. Testers and researchers should use both raw scores and index scores for better interpretations.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2023년도 학술발표회
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• pp.164-164
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• 2023

This study investigates the importance of flood-influencing factors on the accuracy of flood risk mapping using the integration of remote sensing-based and machine learning techniques. Here, the Extreme Gradient Boosting (XGBoost) and Random Forest (RF) algorithms integrated with GIS-based techniques were considered to develop and generate flood risk maps. For the study area of NAPA County in the United States, rainfall data from the 12 stations, Sentinel-1 SAR, and Sentinel-2 optical images were applied to extract 13 flood-influencing factors including altitude, aspect, slope, topographic wetness index, normalized difference vegetation index, stream power index, sediment transport index, land use/land cover, terrain roughness index, distance from the river, soil, rainfall, and geology. These 13 raster maps were used as input data for the XGBoost and RF algorithms for modeling flood-prone areas using ArcGIS, Python, and R. As results, it indicates that XGBoost showed better performance than RF in modeling flood-prone areas with an ROC of 97.45%, Kappa of 93.65%, and accuracy score of 96.83% compared to RF's 82.21%, 70.54%, and 88%, respectively. In conclusion, XGBoost is more efficient than RF for flood risk mapping and can be potentially utilized for flood mitigation strategies. It should be noted that all flood influencing factors had a positive effect, but altitude, slope, and rainfall were the most influential features in modeling flood risk maps using XGBoost.

• The Journal of Asian Finance, Economics and Business
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• 제7권11호
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• pp.117-126
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• 2020

This paper is aimed to explore the co-movement capital market in Southeast Asia and analysis the correlation of conventional and Islamic Index in the regional and global equity. This research become necessary to represent the risk on the capital market and measure market performance, as investor considers the volatility before investing. The time series daily data use from April 2012 to April 2020 both conventional and Islamic stock index in Malaysia and Indonesia. This paper examines the dynamics of conditional volatilities and correlations between those markets by using Multivariate Generalized Autoregressive Conditional Heteroscedasticity (MGARCH). Our result shows that conventional or composite index in Malaysia less volatile than Islamic, but on the other hand, both drive correlation movement. The other output captures that Islamic Index in Indonesian capital market more gradual volatilities than the Composite Index that tends to be low in risk so that investors intend to keep the shares. Generally, the result shows a correlation in each country for conventional and the Islamic index. However, Internationally Indonesia and Malaysia composite and Islamic is low correlated. Regionally Indonesia's indices movement looks to be more correlated and it's similar to Malaysian Capital Market counterparts. In the global market distress condition, the diversification portfolio between Indonesia and Malaysia does not give many benefits.

• 한국안전학회지
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• 제27권3호
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• pp.189-196
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• 2012

Fire is one of the greatest threats to historical buildings not only to the building's occupants but also to the building's structure and contents. The purpose of this research is to evaluate fire risk in historical buildings in Korea through a series of survey and review. In this research, a multicriteria decision-making approach involving Analytical Hierarchy Process has been designed to determine a weighted index to identify factors and quantify fire risk. Fire risk ranking systems of historical building has been developed in some applications, for example, BOCA, WISCONSIN, FSES and HFRI. According to the such derived fire risk indexing, the Human Activity index showed the highest risk, followed by Historic Buildings, Fire Safety Systems, and then Natural Environmental Causes. Comparison of these factors indicates that the derived risk values differ from case to case. It is proposed that a performance-based design approach should consider the building & occupant characteristics, locations and historical significance, resulting in a more accurate and effective evaluation of fire risk.

• 품질경영학회지
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• 제39권4호
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• pp.464-479
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• 2011

The purpose of this study is that analyzing the causal relationship between Infra, Process and Performance of companies which are executing the Supply Chain Quality Management(SCQM) with their subcontractors and partners. Korean Standards Association(KSA) provides the Supply Chain Quality Management Model and Quality Collaboration Index for 4 years, but a few study has investigated the critical variables and their causal relationship to organizational performance. Therefore we examine the SCQM model and related index and choose the quality, human resource and risk management processes for identifying the path to organizational performance. In addition, exploratory factor analysis is conducted for figuring out the major factors among the 3 processes. Structural Equation Model are successively used for determining which characteristics of the infra and processes are the most critical variables to performance. The data was collected from KSA and composed of 52 companies and 346 their partners. The result shows that risk management process has no significant effect on the organizational performance and pre-production process collaboration.

• Industrial Engineering and Management Systems
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• 제14권3호
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• pp.221-235
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• 2015

Risk assessment is an important phase of risk management. It is the stage in which risk is measured thoroughly to achieve effective management. Some factors such as probability and impact of risk have been used in the literature related to construction projects. Because in high-rise projects safety issues are paramount, this study has tried to develop a quantifying technique that takes into account three factors: probability, impact and Safety Performance Index (SPI) where the SPI is defined as the capability of an appropriate response to reduce or limit the effect of an event after its occurrence with regard to safety pertaining to a project. Regarding risk-related literatures which cover an uncertain subject, the proposed method developed in this research is based on a fuzzy logic approach. This approach entails a questionnaire in which the subjectivity and vagueness of responses is dealt with by using triangular fuzzy numbers instead of linguistic terms. This method returns a Risk Critical Point (RCP) on a zoning chart that places risks under categories: critical, critical-probability, critical-impact, and non-critical. The high-rise project in the execution phase has been taken as a case study to confirm the applicability of the proposed method. The monitoring results showed that the RCP method has the inherent ability to be extended to subsequent applications in the phases of risk response and control.

• The Journal of Asian Finance, Economics and Business
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• 제8권2호
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• pp.25-39
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• 2021

This purpose of this study is to investigate the association among mutual funds (MFs) risk measures and return parameters, evaluate mutual fund performance and also explore the best appropriate mutual fund performance measure for investment in Pakistan. Therefore, thirty-five mutual funds have been selected for the period 2007-2015. The Sharpe, Treynor, Jensen Alpha, Information ratio and Fama's Net Selectivity measures has been used to analyze MF performance. Our study findings show significant positive relation exist between Sharpe and Jenson alpha & information ratio (IR); Treynor ratio is negatively correlated to Jenson alpha and Jenson alpha is positively allied with IR. Moreover, association among performance measures, Fama's net selectivity is a major driver in leading to other measures but Sharpe and IR lead to Treynor ratio as well. Furthermore, performance measures are ranked in accordance standard deviation with the arrangement of Fama's net selectivity at top, Jenson Alpha at second, Sharpe ratio at third, IR at fourth and Treynor ratio at fifth position according to risk parameters in Pakistan. Overall, Jensen Alpha measure appears to be the best suitable mutual fund performance measure in Pakistan due to its practical nature. Finally, the Pakistani stock market index KSE100 (as benchmark) performs better than MF industry of Pakistan.

• 아동학회지
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• 제34권1호
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• pp.71-86
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• 2013

The purpose of this study was (1) to examine the level of learning disabilities reflected in the written expression and writing performance of at-risk children with ADHD, (2) to investigate the level of differences in writing learning disabilities and writing performance depending on ADHD subtypes, and (3) to explore the error types and contents in the written expression of at-risk children with ADHD. The participants in this study were 46 upper grade elementary school children. They were firstly screened by teacher nomination, and only participants with a K-ARS score of over 17 were then selected to be among the 46 children involved in this study. Two further tests were then carried out : K-LDES as an index of learning disabilities in written expression and BASA-writing as an index of writing performance. The results showed that the at-risk children with ADHD possibly had comorbid writing learning disabilities. They were significantly different in terms of the number of total syllables, errors and correct syllables that they produced, in comparison to normal children. But there were no differences as regards the level of learning disabilities in terms of written expression and writing performance based on ADHD subtypes. As regards the implications of these results for future research, we suggested that there is a need for the identification of comorbid writing learning disabilities in ADHD assessment.

• 한국안전학회지
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• 제22권4호
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• pp.1-6
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• 2007

In this study, we provided an index for the quantitative and systematic performance based fire risk assessment. A complex cinema was adopted for the fire scenario and the fire simulation was carried out by using FDS. Also evacuation time was calculated by using SIMULEX. We obtained a big different fire risk assessment result by the focus on the between space basis and the time basis. As a result of this study, performance based fire risk assessment should be performed on the basis of individual evacuee's path line.

• Journal of the Korean Data and Information Science Society
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• 제27권6호
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• pp.1661-1671
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• 2016

Risk analysis is a systematic study of uncertainties and risks we encounter in business, engineering, public policy, and many other areas. Value at Risk (VaR) is one of the most widely used risk measurements in risk management. In this paper, the Korean Composite Stock Price Index data has been utilized to model the VaR employing the classical ARMA (1,1)-GARCH (1,1) models with normal, t, generalized hyperbolic, and generalized pareto distributed errors. The aim of this paper is to compare the performance of each model in estimating the VaR. The performance of models were compared in terms of the number of VaR violations and Kupiec exceedance test. The GARCH-GPD likelihood ratio unconditional test statistic has been found to have the smallest value among the models.