• 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.

• 한국안전학회지
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• 제32권3호
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• pp.112-116
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• 2017

This study applied risk indexes to the disaster flow event occurred at Mt. Umyeon region in 2011. A 2D hydrodynamic model was employed to calculate flow characteristics, and the model was validated against two dam break flow problems conducted by Bellos and EU CADAM project. The model performance was shown to be satisfactory. In order to determine which index is more appropriate to assess the vulnerability of debris flow, 3 risk indexes (FII, FHR and VDI) were considered. It was found that VDI, which determines the risk level only by the velocity factor, consistently predicted the risk level corresponding to 6 because the velocity range was widely organized. However, in the case of FII and FHR, the risk was reasonably quantified due to combined consideration of significant factors of flow velocity and debris thickness. Therefore, FII and FHR are expected to be more accurate than VDI. However, two indexes still need to be improved to include major factors such as debris density or material properties.

• 한국전문물리치료학회지
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• 제30권2호
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• pp.102-109
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• 2023

Background: While efforts have been made to differentiate fall risk in older adults using wearable devices and clinical methodologies, technologies are still infancy. We applied a decision tree (DT) algorithm using inertial measurement unit (IMU) sensor data and clinical measurements to generate high performance classification models of fall risk of older adults. Objects: This study aims to develop a classification model of fall risk using IMU data and clinical measurements in older adults. Methods: Twenty-six older adults were assessed and categorized into high and low fall risk groups. IMU sensor data were obtained while walking from each group, and features were extracted to be used for a DT algorithm with the Gini index (DT1) and the Entropy index (DT2), which generated classification models to differentiate high and low fall risk groups. Model's performance was compared and presented with accuracy, sensitivity, and specificity. Results: Accuracy, sensitivity and specificity were 77.8%, 80.0%, and 66.7%, respectively, for DT1; and 72.2%, 91.7%, and 33.3%, respectively, for DT2. Conclusion: Our results suggest that the fall risk classification using IMU sensor data obtained during gait has potentials to be developed for practical use. Different machine learning techniques involving larger data set should be warranted for future research and development.

• 공업화학
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• 제31권3호
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• pp.277-283
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• 2020

본 연구는 건자재용 목재의 연기 유해성평가에 대하여 연기성능지수-II (SPI-II), 연기성장지수-II (SGI-II)를 중심으로 조사하였다. 시험편은 삼나무, 가문비나무, 나왕, 적송을 사용하였다. 연기 특성은 시험편 목재에 대하여 콘칼로리미터(ISO 5660-1) 장비를 이용하여 조사하였다. 연소반응 후 측정된 연기성능지수-II는 적송을 기준으로 1.31~2.15배 증가하였다. 연기성능지수-II에 의한 화재위험성은 가문비나무, 나왕, 삼나무, 적송의 순서로 증가하였다. 연기성장지수-II는 삼나무를 기준으로 1.18~2.55배 증가하였다. 연기성장지수-II에 의한 화재위험성은 삼나무, 가문비나무, 나왕, 적송의 순서로 높아졌다. CO 평균농도는 59~133 ppm이었으며 이 결과는 미국직업안전위생관리국(occupational safety and health administration, OSHA)의 허용기준(permissible exposure limits, PEL)인 50 ppm 보다 높게 나타났다. 결론적으로 적송과 같이 휘발성 유기물질을 다랑 함유한 목재는 연기성능지수-II가 낮고, 연기성장지수-II가 높으므로 화재로 인한 연기유해성이 높은 것으로 이해된다.

• 한국시뮬레이션학회논문지
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• 제21권4호
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• pp.91-102
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• 2012

네트워크 포트스캔 공격은 내부 네트워크에 있는 시스템에서 열려 있는 포트를 알아내기 위한 방법이다. 기존 대부분의 침입탐지시스템(Intrusion Detection System; IDS)들은 단위 시간당 시스템 또는 네트워크에 몇 번의 패킷을 보냈는지의 횟수를 기록하여 전송한 패킷의 횟수가 임계치보다 높은 소스 인터넷 주소(source IP address)에 대해서 포트스캔 공격이 수행되었다고 간주하였다. 즉, 네트워크 포트스캔 공격을 수행한 소스 인터넷 주소에 대한 위험 정도는 IDS들이 기록한 포트스캔 공격횟수에 의존하였다. 그러나 단순히 포트스캔 공격 횟수에 기반을 둔 위험성의 측정은 느린 포트스캔 공격에 대해 거짓 부정(false negative)이 높아져 포트스캔 탐지율이 낮아진다는 문제가 있다. 본 연구에서는 네트워크 포트스캔 공격에 대해 좀 더 정확하고 포괄적인 구분을 하기 위해 4가지 형태의 정보를 요약한다. 포트스캔 공격에 대한 위험성을 집약적으로 나타내기 위하여 주성분분석(principal component analysis, PCA)에 의해 이러한 정보들을 정량화한 위험지수를 제안한다. 실험을 통해 제안한 위험지수를 이용한 탐지가 포트스캔 탐지율에 있어서 Snort보다 우수하다는 것을 보인다.

• 한국정보시스템학회지:정보시스템연구
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• 제18권3호
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• pp.351-373
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• 2009

An index fund is a collective investment scheme that aims to replicate the movements of an index of a specific financial market regardless of market conditions. An index fund is a popular investment alternative because it is much cheaper to run than an active fund and it performs better than actively managed funds. This paper illustrates the usefulness of wavelet analysis in constructing an index fund. The wavelet analysis can decompose the time series data in frequency domain as well as in time domain. The major findings of this paper are as follows. First, the beta coefficient that represents the systematic risk has the scale dependent property. This result can provide important information to the investors with various investment time frequency. Investors can use the betas corresponding to their investment frequencies among the various scale betas estimated by wavelet analysis. Second, we can find the usefulness of wavelet analysis in constructing index fund because the wavelet technique gives less tracking error(difference between the index performance and the index fund performance) than the traditional constructing techniques. The result of this study implies that the wavelet techniques can be an important analytic method to the other financial markets such as option market, futures market, bond markets and currency market.

• 재무관리연구
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• 제24권3호
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• pp.153-186
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• 2007

It is well known that the distributional properties of financial asset returns exhibit fatter-tails and skewer-mean than the assumption of normal distribution. The correct assumption of return distribution might improve the estimated performance of the Value-at-Risk(VaR) models in financial markets. In this paper, we estimate and compare the VaR performance using the RiskMetrics, GARCH and FIGARCH models based on the normal and skewed-Student-t distributions in two daily returns of the Korean Composite Stock Index(KOSPI) and Korean Won-US Dollar(KRW-USD) exchange rate. We also perform the expected shortfall to assess the size of expected loss in terms of the estimation of the empirical failure rate. From the results of empirical VaR analysis, it is found that the presence of long memory in the volatility of sample returns is not an important in estimating an accurate VaR performance. However, it is more important to consider a model with skewed-Student-t distribution innovation in determining better VaR. In short, the appropriate assumption of return distribution provides more accurate VaR models for the portfolio managers and investors.

• Journal of Preventive Medicine and Public Health
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• 제29권3호
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• pp.609-616
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• 1996

This study was conducted to evaluate the degree of stress state and the risk factors related to in 967 white collar workers and 275 blue collar workers by using Psycosocial Well-being Index. The results obtained were as follows : 1. In the white collar workers and blue collar workers, young age, low education and low income groups had high scores of stress, while in white collar workers, female had high scores of stress but in blue collar workers, male had high scores of stress. 2. According to psychosocial well-being index, mild stress sto were 73.9% and 53.1%, high risk stress state were 8.9% and 44.4%, and healthy state were 17.2% and 2.6% in white collar and blue collar workers respectively. 3. The total stress score was highly associated with the factors of depression, social performance and self-confidence, general well-being and vitality, and sleeping disturbance and anxiety in order. 4. In reliability test of stress factors, Cronbach's $\alpha$ coefficients of depression, social performance and self-confidence, general well-being and vitality, and sleeping disturbance and anxiety were 0.89, 0.81, 0.79, and 0.74 respectively. In conclusion, it suggested that age, sex, marital status, income, education, sleeping time, smoking and exercise habit were associated with stress score, all of the above factors should considered to occupational health.

• Korean Journal of Radiology
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• 제25권7호
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• pp.644-655
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• 2024

Objective: To develop and validate a preoperative risk score incorporating carbohydrate antigen (CA) 19-9, CT, and fluorine18-fluorodeoxyglucose (¹⁸F-FDG) PET/CT variables to predict recurrence-free survival (RFS) after upfront surgery in patients with resectable pancreatic ductal adenocarcinoma (PDAC). Materials and Methods: Patients with resectable PDAC who underwent upfront surgery between 2014 and 2017 (development set) or between 2018 and 2019 (test set) were retrospectively evaluated. In the development set, a risk-scoring system was developed using the multivariable Cox proportional hazards model, including variables associated with RFS. In the test set, the performance of the risk score was evaluated using the Harrell C-index and compared with that of the postoperative pathological tumor stage. Results: A total of 529 patients, including 335 (198 male; mean age ± standard deviation, 64 ± 9 years) and 194 (103 male; mean age, 66 ± 9 years) patients in the development and test sets, respectively, were evaluated. The risk score included five variables predicting RFS: tumor size (hazard ratio [HR], 1.29 per 1 cm increment; P < 0.001), maximal standardized uptake values of tumor ≥ 5.2 (HR, 1.29; P = 0.06), suspicious regional lymph nodes (HR, 1.43; P = 0.02), possible distant metastasis on ¹⁸F-FDG PET/CT (HR, 2.32; P = 0.03), and CA 19-9 (HR, 1.02 per 100 U/mL increment; P = 0.002). In the test set, the risk score showed good performance in predicting RFS (C-index, 0.61), similar to that of the pathologic tumor stage (C-index, 0.64; P = 0.17). Conclusion: The proposed risk score based on preoperative CA 19-9, CT, and ¹⁸F-FDG PET/CT variables may have clinical utility in selecting high-risk patients with resectable PDAC.