• Title/Summary/Keyword: Risk Rank

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An Empirical Study on Measuring Systemic Risk Based on Information Flows using Variance Decomposition and DebtRank (분산분해와 뎁트랭크를 활용한 정보흐름에 기반으로 시스템 위험 측정에 관한 실증연구)

  • Park, A Young;Kim, Ho-Yong;OH, Gabjin
    • Journal of the Korean Operations Research and Management Science Society
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    • v.40 no.4
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    • pp.35-48
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    • 2015
  • We analyze the systemic risk based on the information flows using the variance decomposition, DebtRank methods, and the Industry Sector Indices during 2001. 01 to 2015. 08. Using the KOSPI stock market as our setting, we find that (i) the systemic risk calculated by information flows of variance decompositions method shows strong positive relations with the market volatility, (ii) the magnitude of systemic risk measured from the information flows network by DebtRank method increases after the subprime financial crisis.

An Application of the Clustering Threshold Gradient Descent Regularization Method for Selecting Genes in Predicting the Survival Time of Lung Carcinomas

  • Lee, Seung-Yeoun;Kim, Young-Chul
    • Genomics & Informatics
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    • v.5 no.3
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    • pp.95-101
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    • 2007
  • In this paper, we consider the variable selection methods in the Cox model when a large number of gene expression levels are involved with survival time. Deciding which genes are associated with survival time has been a challenging problem because of the large number of genes and relatively small sample size (n<

The Representation of Cancer Risk by Korean Health Journalism: Comparing the Crude Rates of 10 Cancers to the Amount of Cancer News in the Three Major Newspapers(1990-2010) (10대암 조발생률과 신문 보도량의 비교: 3대 일간지 보도(1990년~2010년)를 중심으로)

  • Ju, Youngkee;Jeong, Da-Eun;You, Myoungsoon
    • Korean Journal of Health Education and Promotion
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    • v.30 no.5
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    • pp.201-210
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    • 2013
  • Objectives: The public relies on the news media to understand health risks. To examine the surveillance function of Korean health journalism, this study compared the rank-order of the 10 most frequently diagnosed cancers with that of the 10 cancers most frequently covered by three major Korean newspapers. Methods: News stories published between 1999 and 2010 by the Chosun-Ilbo, Joong-Ang-Ilbo, and Dong-A-Ilbo were examined. Data on cancer incidence were collected using the epidemiological data published by a governmental public health institution. To compare the level of the crude rates and the amount of news coverage, rank-order correlation tests and regression analyses were employed. Results: A reduction in the rank-ordered correlation coefficient was observed despite an increase in the overall number of cancer news stories released. The significance of the correlation disappeared after 2006. The big difference of the rank order between the crude rate and the amount of news coverage was observed in the cancer of breast, uteri, thyroid, and gallbladder/biliary. Finally, the three newspapers did not follow the amount change in stomach, lung, liver, and uterine cervix cancer. The four cancers' rank orders of crude rate were lowering, signifying a reduction of the comparative dangerousness of the four cancers. Conclusions: The news media's customization of news content and the negative bias in journalism are suggested as possible influences on the news media's inaccurate representation of cancer risk.

A Study on Selecting Personal Protective Equipment for Listed Hazardous Chemicals (1): Analysis of Hazard Ranks and Workplace Exposure Risks (사고대비물질 개인보호구 선정에 관한 연구(1): 물질유해성 및 작업위해성 분석)

  • Han, Don-Hee;Chung, Sang-Tae;Kim, Jong-Il;Cho, Yong-Sung;Lee, Chung-Soo
    • Journal of Environmental Health Sciences
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    • v.42 no.6
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    • pp.419-429
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    • 2016
  • Objectives: According to the new Chemical Control Act from the Korean Ministry of Environment (2014-259), workers handling hazardous chemicals should wear personal protective equipment (PPE). However the act simply states in basic phrases that every worker handling one or more of the 69 listed chemicals should wear PPE and does not consider the unique hazard characteristics of chemicals and work types. The main purpose of this study is to provide basic data to revise the act to suit particular work processes and situations. Methods: The hazard rank of the substances was classified based on hazardous characteristics such as LC50 and vapor pressure using matrix analysis. The workplace exposure risk of the substances was also determined through a matrix analysis based on the previously determined hazard ranks and the demands of manual handling together with the likelihood of accident frequency of the operation combined with the exposure of workers during spill accidents. Results: To meet the demands for developing subsequent guidelines for the risk-based application of PPE in hazardous workplaces, this study sorted the 69 listed chemicals into five hazardous categories based on their LC50 and vapor pressures, and also assigned exposure categories according to exposure vulnerability for various types of work which are frequently performed throughout the life cycle of the chemicals. Conclusion: In the next study, an exposure risk matrix will be produced using the hazard rank of chemicals and workplace exposure risk, and then PPE will be selected to suit the categories of the exposure risk matrix.

Rank Tracking Probabilities using Linear Mixed Effect Models (선형 혼합 효과 모형을 이용한 순위 추적 확률)

  • Kwak, Minjung
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.241-250
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    • 2015
  • An important scientific objective of longitudinal studies involves tracking the probability of a subject having certain health condition over the course of the study. Proper definitions and estimates of disease risk tracking have important implications in the design and analysis of long-term biomedical studies and in developing guidelines for disease prevention and intervention. We study in this paper a class of rank-tracking probabilities to describe a subject's conditional probabilities of having certain health outcomes at two different time points. Linear mixed effects models are considered to estimate the tracking probabilities and their ratios of interest. We apply our methods to an epidemiological study of childhood cardiovascular risk factors.

Determining of Risk Ranking for Processed Foods in Korea (국내 주요 가공식품에 대한 위해순위 결정)

  • Bahk, Gyung-Jin
    • Journal of Food Hygiene and Safety
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    • v.24 no.3
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    • pp.200-203
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    • 2009
  • The risk ranking of food groups included the Korea Food Code is a potentially powerful means to prioritize food safety management strategies. Although the interest in risk ranking of food groups has been increasing worldwide, there was, until recently, no standard system in Korea for the risk ranking of food groups. This study was conducted to rank food groups using theoretically estimated comparative risk scores of 101 food groups included the Korea Food Code. These scores were estimated using the risk evaluation model, which focuses on 3 aspects, namely, exposure assessment, severity assessment, and consumption part. The results of this study revealed that the risk was the highest in the case of ready-to-eat (RTE) food items, followed by fish products and breads. Using this ranking system, we can identify the food with high risk scores and design risk management strategies targeted specifically at these items.

SMOOTH SINGULAR VALUE THRESHOLDING ALGORITHM FOR LOW-RANK MATRIX COMPLETION PROBLEM

  • Geunseop Lee
    • Journal of the Korean Mathematical Society
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    • v.61 no.3
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    • pp.427-444
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    • 2024
  • The matrix completion problem is to predict missing entries of a data matrix using the low-rank approximation of the observed entries. Typical approaches to matrix completion problem often rely on thresholding the singular values of the data matrix. However, these approaches have some limitations. In particular, a discontinuity is present near the thresholding value, and the thresholding value must be manually selected. To overcome these difficulties, we propose a shrinkage and thresholding function that smoothly thresholds the singular values to obtain more accurate and robust estimation of the data matrix. Furthermore, the proposed function is differentiable so that the thresholding values can be adaptively calculated during the iterations using Stein unbiased risk estimate. The experimental results demonstrate that the proposed algorithm yields a more accurate estimation with a faster execution than other matrix completion algorithms in image inpainting problems.

Decisions under risk and uncertainty through the use of Choquet integral

  • Narukawa, Yasuo;Murofushi, Toshiaki
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.555-558
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    • 2003
  • The Choquet-Stieltjes integral is defined. It is shown that the Choquet -Stieltjes integral is rep-resented by a Choquet integral. As an application of the theorem above, it is shown that Choquet expected utility model for decision under uncertainty and rank dependent utility model for decision under .risk are respectively same as their simplified version.

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A Noise-Reduced Risk Aversion Index

  • Park, Beum-Jo;Cho, Hong Chong
    • Journal of Information Technology Applications and Management
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    • v.25 no.1
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    • pp.67-85
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    • 2018
  • We propose a noise reduced risk aversion index for measuring risk aversion through a laboratory experiment to overcome disadvantages of the multiple pricing list format developed by Holt and Laury (2002). We use randomized multiple list choices with coarser classification and reward weighting, supplement the rank of risk aversion with extra individual characteristics of risk attitude, and construct an index of risk aversion by standardizing the risk aversion ranking with quantile normalization. Our method reduces multiple switching problems that noisy decision makers mistakenly commit in experimental approaches, so that it is free of the framing effect which severely occurred in the HL. Furthermore, the index doesn't utilize any specific utility function or probability weighting, which allows researcher to hold the independence axiom. Since our noise reduced index of risk aversion has many good traits, it is widely used and applied to reveal fundamental characteristics of risk-related behaviors in economics and finance regardless of experimental environment.

Debris Flow Risk Evaluation and Ranking Method for Drainage Basin adjacent to Road (도로인근 유역의 토석류 위험평가 및 등급화 방안)

  • Kim, Kyung-Suk;Jang, Hyun-Ick
    • Proceedings of the Korean Geotechical Society Conference
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    • 2010.03a
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    • pp.279-290
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    • 2010
  • Technical countermeasures against debris flow should be established upon the risk level of the target location. Risk of debris flow should consider the hazard imposed by debris flow and vulnerability of the facilities to debris flow. In this research, we have defined the target location for risk evaluation and suggested scoring method of hazard of debris flow and vulnerability of road to debris flow. By defining risk rank into 6 categories in terms of possibility of damage during rainfall and using the risk scores of 46 debris flow cases, we have suggested risk ranking matrix. The method can be used in ranking the drainage basin adjacent to road by simply determining the hazard with vulnerability score and can be used for planning the debris flow countermeasures.

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