• Earthquakes and Structures
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• 제18권1호
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• pp.73-82
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• 2020

With the coal mining depth increasing, both stress and gas pressure rapidly enhance, causing coal and gas outburst risk to become more complex and severe. The conventional method for prediction of coal and gas outburst adopts one prediction index and corresponding critical value to forecast and cannot reflect all the factors impacting coal and gas outburst, thus it is characteristic of false and missing forecasts and poor accuracy. For the reason, based on analyses of both the prediction indicators and the factors impacting coal and gas outburst at the test site, this work carefully selected 6 prediction indicators such as the index of gas desorption from drill cuttings Δh₂, the amount of drill cuttings S, gas content W, the gas initial diffusion velocity index ΔP, the intensity of electromagnetic radiation E and its number of pulse N, constructed the Bayes discriminant analysis (BDA) index system, studied the BDA-based multi-index comprehensive model for forecast of coal and gas outburst risk, and used the established discriminant model to conduct coal and gas outburst prediction. Results showed that the BDA - based multi-index comprehensive model for prediction of coal and gas outburst has an 100% of prediction accuracy, without wrong and omitted predictions, can also accurately forecast the outburst risk even for the low indicators outburst. The prediction method set up by this study has a broad application prospect in the prediction of coal and gas outburst risk.

• 대한의생명과학회지
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• 제23권4호
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• pp.348-354
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• 2017

TyG (triglyceride and glucose) index using triglyceride and fasting blood glucose is recommended as a useful marker for insulin resistance. The present study evaluated the usefulness of TyG index in diagnosing metabolic syndrome and suggested an optimal cut-off value. The subjects of this study were adult 4,415 adults aged 20 to 80 years who underwent health screening at J General Hospital from January 2016 to January 2017. Metabolic syndrome was based on AHA/NHLBI (American Heart Association/National Heart, Lung, and Blood Institute) criteria. TyG index correlated with metabolic syndrome risk factors including HOMA-IR. Compared with the participants in the lowest quartile of TyG index, odds ratios and 95% confidence intervals for metabolic syndrome were 8.5 (3.005~23.903), 20.0 (17.190~23.407) for those in the third, and the fourth quartile of TyG index. The optimal cut-off value of the metabolic syndrome was 8.81 for TyG index (sensitivity 86.7%, specificity 80.1%) and area under the ROC curve (AUC) was 0.894. In conclusion, TyG index is effective to identify individuals at risk for metabolic syndrome.

• 응용통계연구
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• 제25권5호
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• pp.757-773
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• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• Environmental Engineering Research
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• 제24권1호
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• pp.150-158
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• 2019

Soil contaminated with heavy metals from artisanal gold mining in Anka Local Government Area in Northwestern Nigeria was investigated to evaluate the human health risk as a result of heavy metals. Measured concentration of heavy metals and exposure parameters were used to estimate human carcinogenic and non-carcinogenic risk. GIS-based Kriging method was utilized to create a prediction maps of human health risks and probability maps of heavy metals concentrations exceeding their threshold limits. Hazard index calculation showed that 21 out of 23 locations are posing non-cancer risk for children. Adults and children are at high cancer risk in all locations as the total cancer risk exceeded $1{\times}10^{-6}$ (the lower limit CTR value). Kriging model showed that only a very small area in Anka has a hazard index of less than unity and cumulative target risk of less than $1{\times}10^{-4}$, indicating a significant carcinogenic and non-carcinogenic risks for children. The probability of heavy metals to exceed their threshold concentrations around the study area was also found to be high.

• 한국토양비료학회지
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• 제46권6호
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• pp.434-444
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• 2013

In order to evaluate drought risk at upland according to climate change scenario (RCP8.5), we have carried out the simulation using agricultural water balance estimation model, called AFKAE0.5, at 66 weather station sites in 2020, 2046, 2050, 2084, and 2090. Total Drought Risk Index between the first month (f) and last month (l) (TDRI(f/l)) and maximum continuous drought risk index (MCDRI(f/l)) were defined as the index for analyzing pattern and strength of drought simulated by the model. Based on distribution maps of MCDRI (1/12), drought strength was predicted to be most severe in 2084 for all regions. Some regions showed severe risk of drought meaning over 20 days of MCDRI (1/12) in the other years, while MCDRI (1/12) in other regions did not reach 5 days. Even though maximum value of TDRI (1/12) in 2090 was greater than in 2050, more severe drought risk in 2050 than in 2090 was predicted based on MCDRI (4/6). It implies that drought risk should be assessed for each crop with its own growing season.

• The Journal of Asian Finance, Economics and Business
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• 제9권9호
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• pp.75-91
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• 2022

This study assesses the Internet banking adoption tendency by existing bank customers of Bangladesh. Currently, almost all the leading banks in the country have implemented Internet banking platforms. However, the active user count remains relatively low and there hasn't been any conclusive research on the drivers and inhibitors of Internet banking. This study evaluates the reasons and quantitatively establishes the factors leading to the adoption and usage continuance of internet banking by existing bank customers. Responses from 460 bank account holders were collected via online questionnaires using a purposive sampling approach, and a core conceptual framework based on Technology Acceptance Model (TAM) and Technology Readiness Index (TRI) was used. The study concluded that internet banking adoption is significantly impacted by the ease of use, customer service, and technology familiarity. Similarly, customer satisfaction is affected by the perceived value and the perceived risk. Through regression analysis, it was found that usage continuance is 89% explained by adoption and customer satisfaction. Multi-group moderation showed significant impact by groups divided based on usage frequency, income level, and age. Perceived risk weakened the impact of perceived value and technology familiarity on usage adoption. Additionally, perceived risk reduced the impact of consumer satisfaction and usage continuance.

• 한국항해항만학회지
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• 제41권3호
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• pp.93-102
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• 2017

일반적으로 VTSO(Vessel Traffic Service Operator)는 양 선박의 충돌위험 정도를 판단할 때, 선박들의 침로와 속력, DCPA(Distance to CPA)와 TCPA(Time to CPA) 그리고 양 선박의 조우 상황 등을 종합적으로 고려한다. 이에 본 연구에서는 VTS(Vessel Traffic Service) 관점에서의 선박충돌위험을 예측하는 방법으로 위험지수(Risk Index, RI)를 선박 조우 상황에 따른 위험, 선박 간 근접거리에 따른 위험 그리고 접근시간에 따른 위험으로 나누어 구하고, VTSO의 위험 태도를 반영한 충돌 위험도를 제안하였다. 위험지표의 각 계수와 위험 태도는 VTSO 설문을 실시하여 구하였고, 제안한 위험도의 타당성 검증을 위하여 부산항의 실제 사고 사례에 ES(Environmental Stress) 모델의 교통 환경 스트레스치($ES_S$)을 함께 적용하여 유효성을 확인하였다.

• 한국해양학회지:바다
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• 제19권2호
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• pp.155-163
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• 2014

마산만 표층퇴적물에서 미량금속의 오염도 및 잠재적 생태계 위해도를 평가하기 위하여 미량금속(Cu, Pb, Zn, Cd, Ni)의 총 농도 및 화학적 존재형태를 분석하였다. 미량금속의 농도는 Ni을 제외한 모든 금속이 만의 내측에 위치한 마산항 주변에서 높게 나타났다. 미량금속의 화학적 존재형태 중 Cd과 Pb은 비잔류 부분이 각각 92%, 88%로 인위적 기원에 의해서 주로 공급되는 것으로 나타난 반면, Ni은 잔류 부분이 70%로 주로 자연적 기원에 의해서 공급된 것으로 나타났다. 미량금속의 오염도 및 생태계 위해도를 다양한 지수로 평가한 결과, pollution load index (PLI)는 만의 바깥쪽 정점을 제외한 모든 정점에서 1을 초과하여 인위적 오염 상태를 보였다. Ecological risk index (ERI)는 만의 내측에서 considerable 또는 moderate risk 수준이었으며, 만의 바깥쪽에서는 low risk 수준이었다. Cd의 ecological index (Ei) 값은 대부분의 정점에서 높게 나타났으며, Cd이 산가용성 부분에서 가장 높은 농도를 보여 Cd이 마산만에서 저서생물에게 잠재적으로 높은 위해도를 미칠 것으로 판단된다.

• 경영과학
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• 제24권2호
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• pp.115-126
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• 2007

Weekly minima of daily log returns of Korean composite stock price index 200 and its five industry-based business divisions over the period from January 1990 to December 2005 are fitted using two block-based extreme distributions: Generalized Extreme Value(GEV) and Generalized Logistic(GLO). Parameters are estimated using the probability weighted moments. Applicability of two distributions is investigated using the Monte Carlo simulation based empirical p-values of Anderson Darling test. Our empirical results indicate that both the GLO and GEV models seem to be comparably applicable to the weekly minima. These findings are against the evidences in Gettinby et al.[7], who claimed that the GEV model was not valid in many cases, and supported the significant superiority of the GLO model.

• 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.