• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.471-481
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• 2013

The current VaR Model based on J. P. Morgan's RiskMetrics has problem that actual loss exceeds VaR under unstable economic conditions because the current VaR Model can't re ect future economic conditions. In general, any corporation's stock price is determined by the rm's idiosyncratic factor as well as the common systematic factor that in uences all stocks in the portfolio. In this study, we propose an One-factor VaR Model for stock portfolio which is decomposed into the common systematic factor and the rm's idiosyncratic factor. We expect that the actual loss will not exceed VaR when the One-factor Model is implemented because the common systematic factor considering the future economic conditions is estimated. Also, we can allocate the stock portfolio to minimize the loss.

• International Journal of Computer Science & Network Security
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• v.23 no.8
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• pp.17-25
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• 2023

The alarming global prevalence of Type 2 Diabetes Mellitus (T2DM) has catalyzed an urgent need for robust, early diagnostic methodologies. This study unveils a pioneering approach to predicting T2DM, employing the Extreme Gradient Boosting (XGBoost) algorithm, renowned for its predictive accuracy and computational efficiency. The investigation harnesses a meticulously curated dataset of 4303 samples, extracted from a comprehensive Chinese research study, scrupulously aligned with the World Health Organization's indicators and standards. The dataset encapsulates a multifaceted spectrum of clinical, demographic, and lifestyle attributes. Through an intricate process of hyperparameter optimization, the XGBoost model exhibited an unparalleled best score, elucidating a distinctive combination of parameters such as a learning rate of 0.1, max depth of 3, 150 estimators, and specific colsample strategies. The model's validation accuracy of 0.957, coupled with a sensitivity of 0.9898 and specificity of 0.8897, underlines its robustness in classifying T2DM. A detailed analysis of the confusion matrix further substantiated the model's diagnostic prowess, with an F1-score of 0.9308, illustrating its balanced performance in true positive and negative classifications. The precision and recall metrics provided nuanced insights into the model's ability to minimize false predictions, thereby enhancing its clinical applicability. The research findings not only underline the remarkable efficacy of XGBoost in T2DM prediction but also contribute to the burgeoning field of machine learning applications in personalized healthcare. By elucidating a novel paradigm that accentuates the synergistic integration of multifaceted clinical parameters, this study fosters a promising avenue for precise early detection, risk stratification, and patient-centric intervention in diabetes care. The research serves as a beacon, inspiring further exploration and innovation in leveraging advanced analytical techniques for transformative impacts on predictive diagnostics and chronic disease management.

• Journal of the Korean Society of Environmental Restoration Technology
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• v.12 no.5
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• pp.28-41
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• 2009

Because fire has significant impacts on fauna and flora in forest ecosystems, as well as socioeconomic influences to local community, it has been an important field of study for decades. One of the most common ways to reduce fire risk is to enhance fire-resilience of forest through fuel treatments including thinning and prescribed burning. Since fuel treatment can't be practiced over all forested areas, appropriate and effective strategies are needed. The present study aims to look at the relationship between spatial characteristics of forest structure measured with landscape pattern metrics and burn severity to provide guidelines for effective fuel treatments. Samchuck fire was selected for the study, and 232 grids covering the study areas were generated, and the grid size was 1km. The burn severity is measured with dNBR derived from satellite imagery, and spatial characteristics of forest structure were measured using FRAGSTATS for both landscape and class levels for each 1km grid. The results of this study strongly indicated that heterogeneity in composition and configuration of forests may significantly reduce burn severity. By enhancing heterogeneity of forests, fuel treatments for fire-resilience forest could be more effective.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.12
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• pp.1-10
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• 2020

This study investigates the problem of outlier detection based on discrete wavelet transform in the context of time series data where the identification and treatment of outliers constitute an important component. An outlier is defined as a data point that deviates so much from the rest of observations within a data sample. In this work we focus on the application of the traditional method suggested by Tukey (1977) for detecting outliers in the closed price series of the Saudi Arabia stock market (Tadawul) between Oct. 2011 and Dec. 2019. The method is applied to the details obtained from the MODWT (Maximal-Overlap Discrete Wavelet Transform) of the original series. The result show that the suggested methodology was successful in detecting all of the outliers in the series. The findings of this study suggest that we can model and forecast the volatility of returns from the reconstructed series without outliers using GARCH models. The estimated GARCH volatility model was compared to other asymmetric GARCH models using standard forecast error metrics. It is found that the performance of the standard GARCH model were as good as that of the gjrGARCH model over the out-of-sample forecasts for returns among other GARCH specifications.

• Toxicological Research
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• v.34 no.4
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• pp.303-310
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• 2018

The methods of applied genetic toxicology are changing from qualitative hazard identification to quantitative risk assessment. Recently, quantitative analysis with point of departure (PoD) metrics and benchmark dose (BMD) modeling have been applied to in vitro genotoxicity data. Two software packages are commonly used for BMD analysis. In previous studies, we performed quantitative dose-response analysis by using the PROAST software to quantitatively evaluate the mutagenicity of four piperidine nitroxides with various substituent groups on the 4-position of the piperidine ring and six cigarette whole smoke solutions (WSSs) prepared by bubbling machine-generated whole smoke. In the present study, we reanalyzed the obtained genotoxicity data by using the EPA's BMD software (BMDS) to evaluate the inter-platform quantitative agreement of the estimates of genotoxic potency. We calculated the BMDs for 10%, 50%, and 100% (i.e., a two-fold increase), and 200% increases over the concurrent vehicle controls to achieve better discrimination of the dose-responses, along with their BMDLs (the lower 95% confidence interval of the BMD) and BMDUs (the upper 95% confidence interval of the BMD). The BMD values and rankings estimated in this study by using the EPA's BMDS were reasonably similar to those calculated in our previous studies by using PROAST. These results indicated that both software packages were suitable for dose-response analysis using the mouse lymphoma assay and that the BMD modeling results from these software packages produced comparable rank orders of the mutagenic potency.

• Journal of the Korea Convergence Society
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• v.10 no.3
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• pp.59-65
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• 2019

In this paper, we propose a software quality measurement metrics of ISO / IEC 25023, which is newly proposed for software quality evaluation, to compare the difference with ISO / IEC 9126-2 which was used for software quality evaluation. In this paper, we propose a method for evaluating the quality of reliability based on the software reliability growth model among the eight quality characteristics presented in ISO / IEC 25023. Based on ISO / IEC 25023, software-quality evaluations demonstrate that there is some risk in evaluating reliability when based on data.

• International Journal of Computer Science & Network Security
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• v.22 no.7
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• pp.389-396
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• 2022

Smartphones are growing more susceptible as technology develops because they contain sensitive data that offers a severe security risk if it falls into the wrong hands. The Android OS includes permissions as a crucial component for safeguarding user privacy and confidentiality. On the other hand, mobile malware continues to struggle with permission misuse. Although permission-based detection is frequently utilized, the significant false alarm rates brought on by the permission-based issue are thought to make it inadequate. The present detection method has a high incidence of false alarms, which reduces its ability to identify permission-based attacks. By using permission features with intent, this research attempted to improve permission-based detection. However, it creates an excessive number of features and increases the likelihood of false alarms. In order to generate the optimal number of features created and boost the quality of features chosen, this research developed an intersection feature approach. Performance was assessed using metrics including accuracy, TPR, TNR, and FPR. The most important characteristics were chosen using the Correlation Feature Selection, and the malicious program was categorized using SVM and naive Bayes. The Intersection Feature Technique, according to the findings, reduces characteristics from 486 to 17, has a 97 percent accuracy rate, and produces 0.1 percent false alarms.

• Atmosphere
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• v.33 no.4
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• pp.355-365
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• 2023

To proactively manage climate risk, near-term climate predictions on annual to decadal time scales are of great interest to various communities. This study evaluates the near-term climate prediction skills in East Asia with DePreSys4 retrospective decadal predictions. The model is initialized every November from 1960 to 2020, consisting of 61 initializations with ten ensemble members. The prediction skill is quantitatively evaluated using the deterministic and probabilistic metrics, particularly for annual mean near-surface temperature, land precipitation, and sea level pressure. The near-term climate predictions for May~September and November~March averages over the five years are also assessed. DePreSys4 successfully predicts the annual mean and the five-year mean near-surface temperatures in East Asia, as the long-term trend sourced from external radiative forcing is well reproduced. However, land precipitation predictions are statistically significant only in very limited sporadic regions. The sea level pressure predictions also show statistically significant skills only over the ocean due to the failure of predicting a long-term trend over the land.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2021.05a
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• pp.274-276
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• 2021

As artificial intelligence develops rapidly, we can experience it in our everyday life such as with medical, education, and game applications. Traditional SW services were programmed explicitly by the intention of the programmer, and we have conducted evaluation on it. However, due to the uncertianty of AI services, risk follows to the products. Therefore, UX evaluations need to be different from traditional UX evaluations. Therefore, in this paper we suggest a AI-UX framework that consideres the task delegability, UX evaluations metrics, and individual differences.

• International Journal of Computer Science & Network Security
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• v.24 no.5
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• pp.217-223
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• 2024

The current study aimed to evaluate the effectiveness of using Support Vector Machine (SVM) for political affiliation classification. The system was designed to analyze the political tweets collected from Twitter and classify them as positive, negative, and neutral. The performance analysis of the SVM classifier was based on the calculation of metrics such as accuracy, precision, recall, and f1-score. The results showed that the classifier had high accuracy and f1-score, indicating its effectiveness in classifying the political tweets. The implementation of SVM in this study is based on the principle of Structural Risk Minimization (SRM), which endeavors to identify the maximum margin hyperplane between two classes of data. The results indicate that SVM can be a reliable classification approach for the analysis of political affiliations, possessing the capability to accurately categorize both linear and non-linear information using linear, polynomial or radial basis kernels. This paper provides a comprehensive overview of using SVM for political affiliation analysis and highlights the importance of using accurate classification methods in the field of political analysis.