• 응용통계연구
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• 제26권3호
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• pp.471-481
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• 2013

J. P. Morgan의 RiskMetrics을 기반으로 하는 현행 VaR 모형은 구조적으로 미래 경기상황을 반영할 수 없는 단점으로 인해 불안정한 경기상황에서는 손실이 VaR을 초과하는 결정적인 문제점을 내포하고 있다. 어느 기업의 미래의 주가는 해당 기업만의 고유요인은 물론 모든 기업의 주가에 공통적으로 영향을 미치는 경기변동 공통요인에 의해 결정된다. 따라서 본 연구에서는 주가의 변동요인을 기업의 고유요인과 경기변동 공통요인으로 구분하여, 미래 경기변동 공통요인에 대해서는 현재시점에서 예측한 값을 사용하는 원-팩터(One-factor) VaR 모형을 제안한다. 이와 같은 원-팩터 VaR 모형은 미래의 예측된 경기상황을 반영을 반영하여 손실이 VaR을 초과하는 현행 VaR 모형의 문제점을 해결할 수 있을 뿐만 아니라 자산의 목표보유기간을 증가시켜 경기변동에 따른 손실을 최소화하기 위한 포트폴리오에 대한 자산구성과 자금이전을 선제적으로 실시할 수가 있다.

• International Journal of Computer Science & Network Security
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• 제23권8호
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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.

• 한국환경복원기술학회지
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• 제12권5호
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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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• 제7권12호
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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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• 제34권4호
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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.

• 한국융합학회논문지
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• 제10권3호
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• pp.59-65
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• 2019

본 연구에서는 기존에 소프트웨어 품질 평가를 위해서 사용되었던 ISO/IEC 9126-2와의 차이점을 비교하기 위해서 소프트웨어 품질 평가를 위해서 새롭게 제시된 ISO/IEC 25023의 소프트웨어 품질 측정 메트릭을 제시하고 제시된 메트릭에 대해서 품질을 측정하는 방안을 제시한다. ISO/IEC 25023에 제시된 8가지 품질 특성 중에서 신뢰성에 대한 품질 측정 방안을 소프트웨어 신뢰성 성장 모델을 기반으로 평가하는 방안을 제시한다. ISO/IEC 25023을 기반으로 소프트웨어 품질을 평가하게 되어지면 신뢰성에 대한 평가에 있어 다소 리스크가 있을 수 있음을 데이터를 기반으로 하여 입증한다.

• International Journal of Computer Science & Network Security
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• 제22권7호
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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.

• 대기
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• 제33권4호
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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.

• 한국정보통신학회:학술대회논문집
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• 한국정보통신학회 2021년도 춘계학술대회
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• pp.274-276
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• 2021

인공지능이 빠르게 발달하면서 의료, 교육, 게임 등 일상생활에 적용되고 있다. 인공지능 알고리즘은 예측 측면에서 언제나 확률적으로 불확실성을 지니고 있다. 기존 제품이나 서비스는 개발자의 의도에 따라 프로그램이 동작하기 때문에, 상호작용에 따른 결과가 명확하며 이에 대한 UX 평가를 할 수 있었다. 하지만, 인공지능이 적용된 서비스는 기존 서비스들과 달리 상호작용에 따른 불확실성으로 인해 위험 요소가 따르고 있다. 이러한 이유로, 인공지능 서비스의 UX 평가는 새로운 체계가 필요하지만, 기존 UX 평가 척도만을 사용하여 평가되고 있다. 인공지능 서비스의 특징을 반영하여, 정확한 UX 평가를 진행할 수 있도록 본 논문에서는 인공지능에 task 위임 적합도, 기존 UX 평가 항목, 기술에 대한 개인적 차이를 포함한 AI-UX 프레임워크를 제안하였다.

• International Journal of Computer Science & Network Security
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• 제24권5호
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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.