• 제목/요약/키워드: Selection model

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Approaching the Negative Super-SBM Model to Partner Selection of Vietnamese Securities Companies

  • NGUYEN, Xuan Huynh;NGUYEN, Thi Kim Lien
    • The Journal of Asian Finance, Economics and Business
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    • 제8권3호
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    • pp.527-538
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    • 2021
  • The purpose of the study is to determine the efficiency, position, and partner selection of securities companies via the negative super-SBM model used in data envelopment analysis (DEA). This model utilizes a variety of inputs, including current assets, non-current assets, fixed assets, liabilities, owner's equity and charter capital, and outputs including net revenue, gross profit, operating profit, and net profit after tax collected from the financial reports (Vietstock, 2020) of 32 securities companies, operating during the period from 2016 to 2019, negative data are collected as well. Empirical results determined both efficient and inefficient terms, and then further determined the position of each securities firm under consideration of every term. The overall score arrived at discovered a large performance change realizing a maximum score able to reach 20.791. In the next stage, alliancing inefficient companies was carried out based on the 2019 scores to seek out optimal partners for the inefficient companies. The tested result indicated that AAS was the best partner selection when its partners received a good result after alliancing, as with FTS (11.04469). The partner selection is deemed as a solution helpful to inefficient securities companies in order to improve their future efficiency scores.

평균-분산 가속화 실패시간 모형에서 벌점화 변수선택 (Penalized variable selection in mean-variance accelerated failure time models)

  • 권지훈;하일도
    • 응용통계연구
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    • 제34권3호
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    • pp.411-425
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    • 2021
  • 가속화 실패시간모형은 로그 생존시간과 공변량간의 선형적 관계를 묘사해 준다. 가속화 실패시간모형에서 생존시간의 평균뿐만 아니라 변동성에도 영향을 미치는 공변량 효과를 추론하는 것은 흥미가 있다. 이를 위해 생존시간의 평균뿐만 아니라 분산을 모형화 하는 것이 필요하며, 이러한 모형을 평균-분산 가속화 실패시간모형이라 부른다. 본 논문에서는 벌점 가능도함수를 이용하여 평균-분산 가속화 실패시간모형에서 회귀모수에 대한 변수선택 절차를 제안한다. 여기서 벌점함수로서 LASSO, ALASSO, SCAD 그리고 HL (계층가능도)와 같은 네 가지 벌점함수를 연구한다. 제안된 변수선택 절차를 통해 중요한 공변량의 선택 뿐만 아니라 회귀모수의 추정을 동시에 제공할 수 있다. 제안된 방법의 성능은 모의실험을 통해 평가하고, 하나의 임상 예제자료를 통해 제안된 방법을 예증하고자 한다.

서비스 품질 향상을 위한 컨테이너 터미널의 효율성 평가 모형에 관한 연구 (A Model of Evaluating the Efficiency of Container Terminals for Improving Service Quality)

  • 임병학;한윤환
    • 품질경영학회지
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    • 제32권2호
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    • pp.77-92
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    • 2004
  • It is difficult but very necessary to measure the productivity of container terminals as logistics service provider. It is meaningful to find the appropriate inputs and outputs of the logistics service delivery systems and to measure the relationship between these inputs and outputs. This study proposes a model of evaluating the efficiency of container terminals. The evaluation consists of three phases. First, DEA(Data Envelopment Analysis) phase, determines the efficiency score and weights of DMUs(Decision Making Unit). This phase performs through four steps : selection of DMU, selection of DEA model, determination of input and output factors, calculation of efficiency score and weights for each DMU. Secondly, CEM (Cross Evaluation Model) phase, is to calculate the cross-efficiency scores of DMUs. This phase performs through three steps: selection of CEM, determination of cross-efficiency score for each DMU and development of cross-efficiency matrix. Finally, average cross-efficiency analysis phase is to compute the average cross-efficiency score. The proposed model discriminates among DMUs and ranks DMUs, whether they are efficient or inefficient.

On Information Criteria in Linear Regression Model

  • Park, Man-Sik
    • 응용통계연구
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    • 제22권1호
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    • pp.197-204
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    • 2009
  • In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.

항만선택행위에 대한 탐색적 이차원적 접근 (An Exploratory Two-dimensional Approach to Port Selection Behavior)

  • 박병인
    • 한국항만경제학회지
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    • 제33권4호
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    • pp.37-58
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    • 2017
  • 설문조사 및 응답자의 지각을 바탕으로 하는 항만선택연구의 암묵적인 가정은 항만선택속성들의 선호크기가 선택행위에 비례적이라는 것이다. 그러나 항만선택 속성들도 직선만이 아닌 비선형적 특성을 갖을 수 있다. 본 연구는 항만선택연구에 성격이 유사한 카노모형을 원용하여 항만선택속성의 비선형적 특성을 확인 하였다. 연구결과 선사의 항만선택속성들중 복합운송연계성과 항만규모 등이 당연특성으로 평가되는 등 여러 속성들이 비선형적 특성으로 평가되었다. 따라서 항만공사와 운영사 등의 항만 서비스제공자들은 선사들의 비선형적 항만선택특성을 반영한 항만운영전략을 구축해야 할 것이다. 본 연구가 항만선택 특성을 탐색적으로 분석하였기 때문에 추후 국내외 항만 및 이해당사자들을 대상으로 한 추가적인 검증연구가 필요하다. 또한 분석 및 전략수립에 활용한 카노모형 및 중요도 선택분석방법도 명확한 특성의 파악과 전략지침의 제시가 가능하도록 개선할 필요가 있다.

유연 PCB 자동삽입라인의 부하 평준화를 위한 작업흐름선택모델 (Job Route Selection Model for Line Balancing of Flexible PCB Auto-Insertion Line)

  • 함호상;김영휘;정연구
    • 대한산업공학회지
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    • 제20권4호
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    • pp.5-21
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    • 1994
  • We have described the optimal process route selection model for the PCB(printed circuit board) auto-insertion line. This PCB assembly line is known as a FFL(flexible flow line) which produces a range of products keeping the flow shop properties. Under FFL environments, we have emphasized the balancing of work-loads in order to maximize total productivity of PCB auto-insertion line. So we have developed a heuristic algorithm based on a work-order selection rule and min-max concept for the job route selection model.

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어류양식장의 입지선택을 위한 계층분석과정(AHP)모형 (AHP Model for Selecting a Fish Farm Site)

  • 이강우
    • 수산경영론집
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    • 제38권1호
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    • pp.19-45
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    • 2007
  • There have not been many studies which considered both quantitative and qualitative location factors on the issues of site selection problems for a fish farm. This study develops AHP(analytic hierarchy process) model to resolve site selection problem for a fish raising farm by using quantitative and qualitative factors. In order to evaluate the validity of the location factors found in the literature review, the study used advice from fish raising farmers and related academic experts. Four major factors have been selected as economic factors, social factors, natural environmental factors and infrastructures. An AHP structural diagram has developed by considering the factors and potential sites proposed for fish farming. Through the survey on the preference of factors and potential sites, pairwise comparison matrices have been estimated and used to calculated the relative weights of each potential site. The AHP model process shown in the study can be applied to resolve site selection problems for fish raising farmers.

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사출금형 형상부 가공을 위한 공구 선정 시스템 개발 (Development of Tool selection System for Machining Model Part of Injection Mold)

  • 양학진;김성근;허영무;양진석
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2002년도 춘계학술대회 논문집
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    • pp.569-574
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    • 2002
  • As consumer's desire becomes various, agility of mold manufacturing is most important factor for competence of manufacturer. In common works to use commercial CAM system to generate tool path, some decision making process is required to produce optimal result of CAM systems, The paper proposes a methodology for computer-assisted tool selection procedures for various cutting type, such as rough, semi-rough and finish cuts. The system provides assist-tool-items for machining of design model part of injection meld die by analyzing sliced CAD model of die cavity and core. Also, the generating NC-code of the tool size is used to calculate machining time. The system is developed with commercial CAM using API. This module will be used for optimization of tool selection and planning process.

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Unified methods for variable selection and outlier detection in a linear regression

  • Seo, Han Son
    • Communications for Statistical Applications and Methods
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    • 제26권6호
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    • pp.575-582
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    • 2019
  • The problem of selecting variables in the presence of outliers is considered. Variable selection and outlier detection are not separable problems because each observation affects the fitted regression equation differently and has a different influence on each variable. We suggest a simultaneous method for variable selection and outlier detection in a linear regression model. The suggested procedure uses a sequential method to detect outliers and uses all possible subset regressions for model selections. A simplified version of the procedure is also proposed to reduce the computational burden. The procedures are compared to other variable selection methods using real data sets known to contain outliers. Examples show that the proposed procedures are effective and superior to robust algorithms in selecting the best model.

Variable Selection with Nonconcave Penalty Function on Reduced-Rank Regression

  • Jung, Sang Yong;Park, Chongsun
    • Communications for Statistical Applications and Methods
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    • 제22권1호
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    • pp.41-54
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    • 2015
  • In this article, we propose nonconcave penalties on a reduced-rank regression model to select variables and estimate coefficients simultaneously. We apply HARD (hard thresholding) and SCAD (smoothly clipped absolute deviation) symmetric penalty functions with singularities at the origin, and bounded by a constant to reduce bias. In our simulation study and real data analysis, the new method is compared with an existing variable selection method using $L_1$ penalty that exhibits competitive performance in prediction and variable selection. Instead of using only one type of penalty function, we use two or three penalty functions simultaneously and take advantages of various types of penalty functions together to select relevant predictors and estimation to improve the overall performance of model fitting.