• Journal of the Korean Data and Information Science Society
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• v.28 no.4
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• pp.831-841
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• 2017

The irrational number ${\pi}$ is defined as the ratio of circumference of a circle to its radius and always becomes constant. This article does Monte Carlo approximation of its value using the famous Buffon's needle experiment and shows that its convergence is not always proportional to the sample size. We also do Monte Carlo simulations to see the convergence of the computed ${\pi}$ values from the random walk series with independent normal increment. Finally we apply the theoretical derivation to various financial time series data such as KOSPI, stock prices of Korean big firms, global stock indices and major foreign exchange rates. The historical data shows that log transformed data random walk process but most of their first lagged data don't follow a normal distribution. More importantly the computed value from the ratio of the regression coefficient ${\pi}$ tend to converge a constant, unfortunately not ${\pi}$. Using this result we could doubt on the efficient market hypothesis, and relate the degree of the hypothesis with the amount of deviation of the estimated ${\pi}$ values.

• Journal of Distribution Science
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• v.22 no.6
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• pp.1-10
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• 2024

Purpose: This study's objective is to examine the impact of firm-specific and macroeconomic factors on the business performance of non-cyclical and cyclical sectors in Indonesian listed firms. The evaluation of business performance holds paramount importance for the achievement and long-term viability of a company. Research Design Data and Methodology: The data for 61 non-cyclicals sector companies and 57 cyclicals sector companies was gathered over a 4-year period from 2018-2021. The model integrates firm size, leverage, and sales growth as firm-specific factors, with real GDP growth and inflation rate as macroeconomic variables. ROA and ROE are indicators of a firm's business performance. The regression models are estimated using the distribution of a dynamic approach with Arellano-Bond Panel Generalized Method of Moments (GMM) estimation. Results: The results of the pooled sample indicate that the historical ROA and ROE have a positive relationship with the business performance of all sectors, including both non-cyclical and cyclical industries. The ROE of non-cyclical enterprises is primarily influenced by firm-specific characteristics and macroeconomic influences. Conclusion: To ensure the successful implementation of the distribution of a dynamic approach towards enhancing corporate business performance, organizations need to take into account a combination of firm-specific factors and macroeconomic factors.

• Journal of the Korean Home Economics Association
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• v.27 no.4
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• pp.21-39
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• 1989

This paper is to determine the clothing and footwear of urban household consumption expenditures and an analysis of historical data from relevant literature. Particularly, time-series and cross sectional analysis techniques are adopted in analysing the patterns of clothing and footwear consumption expenditures of urban households. Finally, this paper estimates consumption expenditures in the future by comparing these revealed data with the Korea and Japan. Annual Report on the family Income and Expenditure Survey and M.R.A. in S.P.S.S. were used. The results can be summarized as follows: 1. The proportion of the clothing and footwear expenditure has decreased with the increase of income in urban household during 1976-1987. 2.1) Household consumption function by Income group, the Lower group is higher than the other group. 2) Household consumption function by Occupation of household head. Income elasticity estimation in administrative managerial workers is higher than the other group. 3) Household consumption function by Family size. Income elasticity estimation in 6 Persons is higher than the other group. But 4 Persons is higher in 1986. 4) Household consumption function by Age of household head. Income elasticity estimation in 50 Years and over is higher than the other group. 3. Comparison of characteristics of clothing and footwear consumption expenditures in Korea and Japan were M.R.A. Generally, the priority correlation order for Korea is Outwear, Sweaters and Shirt, Other clothing. For Japan, the order is Sweaters and Shirts, Underwear, Services.

• Journal of The Korean Astronomical Society
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• v.36 no.spc1
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• pp.75-81
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• 2003

Changes in the earth's climate depend on changes in the net sunlight reaching us. The net depends on the sun's output and earth's reflectance, or albedo. Here we develop the limits on the changes in the sun's output in historical times based on the physics of the origin of solar cycle changes. Many have suggested that the sun's output could have been $0.5\%$ less during the Maunder minimum, whereas the variation over the solar cycle is only about $0.1\%$. The frequencies of solar oscillations (f- and p-modes) evolve through the solar cycle, and provide the most exact measure of the cycle-dependent changes in the sun. But precisely what are they probing? The changes in the sun's output, structure and oscillation frequencies are driven by some combination of changes in the magnetic field, thermal structure and velocity field. It has been unclear what is the precise combination of the three. One way or another, this thorny issue rests on an understanding of the response of the solar structure to increased magnetic field, but this is complicated. Thus, we do not understand the origin of the sun's irradiance increase with increasing magnetic activity. Until recently, it seemed that an unphysically large magnetic field change was required to account for the frequency evolution during the cycle. However, the problem seems to have been solved (Dziembowski, Goode & Schou 2001) using f-mode data on size variations of the sun. From this and the work of Dziembowski & Goode (2003), we suggest that in historical times the sun couldn't be much dimmer than it is at activity minimum.

• The Journal of Bigdata
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• v.1 no.1
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• pp.85-94
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• 2016

Traditional Anti-Money Laundering (AML) software applications monitor bank customer transactions on a daily basis using customer historical information and account profile data to provide a "whole picture" to bank management. With the advent of Big Data, these applications could be benefited from size, variety, and speed of unstructured data, which have not been used in AML applications before. This study analyses the weaknesses of a bank's current AML systems and proposes an AML systems taking advantage of Big Data. For example, early warning of AML risk can be improved by exposing identities and uncovering hidden relationships through predictive and entity analytics on real-time and outside data such as SNS data.

• Journal of the Architectural Institute of Korea Planning & Design
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• v.34 no.4
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• pp.103-111
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• 2018

The Soswaewon Garden, which was constructed by Yang San-Bo around 1520, is a private traditional garden in Korea. Soswaewon Garden has long been and still is the focus of continuous research. However, relatively few studies have been conducted on the restoration of buildings that were lost in the past. The Goam-Jeongsa and Boohwondang buildings, which were lost in 1597 during the Japanese invasion, were restored in 1614 and depicted in a picture of Soswaewon Garden in 1755. However, they eventually disappeared and no longer exist in the present. Therefore, the restoration of these two buildings is considered an urgent task. This research aims to search for the original location of these buildings and estimate their size and shape in terms of physical space. Several years ago, an estimation of the building site was carried out, providing a stepping stone on this matter. This can be studied through "Soswaewon's 48 quatrains with five Chinese characters in each line," "Soswaewon-sasil," and "Soswaewon's drawing." Some parts of the shape of Soswaewon also appear in the "Yuseoseokrok," which is helpful. Thus, in this research, information on the Goam-Jeongsa and Boowondang buildings appearing in research results and literature to date are collectively analyzed. The location and architectural features of both buildings are identified by focusing on excavations. Also, for the purpose of restoration planning, base data on the location, size, and shape of both buildings are presented. In line with this process, a valid restoration plan is presented by analyzing the abovementioned historical research materials and comparing empirical data, such as excavation results.

• Asian-Australasian Journal of Animal Sciences
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• v.31 no.12
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• pp.1843-1851
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• 2018

Objective: We aimed to characterize linkage disequilibrium (LD) and effective population size ($N_e$) in a Korean Yorkshire population using genomic data from thousands of individuals. Methods: We genotyped 2,470 Yorkshire individuals from four major Grand-Grand-Parent farms in Korea using the Illumina PorcineSNP60 version2 BeadChip, which covers >61,565 single nucleotide polymorphisms (SNPs) located across all chromosomes and mitochondria. We estimated the expected LD and inferred current $N_e$ as well as ancestral $N_e$. Results: We identified 61,565 SNP from autosomes, mitochondria, and sex chromosomes and characterized the LD of the Yorkshire population, which was relatively high between closely linked markers (>0.55 at 50 kb) and declined with increasing genetic distance. The current $N_e$ of this Korean Yorkshire population was 122.87 (106.90; 138.84), while the historical $N_e$ of Yorkshire pigs suggests that the ancestor $N_e$ has decreased by 99.6% over the last 10,000 generations. Conclusion: To maintain genetic diversity of a domesticated animal population, we must carefully consider appropriate breed management methods to avoid inbreeding. Although attenuated selection can affect short-term genetic gain, it is essential for maintaining the long-term genetic variability of the Korean Yorkshire population. Continuous and long-term monitoring would also be needed to maintain the pig population to avoid an unintended reduction of $N_e$. The best way to preserve a sustainable population is to maintain a sufficient $N_e$.

• KIPS Transactions on Software and Data Engineering
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• v.7 no.6
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• pp.205-220
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• 2018

Software defect prediction is helpful for allocating valuable project resources effectively for software quality assurance activities thanks to focusing on the identified fault-prone modules. If historical data collected within a company is sufficient, a Within-Project Defect Prediction (WPDP) can be utilized for accurate fault-prone module prediction. In case a company does not maintain historical data, it may be helpful to build a classifier towards predicting comprehensible fault prediction based on Cross-Project Defect Prediction (CPDP). Since CPDP employs different project data collected from other organization to build a classifier, the main obstacle to build an accurate classifier is that distributions between source and target projects are not similar. To address the problem, because it is crucial to identify effective similarity measure techniques to obtain high performance for CPDP, In this paper, we aim to identify them. We compare various similarity measure techniques. The effectiveness of similarity weights calculated by those similarity measure techniques are evaluated. The results are verified using the statistical significance test and the effect size test. The results show k-Nearest Neighbor (k-NN), LOcal Correlation Integral (LOCI), and Range methods are the top three performers. The experimental results show that predictive performances using the three methods are comparable to those of WPDP.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2007.10a
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• pp.871-874
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• 2007

Stream data need a efficient data management with high reliability and real time processing. The characteristics of these data are a large volume, a short report interval and asynchronous report time. The typical queries of these systems consist of the current query to search the latest signal value, the snapshot query to search the signal value of a past time, the historical query to search the signal value of a past time to current. This paper proposes the efficient method to manage the above signals by using a file structured database in QNX operating systems. The query model to accommodate various query for stream data is proposed. The proposed methods are applied to reactive protection system to verify their usefulness. The COM(Cabinet Operator Module) based on the QNX employs file database that adopts a delta version and a buffering method for the resource limit of a small storage and a low computing power.

• Smart Structures and Systems
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• v.4 no.2
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• pp.221-232
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• 2008

This paper represents the final results of a research program sponsored by the European Commission through project WIND-CHIME ($\underline{W}$ide Range Non-$\underline{IN}$trusive $\underline{D}$evices toward $\underline{C}$onservation of $\underline{HI}$storical Monuments in the $\underline{ME}$diterranean Area), in which the possibility of using advanced seismic protection technologies to preserve historical monuments in the Mediterranean area is investigated. In the current research, the dynamic characteristics of two outstanding Mamluk-Style minarets, which similar minarets were reported to experience extensive damage during Dahshur 1992 earthquake, are investigated. The first minaret is the Qusun minaret (1337 A.D, 736 Hijri Date (H.D)) located in El-Suyuti cemetery on the southern side of the Salah El-Din citadel. The minaret is currently separated from the surrounding building and is directly resting on the ground (no vaults underneath). The total height of the minaret is 40.28 meters with a base rectangular shaft of about 5.42 ${\times}$ 5.20 m. The second minaret is the southern minaret of Al-Sultaniya (1340 A.D, 739 H.D). It is located about 30.0 meters from Qusun minaret, and it is now standing alone but it seems that it used to be attached to a huge unidentified structure. The style of the minaret and its size attribute it to the first half of the fourteenth century. The minaret total height is 36.69 meters and has a 4.48 ${\times}$ 4.48 m rectangular base. Field investigations were conducted to obtain: (a) geometrical description of the minarets, (b) material properties of the minarets' stones, and (c) soil conditions at the minarets' location. Ambient vibration tests were performed to determine the modal parameters of the minarets such as natural frequencies and mode shapes. A $1/16^{th}$ scale model of Qusun minaret was constructed at Cairo University Concrete Research Laboratory and tested under free vibration with and without SMA wire dampers. The contribution of SMA wire dampers to the structural damping coefficient was evaluated under different vertical loads and vibration amplitudes. Experimental results were used along with the field investigation data to develop a realistic 3-D finite element model that can be used for seismic risk evaluation of the minarets. Examining the updated finite element models under different seismic excitations indicated the vulnerability of such structures to earthquakes with medium to high a/v ratio. The use of SMA wire dampers was found feasible for reducing the seismic risk for this type of structures.