• Title/Summary/Keyword: Stepwise logistic regression

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A study on the prediction of korean NPL market return (한국 NPL시장 수익률 예측에 관한 연구)

  • Lee, Hyeon Su;Jeong, Seung Hwan;Oh, Kyong Joo
    • Journal of Intelligence and Information Systems
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    • v.25 no.2
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    • pp.123-139
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    • 2019
  • The Korean NPL market was formed by the government and foreign capital shortly after the 1997 IMF crisis. However, this market is short-lived, as the bad debt has started to increase after the global financial crisis in 2009 due to the real economic recession. NPL has become a major investment in the market in recent years when the domestic capital market's investment capital began to enter the NPL market in earnest. Although the domestic NPL market has received considerable attention due to the overheating of the NPL market in recent years, research on the NPL market has been abrupt since the history of capital market investment in the domestic NPL market is short. In addition, decision-making through more scientific and systematic analysis is required due to the decline in profitability and the price fluctuation due to the fluctuation of the real estate business. In this study, we propose a prediction model that can determine the achievement of the benchmark yield by using the NPL market related data in accordance with the market demand. In order to build the model, we used Korean NPL data from December 2013 to December 2017 for about 4 years. The total number of things data was 2291. As independent variables, only the variables related to the dependent variable were selected for the 11 variables that indicate the characteristics of the real estate. In order to select the variables, one to one t-test and logistic regression stepwise and decision tree were performed. Seven independent variables (purchase year, SPC (Special Purpose Company), municipality, appraisal value, purchase cost, OPB (Outstanding Principle Balance), HP (Holding Period)). The dependent variable is a bivariate variable that indicates whether the benchmark rate is reached. This is because the accuracy of the model predicting the binomial variables is higher than the model predicting the continuous variables, and the accuracy of these models is directly related to the effectiveness of the model. In addition, in the case of a special purpose company, whether or not to purchase the property is the main concern. Therefore, whether or not to achieve a certain level of return is enough to make a decision. For the dependent variable, we constructed and compared the predictive model by calculating the dependent variable by adjusting the numerical value to ascertain whether 12%, which is the standard rate of return used in the industry, is a meaningful reference value. As a result, it was found that the hit ratio average of the predictive model constructed using the dependent variable calculated by the 12% standard rate of return was the best at 64.60%. In order to propose an optimal prediction model based on the determined dependent variables and 7 independent variables, we construct a prediction model by applying the five methodologies of discriminant analysis, logistic regression analysis, decision tree, artificial neural network, and genetic algorithm linear model we tried to compare them. To do this, 10 sets of training data and testing data were extracted using 10 fold validation method. After building the model using this data, the hit ratio of each set was averaged and the performance was compared. As a result, the hit ratio average of prediction models constructed by using discriminant analysis, logistic regression model, decision tree, artificial neural network, and genetic algorithm linear model were 64.40%, 65.12%, 63.54%, 67.40%, and 60.51%, respectively. It was confirmed that the model using the artificial neural network is the best. Through this study, it is proved that it is effective to utilize 7 independent variables and artificial neural network prediction model in the future NPL market. The proposed model predicts that the 12% return of new things will be achieved beforehand, which will help the special purpose companies make investment decisions. Furthermore, we anticipate that the NPL market will be liquidated as the transaction proceeds at an appropriate price.

Influence of Seasonal Forcing on Habitat Use by Bottlenose Dolphins Tursiops truncatus in the Northern Adriatic Sea

  • Bearzi, Giovanni;Azzellino, Arianna;Politi, Elena;Costa, Marina;Bastianini, Mauro
    • Ocean Science Journal
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    • v.43 no.4
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    • pp.175-182
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    • 2008
  • Bottlenose dolphins are the only cetaceans regularly observed in the northern Adriatic Sea, but they survive at low densities and are exposed to significant threats. This study investigates some of the factors that influence habitat use by the animals in a largely homogeneous environment by combining dolphin data with hydrological and physiographical variables sampled from oceanographic ships. Surveys were conducted year-round between 2003 and 2006, totalling 3,397 km of effort. Habitat modelling based on a binary stepwise logistic regression analysis predicted between 81% and 93% of the cells where animals were present. Seven environmental covariates were important predictors: oxygen saturation, water temperature, density anomaly, gradient of density anomaly, turbidity, distance from the nearest coast and bottom depth. The model selected consistent predictors in spring and summer. However, the relationship (inverse or direct) between each predictor and dolphin presence varied among seasons, and different predictors were selected in fall. This suggests that dolphin distribution changed depending on seasonal forcing. As the study area is relatively uniform in terms of bottom topography, habitat use by the animals seems to depend on complex interactions among hydrological variables, caused primarily by seasonal change and likely to determine shifts in prey distribution.

Prevalence and Related Risk Factors of Delirium in Intensive Care Units as Detected by the CAM-ICU (CAM-ICU로 평가한 중환자실의 섬망 발생률과 섬망 발생 위험요인)

  • Choi, Su Jung;Cho, Yong Ae
    • Journal of Korean Clinical Nursing Research
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    • v.20 no.3
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    • pp.406-416
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    • 2014
  • Purpose: Screening of delirium using delirium assessment tools could promote delirium detection, however, there is lack of report about regular delirium assessment in Korea. This study was intended to describe the prevalence and related risk factors of delirium in intensive care unit (ICU). Methods: The Confusion Assessment Method for the ICU (CAM-ICU) data which were evaluated by nurses in ICUs was obtained through retrospective chart review. Data were analyzed using descriptive statistics, Chi-square test, t-test, Mann-Whitney U test, and stepwise logistic regression. Results: Delirium was evaluated in 125 patients. The incidence rate of delirium was 27.2% with a high prevalence of hypoactive delirium compared to hyperactive delirium (61.8 vs. 38.2%). Those with delirium were older, had hypertension, stayed longer in hospital, receiving ventilator support, had more number of catheters, had low serum protein and albumin level. Delirium incidence also varied according to diagnosis. Age, diagnosis of gastrointestinal disease, and application of ventilator were the significant risk factors for the incidence of delirium. Conclusion: Routine delirium screening is important for early detection of delirium. Identification of high-risk group and running delirium prevention programs could improve early recognition of delirium in ICU.

Factors Influencing Headache in Children (아동의 두통 관련 요인)

  • Hong, Yeon-Ran
    • Journal of Korean Academy of Nursing
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    • v.35 no.6
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    • pp.1183-1189
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    • 2005
  • Objectives : This descriptive study was conducted to examine the degree of stress, coping styles, communication with the mother and depression between headache-suffering children and headache-free children and to explore predicted factors for headache occurrence in children. Method : The subjects of this study consisted of 196 headache-free children and 107 headache-suffering children. They were 4th-6th graders of an elementary school in T city. The instruments in this study were David's stressor of children, Lazarus & Folkman's Stress Coping Style, PACI(Parent-Adolescent Communication Inventory) by Barnes & Olsen and Kovac's CDI (Children's depression inventory). Data were collected from May 2 to July 16, 2004. Results : Total stress(t=-3.76, p=.035), school stress(t=-3.02, p=.001), mass media stress(t=-1.39, p=.029) and depression(t=7.62, p=.001) in headache-suffering children were significantly higher than those of headache-free children. Problem-oriented coping skills (t=1.23, p=.023), and the score of communication with the mother(t=2.32, p=.012) in headache-suffering children were lower than those of headache-free children. Logistic regression analysis (stepwise) showed that the most powerful predictor was stressors in school, followed by depression, stressors in mass media and communication with the mother. Conclusions: This study revealed that important factors such as the degree of school stress, depression, the degree of mass media stress, communication with the mother and problem-oriented coping skills should be controlled for reducing of headaches in children.

A study on forecasting of consumers' choice using artificial neural network (인공신경망을 이용한 소비자 선택 예측에 관한 연구)

  • 송수섭;이의훈
    • Journal of the Korean Operations Research and Management Science Society
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    • v.26 no.4
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    • pp.55-70
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    • 2001
  • Artificial neural network(ANN) models have been widely used for the classification problems in business such as bankruptcy prediction, credit evaluation, etc. Although the application of ANN to classification of consumers' choice behavior is a promising research area, there have been only a few researches. In general, most of the researches have reported that the classification performance of the ANN models were better than conventional statistical model Because the survey data on consumer behavior may include much noise and missing data, ANN model will be more robust than conventional statistical models welch need various assumptions. The purpose of this paper is to study the potential of the ANN model for forecasting consumers' choice behavior based on survey data. The data was collected by questionnaires to the shoppers of department stores and discount stores. Then the correct classification rates of the ANN models for the training and test sample with that of multiple discriminant analysis(MDA) and logistic regression(Logit) model. The performance of the ANN models were betted than the performance of the MDA and Logit model with respect to correct classification rate. By using input variables identified as significant in the stepwise MDA, the performance of the ANN models were improved.

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A Pilot Study on the Association between Iris parameters and 8 Constitutional Medicine : Retrospective Chart Review (8체질과 홍채 지표간 연관성 예비연구 : 후향적 차트 리뷰)

  • Choi, Ka-Hye;Park, Young-Bae;Kim, Min-Yong;Park, Young-Jae
    • The Journal of Korean Medicine
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    • v.39 no.2
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    • pp.56-63
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    • 2018
  • Objectives: The purpose of this study was to investigate the usefulness of some iris parameters in predicting the 8 constitution Methods: From November 2012 to February 2018, we retrospectively reviewed the medical records of 171 patients who were visited to the Korean Oriental Clinic. We conducted a stepwise binary logistic regression analysis to find the association between Iris parameters and 8 constitutional Medicine. Results: Automic Nerve Wreath Ration (ANWR) was larger and toxic radii was longer in Earth and Wood constitutions than Metal and water constitution. ANWR was larger and pupil are ratio(PAR) was smaller in Wood constitutions than Earth constitutions. And others did not show significant results. Conclusions: This study suggests that the relationship between some of the iris parameters and 8 constitution was significant, but more accurate follow-up study is needed.

Health Beliefs and Breast Self-Examination among Undergraduate Female Students in Public Universities in Klang Valley, Malaysia

  • Akhtari-Zavare, Mehrnoosh;Juni, Muhamad Hanafiah;Ismail, Irmi Zarina;Md Said, Salmiah;Latiff, Latiffah A
    • Asian Pacific Journal of Cancer Prevention
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    • v.16 no.9
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    • pp.4019-4023
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    • 2015
  • Background: Breast cancer is the most frequently occurring cancer in women and the most common cause of cancer death worldwide. Materials and Methods: A cross-sectional study was carried out among 792 female undergraduate students in public universities in Klang Valley, Malaysia, from January to April 2011. Data were collected using a validated questionnaire developed for this study. Results: The mean age of respondents was $21.7{\pm}1.2$ years. Most of them were single (96.8%), Malay (91.9%) and 150 (19.6%) claimed they had practiced BSE. There was a significant differences between performers and non-performers correlated to age, marital status, check breast by doctor, and being trained about BSE. Performers had lower mean scores for perceived barriers and susceptibility and higher mean score for confidence. Stepwise logistic regression analysis yielded four significant predictor variables. Conclusions: Overall our findings indicate that the practice of BSE while perceived as being important is not frequently practiced among female in Malaysia. Targeted education should be implemented to improve early detection of breast cancer.

Nonfatal Occupational Injuries in Norwegian Farmers

  • Svendsen, Kristin;Aas, Oddfrid;Hilt, Bjorn
    • Safety and Health at Work
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    • v.5 no.3
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    • pp.147-151
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    • 2014
  • Background: Agriculture ranks among the most dangerous trades worldwide. There is, however, still a lack of knowledge on nonfatal injuries in agriculture. The aim of this study was to describe the nature and occurrence of nonfatal injuries in farmers in two counties in central Norway. Methods: A questionnaire was sent to 7,004 farmers in Norway. We asked for information about the respondents and the farm, whether the farmer had had work-related injuries on the farm during the past 12 months, and details about the incidence and seriousness of the injury. Results: A total of 2,699 respondents gave a response rate of 42%. Of the respondents, 249 (9.2%) reported one or more work-related injuries. The most usual cause of injury involved an animal, and >75% of these happened inside the outbuilding. Among these, 17.5% had a consequence of sick leave or a more serious result. When all the accidents were analyzed by stepwise logistic regression, only the variables: works alone, has >3,500 stipulated working hours at the farm, and the type of production were statistical significant explanatory variables for having an injury. Conclusion: Incorporating safety aspects to a greater extend in the design and construction of outbuildings would make a substantial contribution to injury prevention in agriculture.

The Effect of Abuse Experience and Coping Styles on Suicidal Ideation in the Elderly (노인의 학대경험과 대처양식이 자살생각에 미치는 영향)

  • Jeong, Jeong Hee;Kim, Jung Soon
    • Research in Community and Public Health Nursing
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    • v.26 no.1
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    • pp.42-51
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    • 2015
  • Purpose: The aim of this study is to determine the impact of abuse experience and coping styles on suicidal ideation in Korean elders. Methods: Data were collected from the 2011 Korean National Survey on the Elderly. The participants were 10,537 elders aged 65 or older who had replied to the question on suicidal ideation. Socio-demographic and health related factors, abuse experience, and coping style were included as the influence factors of suicidal ideation. Data were analyzed using ${\chi}^2$-test and logistic stepwise regression with the SPSS/WIN 21.0 program. Results: The prevalence of abuse experience among the elders was 12.7% and that of suicidal ideation was 11.2%. Elders with abuse experience (OR=2.79, 95% CI=2.39~3.26) were more likely to have suicidal ideation but those with an active coping style (OR=0.69, 95% CI=0.57~0.84) were less likely to have suicidal ideation even with other influence factors controlled. Conclusion: Abuse experience of the elderly was a major risk factor that increased suicidal ideation, and active coping style was a protective factor that reduced suicidal ideation. These findings show that careful attention to elderly abuse and education for active coping style are necessary to reduce suicidal ideation among the elderly.

Factors Associated with Senile Macular Degeneration in Elders within Communities (지역사회거주 노인의 황반변성 관련 요인)

  • Kim, Chul-Gyu;Park, Yungeong;Park, Seungmi
    • Research in Community and Public Health Nursing
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    • v.24 no.1
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    • pp.1-10
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    • 2013
  • Purpose: This study was conducted to examine the degree of senile macular degeneration in elders aged 65 or older and identify factors associated with senile macular degeneration in elders within communities. Methods: Participants in this cross-sectional descriptive study were 388 elders without cataract, glaucoma, and diabetic retinopathy. Data were collected through face to face interviews using a questionnaire in an urban area from June 2010 to December 2011. To detect senile macular degeneration, the participants' self-tests were carried out with Amsler grid testing. Stepwise multivariate logistic regression was performed to evaluate the effects of health behavior and knowledge about eye health on senile macular degeneration. Results: The proportion of participants with senile macular degeneration was 11.6%. Factors that significantly increased the risk of senile macular degeneration included eye discomfort and history of ophthalmic examination (p<.05). Factors that significantly decreased the risk of senile macular degeneration included regular change of magnifiers, non-use of magnifiers, and knowledge about preventive effects of non-smoking and antioxidant vitamin intake on senile macular degeneration (p<.05). Conclusion: This study showed that programs for preventing senile macular degeneration were necessary for elders within communities and the results of this study can be used for developing those programs.