• Asia-Pacific Journal of Business
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• v.14 no.1
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• pp.149-169
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• 2023

Purpose - The main purpose of this study is to develop the stress test model for Korean banks by exploring the optimal Monte Carlo simulation and BIS forecasting model. Design/methodology/approach - This study selects 15 Korean banks as sample financial firms and collects relevant 76 quarterly data for the period between year 2000 and 2018 from KRX(Korea Excange), Bank of Korea, and FnGuide. The Regression analysis, Unit-root test, and Monte Carlo simulation are hired to analyze the data. Findings - First, most of the sample banks failed to keep 8% BIS ratio for the adverse and severely Adverse Scenarios, implying that Korean banks must make every effort to realize better BIS ratios under adverse market conditions. Second, we suggest the better Monte Carlo simulation model for the Korean banks by finding that the more appropriate volatility should be different depending on variables rather than simple two-sigma which has been used in the previous studies. Third, we find that the stepwise regression model is better fitted than simple regression model in forecasting macro-economic variables for the BIS variables. Fourth, we find that, for the more robust and significant statistical results in designing stress tests, Korean banks are required to construct more valid time-series and cross-sectional data-base. Research implications or Originality - The above results all together show that the optimal volatility in designing optimal Monte Carlo simulation varies depending on the country, and many Korean banks fail to pass sress test under the adverse and severely adverse scenarios, implying that Korean banks need to make improvement in the BIS ratio.

• The Journal of Korean Academic Society of Nursing Education
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• v.19 no.2
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• pp.163-171
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• 2013

Purpose: This study was conducted to investigate the level of sense of coherence (SOC) and stress of clinical practice and to identify the relationship of variables among nursing students. Methods: The data were collected from 205 nursing students using self-report questionnaire. Data were analyzed by frequencies, t-test, ANOVA, Pearson's correlation coefficients and Stepwise multiple regression using the SPSS program. Results: Stress of clinical practice negatively correlated with SOC. The significant predictors of stress of clinical practice were satisfaction on major and meaningfulness, manageability in SOC. The regression model explained 21.5% of stress of clinical practice. Conclusion: More efforts to improve satisfaction of their major and SOC, especially in meaningfulness and manageability, might decrease the stress of clinical practice.

• Journal of Korean Academy of Nursing
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• v.33 no.6
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• pp.705-712
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• 2003

Purpose: The purpose of this study was to explore factors that influence care dependency of institutionalized patients with dementia. Method: This study utilized descriptive correlational design. The convenience sample was composed of 110 residents with dementia of two long-term care facilities in Korea. Stepwise multiple regression was used to identify significant factors influencing care dependency in patients with dementia. Care dependency was measured using the Care Dependency Scale, Korean version(CDS-K). Cognition was measured by the MMSE-K. Functional disability was measured by the PULSES Profile. Behavioral dysfunction was measured by the modified E-BEHAVE AD. Result: Care dependency was significantly influenced by cognition, functional disability, behavioral dysfunction, and duration of dementia. This regression model explained 61 % of the variances in care dependency. Cognition explained 37% of the variances, and functional disability explained 21% of the variances. Conclusion: Results of this study suggest that professional caregivers intervene more effectively in caring for their patients with dementia by recognizing the patients cognitive, functional, behavioral disability, and its periodic change. Individually, remaining abilities-focused intervention should be applied to enhance patient to be dependent and to prevent unnecessary independency.

• Journal of the Korean Society of School Health
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• v.14 no.2
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• pp.215-225
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• 2001

The purpose of this study was to identify factors related to High School Students' Attitudes(prejudice) toward HIV-infected classmates. 980 self-administrated questions were completed by high school male students. Stepwise Multiple Regression Analysis was performed with the following independent variables: knowledge about HIV/AIDS transmission, prevention, and HIV-antibody, interests, preventive behaviors, predicting level to peer HIV-related risk behavior, knowledge about information sites, perceived susceptibility, perceived severity, self-efficacy to prevention, related to AIDS/HIV, thought about premarital sexual behavior and homosexuality. The Regression Model is significant(R2=.1719, F=33.517, p<0.05) The significant factors are knowledge about HIV/AIDS transmission, intention of the preventive behaviors, knowledge of information sites, perceived severity, ideas about homosexuality, predicting level of peer HIV-related risk behavior. The results of this study provide information for effective education program development and health policy about AIDS prevention and management.

• The Journal of Korean Academic Society of Nursing Education
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• v.14 no.1
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• pp.73-79
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• 2008

Purpose: This study was conducted to investigate the level of nursing professionalism and the factors affecting it, In addition, it can serve as a fundamental resource for development of appropriate strategies for nursing professionalism. Method: This study was performed on 370 nurses working at two university hospitals located in Seoul. Data was analyzed by Pearson correlation analysis, and stepwise multiple regression using SPSS Win 14.0. Result: The estimated regression model of nursing professionalism was statistically significant (F=199.89, p=.000). Major factors influencing nursing professionalism were observed as ability of job performance (${\beta}=.811$), job satisfaction (${\beta}=.140$), organizational commitment (${\beta}=.086$), and turnover intention (${\beta}=.084$). These four factors explained 67.9% of nursing professionalism. Conclusion: Based on the results of the study, further research is needed to investigate other factors affecting nursing professionalism.

• Journal of Korean Academy of Fundamentals of Nursing
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• v.20 no.4
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• pp.438-448
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• 2013

Purpose: The purpose of this study was to investigate factors influencing clinical competence in nursing students. Method: The participants were 125 nursing students and data were collected from October 8 to December 18, 2010 using questionnaires with. Collected data were analyzed using descriptive statistics, t-test, ANOVA, Pearson's correlation coefficient and stepwise multiple regression. Results: There were significant correlations for creativity, problem-solving ability, self-directed learning ability, and clinical competence. The factor influencing clinical competence the most was creativity, followed by problem-solving ability, self-directed learning ability, and grade point average score. The regression model explained 37% of variance in clinical competence. Conclusion: The results indicate that for improvement in the clinical competence of nursing students, it is necessary to develop strategies and education programs to enhance creativity, problem-solving ability, and self-directed learning ability.

• The Journal of Korean Academic Society of Nursing Education
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• v.20 no.4
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• pp.569-576
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• 2014

Purpose: This study investigates the factors affecting spirituality in nursing students. Method: A total of 247 nursing students participated in the study. Data were analyzed by frequencies, t-tests, ANOVA, Pearson correlation coefficients and multiple stepwise regression via SPSS WIN 18.0. Results: The mean scores for hope, gratitude, and spirituality were above-average. However, there were significant mean differences in spirituality according to religion, religious activity, voluntary service, satisfaction with the nursing field, and motivation for entering a college of nursing. Spirituality positively correlated with hope and gratitude. Significant predictors of spirituality included hope, gratitude, voluntary service and religious activity. The regression model explained 51.3% of perceived spirituality. Conclusion: To improve spirituality among nursing students, nursing educators should develop educational intervention programs to promote hope and gratitude, and support participation in voluntary service and religious activity.

• Nuclear Engineering and Technology
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• v.19 no.2
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• pp.85-98
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• 1987

To analyze the aerosol dynamics in severe accidents of LMFBR, a new computer code entitled MCAD (Multicomponent Aerosol Dynamics) has been developed. The code can treat two component aerosol system using relative collision probability of each particles as sequences of accident scenarios. Coagulation and removal mechanisms incorporating Brownian diffusion and gravitational sedimentation are included in this model. In order to see the effect of particle geometry, the code makes use of the concept of density correction factor and shape factors. The code is verified using the experimental result of NSPP-300 series and compared to other code. At present, it fits the result of experiment well and agrees to the existing code. The input variables included are very uncertain. Hence, it requires uncertainty and sensitivity analysis as a supplement to code development. In this analysis, 14 variables are selected to analyze. The input variables are compounded by experimental design method and Latin hypercube sampling. Their results are applied to Response surface method to see the degree of regression. The stepwise regression method gives an insight to which variables are significant as time elapse and their reasonable ranges. Using Monte Carlo Method to the regression model of LHS, the confidence level of the results of MCAD and their variables is improved.

• Journal of the Korea Society for Simulation
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• v.14 no.4
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• pp.55-68
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• 2005

The advancement in semiconductor technology is leading toward smaller critical dimension designs and larger wafer manufactures. Due to such phenomena, semiconductor industry is in need of an accurate control of the process. Photolithography is one of the key processes where the pattern of each layer is formed. In this process, precise superposition of the current layer to the previous layer is critical. Therefore overlay parameters of the semiconductor photolithography process is targeted for this research. The complex relationship among the input parameters and the output metrologies is difficult to understand and harder yet to model. Because of the superiority in modeling multi-nonlinear relationships, neural networks is used for the simulator modeling. For training the neural networks, conjugate gradient method is employed. An experiment is performed to evaluate the performance among the proposed neural network simulator, stepwise regression model, and the currently practiced prediction model from the test site.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.205-213
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• 2012

Transforming response variable is a general tool to adapt data to a linear regression model. However, it is well known that response transformations in linear regression are very sensitive to one or a few outliers. Many methods have been suggested to develop transformations that will not be influenced by potential outliers. Recently Cheng (2005) suggested to using a trimmed likelihood estimator based on the idea of the least trimmed squares estimator(LTS). However, the method requires presetting the number of outliers and needs many computations. A new method is proposed, that can solve the problems addressed and improve the robustness of the estimates. The method uses a stepwise procedure, suggested by Hadi and Simonoff (1993), to detect outliers that determine response transformations.