• 제목/요약/키워드: Value at risk

검색결과 944건 처리시간 0.034초

An Integrated Framework for Modeling the Influential Factors Affecting the Use of Voice-Enabled IoT Devices: A Case Study of Amazon Echo

  • Temidayo Oluwapelumi Shofolahan;Juyoung Kang
    • Asia pacific journal of information systems
    • /
    • 제28권4호
    • /
    • pp.320-349
    • /
    • 2018
  • Purpose: The application of IoT is finding continuous acceptance in our daily lives, particularly, smart speakers are making life easier and convenient for consumers. This research aims to develop and test an integrated model of factors influencing consumer's adoption of voice-enabled IoT devices. Design/methodology/approach: Based on the VAM, an integrated voice-enabled IoT device adoption model is proposed. Gender differences on five constructs relating with perceived value (perceived usefulness, perceived enjoyment, perceived security risk, perceived technicality and perceived cost) was also examined through PLS-MGA technique. The usage experience of consumers was also controlled in the integrated VAM. Findings: Result shows that Perceived-Usefulness, Perceived-Enjoyment and Perceived-Cost have a strong effect on Perceived-Value. However, Perceived-Technicality and Perceived-Security-Risk are non-influential and have no significant effect on PV. Additionally, Perceived-Value and Social-Influence plays a significant role in predicting adoption intention. Gender differences also exist in consumers perception of usefulness, enjoyment and cost. In comparison to the basic value-based adoption model, the integrated model provides more insight on consumers adoption of voice-enabled IoT devices. Originality/value: Using an integrated model, this study is one of the first scholarly attempt at modelling the influential factors for adopting smart speakers i.e., voice-enabled IoT devices, with implications for improved adoption.

주식수익률의 VaR와 ES 추정: GARCH 모형과 GPD를 이용한 방법을 중심으로 (Estimation of VaR and Expected Shortfall for Stock Returns)

  • 김지현;박화영
    • 응용통계연구
    • /
    • 제23권4호
    • /
    • pp.651-668
    • /
    • 2010
  • 금융 포트폴리오의 두 위험측도인 VaR와 ES에 대한 여러 추정방법을 1일 후와 10일 후의 경우로 나누어 각각 비교하였다. 2008년 미국발 세계 금융위기 기간을 포함한 KOSPI 자료와 해외 5개국의 종합주가지수 자료를 이용하여 실증적으로 비교하였다. 손실 분포의 두터운 꼬리와 조건부 이분산성을 동시에 고려하는 방법을 중심으로 여러 방법을 추가적으로 고려하였고, 국내 자료에 어떤 방법이 적절하며 종합적인 성능은 어떤가를 살펴보았다.

The Assessment of Occupational Injuries of Workers in Pakistan

  • Noman, Muhammad;Mujahid, Nooreen;Fatima, Ambreen
    • Safety and Health at Work
    • /
    • 제12권4호
    • /
    • pp.452-461
    • /
    • 2021
  • Background: The prevailing global work scenario and deteriorating health facilities in economies indulge the risk perspective in the labor market model. This is the reason that the risk factor is cautiously attributed to wages and labor market efficiencies specifically in developing and emerging economies. In this respect, Occupational Injuries of Workers (OIW) is considered essential to demonstrate the risk and Occupational Health and Safety (OHS) setups given the constraints of the labor. Intuitively, the prime objective of this study is to make an assessment of the labor market considering the OIW through the indicators of industry division, employment status, occupational distribution, adopted treatment, gender and regionality. Methods: The assessment strategy of the study has been categorized into trend analysis and Index Value Calculation (IVC) segments employing the data from 2001 to 2018. Results: The pattern of the selected indicators of the OIW has been observed in the available data while the IVC estimations are considered through time and reference categories. The findings of both exercises revealed absolute and relative heterogeneities at both industry and occupational levels. Conclusion: The consistency for gender and regional distribution of both assessments points out the need for effective policy initiatives. The study suggests separate analyses of industry and occupations for a better understanding of the OHS setups and up-gradation in Pakistan.

A new extended alpha power transformed family of distributions: properties, characterizations and an application to a data set in the insurance sciences

  • Ahmad, Zubair;Mahmoudi, Eisa;Hamedani, G.G.
    • Communications for Statistical Applications and Methods
    • /
    • 제28권1호
    • /
    • pp.1-19
    • /
    • 2021
  • Heavy tailed distributions are useful for modeling actuarial and financial risk management problems. Actuaries often search for finding distributions that provide the best fit to heavy tailed data sets. In the present work, we introduce a new class of heavy tailed distributions of a special sub-model of the proposed family, called a new extended alpha power transformed Weibull distribution, useful for modeling heavy tailed data sets. Mathematical properties along with certain characterizations of the proposed distribution are presented. Maximum likelihood estimates of the model parameters are obtained. A simulation study is provided to evaluate the performance of the maximum likelihood estimators. Actuarial measures such as Value at Risk and Tail Value at Risk are also calculated. Further, a simulation study based on the actuarial measures is done. Finally, an application of the proposed model to a heavy tailed data set is presented. The proposed distribution is compared with some well-known (i) two-parameter models, (ii) three-parameter models and (iii) four-parameter models.

관광객의 기후변화에 대한 인식과 태도가 만족도와 행동의도에 미치는 영향력 차이에 관한 연구 - 중국인과 한국인 관광객 비교를 중심으로 - (A Study on the Influence Differences of the Awareness and Attitude toward Climate Change on Satisfaction and Behavioral Intention - Focused on the Comparison Between the Korean and Chinese Tourists-)

  • 안성식;황정;황윤섭
    • 국제지역연구
    • /
    • 제21권2호
    • /
    • pp.45-70
    • /
    • 2017
  • 관광산업은 기후변화에 민감한 부분이 많고 저탄소녹색성장의 관점에서 새로운 기회와 위협을 제공할 수 있다는 측면에서 연구의 가치가 있다. 기후변화로 인한 소비자들의 인식 및 태도의 변화가 관광수요와 관광선택에 어떠한 영향을 미치는지에 대한 연구는 매우 중요하며, 현재도 그 영향이 진행되고 있는 상황이다. 본 연구에서는 기후변화 인식과 태도가 관광 경험, 가치, 위험요인, 만족도, 행동의도에 미치는 영향관계를 규명하여 관광활동의 주체인 관광객의 기후변화에 따른 심리적 특성에 대한 검토를 통해 관광객들의 다양한 욕구 및 변화를 파악하였다. 이를 통해 마케팅 전략을 수립하는데 필요한 시사점을 제공할 수 있었다. 본 연구의 결과는 다음과 같다. 첫째, 기후변화 인식은 관광경험, 관광가치에 유의한 영향을 미치는 반면 관광위험요인은 영향을 미치지 않는 것으로 나타났고, 둘째, 중국 관광객이 한국 관광객보다 전반적인 영향력이 더 크게 나타났다. 셋째, 기후변화 태도는 관광경험과 관광위험요인에는 유의한 영향을 미치는 반면 관광가치에는 영향을 미치지 않는 것으로 나타났고, 넷째, 관광경험, 관광가치는 관광만족도에 유의한 영향을 미치는 반면 관광위험요인은 관광만족도에 영향을 미치지 않는 것으로 나타났으며, 다섯째, 관광경험, 관광가치, 관광위험요인은 행동의도에 모두 영향을 미치지 않는 것으로 나타났다.

굴착기 투입 작업의 위험성 평가모델 개발 (Development of a Risk Assesment Model for Excavator Work)

  • 강수민;나보현;양예진;한승우
    • 한국건축시공학회:학술대회논문집
    • /
    • 한국건축시공학회 2022년도 가을 학술논문 발표대회
    • /
    • pp.133-134
    • /
    • 2022
  • Recently, the criteria for assessing industrial accidents have been replaced by the mortality rate. It was found that the number of deaths from excavation work was the highest among construction machinery. The risk assessment is being conducted, however the industrial accident mortality rate has not decreased. Accordingly, this study aims to provide the basic for the create of a risk assessment model specialized in construction work at excavator. It provides absolute value from the risk model which is capable of delivery the probability of a disaster. In addition, we provide a relative risk model that compares the risk through scores between detailed works. The relative risk model is combined by likelihood and severity; the likelihood indicates the frequency of accidents and the severity indicates seriousness of fatal accidents. A variable that reflects the conditions of the construction site was added to the risk assessment model based on past disaster cases. And using the concepts of probability and average, the risk assessment process was quantified and used as an objective indicator. Therefore, the model is expected to reduce disasters by raising the awareness of disasters.

  • PDF

사상체질에 따른 대사증후군의 유병률과 위험인자에 대한 연구 (A Study on the Prevalence and Risk Factors of the Metabolic Syndrome according to Sasang Constitution)

  • 이태규;황민우;이수경;최봉근;고병희;송일병
    • 대한한의학회지
    • /
    • 제27권2호
    • /
    • pp.14-22
    • /
    • 2006
  • Objectives : The purpose of this study was to find the prevalences and risk factors of the metabolic syndrome according to Sasang constitution. Methods : The medical records of 364 subjects who had taken health examinations and diagnosis of Sasang constitution from January to June of 2003 at a health examination center of a hospital in Seoul were reviewed. The prevalences and the risk factors of the metabolic syndrome according to Sasang constitution were compared and analyzed. Results : 1) Among the 364 subjects, 88 (24.2%) were Soeumin, 101 (27.7%) were Soyangin, and 175 (48.1%) were Taeumin. 2) The prevalences of high WC, high TG, low HDL-c, high BP and high FBS of Taeumin were significantly higher than those of the other constitutions (p-value < 0.05). 3) The prevalence of the metabolic syndrome of Taeumin, Soyangin, and Soeumin were 46.3%, 16.8% and 9.1% respectively. The rates were significantly different according to Sasang constitution (p-value < 0.001). 4) Taeumin had higher risk of high WC than Soeumin (adjusted OR : 3.83, 95% CI : 1.19-12.29) and higher risk of high FBS than Soeumin (adjusted OR: 5.93,95% CI : 1.11-31.77). 5) Taeumin had higher risk of the metabolic syndrome than Soeumin (adjusted OR : 3.40, 95% CI : 1.25-9.23). Conclusions : There were significant differences in the prevalence of metabolic syndrome according to Sasang constitution. Sasang constitution was identified as an independent risk factor of metabolic syndrome.

  • PDF

호주 금융시장 변동성의 장기기억 특성: VaR 접근법 (Long Memory Properties in the Volatility of Australian Financial Markets: A VaR Approach)

  • 강상훈;윤성민
    • 국제지역연구
    • /
    • 제12권2호
    • /
    • pp.3-26
    • /
    • 2008
  • 본 논문은 호주 금융시장의 두 가지 시계열(ASX200 주가지수와 AUD/USD 환율)의 수익률 자료에 존재할 수 있는 장기기억 변동성 특성을 모형화하는 데 skewed Student-t 분포가 유용한지를 연구한다. 이러한 연구목적을 위하여 FIGARCH 및 FIAPARCH Value-at-Risk (VaR) 모형을 교란항에 대한 정규분포, Student-t 분포 및 치우친 Student-t 분포 가정하에서 평가한다. 실증분석 결과 skewed Student-t 분포 모형이 정규분포 모형이나 Student-t 분포 모형보다 호주 금융시장의 VaR을 더 정확하게 추정한다는 발견하였다. 따라서 자산 수익률 분포의 왜도 및 첨도를 고려하는 것은 호주 주식시장과 외환시장의 장기기억 변동성 모형을 검토할 때 적절한 모형선택 기준을 제공한다는 것을 알 수 있다.

Assessment of Ki-67 for Predicting Effective Prognosis in Breast Cancer Subtypes

  • Park, Sangjung;Park, Sunyoung;Kim, Jungho;Ahn, Sungwoo;Park, Kwang Hwa;Lee, Hyeyoung
    • 대한의생명과학회지
    • /
    • 제24권1호
    • /
    • pp.9-14
    • /
    • 2018
  • Ki-67 has been widely performed and become an important biomarker in worldwide clinics, but the standard cut off value of Ki-67 index in breast cancer is still controversy. The objective study was to understand the Ki-67 in breast cancer subtypes and to investigate relative risk of breast cancer subtypes according to Ki-67 cut off value in Korean breast cancer. Immunohistochemical staining (IHC) for estrogen receptor (ER), progesterone receptor (PR), human epidermal growth factor receptor 2 (HER2), and Ki-67 index was examined from 123 breast cancer patients. Ki-67 index was significantly overexpressed in PR, ER, and HER2 hormone negative groups. Ki-67 index in Triple negative and HER2 subtypes was shown significantly higher than that in Luminal A and Luminal B subtype. Then, we compared the relative risk of each subtype according to 14% and 20% Ki-67 cut off value, which were applied in most clinics. Especially, 20% Ki-67 cut off value in HER2 and Triple negative subtypes was shown 8.41 fold and 2.83 fold higher relative risk than this in Luminal A subtype. Moreover, Ki-67 index in HER2 2+ or 3+ status showed significantly overexpressed than this in HER2 1+ status. At the 20% Ki-67 cut off value, HER2 1+ or 2+ status and 3+ status showed significant difference. Therefore, the 20% Ki-67 cut off value will be useful as a precise prognostic management and helpful for interpreting diverse outcomes of other subtypes in breast cancer patients.