• Journal of the Korean Operations Research and Management Science Society
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• v.40 no.4
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• pp.35-48
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• 2015

We analyze the systemic risk based on the information flows using the variance decomposition, DebtRank methods, and the Industry Sector Indices during 2001. 01 to 2015. 08. Using the KOSPI stock market as our setting, we find that (i) the systemic risk calculated by information flows of variance decompositions method shows strong positive relations with the market volatility, (ii) the magnitude of systemic risk measured from the information flows network by DebtRank method increases after the subprime financial crisis.

• Journal of the Institute of Convergence Signal Processing
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• v.9 no.3
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• pp.173-178
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• 2008

In this paper, we present a new impulsive noise detection technique. To remove the impulse noise without detail loss, only corrupted pixels must be filtered. In order to identify the corrupted pixels, a new impulse detector based on rank and value estimations of the current pixel is proposed. Based on the rank and value estimations of the current pixel, the new proposed method provides excellent statistics for detecting an impulse noise while reducing the probability of detecting image details as impulses. The proposed detection is efficient and can be used with any noise removal filter. Simulation results show that the proposed method significantly outperforms many other well-known detection techniques in terms of image restoration and noise detection.

• Communications of the Korean Mathematical Society
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• v.28 no.1
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• pp.1-9
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• 2013

We consider the sets of matrix ordered pairs which satisfy extremal properties with respect to Boolean rank inequalities of matrices over nonbinary Boolean algebra. We characterize linear operators that preserve these sets of matrix ordered pairs as the form of $T(X)=PXP^T$ with some permutation matrix P.

• Korean Journal of Mathematics
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• v.16 no.3
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• pp.425-437
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• 2008

Let P be a poset and G = G(P) be the incomparability graph of P. Stanley [7] defined the chromatic symmetric function $X_{G(P)}$ which generalizes the chromatic polynomial ${\chi}_G$ of G, and showed all coefficients are nonnegative in the e-expansion of $X_{G(P)}$ for a poset P of rank 1. In this paper, we construct a sign reversing involution on the set of special rim hook P-tableaux with some conditions. It gives a combinatorial proof for (3+1)-free conjecture of a poset P of rank 1.

• Information and Communications Magazine
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• v.31 no.11
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• pp.35-45
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• 2014

주성분 분석 기법(PCA)는 가장 널리 사용되는 데이터 차원 감소 (dimensionality reduction) 기법으로 알려져 있다. 하지만 데이터에 이상점 (outlier)가 존재하는 환경에서는 성능이 크게 저하된다는 단점을 가지고 있다. Rank-Sparsity(Robust PCA) 기법은 주어진 행렬을 low-rank 행렬과 저밀도(sparse)행렬의 합으로 분해하는 방식으로, 이상점이 많은 환경에서 PCA기법을 효과적으로 대체할 수 있는 알고리즘으로 알려져 있다. 본 고에서는 RPCA 기법을 간략히 소개하고, 그의 적용분야, 및 알고리즘에 관한 연구들을 대해서 알아본다.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.933-945
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• 2008

The genetic association test on age of onset trait aims to detect the putative gene by means of linear rank tests for a significant trend of onset distributions with genotypes. However, due to the selective sampling of recruiting subjects with ages less than a pre-specified limit, the genotype groups are subject to substantially different censored distributions and thus this is one reason for the low efficiencies in the linear rank tests. In testing the equality of two survival distributions, log-rank statistic is preferred to the Wilcoxon statistic, when censored observations are nonignorable. Therefore, for more then two groups, we propose a generalized log-rank test for trend as a genetic association test. Monte Carlo studies are conducted to investigate the performances of the test statistics examined in this paper.

• Korean Journal of Exercise Nutrition
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• v.23 no.1
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• pp.13-20
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• 2019

[Purpose] The OPG/RANK/RANKL signaling is a new family of bone metabolism biomarkers belonging to the immune system. However, the bone metabolism response to long-term exercise in the RANKL/RANK/OPG signaling is less evident. The purpose of this study was to examine these biomarkers in healthy college females after 12-weeks combined exercise intervention. [Methods] Participants (N=22, 22.4±1.3yrs) were randomly divided in two different group: 12 in the control group and 10 in the exercise group performing combined exercise program that interventions was conducted 3 times per week for 12 weeks. The outcome measures included serum concentrations of RANKL, OPG and bone metabolic cytokines such as TNF-α and IL-6, and mRNA expressions of same variables from PBMC. VO_2max and bone mineral density (BMD) were measured at before and after exercise intervention. [Results] There were no significant differences in the serum RANKL, OPG concentrations and all RANKL/RANK/OPG signaling mRNA expression on interaction effect between group and time (NS). Also no significant differences were found in the serum TNF-α and IL-6 concentrations and mRNA expression (NS). The IL-6 mRNA expression only showed significant difference in the main effect of groups (p<.05). There were also no significant differences in the VO_2max and BMD on interaction effect between group and time (NS). [Conclusion] These results suggested that there were no effects on bone mineral density and RANKL/RANK/OPG signaling without the effect of 8-weeks combined exercise on cardiovascular endurance fitness.

• Journal of Korean Institute of Industrial Engineers
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• v.38 no.2
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• pp.74-79
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• 2012

An efficient separation heuristic for the rank-1 Chvatal-Gomory cuts for the binary knapsack problem is proposed. The proposed heuristic is based on the decomposition property of the separation problem for the fixedcharge 0-1 knapsack problem characterized by Park and Lee [14]. Computational tests on the benchmark instances of the generalized assignment problem show that the proposed heuristic procedure can generate strong rank-1 C-G cuts more efficiently than the exact rank-1 C-G cut separation and the exact knapsack facet generation.

• Journal of Institute of Control, Robotics and Systems
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• v.13 no.11
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• pp.1048-1052
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• 2007

This paper presents a rank-constrained linear matrix inequality(LMI) approach to simultaneous linear-quadratic(LQ) optimal control by static output feedback. Simultaneous LQ optimal control is formulated as an LMI optimization problem with a nonconvex rank condition. An iterative penalty method recently developed is applied to solve this rank-constrained LMI optimization problem. Numerical experiments are performed to illustrate the proposed method, and the results are compared with those of previous work.

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.535-543
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• 2003

A ranked set sample version of the sign test is proposed for testing hypotheses concerning the quantiles of a population characteristic by Kaur, et. al(2002). In this paper, we proposed the ranked set sample Wilcoxon signed rank test for quantiles under equal allocation. We obtain the asymptotic property and the asymptotic relative efficiencies of the proposed test statistic with respect to Wilcoxon signed rank test of simple random sample for quantiles under equal allocation. We calculate the ARE of test statistics, the proposed test statistic is more efficient than simple random sampling for all quantiles. The relative advantage of ranked set sampling is greatest at the median and tapers off in the tails.