• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.243-257
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• 2017

In this paper, we compare several methods to approximate option prices: Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method using normal inverse gaussian (NIG) distribution, and an asymptotic method using nonlinear regression. We used two different types of approximation. The first (called the RNM method) approximates the risk neutral probability density function of the log return of the underlying asset and computes the option price. The second (called the OPTIM method) finds the approximate option pricing formula and then estimates parameters to compute the option price. For simulation experiments, we generated underlying asset data from the Heston model and NIG model, a well-known stochastic volatility model and a well-known Levy model, respectively. We also applied the above approximating methods to the KOSPI200 call option price as a real data application. We then found that the OPTIM method shows better performance on average than the RNM method. Among the OPTIM, A-type Gram-Charlier expansion and the asymptotic method that uses nonlinear regression showed relatively better performance; in addition, among RNM, the method of using NIG distribution was relatively better than others.

• Journal of Environmental Science International
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• v.19 no.4
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• pp.447-457
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• 2010

This study aims to monitor the variation of concentration of PCDD/DFs between the gaseous phase-particulate phases in the ambient air of urban area in Korea. This monitoring is evaluated by using the Junge-Pankow model and the Koa absorption model with the application of the Octanol-air partition coefficient. In this study, the ambient air samples were analyzed according to each congener group of the PCDD/DFs by HRGC/HRMS, which have been investigated for the past 5 years. In the results, the annual variation in the concentration level of $\Sigma$PCDD/DFs in TSP was increased from $1588\;fg/m^3$ in 1998 to $5123\;fg/m^3$ in 2002, and from 31 fg I-TEQ/$m^3$ to 94 fg I-TEQ/$m^3$ in the $\Sigma$I-TEQ. In the case of PUF of gaseous phase sample, their variation was increased from $1615\;fg/m^3$ in 1998 to $2237\;fg/m^3$ in 2002, and in the $\Sigma$I-TEQ from 12 fg I-TEQ/$m^3$ to 17 fg I-TEQ/$m^3$. The relative coefficient between the gas phase concentration of PCDD/DFs and the temperature was a value of 0.744; the contributive rate of the temperature to the gaseous phase concentration was 0.554. According to the results, the pattern of the coefficient of distribution based on log $p_L^0$ is similar to the ambient air of the urban areas.

• Proceedings of the Korean Vacuum Society Conference
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• 2014.02a
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• pp.344-344
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• 2014

Transparent amorphous oxide semiconductors such as a In-Ga-Zn-O (a-IGZO) have advantages for large area electronic devices; e.g., uniform deposition at a large area, optical transparency, a smooth surface, and large electron mobility >10 cm2/Vs, which is more than an order of magnitude larger than that of hydrogen amorphous silicon (a-Si;H).1) Thin film transistors (TFTs) that employ amorphous oxide semiconductors such as ZnO, In-Ga-Zn-O, or Hf-In-Zn-O (HIZO) are currently subject of intensive study owing to their high potential for application in flat panel displays. The device fabrication process involves a series of thin film deposition and photolithographic patterning steps. In order to minimize contamination, the substrates usually undergo a cleaning procedure using deionized water, before and after the growth of thin films by sputtering methods. The devices structure were fabricated top-contact gate TFTs using the a-IGZO films on the plastic substrates. The channel width and length were 80 and 20 um, respectively. The source and drain electrode regions were defined by photolithography and wet etching process. The electrodes consisting of Ti(15 nm)/Al(120 nm)/Ti(15nm) trilayers were deposited by direct current sputtering. The 30 nm thickness active IGZO layer deposited by rf magnetron sputtering at room temperature. The deposition condition is as follows: a rf power 200 W, a pressure of 5 mtorr, 10% of oxygen [O2/(O2+Ar)=0.1], and room temperature. A 9-nm-thick Al2O3 layer was formed as a first, third gate insulator by ALD deposition. A 290-nm-thick SS6908 organic dielectrics formed as second gate insulator by spin-coating. The schematic structure of the IGZO TFT is top gate contact geometry device structure for typical TFTs fabricated in this study. Drain current (IDS) versus drain-source voltage (VDS) output characteristics curve of a IGZO TFTs fabricated using the 3-layer gate insulator on a plastic substrate and log(IDS)-gate voltage (VG) characteristics for typical IGZO TFTs. The TFTs device has a channel width (W) of $80{\mu}m$ and a channel length (L) of $20{\mu}m$. The IDS-VDS curves showed well-defined transistor characteristics with saturation effects at VG>-10 V and VDS>-20 V for the inkjet printing IGZO device. The carrier charge mobility was determined to be 15.18 cm^2 V-1s-1 with FET threshold voltage of -3 V and on/off current ratio 10^9.

• The Korean Journal of Applied Statistics
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• v.22 no.3
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• pp.595-606
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• 2009

Two tests were introduced for comparing several survival functions with doubly interval-censored data and illustrated with data surveyed by Korean Cancer Prevention Study (Jee et al., 2005). The test which extended Kim et al. (2006)'s test to the doubly interval-censored data has an advantage over Sun (2006)'s test in terms of saving computation time because the proposed test only depends on the size of risk set, and also the proposed test is applicable to continuous failure time data as well as discrete failure time data unlike Sun's test. Comparing male with female groups on the incubation time of diabetes was highly different and the survival of female group was longer than that of male one. Regardless of gender, the difference in survival functions of four age groups was highly significant with p-value of less than 0.001. This trend was more remarkable for female group than for male one. Simulation results showed that the significance level of both tests was well controlled and the proposed test was better than Sun's test in terms of power.

• 한국지구물리탐사학회:학술대회논문집
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• 2008.10a
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• pp.173-178
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• 2008

In this paper, we will introduce rock physics modeling technique, which interrelate reservoir properties with seismic properties, and apply the technique to the Donghae-1 gas reservoir. From well-log data analysis, we obtained velocityporosity (Vp-$\phi$) relations for each formation. These relations can used to predict porosity from seismic data. In addition, we analyzed permeability data, which were obtained from core measurements and computational rock physics simulations. We then obtained permeability-porosity ($\kappa-\phi$) relations. Combining $\kappa-\phi$ with Vp-$\phi$ relations, we finally present quantitative Vp-$\kappa$ relations. As to Vp-$\phi$ modeling, we found that the degree of diagenesis and clay contents increase with depth. As to Vp-$\kappa$ relations, though \kappa-\phi relations are almost identical for all formations, we could obtain distinct Vp-$\kappa$ relations due to Vp-$\phi$ variations. In conclusion, the rock physics modeling, which bridges between seismic properties and reservoir properties, can be a very robust tool for quantitative reservoir characterization with less uncertainty.

• Food Science and Preservation
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• v.14 no.5
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• pp.481-486
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• 2007

This study was conducted to evaluate the combined effect of gamma irradiation and silk peptide on the radiosensitivity of bacteria and the storage stability of ready-to-eat hamburger patty. The $D_{10}$ values obtained for Escherichia coli, Listeria ivanovii, Salmonella typhimurium and Clostridium sporogenes by gamma irradiation were 0.25, 0.50, 0.55 and 1.35 kGy, respectively. The inactivation rate of S. typhimurium ($D_{10}=0.53kGy$) inoculated into hamburger patty with 5%(w/w) silk peptide was reduced 6% compared with the control $D_{10}=0.558kGy$). In acceleration storage at $30^{\circ}C$, microorganisms were not observed in samples irradiated with 7 kGy or 10 kGy during storage. However the irradiation at 5 kGy was insufficient to sterilize the contaminated microorganisms in hamburger patty regardless of the addition of silk peptide (5%). These results indicate that the combined treatment of gamma-irradiation and silk peptide admixture could be helpful to ensure storage stability of ready-to-eat hamburger patty, by controlling the preliminary microbial load.

• Journal of Korea Water Resources Association
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• v.51 no.9
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• pp.747-759
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• 2018

Multivariate regional frequency analysis has advantages of regional and multivariate framework as adopting a large number of regional dataset and modeling phenomena that cannot be considered in the univariate frequency analysis. To the best of our knowledge, the multivariate regional frequency analysis has not been employed for hydrological variables in South Korea. Applicability of the multivariate regional frequency analysis should be investigated for the hydrological variable in South Korea in order to improve our capacity to model the hydrological variables. The current study focused on estimating parameters of regional copula and regional marginal models, selecting the most appropriate distribution models, and estimating regional multivariate growth curve in the multivariate regional frequency analysis. Annual maximum rainfall and duration data observed at 71 stations were used for the analysis. The results of the current study indicate that Frank and Gumbel copula models were selected as the most appropriate regional copula models for the employed regions. Several distributions, e.g. Gumbel and log-normal, were the representative regional marginal models. Based on relative root mean square error of the quantile growth curves, the multivariate regional frequency analysis provided more stable and accurate quantiles than the multivariate at-site frequency analysis, especially for long return periods. Application of regional frequency analysis in bivariate rainfall-duration analysis can provide more stable quantile estimation for hydraulic infrastructure design criteria and accurate modelling of rainfall-duration relationship.

• The KIPS Transactions:PartC
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• v.10C no.6
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• pp.747-754
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• 2003

Thia paper suggests a milti user-authentication system comprises that DNA biometric informatiom, owner's RFID(Radio Frequency Identification) smartcard of hardware token, and PKI digital signqture of software. This system improved items proposed in [1] as follows : this mechanism provides one RFID smartcard instead of two user-authentication smartcard(the biometric registered seal card and the DNA personal ID card), and solbers user information exposure as RFID of low proce when the card is lost. In addition, this can be perfect multi user-autentication system to enable identification even in cases such as identical twins, the DNA collected from the blood of patient who has undergone a medical procedure involving blood replacement and the DNA of the blood donor, mutation in the DNA base of cancer cells and other cells. Therefore, the proposed system is applied to terminal log-on with RFID smart card that stores accurate digital DNA biometric information instead of present biometric user-authentication system with the card is lost, which doesn't expose any personal DNA information. The security of PKI digital signature private key can be improved because secure pseudo random number generator can generate infinite one-time pseudo randon number corresponding to a user ID to keep private key of PKI digital signature securely whenever authenticated users access a system. Un addition, this user-authentication system can be used in credit card, resident card, passport, etc. acceletating the use of biometric RFID smart' card. The security of proposed system is shown by statistical anaysis.

• Korean Journal of Food Science and Technology
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• v.53 no.2
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• pp.204-212
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• 2021

Resazurin, an oxidized blue dye, is reduced to resorufin, showing a peak absorbance change and emitting fluorescence due to the metabolic activity of living cells. In this study, the growth of Lactobacillus rhamnosus GG (LGG) and the redox potential of living probiotic bacteria were evaluated based on changes in the absorbance or fluorescence of resazurin. Fluorescence analysis is a more accurate and sensitive method for quantifying viable LGG than the colorimetric absorbance measurement of resazurin change. Fluorescence measurement could detect LGG of 6.5-9.5 log CFU/mL within 30 min with R2=0.99. No significant effect of further reduction of resorufin to dihydroresorufin by LGG was observed. Various probiotics showed different resazurin-reducing activities, and L. kimchicus had the highest reducing activity among the six probiotics tested. These findings suggests that fluorescence measurement in a resazurin-based assay is useful for analyzing bacterial growth and the redox potential of living probiotics.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.19 no.6
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• pp.121-134
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• 2009

Consumer-centric marketing business is surely one of the most successful emerging business but it poses a threat to personal privacy. Between the service provider and the user there are many contrary issues to each other. The enterprise asserts that to abuse the privacy data which is anonymous there is not a problem. The individual only will not be able to willingly submit the problem which is latent. Web traffic analysis technology itself doesn't create issues, but this technology when used on data of personal nature might cause concerns. The most criticized ethical issue involving web traffic analysis is the invasion of privacy. So we need to inspect how many and what kind of personal informations being used and if there is any illegal treatment of personal information. In this paper, we inspect the operation of consumer-centric marketing tools such as web log analysis solutions and data gathering services with web browser toolbar. Also we inspect Microsoft explorer-based toolbar application which records and analyzes personal web browsing pattern through reverse engineering technology. Finally, this identified and explored security and privacy requirement issues to develop more reliable solutions. This study is very important for the balanced development with personal privacy protection and web traffic analysis industry.