• 응용통계연구
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• 제29권1호
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• pp.171-180
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• 2016

바젤 위원회는 시장위험의 측정 도구로 Value-at-Risk(VaR)와 expected shortfall(ES)을 사용할 것을 제안하였다. 여러 문헌에서 VaR와 ES의 다양한 추정 방법들이 연구 되었다. 본 연구에서는 준모수적인 방법인 conditional autoregressive value at risk(CAViaR), conditional autoregressive expectile(CARE) 방법들, 그리고 Gaussian 준최대가능도 추정량(QMLE)를 이용한 방법을 사후 검정을 통해서 비교하고자 한다. 각 방법의 타당성을 확인하기 위해서, VaR에 대한 사후 검정은 unconditional coverage(UC)와 conditional coverage(CC) 검정을 사용하고 ES에 대한 검정은 붓스트랩 방법을 사용한다. S&P500 지수와 현대 자동차 주식가격 지수에 대하여 실증 자료 분석이 수행되었다.

• 한국임상약학회지
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• 제23권2호
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• pp.89-96
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• 2013

This article aimed to introduce 'risk sharing' schemes for pharmaceuticals between drug manufacturers and healthcare payer. Published literature review was undertaken to summarize risk sharing concepts and collect information on existing scheme examples in other countries focusing on new anticancer drugs. Risk sharing schemes could be categorized into health outcomes-based and non-outcomes (financial) based ones. Outcome-based schemes could be broken down into performance-linked reimbursement and conditional coverage. Performance-linked reimbursement can be further broken into outcomes guarantee and pattern or process of care and conditional coverage included coverage with evidence development and conditional treatment continuation schemes. Non-outcome based schemes included market share and price volume at population level, and utilization caps and manufacturer funded treatment initiation at patient level. We reviewed the fifteen examples for anticancer drugs that risk sharing agreements in response to the inherent uncertainties and increased costs of eleven anticancer drugs. Of them, eight cases were coverage with evidence development schemes. The anticancer drugs except bevacizumab and cetuximab were all listed on the national health insurance formulary in Korea, with reimbursement criteria defined on the basis of approved indications and administrations. Risk sharing approach may be a useful tool to ensure values for drug expenditure, but there are a number of concerns such as high administration costs, lack of transparency and conflicts of interest, especially for performance-based health outcomes reimbursement schemes.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제13권7호
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• pp.3511-3532
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• 2019

Coverage-guided fuzzing is an efficient solution that has been widely used in software testing. By guiding fuzzers through the coverage information, seeds that generate new paths will be retained to continually increase the coverage. However, we observed that most samples follow the same few high-frequency paths. The seeds that exercise a high-frequency path are saved for the subsequent mutation process until the user terminates the test process, which directly affects the efficiency with which the low-frequency paths are tested. In this paper, we propose a fuzzing solution, ER-Fuzz, that truncates the recording of a high-frequency path to influence coverage. It utilizes a deep learning-based classifier to locate the high and low-frequency path transfer points; then, it instruments at the transfer position to promote the probability low-frequency transfer paths while eliminating subsequent variations of the high-frequency path seeds. We implemented a prototype of ER-Fuzz based on the popular fuzzer AFL and evaluated it on several applications. The experimental results show that ER-Fuzz improves the coverage of the original AFL method to different degrees. In terms of the number of crash discoveries, in the best case, ER-Fuzz found 115% more unique crashes than did AFL. In total, seven new bugs were found and new CVEs were assigned.

• Communications for Statistical Applications and Methods
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• 제17권6호
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• pp.909-916
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• 2010

A trend in software reliability engineering is to take into account the coverage growth behavior during testing. A coverage growth function that represents the coverage growth behavior is an essential factor in software reliability models. When multiple competitive coverage growth functions are available, there is a need for a criterion to select the best coverage growth functions. This paper proposes a selection criterion based on the prediction error. The conditional coverage growth function is introduced for predicting future coverage growth. Then the sum of the squares of the prediction error is defined and used for selecting the best coverage growth function.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.479-496
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• 2003

We investigate logit confidence intervals for the odds ratio based on the delta method. These intervals are constructed using pseudo-Bayes estimators. The Gart method and Agresti method smooth the observed counts toward the model of equiprobability and independence, respectively. We obtain better coverage probability by smoothing the observed counts toward the pseudo-Bayes estimators in 2$\times$2 table. We also improve legit confidence intervals in 2$\times$2$\times$K tables by generalizing these ideas. Utilizing pseudo-Bayes estimators, we obtain better coverage probability by smoothing the observed counts toward the conditional independence model, no three-factor interaction model and saturated model in 2$\times$2$\times$K tables.

• Communications for Statistical Applications and Methods
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• 제5권3호
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• pp.905-926
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• 1998

We propose a modified mid P-value method to reduce the conservativeness for the inference of conditional associations in three-way contingency tables. This improves the ordinary mfd P-value method. For $2{\times} 2${\times} K$ tables, we propose confidence intervals for an assumed common odds ratio based on inverting two separate one-sided tests using the modified mid P-value. Also, an alternative and usually even better ways of constructing intervals, based on Inverting a two-sided test, are presented. The actual probability of coverage of a 100($1-\alpha$)% confidence interval is centered about the nominal level, but the modified mid P-value approach gives actual coverage probability even closer to the nominal level than the ordinary mid P-value approach.

• 정보과학회 컴퓨팅의 실제 논문지
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• 제22권4호
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• pp.184-188
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• 2016

청소 로봇은 가정에서 사용 가능한 대표적인 지능형 로봇이다. 고가형 청소 로봇은 센서로부터 정보를 제공받아 높은 커버리지 성능을 가진 알고리즘이 존재하지만, 저가형의 청소 로봇엔 적용하기 어렵다. 본 논문은 저가형의 청소 로봇과 같은 환경에서 효율적인 움직임을 구현하기 위해 문법적 진화기법 기반의 청소 로봇의 이동 패턴을 계획하는 알고리즘을 제안한다. 이를 위해 배커스-나우르 표기법을 사용하여 이동 패턴 문법을 정의하고 진화연산을 통해 최적화된 프로그램을 생성하였다. 이와 더불어 프로그램 생성 과정에서 획득한 문법 요소 간 조건부 확률 정보를 활용하였다. 제안 알고리즘의 성능 검증을 위해 청소 로봇 시뮬레이션을 활용하여 기존 알고리즘과 성능을 비교하였으며 실험 결과를 통해 본 논문에서 제안한 기법의 효율성을 확인하였다.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.277-289
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• 2003

We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

• 산업경영시스템학회지
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• 제22권51호
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• pp.199-210
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• 1999

The number of car accident is Recently on the increase in Korea because of the explosive increase of cars, the poor road condition, the lack of safety facility, and others. The insurant with a accident has to decide whether receiving a insurance or not. In this paper, we represent a reasonable decision support material by calculating the approximate insurance fee based on the discount rate and premium additive rate, which is changed by the accident type and the accident expenditure. Practically, there is difference in the standard insurance rate and premium additive rate according to the accident type and the accident expenditure in Korea. The premium additive rate is assessed considering the number of accident, the pattern of accident, and the reason of accident for 3 years. In this paper, we represent a decision making method considering not only the first-time car accident but also the future car accident. For considering the repeated accident, we analyzed the real data accumulated until the year of 1996 from S Insurance Company, and estimated the probability density function between the first and the second-time accident, and executed the goodness of fit test using ARENA and STATISTICA software. Using this conditional PDF, we can calculate the insurance fee next 3 years and compare the insurance fee with the equivalent present value of cash flows. The program performing this analysis is represented, and written in VISUAL BASIC Language. We tried to suggest an accurate guideline for the insurant to decide the insurance coverage rationally, and tried to correct a wrong idea of dependence on the car insurance only by the amount of the accident expenditure. And we expect this study can generally be applied to many different accident types under the uncertain circumstances in our daily life.

• 정보보호학회논문지
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• 제24권3호
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• pp.437-444
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• 2014

본 논문에서는 그래프 기반의 바이너리 코드 동적 실행 경로 탐색 플랫폼을 제안한다. 바이너리 코드의 조건 분기 명령어를 노드(Node), 그 외의 명령어를 에지(Edge)로 구성된 그래프를 정의하며, 이 그래프를 기반으로 하여 실행 경로 탐색을 수행하는 방안을 제안한다. 실험을 통해 제안하는 그래프 기반 바이너리 코드 실행 경로 탐색 플랫폼의 프로토타입이 실행 경로 탐색을 올바르게 수행함을 확인하였으며, 본 논문에서 제안하는 방안을 통해 소프트웨어 테스팅을 보다 효과적으로 수행하여 소프트웨어 보증, 시큐어 프로그래밍 및 악성 프로그램 분석 등을 보다 효과적으로 수행할 수 있을 것으로 기대한다.