• The Journal of Asian Finance, Economics and Business
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• 제7권9호
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• pp.135-145
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• 2020

This paper provides the practical application of a linear shrinkage framework on Vietnam stock market. The cumulative data points observed in this analysis are 468 weeks from January 2011 to December 2019. All the companies listed on Ho Chi Minh City Stock Exchange (HOSE), except the companies under two years period from Initial Public Offering (IPO), are considered. The cumulative number of stocks picked is therefore 350 companies. The VNINDEX, which is the Vietnam Stock Index, is used as a reference index for shrinking to a single-index model. The empirical results show that the shrinkage of covariance matrix for portfolio optimization gives the promising results for the investors on Vietnam stock market. The shrinkage method helps the investors to produce the optimal portfolio in the sense of having higher profit with lower levels of risk compared to the portfolio of the traditional SCM method. Moreover, the portfolio turnover of shrinkage method is always kept at low magnitudes, and this makes the shrinkage portfolios save much transaction costs and reduce the liquidity risks in the trading process. In addition, the ability of shrinkage method in making profit is once again confirmed by the Alpha coefficient that achieves a high positive value.

• 기본간호학회지
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• 제19권3호
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• pp.343-352
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• 2012

Purpose: The purpose of this study was to develop and test a hypothetical model which explains health behavior adherence in elderly people with prehypertension. The model was based on self-determination theory (SDT). Methods: Data were collected from June 21 to July 15, 2010, using self-report questionnaires. The participants were 140 elders with prehypertension who lived in D Metropolitan City. Collected data were analyzed using PASW 18.0 for descriptive statistics and correlation analysis and AMOS 5.0 for covariance structure analysis. Results: It appeared that the overall fit index was good with a ${\chi}^2$ score of 13.23 (p<0.05), GFI of 0.97, AGFI of 0.79 and RMR of 0.28 in the modified model. The results revealed that significant main effects of both health provider's autonomy support and autonomous motivations were found on the measure of health behavior adherence. These factors explained 72% of variance in the participants, health behavior adherence. Conclusion: The overall findings may provide useful assistance in developing effective motivation-enhanced programs for health behavior adherence.

• 수산해양교육연구
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• 제27권4호
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• pp.963-972
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• 2015

This study examined the impact of variables(collaboration, convergence motive, convergence thinking) on the creativity problem solving of engineering college students. 522 students among engineering colleges in Pusan and Ulsan were sampled. For the statistical analysis, analysis of covariance structure by AMOS 18.0 was applied. Results from structural equation modeling analyses indicated that a hypothesized model produced a better fit to the data than a comparative structural model. The hypothesized model shows the following results. On the basis of the hypothesized model, collaboration effected to directly convergence motive and creative problem solving, and convergence motive effected to directly convergence thinking, convergence motive effected to directly creative problem solving, convergence thinking effected to directly creative problem solving, and collaboration effected to indirectly convergence thinking by convergence motive. Therefore this study suggested the collaboration, convergence motive and convergence thinking are significantly variables to facilitate the creative problem solving for knowledge fusion in engineering.

• IEIE Transactions on Smart Processing and Computing
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• 제4권4호
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• pp.202-208
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• 2015

In this study, we propose a new inference algorithm for a multiclass Gaussian process classification model using a variational EM framework and the Laplace approximation (LA) technique. This is performed in two steps, called expectation and maximization. First, in the expectation step (E-step), using Bayes' theorem and the LA technique, we derive the approximate posterior distribution of the latent function, indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. In the maximization step, we compute the maximum likelihood estimators for hyper-parameters of a covariance matrix necessary to define the prior distribution of the latent function by using the posterior distribution derived in the E-step. These steps iteratively repeat until a convergence condition is satisfied. Moreover, we conducted the experiments by using synthetic data and Iris data in order to verify the performance of the proposed algorithm. Experimental results reveal that the proposed algorithm shows good performance on these datasets.

• 한국정보통신학회논문지
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• 제11권12호
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• pp.2199-2204
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• 2007

본 연구는 IC 칩 기반의 모바일 뱅킹 서비스를 대상으로 기술수용모델에서의 적용을 통해 정책적 시사점을 얻고자 하였다. 따라서 모바일 뱅킹의 현황 및 기술수용모형에 관한 선행 연구를 살펴보고 이를 통해 모바일 뱅킹 서비스의 수용에 영향을 미칠 수 있는 요인들 간의 관계를 구조관계분석을 통해 살펴보았다. 본 연구에서 제시한 모형에서 혁신성이 지각된 유용성에 영향을 미치며, 사용자 친숙성이 지각된 용이성에 영향을 미침을 알 수 있었다. 그리고 이러한 지각된 사용 용이성은 지각된 유용성에 영향을 미치고 이러한 영향은 태도에 영향을 미친다는 것을 알 수 있었다.

• 대기
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• 제32권4호
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• pp.263-276
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• 2022

The observation error of satellite radiation data that assimilated into the Korean Integrated Model (KIM) was diagnosed by applying the Hollingsworth and Lönnberg and Desrozier techniques commonly used. The magnitude and correlation of the observation error, and the degree of contribution for the satellite radiance data were calculated. The observation errors of the similar device, such as Advanced Technology Microwave Sounder (ATMS) and Advanced Microwave Sounding Unit-A shows different characteristics. The model resolution accounts for only 1% of the observation error, and seasonal variation is not significant factor, either. The observation error used in the KIM is amplified by 3-8 times compared to the diagnosed value or standard deviation of first-guess departures. The new inflation value was calculated based on the correlation between channels and the ratio of background error and observation error. As a result of performing the model sensitivity evaluation by applying the newly inflated observation error of ATMS, the error of temperature and water vapor analysis field were decreased. And temperature and water vapor forecast field have been significantly improved, so the accuracy of precipitation prediction has also been increased by 1.7% on average in Asia especially.

• 한국간호교육학회지
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• 제29권2호
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• pp.148-160
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• 2023

Purpose: The purpose of this study was to construct and test a structural model of nursing students' performing communication skills. Methods: The data collection was conducted from October 13 to October 20, 2020. The participants were 286 students from nursing colleges located in three cities. The data analysis method was a covariance structure analysis with using IBM SPSS statistics version 23.0 and AMOS 21.0 statistical programs. Results: The hypothetical model showed a proper fit with the data: root mean square error of approximation=.08, standardized root mean square residual=.06, adjusted goodness of fit=.85, normed fit index=.91, and comparative fit index=.94. The model fit indices were normed to fit index=2.96. Statistically significant explanatory variables for the performing communication skills of nursing students were peer support, emotional intelligence, ethical sensitivity, and communication self-efficacy. The variables accounted for 66.1% of the performing communication skills of nursing students. Conclusion: Based on the above results, it appears necessary to develop strategies for improving the performing communication skills of nursing students, and having positive effects on health outcomes of the subjects by considering the variables of peer support, emotional intelligence, ethical sensitivity, and communication self-efficacy. Such strategies could potentially have positive effects on the health outcomes of the patients.

• 한국식생활문화학회지
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• 제23권3호
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• pp.301-307
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• 2008

The purpose of this study was to assess the causal relationships among belief, subjective norm, moral feeling, attitude, and the intention to consume organic beef. A total of 326 questionnaires were completed by adult in Jeonnam area. Structural equation modeling was used to measure the causal relationships among the constructs. The structural analysis results indicated an excellent model-data fit. The covariance effects of belief and subjective norm, and belief and moral feeling were statistically significant. The effects of belief and moral feeling on attitude and intention to consume were also statistically significant. As expected, attitude had significant effects on intention to consume. Moreover, attitude played a mediating roles in the relationship between belief and intention to consume. Finally, based on structural analysis, a model was proposed for the interrelations among belief, subjective norm and moral feeling towards organic food, attitude and intention to consume. It should be noted that the original organic food consumption model was modified, and should preferably be validated by future research. Other constructs, such as perceived behavior control and consumption, may be incorporated to form models that consist of new antecedent and consequence pairs.

• 국제학술발표논문집
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• The 4th International Conference on Construction Engineering and Project Management Organized by the University of New South Wales
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• pp.534-541
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• 2011

Risk evaluation approaches for bidding on international construction projects are typically partitioned into three stages: country selection, project classification, and bid-cost evaluation. However, previous studies are frequently under attack in that they have several crucial limitations: 1) a dearth of studies about country selection risk tailored for the overseas construction market at a corporate level; 2) no consideration of uncertainties for input variable per se; 3) less probabilistic approaches in estimating a range of cost variance; and 4) less inclusion of covariance impacts. This study thus suggests a three-staged risk evaluation model to resolve these inherent problems. In the first stage, a country portfolio model that maximizes the expected construction market growth rate and profit rate while decreasing market uncertainty is formulated using multi-objective genetic analysis. Following this, probabilistic approaches for screening bad projects are suggested through applying various data mining methods such as discriminant logistic regression, neural network, C5.0, and support vector machine. For the last stage, the cost overrun prediction model is simulated for determining a reasonable bid cost, while considering non-parametric distribution, effects of systematic risks, and the firm's specific capability accrued in a given country. Through the three consecutive models, this study verifies that international construction risk can be allocated, reduced, and projected to some degree, thereby contributing to sustaining stable profits and revenues in both the short-term and the long-term perspective.

• 대한가정학회지
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• 제44권11호
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• pp.117-131
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• 2006

The purpose of this study was to verify a Structural Equation Model that constructed the causations among the structural leisure constraints, interpersonal leisure constraints, intrapersonal leisure constraints, leisure motivation, leisure activity participation, leisure satisfaction and the quality of life from the ecological perspective. The respondents were 301 elderly people residing in 4 free institutionalized elderly homes in Seoul. The data were analyzed by confirmatory factor analysis and covariance structure analysis using USREL 8.0 ver. The major results are summarized as follows: 1) Statistically, a goodness of fit is good of structural equation model presented in the study. 2) The structural leisure constraints and the interpersonal leisure constraints are some types of leisure environment of the aged in public homes from the ecological perspective. Such constraints would inevitably lead to a direct effect on individual leisure life and leisure motivation. 3) The important valuable factor which affected the leisure satisfaction and the quality of life in the elderly was the leisure motivation.