• Journal of Korea Fair Competition Federation
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• no.104
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• pp.29-33
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• 2004

• Proceedings of the Culinary Society of Korean Academy Conference
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• 2004.11a
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• pp.209-224
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• 2004

• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.665-682
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• 2005

The sample reuse bootstrap technique has been successful to attract both applied and theoretical statisticians since its origination. In recent years a good deal of attention has been focused on the applications of bootstrap methods in regression analysis. It is easier but more accurate computation methods heavily depend on high-speed computers and warrant tough mathematical justification for their validity. It is now evident that the presence of multiple unusual observations could make a great deal of damage to the inferential procedure. We suspect that bootstrap methods may not be free from this problem. We at first present few examples in favour of our suspicion and propose a new method diagnostic-before-bootstrap method for regression purpose. The usefulness of our newly proposed method is investigated through few well-known examples and a Monte Carlo simulation under a variety of error and leverage structures.

• Journal of the Korean Statistical Society
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• v.25 no.4
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• pp.471-487
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• 1996

In this paper we propose an efficient scoring type one-step GM-estimator, which has a bounded influence function and a high break-down point. The main point of the estimator is in the weighting scheme of the GM-estimator. The weight function we used depends on both leverage points and residuals So we construct an estimator which does not downweight good leverage points Unider some regularity conditions, we compute the finite-sample breakdown point and prove asymptotic normality Some simulation results are also presented.

• The Korean Journal of Applied Statistics
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• v.31 no.2
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• pp.205-216
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• 2018

This paper is concerned with volatility computations for high frequency time series. A threshold-asymmetric realized volatility (T-RV) is suggested to capture a leverage effect. The T-RV is compared with various conventional volatility computations including standard realized volatility, GARCH-type volatilities, historical volatility and exponentially weighted moving average volatility. High frequency KOSPI data are analyzed for illustration.

• International journal of advanced smart convergence
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• v.9 no.3
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• pp.28-35
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• 2020

YouTube has been gaining popularity all around the world. A lot of companies have created their own YouTube channels to leverage them in diverse ways; they upload commercial videos, show people user reviews, and conduct promotions with their products. Sports clubs are no exception; they upload diverse videos to gain popularity and to interact with their fans. This study analyzes how the English Premier League (EPL) clubs leverage their YouTube channel as soccer (football in European nations) players. YouTube activities of 20 clubs during the 2019/2020 Season are investigated. After careful consideration, we decide to examine two factors of the respective channel of the YouTube: 1) Popularity (the number of views and subscribers) 2) Contents of videos (e.g. interviews and highlight scenes). The study followingly inspects the benefits of utilizing YouTube channels and of direct communication between sports clubs and fans in online settings.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.20 no.2
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• pp.123-135
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• 2016

This article deals with the pricing of Asian options under a constant elasticity of variance (CEV) model as well as a stochastic elasticity of variance (SEV) model. The CEV and SEV models are underlying asset price models proposed to overcome shortcomings of the constant volatility model. In particular, the SEV model is attractive because it can characterize the feature of volatility in risky situation such as the global financial crisis both quantitatively and qualitatively. We use an asymptotic expansion method to approximate the no-arbitrage price of an arithmetic average Asian option under both CEV and SEV models. Subsequently, the zero and non-zero constant leverage effects as well as stochastic leverage effects are compared with each other. Lastly, we investigate the SEV correction effects to the CEV model for the price of Asian options.

• Korean System Dynamics Review
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• v.11 no.1
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• pp.85-102
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• 2010

This paper explores the ways in which the functions of local educational authority in Korea can be analyzed by systems thinking, and puts forward some policy leverage strategies to enhance predictability of education policy effects and also to prevent unanticipated side effects arising from it. In dong so, we sketch causal diagrams to depict functional changes of local educational authority, based on before and after comparison, and attempt to derive policy intervention points to minimize unforseen reactions from the stake-holders concerned. These diagrams make it possible for educational policy-makers to capture the feedback, stocks and flows, time delays, and non-linearities they identify, although they have some limitations. This paper concludes that newly-designed functions and structures for local educational authority may be accepted by the stake-holders including teachers and unions, only if complex systems surrounding functional changes regarding local educational authority can be clearly understood and relevant policy measures can be effectively taken before the functional changes happen.

• Journal of Information Technology Applications and Management
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• v.13 no.4
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• pp.89-107
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• 2006

With the increased importance of groupware in organizations, groupware acceptance is regarded as an important outcome in the efforts of firms to leverage the potential of this information technology in their business activities and strategies. Despite significant investments in groupware, considerable diversity exists in how well firms have been able to implement groupware and leverage the business value of groupware. This study identifies important factors influencing user acceptance of groupware by extending TAM(Technology Acceptance Model) which includes perceived control, intrinsic motivation, and concentration as well as perceived ease of use and perceived usefulness from original TAM. The proposed model is tested in an organization among 104 employees using previous research measurements. According to the findings from the study, the usage intention of groupware can be explained by intrinsic motivation, perceived control, perceived ease of use, and Perceived usefulness. However, it fails to explain the effect of concentration on the intention.

• The Korean Journal of Applied Statistics
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• v.25 no.6
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• pp.889-896
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• 2012

In this paper, we propose a statistic to measure investor sentiment. It is a usual phenomenon that an asymmetric volatility (referred to as the leverage effect) is observed in financial time series and is more sensitive to bad news rather than good news. In a bubble state, investors tend to continuously speculate on financial instruments because of optimism about the future; subsequently, prices tend to abnormally increase for a long time. Estimators of the transformation parameter and the skewness based on Yeo-Johnson transformed GARCH models are employed to check whether a bubble or abnormality exist. We verify the appropriacy of the proposed interpretation through analyses of KOSPI and NIKKEI.