• The Korean Journal of Applied Statistics
• /
• v.23 no.4
• /
• pp.651-668
• /
• 2010

Various estimators of two risk measures of a specific financial portfolio, Value-at-Risk and Expected Shortfall, are compared for each case of 1-day and 10-day horizons. We use the Korea Composite Stock Price Index data of 20-year period including the year 2008 of the global financial crisis. Indexes of five foreign stock markets are also used for the empirical comparison study. The estimator considering both the heavy tail of loss distribution and the conditional heteroscedasticity of time series is of main concern, while other standard and new estimators are considered too. We investigate which estimator is best for the Korean stock market and which one shows the best overall performance.

• Research in Community and Public Health Nursing
• /
• v.25 no.4
• /
• pp.259-269
• /
• 2014

Purpose: The purpose of this study was to examine dry eye syndrome and ocular fatigue according to the status of contact lens wearing and management among female university students. Methods: The subjects were 195 female university students wearing contact lenses. Ocular Surface Disease Index (OSDI) and Virtual Reality Symptom Questionnaire (VRSQ) were used to determine the level of dry eye syndrome and ocular fatigue. The SPSS/WIN 21.0 program was used for analysis of data. Results: Significant differences in the level of dry eye syndrome were observed according to the period of case solution change (F=3.36, p=.037) and the reasons for the change of lens (F=4.56, p=.004). In ocular fatigue, significant differences were observed according to the price of lens (F=3.53, p=.031), rinse in storing lens in a case (t=-2.57, p=.011), and learning about contact lens (t=-2.01, p=.046). A significant positive correlation was observed between dry eye syndrome and ocular fatigue in the subjects. Conclusion: The results of this study show that some subjects have problems in wearing and management of contact lenses. Therefore, an education program related to contact lenses should be provided to contact lens wearers to improve the status of wearing and management of contact lenses.

• Korean Journal of Human Ecology
• /
• v.16 no.2
• /
• pp.443-454
• /
• 2007

Survey questionnaires were conducted on housewives under 60 who had bought an apartment in Daegu. The data used in this study is collected Dalseo-Gu, Soosung-Gu and Buk-Gu by means of cluster sampling and from those chosen samples I use convenience sampling. The data were analyzed by SPSS WIN 10.0 program. The purpose of this study is to examine housing characteristics and apartment choice as a social class closely in order to improve value of apartment and to provide housing plan of apartment supply which is distinguished by a social class and moreover, to achieve efficient marketing strategy according to a recent recognition that housing is a kind of commodities. Objective and subjective measure of value are used to classify a social class. Objective measure of value includes scale apartment, a form of possession, a price of apartment, an occupation of husband, family income and academic background and subjective measure of value includes the standard of living out of people's own head. These measure of value are classified by giving consequence to each item with reference to ISC (index of status characteristics) of Wanner. There is a difference of housing characteristics and apartment choice as a social class as a consequence of this study. Therefore, this study suggests repeatedly that it should need not standardized housing supply but apartment supply of diverse demand desire because there is a difference of housing characteristics and apartment choice as a social class.

• Journal of the Korean Society for Aviation and Aeronautics
• /
• v.26 no.3
• /
• pp.9-22
• /
• 2018

Korea meteorological administration(KMA) has started to levy air meteorological service charge on both national and foreign carriers since 2005. The charge has grown on 2010 and 2014 twice. However, KMA has still kept asking airlines to agree with another increase in the charge due to the low cost of goods recovery ratio of 7%. The air meteorological charge has changed from 2,210 KRW at the beginning to 11,400 KRW as of June 2018. According to ARIMA intervention time series analysis, it was proven national carriers would make a payment of 831 million KRW 2018 and 1,024 million KRW 2019, showing 186.2% and 123.2% increase compared to last year respectively. The total amount of charge for both national LCC and foreign airlines was aggregated up to 1,952 million KRW 2019, 227% bigger than the charge paid at 2017. Considering the 50% increase of consumer price index last decade, the increased charge would impair the global competitiveness of national carriers. It could be suggested that current air meteorological charge scheme be improved to apply overseas trend and for national carriers to have a competitive advantage in global aviation market.

• THE INTERNATIONAL COMMERCE & LAW REVIEW
• /
• v.30
• /
• pp.145-174
• /
• 2006

An anti-dumping has become the trade policy of choice for developing countries as well as advanced countries, hence it is the impending issue to the export-oriented countries including Korea. After colligating the analysis on the trade and industrial policy between Korea and China as well as the analysis on the preceding research, the main reasons of anti-dumping were selected as followings; an unemployment rate, real GDP growth rate and consumer price increase as internal factors, and trade balance, regional coefficient and trade specification index as external factors. Then, the research on how the above seven variable factors can affect the number of anti-dumping measures was accomplished. For the empirical analysis, the above information was used after reorganizing them by on the quarterly basis. Through the use of the correlation analysis, backward elimination of multiple regression analysis model and time-series analysis, it has appeared that the unemployment rate appeared to be the most important factors of anti-dumping measures in addition to the increase rate of trade balance. The variable such as the unemployment rate is uncontrollable for us, so it is appropriate to establish and operate an preemptive monitoring system based on the increasing rate of the amount of export and increasing rate of trade surplus.

• Asian Journal of Business Environment
• /
• v.10 no.2
• /
• pp.33-41
• /
• 2020

Purpose: This study assesses the marketing practices and value-added fish products under the Coral Reef Rehabilitation and Management Program (COREMAP) in East Indonesia. Research design, data and methodology: This study gathered qualitative and quantitative data through i) focus group discussions (FGD) with fishers, traders and COREMAP officers, ii) surveys and iii) interviews with fishermen and traders. This study surveyed 714 households (365 in COREMAP and 349 in non-COREMAP) and 33 traders (17 in COREMAP and 16 in non-COREMAP) using structured questionnaires between January and March 2016. This study used Shepherd's Index to estimate the marketing efficiency for each stage of the marketing channel. For value-added fish products, the value is determined by the difference between processed output and the raw product used. Results: Marketing cost in the non-COREMAP area was more efficient than in COREMAP as indicated by lower operational cost and higher selling price. However, no value-added fish products were produced in the non-COREMAP area. This study noted a lower catch in COREMAP area, which implies COREMAP program successfully reduced fishing pressure. Conclusions: This study identified poor infrastructure and the limited market as the major problems in developing value-added fish products in both COREMAP and non-COREMAP area.

• Journal of Construction Engineering and Project Management
• /
• v.6 no.3
• /
• pp.1-7
• /
• 2016

The purpose of this paper is to develop a model for selecting the best contractor in the Gaza Strip using the Artificial Neural Network (ANN). The contractor's selection methods and criteria were identified using a field survey. Fifty four engineers were asked to fill a questionnaire that covers factors related to the selection criteria of contractors practiced in Gaza Strip. The results shows that the dominant part of respondents (91%) confirmed that the current awarding method "the lowest bid price" is considered one of the major problems of the construction sector, "award the bid to the highest weight after combination of the technical and financial scores" represented 50% of the respondents. The criteria weights were determined based on Relative Importance Index (RII. Ninety-one tenders(13 projects) were used to train and test the ANN model after re-evaluating the contractors depend on the weights of factors to select the best contractor who achieves the highest score. Neurosolution software was used to train the models. The results of the trained models indicated that neural network reasonably succeeded in selection the best contractor with 95.96% accuracy. The performed sensitivity analysis showed that the profitability and capital of company are the most influential parameters in selection contractors. This model gives chance to the owner to be more accurate in selecting the most appropriate contractor.

• Water Engineering Research
• /
• v.6 no.1
• /
• pp.31-38
• /
• 2005

Groundwater recharge is defined in an addition of water to groundwater reservoir. Recently, many people have been moving to the Edwards aquifer and urban and agricultural industry have been expending. Hydrologists and water planning managers concern about insufficient groundwater amounts and irrigation water price variability. In this paper, I focus on estimates of local recharge volumes and quantify preferential flow through GIS technique. Chloride Mass Balance (CMB) and hydrochemical components have been widely applied to recharge rate and evaluate flow paths. The CMB method is based on relationship between wet-dry chloride deposition data and Rainfall data. These data are manipulated using ArcGIS. Especially, hydrochemical concentration distribution is good index for groundwater residence times or flow paths such as $[Mg^{2+}]/[Ca^{2+}],[Cl]$ and log$([Ca^{2+}]+[Mg^{2+}])/[Na^+]$. Well information such as hydrological-hydrochemical data are imported into ArcGIS and manipulated by interpolation techniques. For each potentiometric surface and water quality, point data are converted to spatial data through each Kriging and Inverse Distance Weighted (IDW) techniques.

• The Journal of Information Systems
• /
• v.29 no.3
• /
• pp.119-144
• /
• 2020

Purpose Real estate usually takes charge of the highest proportion of physical properties which individual, organizations, and government hold and instability of real estate market affects the economic condition seriously for each economic subject. Consequently, practices for predicting the real estate market have attention for various reasons, such as financial investment, administrative convenience, and wealth management. Additionally, development of machine learning algorithms and computing hardware enhances the expectation for more precise and useful prediction models in real estate market. Design/methodology/approach In response to the demand, this paper aims to provide a framework for forecasting the real estate market with machine learning algorithms. The framework consists of demonstrating the prediction efficiency of each machine learning algorithm, interpreting the interior feature effects of prediction model with a state-of-art algorithm, LIME(Local Interpretable Model-agnostic Explanation), and comparing the results in different cities. Findings This research could not only enhance the academic base for information system and real estate fields, but also resolve information asymmetry on real estate market among economic subjects. This research revealed that macroeconomic indicators, real estate-related indicators, and Google Trends search indexes can predict real-estate prices quite well.

• Journal of the East Asian Society of Dietary Life
• /
• v.27 no.2
• /
• pp.104-113
• /
• 2017

The purpose of this study was to analyze and consumption patterns diet/low-calorie food. Ubjects were 353 adult women aged 20s~50s. Ubjects were divided into three groups according to body mass index (BMI): Normal group (BMI>23.0), overweight group (23.0${\leq}$BMI<25.0), and obesity group (BMI${\geq}$25.0). This study collected all information by self-administrated questionnaires. The SPSS version 21.0 was used for analysis of data. The obesity group lower education level (p<0.001), higher age (p<0.001) and higher income (p<0.001) than normal group. However, score of health status was highest in normal group (p<0.001). Proportion of obesity group pill type diet/low-calorie (p<0.034), drug (diuretic, appetite suppressant and riental medicine) (p<0.001), and cosmetic surgery (p<0.001). The main reason for consumption of diet/low-calorie was control without starving (28.0%). Obese group emphasized manufacturer, ingredient and reputation, whereas the normal group emphasized price and expected effectiveness (p<0.001).