• 한국경영과학회지
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• 제42권1호
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• pp.53-63
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• 2017

Managing the quantitative measurement of the data control activities in enterprise wide is important to secure management of data governance. However, research on data governance is limited to concept definitions and components, and data governance research on evaluation models is lacking. In this study, we developed a model of quantitative assessment for data governance including the assessment area, evaluation index and evaluation matrix. We also, proposed a method of developing the model of quantitative assessment for data governance. For this purpose, we used previous studies and expert opinion analysis such as the Delphi technique, KJ method in this paper. This study contributes to literature by developing a quantitative evaluation model for data governance at the early stage of the study. This paper can be used for the base line data in objective evidence of performance in the companies and agencies of operating data governance.

• 한국콘텐츠학회논문지
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• 제20권5호
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• pp.118-127
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• 2020

본 연구는 최근 사회과학에서 실시되고 있는 양적 텍스트 분석의 흐름과 분석을 실시함에 있어 주의해야 할 사례를 포함하여 기술 하였다. 특히, 2017년부터 2019년까지 3년간 학술지와 언론에서 사용된 "이주", "이민" 키워드를 기반으로 사례연구를 실시하였다. 이를 위해 최근 사회과학분야에서 주목 받는 자연어 처리 기술(NLP)를 이용한 양적 텍스트 분석 (Quantitate text analysis)을 사용하였다. 양적 텍스트 분석은 문서를 구조적 데이터로 변환하여, 가설의 발견 및 검증을 실시하는 데이터 과학의 영역으로, 데이터의 모델링 및 가시화 등이 가능하고, 특히 비구조화 된 데이터를 구조화할 수 있다는 점에서 사회과학 분야에 많이 도입하였다. 따라서 본 연구는 양적 텍스트 분석을 통해 "이주", "이민"을 키워드로 한 연구 및 언론 기사에 대한 통계 분석을 실시하고 도출된 결론에 대한 해석을 실시하였다.

• 대한산업공학회지
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• 제22권2호
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• pp.277-302
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• 1996

The overall performance of BISDN depends significantly on the interconnection network or the switch fabric. Hence, it is extremely important to evaluate the performance of the network or the fabric. The well developed performance models also provide insight into the factors that determine design tradeoffs as well as quantitative estimates of their importance. The objective of this paper is to investigate and critically compare all the developed performance analysis models of FPS according to internal switch fabric structure, traffic assumptions, performance measures, methodologies, etc. FPSs are described according to their internal fabric structure. Brief history of FPS performance analysis is mentioned and performance analysis modeling is discussed.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2004년도 추계학술대회 및 정기총회
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• pp.615-618
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• 2004

The previous quantitative bankruptcy prediction models cannot include time dimension. To overcome this limit, various dynamic models using survival analysis are developed recently. This paper emphasizes that the proportionality assumption must be adapted with caution when the Cox's proportional hazard model is used to explain bankruptcy. It is shown that a non-proportional hazard model including a change point model is a proper alternative, when the proportionality assumption is violated by the change of macroeconomic environment, such as the financial crisis in 1997.

• 대한약학회:학술대회논문집
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• 대한약학회 2003년도 Proceedings of the Convention of the Pharmaceutical Society of Korea Vol.2-2
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• pp.213.2-213.2
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• 2003

A simple analytical procedure using FT-NIR for the rapid determination of individual ingredients was evaluated. Direct measurements were made by reflection using a reflectance accessory, by transmittance using tablet accessory and turn table. FT-NIR spectral data were transformed to the first derivative. Partial Least Square Regression(PLSR) was applied to quantify near-infrared (NIR) spectra of 2 ingredients. These calibration models were cross-validated (leave-one-out approach). The prediction ability of the models was evaluated on ambroxol tablets and compared with the real values in manufacturing procedure. (omitted)

• Food Science and Biotechnology
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• 제17권3호
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• pp.501-507
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• 2008

The quantitative structure-activity relationships (QSAR) study of antioxidative anthocyanidins and their glycosides were evaluated using 4 different assays of Trolox equivalent antioxidant capacity (TEAC), superoxide radical ($O_2^{{\cdot}-}$), hydrogen peroxide ($H_2O_2$), and peroxynitrite radical ($ONOO^-$) scavenging with TSAR software. Four models were developed with significant predictive values ($r^2$ and p value), which indicated that the antioxidant activities were mainly governed by the 3-dimensional structural energy (torsional energy), constitutional properties (the number of hydroxyl and methyl groups), and electrostatic properties (heat of formation, and dipole, quadrupole, and octupole components). This QSAR approach could contribute to a better understanding of structural properties of anthocyanidins and their glycosides that are responsible for their antioxidant activities. It might also be useful in predicting the antioxidant activities of other anthocyanins.

• ETRI Journal
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• 제27권4호
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• pp.367-376
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• 2005

SQL/MDR is a metadata registry query language used to consistently exchange and share the data between distributed metadata registries. It is an extension of the international SQL and is familiar to most database builders and administrators. It provides many advantages such as simplicity of query language, ease of use, an independent description for distributed querying, low cost for adding new systems, simplicity of exchanging mechanism, and so on. The goal of this paper is to evaluate and show its merits quantitatively. To achieve this goal, we define simulation models to compare with an existing approach and then describe the evaluation results. In the quantitative evaluation results, the good points of SQL/MDR can be identified and known.

• 음성과학
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• 제1권
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• pp.137-152
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• 1997

The objectives of this paper are to see how the declination is realized in the different positions/lengths of the utterance, to see if the $F_0$ value throughout the utterance changes in a predictable way, and if so, to find out the best quantitative model which fits the declination. The experiment results are as follows. First, the peak value over the utterance can be affected by the position of the peak and length of the utterance. Second, the choice of quantitative models is dependent on the different list lengths. Third, in everyone's speech, there is a baseline (the lowest $F_0$ value a speaker can use), and the $F_0$ will not fall below the baseline. Forth, the peak $F_0$ of the last word in each list shows little variation in pitch value (target $F_0$) while the number of words in the list affects the starting $F_0$ values.

• Communications for Statistical Applications and Methods
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• 제25권6호
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• pp.605-618
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• 2018

Risk management has been a crucial part of the daily operations of the financial industry over the past two decades. Value at Risk (VaR), a quantitative measure introduced by JP Morgan in 1995, is the most popular and simplest quantitative measure of risk. VaR has been widely applied to the risk evaluation over all types of financial activities, including portfolio management and asset allocation. This paper uses the implementations of multivariate GARCH models and copula methods to illustrate the performance of a one-day-ahead VaR prediction modeling process for high-dimensional portfolios. Many factors, such as the interaction among included assets, are included in the modeling process. Additionally, empirical data analyses and backtesting results are demonstrated through a rolling analysis, which help capture the instability of parameter estimates. We find that our way of modeling is relatively robust and flexible.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제27권3호
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• pp.180-193
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• 2023

Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.