• Title/Summary/Keyword: risk index model

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Estimation of Volatility of Korea Stock Price Index Using Winbugs (Winbugs를 이용한 우리나라 주가지수의 변동성에 대한 추정)

  • Kim, Hyoung Min;Chang, In Hong;Lee, Seung Woo
    • Journal of Integrative Natural Science
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    • v.4 no.2
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    • pp.121-129
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    • 2011
  • The purpose of this paper is to estimate the fluctuation of an earning rate and risk management using the price index of Korea stocks. After an observation of conception of fluctuation, we can show volatility clustering and fluctuation phenomenon in the Korea stock price index using GARCH model with heteroscedasticity. In addition, the effects of fluctuation on the time-series was evaluated, which showed the heteroscedasticity. MCMC method and Winbugs as Bayesian computation were used for analysis.

Association between Glycemic Index, Glycemic Load, Dietary Carbohydrates and Diabetes from Korean National Health and Nutrition Examination Survey 2005 (2005 국민건강영양조사 자료 분석을 통한 한국 성인 남녀의 식이 중 Glycemic Index, Glycemic Load 및 탄수화물 섭취 수준과 당뇨 발병과의 관련성 연구)

  • Kim, Eun-Kyung;Lee, Jung-Sug;Hong, Hee-Ok;Yu, Choon-Hie
    • Journal of Nutrition and Health
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    • v.42 no.7
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    • pp.622-630
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    • 2009
  • The purpose of this study was to establish an association between glycemic index (GI), glycemic load (GL), dietary carbohydrates and diabetes with the context of the current population dietary practice in Korea. The subjects of 3,389 adults (male 1,430, female 1,959) were divided into normal (serum fasting glucose < 100 mg/dL), impaired glucose tolerance (100 ${\leq}$ serum fasting glucose < 126 mg/dL), diabetes (serum fasting glucose > 126 mg/dL) by serum fasting glucose. Anthropometric and hematologic factors, and nutrient intakes, dietary glycemic index (DGI), dietary glycemic load (DGL) were assessed. Multiple logistic regression model was used to determine the odds ratios (ORs) and 95% confidence intervals for relationship of DGI, DGL, carbohydrates intakes, and diabetes. DGI and DGL were not significantly correlated with impaired glucose tolerance and diabetes. However, the risk of impaired glucose tolerance and diabetes showed a tendency to increase as increase of DGI after multivariate adjustment (age, education, income, region area, diabetes family history, smoking, drinking, exercise, energy intake) in male. The risk of impaired glucose tolerance and diabetes showed a tendency to increase in the DGI 71.1-74.8 after multivariate adjustment in female. DGL was inversely related to impaired glucose tolerance and diabetes in male. In female, however, DGL was positively related to impaired glucose tolerance and diabetes. In particular, the risk of diabetes increased positively in level of DGL 260.5, and remained after multivariate adjustment (Q5 vs Q1:2.38, 0.87-6.48). When percent energy intakes from carbohydrates were more than 70%, the risk of impaired glucose tolerance and diabetes increased in both male and female. In particular, when percent energy intakes from carbohydrates were more than 69.9%, the risk of diabetes increased positively in male (Q4 vs Q1:2.34, 1.16-4.17). In conclusion, above 70% energy intakes from carbohydrates appeared to be a risk factor of diabetes. It seemed that the meal with high GI and GL value must be avoided it. And also, the macronutrients of the meal must be properly balanced. In particular, it may be said that it is a preventive way for treatment of the diabetes to avoid eating carbohydrates of much quantity.

Targetoid Primary Liver Malignancy in Chronic Liver Disease: Prediction of Postoperative Survival Using Preoperative MRI Findings and Clinical Factors

  • So Hyun Park;Subin Heo;Bohyun Kim;Jungbok Lee;Ho Joong Choi;Pil Soo Sung;Joon-Il Choi
    • Korean Journal of Radiology
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    • v.24 no.3
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    • pp.190-203
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    • 2023
  • Objective: We aimed to assess and validate the radiologic and clinical factors that were associated with recurrence and survival after curative surgery for heterogeneous targetoid primary liver malignancies in patients with chronic liver disease and to develop scoring systems for risk stratification. Materials and Methods: This multicenter retrospective study included 197 consecutive patients with chronic liver disease who had a single targetoid primary liver malignancy (142 hepatocellular carcinomas, 37 cholangiocarcinomas, 17 combined hepatocellular carcinoma-cholangiocarcinomas, and one neuroendocrine carcinoma) identified on preoperative gadoxetic acid-enhanced MRI and subsequently surgically removed between 2010 and 2017. Of these, 120 patients constituted the development cohort, and 77 patients from separate institution served as an external validation cohort. Factors associated with recurrence-free survival (RFS) and overall survival (OS) were identified using a Cox proportional hazards analysis, and risk scores were developed. The discriminatory power of the risk scores in the external validation cohort was evaluated using the Harrell C-index. The Kaplan-Meier curves were used to estimate RFS and OS for the different risk-score groups. Results: In RFS model 1, which eliminated features exclusively accessible on the hepatobiliary phase (HBP), tumor size of 2-5 cm or > 5 cm, and thin-rim arterial phase hyperenhancement (APHE) were included. In RFS model 2, tumors with a size of > 5 cm, tumor in vein (TIV), and HBP hypointense nodules without APHE were included. The OS model included a tumor size of > 5 cm, thin-rim APHE, TIV, and tumor vascular involvement other than TIV. The risk scores of the models showed good discriminatory performance in the external validation set (C-index, 0.62-0.76). The scoring system categorized the patients into three risk groups: favorable, intermediate, and poor, each with a distinct survival outcome (all log-rank p < 0.05). Conclusion: Risk scores based on rim arterial enhancement pattern, tumor size, HBP findings, and radiologic vascular invasion status may help predict postoperative RFS and OS in patients with targetoid primary liver malignancies.

Time-varying Co-movements and Contagion Effects in Asian Sovereign CDS Markets

  • Cho, Daehyoung;Choi, Kyongwook
    • East Asian Economic Review
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    • v.19 no.4
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    • pp.357-379
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    • 2015
  • We investigate interconnectedness and the contagion effect of default risk in Asian sovereign CDS markets since the global financial crisis. Using dynamic conditional correlation analysis, we find that there are significant co-movements in Asian sovereign CDS markets; that such co-movements tend to be larger between developing countries than between developed and developing countries; and that in the co-movements intra-regional nature is stronger than inter-regional nature. With the Spillover Index model, we measure contagion probabilities of sovereign default risk in CDS markets of seven Asian countries and find evidence of contagion effects among six of them; Japan is the exception. In addition, we find that these six countries are affected more by cross-market spillovers than by their own-market spillovers. Furthermore, a rolling-sample analysis reveals that contagion in the Asian sovereign CDS markets expands during episodes of extreme economic and financial distress, such as the Lehman Brothers bankruptcy, the European financial crisis, and the US-credit downgrade.

Enhancing Small-Scale Construction Sites Safety through a Risk-Based Safety Perception Model (소규모 건설현장의 위험성평가를 통한 안전인지 모델 연구)

  • Kim, Han-Eol;Lim, Hyoung-Chul
    • Journal of the Korea Institute of Building Construction
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    • v.24 no.1
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    • pp.97-108
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    • 2024
  • This research delves into the escalating concerns of accidents and fatalities in the construction industry over the recent five-year period, focusing on the development of a Safety Perception Model to augment safety measures. Given the rising percentage of elderly workers and the concurrent drop in productivity within the sector, there is a pronounced need for leveraging Fourth Industrial Revolution technologies to bolster safety protocols. The study comprises an in-depth analysis of statistical data regarding construction-related fatalities, aiming to shed light on prevailing safety challenges. Central to this investigation is the formulation of a Safety Perception Model tailored for small-scale construction projects. This model facilitates the quantification of safety risks by evaluating safety grades across construction sites. Utilizing the DWM1000 module, among an array of wireless communication technologies, the model enables the real-time tracking of worker locations and the assessment of safety levels on-site. Furthermore, the deployment of a safety management system allows for the evaluation of risk levels associated with individual workers. Aggregating these data points, the Safety Climate Index(SCLI) is calculated to depict the daily, weekly, and monthly safety climate of the site, thereby offering insights into the effectiveness of implemented safety measures and identifying areas for continuous improvement. This study is anticipated to significantly contribute to the systematic enhancement of safety and the prevention of accidents on construction sites, fostering an environment of improved productivity and strengthened safety culture through the application of the Safety Perception Model.

Risk of Cancer Mortality according to the Metabolic Health Status and Degree of Obesity

  • Oh, Chang-Mo;Jun, Jae Kwan;Suh, Mina
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.22
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    • pp.10027-10031
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    • 2014
  • Background: We investigated the risk of cancer mortality according to obesity status and metabolic health status using sampled cohort data from the National Health Insurance system. Materials and Methods: Data on body mass index and fasting blood glucose in the sampled cohort database (n=363,881) were used to estimate risk of cancer mortality. Data were analyzed using a Cox proportional hazard model (Model 1 was adjusted for age, sex, systolic blood pressure, diastolic blood pressure, total cholesterol level and urinary protein; Model 2 was adjusted for Model 1 plus smoking status, alcohol intake and physical activity). Results: According to the obesity status, the mean hazard ratios were 0.82 [95% confidence interval (CI), 0.75-0.89] and 0.79 (95% CI, 0.72-0.85) for the overweight and obese groups, respectively, compared with the normal weight group. According to the metabolic health status, the mean hazard ratio was 1.26 (95% CI, 1.14-1.40) for the metabolically unhealthy group compared with the metabolically healthy group. The interaction between obesity status and metabolic health status on the risk of cancer mortality was not statistically significant (p=0.31). Conclusions: We found that the risk of cancer mortality decreased according to the obesity status and increased according to the metabolic health status. Given the rise in the rate of metabolic dysfunction, the mortality from cancer is also likely to rise. Treatment strategies targeting metabolic dysfunction may lead to reductions in the risk of death from cancer.

Landslide Risk Assessment of Cropland and Man-made Infrastructures using Bayesian Predictive Model (베이지안 예측모델을 활용한 농업 및 인공 인프라의 산사태 재해 위험 평가)

  • Al, Mamun;Jang, Dong-Ho
    • Journal of The Geomorphological Association of Korea
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    • v.27 no.3
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    • pp.87-103
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    • 2020
  • The purpose of this study is to evaluate the risk of cropland and man-made infrastructures in a landslide-prone area using a GIS-based method. To achieve this goal, a landslide inventory map was prepared based on aerial photograph analysis as well as field observations. A total of 550 landslides have been counted in the entire study area. For model analysis and validation, extracted landslides were randomly selected and divided into two groups. The landslide causative factors such as slope, aspect, curvature, topographic wetness index, elevation, forest type, forest crown density, geology, land-use, soil drainage, and soil texture were used in the analysis. Moreover, to identify the correlation between landslides and causative factors, pixels were divided into several classes and frequency ratio was also extracted. A landslide susceptibility map was constructed using a bayesian predictive model (BPM) based on the entire events. In the cross validation process, the landslide susceptibility map as well as observation data were plotted with a receiver operating characteristic (ROC) curve then the area under the curve (AUC) was calculated and tried to extract a success rate curve. The results showed that, the BPM produced 85.8% accuracy. We believed that the model was acceptable for the landslide susceptibility analysis of the study area. In addition, for risk assessment, monetary value (local) and vulnerability scale were added for each social thematic data layers, which were then converted into US dollar considering landslide occurrence time. Moreover, the total number of the study area pixels and predictive landslide affected pixels were considered for making a probability table. Matching with the affected number, 5,000 landslide pixels were assumed to run for final calculation. Based on the result, cropland showed the estimated total risk as US $ 35.4 million and man-made infrastructure risk amounted to US $ 39.3 million.

Prevalence and Risk Factors of Dementia in the Community Elderly (지역사회 노인 치매 유병율과 위험인자)

  • Park, Nam-Hee;Lee, Youn-Mee;E, Lu-Rie
    • Research in Community and Public Health Nursing
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    • v.19 no.1
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    • pp.36-45
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    • 2008
  • Purpose: This study was to estimate the prevalence of dementia in order to estimate the associations of dementia with its risk factors in the community elderly. Methods: The multistage random cluster sampling method was used to select the subjects. The response rate was 94.3%. For the 1st stage screening survey, the Korean-version Mini-Mental State Examination (K-MMSE) and the Bathel Index of activities of daily living (ADL) and instrumental activities of daily living (IADL) were used as primary screening tools. At the 2nd stage. diagnoses were confirmed according to the Clinical Dementia Rating Scale (CBR) and Computer Tomogram (CT). Results: Age-sex adjusted prevalence (%) [95% CI] of dementia was 6.25% [4.47-7.83] (male 4.21% [2.40-6.02]; female 8.28% [5.71-10.85]). Four statistically significant risk factors of the dementia were identified: age 70-74 (OR=1.367), age 75-79 (OR=1.712), age 80-84 (OR=2.465), age 85 over (OR=7.363) illiteracy (OR=3.827); unconsciousness after head injury (OR=3.383), and no exercise (OR=2.188). Hosmer and Lemeshow goodness-of-fit index of dementia risk model was E (legit of dementia)= -4.337+$0.312^*Age(70{\sim}74)+0.538^*Age(75{\sim}79)+0.902^*Age(80{\sim}84)+1.996^*Age$(85over)+$1.342^*$Illiteracy+$1.219^*$Unconsciousness after head trauma+$0.783^*$No exercise. We confirmed that the overall prevalence of dementia in adults aged 65 and older was 94.3%. The risk factors of dementia were explained by age, illiteracy unconsciousness after head trauma and no exercise. Conclusion: These data have been used to estimate the incidence of dementia in elderly community population and to manage the possible role of risk factors as predictors of dementia.

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Development of a Baseline Setting Model Based on Time Series Structural Changes for Priority Assessment in the Korea Risk Information Surveillance System (K-RISS) (식·의약 위해 감시체계(K-RISS)의 우선순위 평가를 위한 시계열 구조변화 기반 기준선 설정 모델 개발)

  • Hyun Joung Jin;Seong-yoon Heo;Hunjoo Lee;Boyoun Jang
    • Journal of Environmental Health Sciences
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    • v.50 no.2
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    • pp.125-137
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    • 2024
  • Background: The Korea Risk Information Surveillance System (K-RISS) was developed to enable the early detection of food and drug safety-related issues. Its goal is to deliver real-time risk indicators generated from ongoing food and drug risk monitoring. However, the existing K-RISS system suffers under several limitations. Objectives: This study aims to augment K-RISS with more detailed indicators and establish a severity standard that takes into account structural changes in the daily time series of K-RISS values. Methods: First, a Delphi survey was conducted to derive the required weights. Second, a control chart, commonly used in statistical process controls, was utilized to detect outliers and establish caution, attention, and serious levels for K-RISS values. Furthermore, Bai and Perron's method was employed to determine structural changes in K-RISS time series. Results: The study incorporated 'closeness to life' and 'sustainability' indicators into K-RISS. It obtained the necessary weights through a survey of experts for integrating variables, combining indicators by data source, and aggregating sub K-RISS values. We defined caution, attention, and serious levels for both average and maximum values of daily K-RISS. Furthermore, when structural changes were detected, leading to significant variations in daily K-RISS values according to different periods, the study systematically verified these changes and derived respective severity levels for each period. Conclusions: This study enhances the existing K-RISS system and introduces more advanced indicators. K-RISS is now more comprehensively equipped to serve as a risk warning index. The study has paved the way for an objective determination of whether the food safety risk index surpasses predefined thresholds through the application of severity levels.

Clinical Phenotype of a First Unprovoked Acute Pulmonary Embolism Associated with Antiphospholipid Antibody Syndrome

  • Na, Yong Sub;Jang, Seongsoo;Hong, Seokchan;Oh, Yeon Mok;Lee, Sang Do;Lee, Jae Seung
    • Tuberculosis and Respiratory Diseases
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    • v.82 no.1
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    • pp.53-61
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    • 2019
  • Background: Antiphospholipid antibody syndrome (APS), an important cause of acquired thrombophilia, is diagnosed when vascular thrombosis or pregnancy morbidity occurs with persistently positive antiphospholipid antibodies (aPL). APS is a risk factor for unprovoked recurrence of pulmonary embolism (PE). Performing laboratory testing for aPL after a first unprovoked acute PE is controversial. We investigated if a specific phenotype existed in patients with unprovoked with acute PE, suggesting the need to evaluate them for APS. Methods: We retrospectively reviewed patients with PE and APS (n=24) and those with unprovoked PE with aPL negative (n=44), evaluated 2006-2016 at the Asan Medical Center. We compared patient demographics, clinical manifestations, laboratory findings, and radiological findings between the groups. Results: On multivariate logistic regression analysis, two models of independent risk factors for APS-PE were suggested. Model I included hemoptysis (odds ratio [OR], 12.897; 95% confidence interval [CI], 1.025-162.343), low PE severity index (OR, 0.948; 95% CI, 0.917-0.979), and activated partial thromboplastin time (aPTT; OR, 1.166; 95% CI, 1.040-1.307). Model II included age (OR, 0.930; 95% CI, 0.893-0.969) and aPTT (OR, 1.104; 95% CI, 1.000-1.217). Conclusion: We conclude that patients with first unprovoked PE with hemoptysis and are age <40; have a low pulmonary embolism severity index, especially in risk class I-II; and/or prolonged aPTT (above 75th percentile of the reference interval), should be suspected of having APS, and undergo laboratory testing for aPL.