• Title/Summary/Keyword: signed measure

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Signed Hellinger measure for directional association (연관성 방향을 고려한 부호 헬링거 측도의 제안)

  • Park, Hee Chang
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.353-362
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    • 2016
  • By Wikipedia, data mining is the process of discovering patterns in a big data set involving methods at the intersection of association rule, decision tree, clustering, artificial intelligence, machine learning. and database systems. Association rule is a method for discovering interesting relations between items in large transactions by interestingness measures. Association rule interestingness measures play a major role within a knowledge discovery process in databases, and have been developed by many researchers. Among them, the Hellinger measure is a good association threshold considering the information content and the generality of a rule. But it has the drawback that it can not determine the direction of the association. In this paper we proposed a signed Hellinger measure to be able to interpret operationally, and we checked three conditions of association threshold. Furthermore, we investigated some aspects through a few examples. The results showed that the signed Hellinger measure was better than the Hellinger measure because the signed one was able to estimate the right direction of association.

CONSISTENCY AND GENERAL TRUNCATED MOMENT PROBLEMS

  • Yoo, Seonguk
    • Journal of the Chungcheong Mathematical Society
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    • v.31 no.4
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    • pp.487-509
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    • 2018
  • The Truncated Moment Problem (TMP) entails finding a positive Borel measure to represent all moments in a finite sequence as an integral; once the sequence admits one or more such measures, it is known that at least one of the measures must be finitely atomic with positive densities (equivalently, a linear combination of Dirac point masses with positive coefficients). On the contrary, there are more general moment problems for which we aim to find a "signed" measure to represent a sequence; that is, the measure may have some negative densities. This type of problem is referred to as the General Truncated Moment Problem (GTMP). The Jordan Decomposition Theorem states that any (signed) measure can be written as a difference of two positive measures, and hence, in the view of this theorem, we are able to apply results for TMP to study GTMP. In this note we observe differences between TMP and GTMP; for example, we cannot have an analogous to the Flat Extension Theorem for GTMP. We then present concrete solutions to lower-degree problems.

FRACTIONAL DIFFERENTIAL EQUATIONS WITH NONLOCAL BOUNDARY CONDITIONS

  • Soenjaya, Agus L.
    • Communications of the Korean Mathematical Society
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    • v.37 no.2
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    • pp.497-502
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    • 2022
  • Existence and uniqueness for fractional differential equations satisfying a general nonlocal initial or boundary condition are proven by means of Schauder's fixed point theorem. The nonlocal condition is given as an integral with respect to a signed measure, and includes the standard initial value condition and multi-point boundary value condition.

ASYMPTOTIC OPTION PRICING UNDER A PURE JUMP PROCESS

  • Song, Seong-Joo
    • Journal of the Korean Statistical Society
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    • v.36 no.2
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    • pp.237-256
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    • 2007
  • This paper studies the problem of option pricing in an incomplete market. The market incompleteness comes from the discontinuity of the underlying asset price process which is, in particular, assumed to be a compound Poisson process. To find a reasonable price for a European contingent claim, we first find the unique minimal martingale measure and get a price by taking an expectation of the payoff under this measure. To get a closed-form price, we use an asymptotic expansion. In case where the minimal martingale measure is a signed measure, we use a sequence of martingale measures (probability measures) that converges to the equivalent martingale measure in the limit to compute the price. Again, we get a closed form of asymptotic option price. It is the Black-Scholes price and a correction term, when the distribution of the return process has nonzero skewness up to the first order.

Sobolev orthogonal polynomials and second order differential equation II

  • Kwon, K.H.;Lee, D.W.;Littlejohn, L.L.
    • Bulletin of the Korean Mathematical Society
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    • v.33 no.1
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    • pp.135-170
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    • 1996
  • Recently many people have studied the Sobolev orthogonal polynomials, that is, polynomials which are orthogonal relative to a symmetric bilinear form $\phi(\cdot,\cdot)$ defined by $$ (1.1) $\phi(p,q) := (p,q)_N = \sum_{k=0}^{N} \int_{R}p^(k) (x)q^(k) (x) d\mu_k, $$ where each $d\mu_k$ is a signed Borel measure on the real line $R$ with finite moments of all orders. For the brief history on this subject, we refer to the survey article Ronveaux [13] and Marcellan and et al [10].

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Production Efficiency Analysis of Offshore and Coastal Fisheries Considering Greenhouse Gas (온실가스를 고려한 연근해어업의 생산효율성 분석)

  • Jeon, Yonghan;Nam, Jongoh
    • Environmental and Resource Economics Review
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    • v.30 no.1
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    • pp.79-105
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    • 2021
  • In the circumstance of standing out the climate change issue, the purpose of this study is to compare the efficiency of offshore and coastal fisheries according to whether or not greenhouse gas (GHG) emissions are considered, and then to present policy alternatives based on the analysis results. For analysis, the traditional data envelopment analysis (DEA), the slacks-based measure (SBM) and the SBM-undesirable models were used, and robust analysis of variance (ANOVA) and Wilcoxon Signed-rank tests were performed. As a result, the study showed that the average efficiency of fisheries decreased as the traditional DEA extended to the SBM model considering the slack and the SBM-undesirable model including the GHG emissions. Specifically, the average efficiency of the traditional DEA model, SBM model, and SBM-undesirable model was analyzed as 0.7350, 0.5820 and 0.4976 respectively. In addition, the results of the robust ANOVA and Wilcoxon Signed-rank tests all showed that there are statistically significant differences in efficiency between offshore and coastal fisheries as well as among traditional DEA, SBM and SBM-undesirable models. As a policy alternative to the analysis, it was suggested that to improve the efficiency of coastal and offshore fisheries, it is necessary to actively implement the new fishing vessel project and develop smart and electric hybrid fishing vessels.

An Empirical Study on the Evaluation of Chile Goods After Korea-Chile FTA is Signed (한.칠레 FTA 체결 후 칠레제품 평가에 관한 실증적 연구)

  • Lee, Je-Hong
    • International Commerce and Information Review
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    • v.13 no.3
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    • pp.97-118
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    • 2011
  • The Korea-Chile FTA talks began in December 1999 and concluded in October 2002, with official endorsement in April 2004. This FTA of a first for Korea, went into effect on April 1 in 2004. The purpose of this study to measure the Chile product evaluation in the Korean consumer after Korea-Chile FTA signed. The major result of article can be summarized as the follows: This paper investigates the determinants of 'product attitude', 'quality recognition', 'price recognition', 'use safety', 'use convenience', and 'design(appearance)'. There are 500 sended samples and 487 returns, 476 of them are analyzed for a entry competitiveness. In the analysis result of the article, The first, multiple regression result shows that the Chile goods evaluation are positively affected by the 'product attitude', 'price recognition', 'use safety', 'use convenience', and 'design(appearance)'. However, The 'quality recognition' factor do not affect in Chile goods evaluation.

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A Study on the Model Development and Empirical Application for Predicting the Efficiency and Optimum Size of Investment in Domestic Seaports (국내항만투자의 효율성 및 적정 투자규모 예측을 위한 모형개발 및 실증적 적용에 관한 연구)

  • Park, Ro-Kyung
    • Journal of Korea Port Economic Association
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    • v.26 no.3
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    • pp.18-41
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    • 2010
  • The purpose of this paper is to show the empirical measurement way for predicting the seaport efficiency by using Super SBM(Slack-based Measure) with Wilcoxson signed-rank test under CRS(constant returns to scale) condition for 20 Korean ports during 11 years(1997-2007) for 3 inputs(port investment amount, birthing capacity, and cargo handling capacity) and 5 outputs(Export and Import Quantity, Number of Ship Calls, Port Revenue, Customer Satisfaction Point for Port Service and Container Cargo Throughput). The main empirical results of this paper are as follows. First, Super SBM model has well reflected the real data according to the Wilcoxon signed rank test, because p values have exceeded the significance level. Second,Super-SBM has shown about 87% of predicting ratio for the ports efficiency and the optimal size of investment in domestic seaport. The policy implication to the Korean seaports and planner is that Korean seaports should introduce the new methods like Super-SBM method with Wilcoxon signed rank test for predicting the efficiency of port performance and the optimal size of investment as indicated by Panayides et al.(2009, pp.203-204).

The Effect of the Elderly Exercise Program Using Elastic-band on the Depression and Physical Self-Efficacy of the Elderly (탄성밴드를 이용한 노인 운동프로그램이 노인의 우울과 신체적 자기효능감에 미치는 영향)

  • Kim, Seongyeol;Park, Wookwun
    • Journal of The Korean Society of Integrative Medicine
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    • v.7 no.4
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    • pp.53-59
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    • 2019
  • Purpose : The purpose of this study was to determine the influence of the elastic-band exercise program for elderly who over 65 years old in terms of depression and physical self efficacy. We aim to suggest interventions with an elastic-band exercise program for elderly. Methods : The study subjects selected were females or males 65 years old or more who could walk without assistance and could talk about daily living without mental or physical disorders. A total of eight subjects understood the purpose of this study and agreed to participate. Before and after the exercise program, the subjects were monitored for changes in their physical self-efficacy and depression. To measure the physical self-efficacy, we used a perceived physical ability scale and physical self-presentation confidence scale (Cronbach α =0.942). To measure depression, we used the geriatric depression scale short form (Korea version, Cronbach α =0.969). The data obtained from each measure were analyzed using the Wilcoxon signed rank test to determine changes from before and after the exercise program. The program consisted of three parts (warm-up, main exercise and cool-down) and included the upper extremities, the lower extremities and trunk exercises with an elastic band (yellow and red). The program lasted for 15 weeks, once a week, with each session lasting for 60 minutes. Results : After 15 weeks of the elastic-band exercise program, there was a significant decrease on the depression scale (p<0.05) and significant improvements on the physical self-efficacy scale (p<0.05). Conclusion : Based upon our results, we demonstrated that the exercise program using the elastic band was effective in improving the depression and physical self-efficacy of the elderly.