• The Korean Journal of Applied Statistics
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• v.35 no.2
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• pp.229-250
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• 2022

Since the publication of Markowitz's (1952) mean-variance portfolio model, research on portfolio optimization has been conducted in many fields. The existing mean-variance portfolio model forms a nonlinear convex problem. Applying Dantzig's linear programming method, it was converted to a linear form, which can effectively reduce the algorithm computation time. In this paper, we proposed a Dantzig perturbation portfolio model that can reduce management costs and transaction costs by constructing a portfolio with stable and small (sparse) assets. The average return and risk were adjusted according to the purpose by applying a perturbation method in which a certain part is invested in the existing benchmark and the rest is invested in the assets proposed as a portfolio optimization model. For a covariance estimation, we proposed a Gaussian kernel weight covariance that considers time-dependent weights by reflecting time-series data characteristics. The performance of the proposed model was evaluated by comparing it with the benchmark portfolio with 5 real data sets. Empirical results show that the proposed portfolios provide higher expected returns or lower risks than the benchmark. Further, sparse and stable asset selection was obtained in the proposed portfolios.

• Journal of Environmental Impact Assessment
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• v.10 no.3
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• pp.211-221
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• 2001

Recognizing interaction between the environment and humans, the EIA(environmental impact assessment) movement has sought to promote more environmentally sound and informed decisions for the sake of human welfare. Therefore, most EIA programs require the consideration of human health impacts. Yet relatively few EIA documents adequately address those impacts. This study was carried out to investigate the role of EIA for reuniting the environment and human health, for preventing and reducing significant health risks, and for improving human health impact assessment by means of risk assessment. Risk assessment consists of 4 components; hazard identification, dose-response assessment, exposure assessment and risk characterization. Since most people spent their times in indoor, indoor air quality modelling can be used in exposure assessment and risk assessment. In this study, indoor $NO_2$ concentration and personal $NO_2$ exposure were estimated by Box Model using mass balance equation and time weighted average, respectively. The estimated indoor $NO_2$ concentration and the personal $NO_2$ exposure were compared by those measured, respectively. Subsequntly, health effect was assessed with these results. Consequently, exposure assessment and risk assessment using indoor air quality model may be considered to be applicable to EIA.

• Journal of the Korea Society of Computer and Information
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• v.10 no.4 s.36
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• pp.385-396
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• 2005

In this paper, a new structural approach to on-line signature verification is presented. A primitive pattern is defined as a part segmented by a local minimal position of speed. And a structural description of signature is composed of subpatterns which are defined as such forms as rotation shape, cusp shape and bell shape, acquired by composition of the primitives regarding the directional changes. As the matching method to find identical parts between two signatures, a modified DP(dynamic programming) matching algorithm is presented. And also, variation and complexity of local parts are computed from the training samples, and reference model and decision boundary are derived from these. Error rate, execution time and memory usage are compared among the functional approach, the parametric approach and the proposed structural approach. It is found that the average error rate can be reduced from 14.2% to 4.05% when the local parts of a signature are weighted and the complexity is used as a factor of decision threshold. Though the error rate is similar to that of functional approaches. time consumption and memory usage of the proposed structural approach are shown to be very effective.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.22 no.1
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• pp.163-170
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• 2022

This paper introduces a method of extracting facial features due to unrefined inputs in real life and improving the problem of not guaranteeing the ideal performance and speed of the object recognition model through a storage algorithm through weight summation. Many facial recognition processes ensure accuracy in ideal situations, but the problem of not being able to cope with numerous biases that can occur in real life is drawing attention, which may soon lead to serious problems in the face recognition process closely related to security. This paper presents a method of quickly and accurately recognizing faces in real time by comparing feature points extracted as input with a small number of feature points that are not overfit to multiple biases, using that various variables such as picture composition eventually take an average form.

• Journal of environmental and Sanitary engineering
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• v.15 no.3
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• pp.1-7
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• 2000

There is increasing evidence suggestion that passive smoking increases the risk of lung cancer and other disease, though the potential health effects of exposure to environmental tobacco smoke (ETS) is a controversial subject. Since smoking in restaurant is prevalent in Korea, the concern on passive smoking exposure of non-smoking service-workers has been requested. ETS exposure of non-smoking service-workers at restaurant was assessed because they hare spent their times in restaurant indoors. The purpose of this study was feasibility of nitrogen dioxide($NO_2$) as exposure marker of ETS. The results of the study were as follows; 1. Average $NO_2$ concentrations in indoor and outdoor t restaurants were 57.1ppb(${\pm}12.4$) and 54.29ppb(${\pm}9.54$), respectively. Comparing office-workers, service-workers at restaurants were exposured highly. 2. The personal $NO_2$ measurement as exposure marker of ETS could cause the exposure error because $NO_2$ can be generated by combustion appliances in indoor. 3. Service-workers spent their most time(86.6%) in indoor. Mean time spent at restaurant indoors and at home was 9.4 hours and 10.9 hours, respectively. 4. Personal $NO_2$ levels correlated with indoor $NO_2$ concentrations of restaurant (r=0.70) and of their home (r=0.52) rather than of outdoor $NO_2$ concentration of restaurant (r=0.35). The cause of personal $NO_2$ exposure of non-smoking service-workers were considered as smoking of guests and combustion appliance indoors. 5. personal $NO_2$ exposures were estimated using Monte-Carlo simulation and time-weighted model. Estimated personal $NO_2$ level was 47.25ppb(${\pm}8.3$).

• Journal of Preventive Medicine and Public Health
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• v.36 no.4
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• pp.339-348
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• 2003

Objective : To quantify the economic value of the Sirolimus fluting Stent ($CYPHER^{TM}$) in treating acute coronary heart disease (CMD), and to assist in determining an adequate level of reimbursement for $CYPHER^{TM}$ in Korea. Methods : A decision-analytical model, developed by the Belgium Health Economics Disease Management group, was used to investigate the incremental cost-effectiveness of $CYPHER^{TM}$ versus conventional stenting. The time horizon was five years. The probabilities for clinical events at each node of the decision model were obtained from the results of large, randomized, controlled clinical trials. The initial care and follow-up direct medical costs were analyzed. The initial costs consisted of those for the initial procedure and hospitalization, The follow-vp costs included those for routine follow-up treatments, adverse reactions, revascularization and death. Defending on the perspective of the analysis, the costs were defined as insurance covered or total medical costs (=sum of insurance covered and uncovered medical costs). The cost data were obtained from the administrative data of 449 patients that received conventional stenting from five participating Korean hospitals during June 2002. Sensitivity analyses were peformed for discount rates of 3, 5 and 7%. Since the major clinical advantage of $CYPHER^{TM}$ over conventional stenting was the reduction in the revascularization rates, the economic value of $CYPHER^{TM}$, in relation to the direct medical costs of revascularization, were evaluated. If the incremental cost of $CYPHER^{TM}$ per revascularization avoided, compared to conventional stenting, was no higher than that of a revascularization itself, $CYPHER^{TM}$ would be considered as being cost-effective. Therefore, the maximum acceptable level for the reimbursement price of $CYPHER^{TM}$ making the incremental cost-effectiveness ratio equal to the cost of a revascularization was identified. Results : The average weighted initial insurance covered and total medical costs of conventional stenting were about 6,275,000 and 8,058,000 Won, respectively. The average weighted sum of the initial and 5-year follow-up insurance covered and total medical costs of conventional stenting were about 13,659,000 and 17,353,000 Won, respectively. The estimated maximum level of reimbursement price of $CYPHER^{TM}$ from the perspectives of the insurer and society were $4,126,897{\sim}4,325,161$ and $4,939,939{\sim}5,078,181$ Won, respectively. Conclusion : By evaluating the economic value of $CYPHER^{TM}$, as an alternative to conventional stenting, the results of this study are expected to provide a scientific basis for determining the acceptable level of reimbursement for $CYPHER^{TM}$.

• Journal of Korean Society of Transportation
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• v.22 no.6
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• pp.133-144
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• 2004

A model and a measure which can evaluate the risk of rear end collision are developed. Most traffic accidents involve multiple causes such as the human factor, the vehicle factor, and the highway element at any given time. Thus, these factors should be considered in analyzing the risk of an accident and in developing safety models. Although most risky situations and accidents on the roads result from the poor response of a driver to various stimuli, many researchers have modeled the risk or accident by analyzing only the stimuli without considering the response of a driver. Hence, the reliabilities of those models turned out to be low. Thus in developing the model behaviors of a driver, such as reaction time and deceleration rate, are considered. In the past, most studies tried to analyze the relationships between a risk and an accident directly but they, due to the difficulty of finding out the directional relationships between these factors, developed a model by considering these factors, developed a model by considering indirect factors such as volume, speed, etc. However, if the relationships between risk and accidents are looked into in detail, it can be seen that they are linked by the behaviors of a driver, and depending on drivers the risk as it is on the road-vehicle system may be ignored or call drivers' attention. Therefore, an accident depends on how a driver handles risk, so that the more related risk to and accident occurrence is not the risk itself but the risk responded by a driver. Thus, in this study, the behaviors of a driver are considered in the model and to reflect these behaviors three concepts related to accidents are introduced. And safe stopping distance and accident occurrence probability were used for better understanding and for more reliable modeling of the risk. The index which can represent the risk is also developed based on measures used in evaluating noise level, and for the risk comparison between various situations, the equivalent risk level, considering the intensity and duration time, is developed by means of the weighted average. Validation is performed with field surveys on the expressway of Seoul, and the test vehicle was made to collect the traffic flow data, such as deceleration rate, speed and spacing. Based on this data, the risk by section, lane and traffic flow conditions are evaluated and compared with the accident data and traffic conditions. The evaluated risk level corresponds closely to the patterns of actual traffic conditions and counts of accident. The model and the method developed in this study can be applied to various fields, such as safety test of traffic flow, establishment of operation & management strategy for reliable traffic flow, and the safety test for the control algorithm in the advanced safety vehicles and many others.

• Journal of Korea Water Resources Association
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• v.49 no.8
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• pp.645-656
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• 2016

The study performed a regional flood frequency analysis and proposed a regression equation to estimate design floods corresponding to return periods for ungauged basins in Geum-river basin. Five preliminary tests were employed to investigate hydrological independence and homogeneity of streamflow data, i.e. the lag-one autocorrelation test, time homogeneity test, Grubbs-Beck outlier test, discordancy measure test ($D_i$), and regional homogeneity measure (H). The test results showed that streamflow data were time-independent, discordant and homogeneous within the basin. Using five probability distributions (generalized extreme value (GEV), three-parameter log-normal (LN-III), Pearson type 3 (P-III), generalized logistic (GLO), generalized Pareto (GPA)), comparative regional flood frequency analyses were carried out for the region. Based on the L-moment ratio diagram, average weighted distance (AWD) and goodness-of-fit statistics ($Z^{DIST}$), the GLO distribution was selected as the best fit model for Geum-river basin. Using the GLO, a regression equation was developed for estimating regional design floods, and validated by comparing the estimated and observed streamflows at the Ganggyeong station.

• Investigative Magnetic Resonance Imaging
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• v.17 no.3
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• pp.181-191
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• 2013

Purpose : To evaluate the usefulness of in vivo magnetic resonance (MR) imaging for tracking intravenously injected superparamagnetic iron oxide (SPIO)-labeled human umbilical vein endothelial cells (HUVECs) in an acute renal failure (ARF) rat model. Materials and Methods: HUVECs were labeled with SPIO and poly-L-lysine (PLL) complex. Relaxation rates at 1.5-T MR, cell viability, and labeling stability were assessed. HUVECs were injected into the tail vein of ARF rats (labeled cells in 10 rats, unlabeled cells in 2 rats). Follow-up serial $T2^*$-weighted gradient-echo MR imaging was performed at 1, 3, 5 and 7 days after injection, and the MR findings were compared with histologic findings. Results: There was an average of $98.4{\pm}2.4%$ Prussian blue stain-positive cells after labeling with SPIOPLL complex. Relaxation rates ($R2^*$) of all cultured HUVECs at day 3 and 5 were not markedly decreased compared with that at day 1. The stability of SPIO in HUVECs was maintained during the proliferation of HUVECs in culture media. In the presence of left unilateral renal artery ischemia, $T2^*$-weighted MR imaging performed 1 day after the intravenous injection of labeled HUVECs revealed a significant signal intensity (SI) loss exclusively in the left renal outer medulla regions, but not in the right kidney. The MR imaging findings at days 3, 5 and 7 after intravenous injection of HUVECs showed a SI loss in the outer medulla regions of the ischemically injured kidney, but the SI progressively recovered with time and the right kidney did not have a significant change in SI in the same period. Upon histologic analysis, the SI loss on MR images was correspondent to the presence of Prussian blue stained cells, primarily in the renal outer medulla. Conclusion: MR imaging appears to be useful for in vivo monitoring of intravenously injected SPIO-labeled HUVECs in an ischemically injured rat kidney.

• KIPS Transactions on Software and Data Engineering
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• v.12 no.11
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• pp.471-480
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• 2023

The Korean construction order volume in South Korea grew significantly from 91.3 trillion won in public orders in 2013 to a total of 212 trillion won in 2021, particularly in the private sector. As the size of the domestic and overseas markets grew, the scale and complexity of EPC (Engineering, Procurement, Construction) projects increased, and risk management of project management and ITB (Invitation to Bid) documents became a critical issue. The time granted to actual construction companies in the bidding process following the EPC project award is not only limited, but also extremely challenging to review all the risk terms in the ITB document due to manpower and cost issues. Previous research attempted to categorize the risk terms in EPC contract documents and detect them based on AI, but there were limitations to practical use due to problems related to data, such as the limit of labeled data utilization and class imbalance. Therefore, this study aims to develop an AI model that can categorize the contract terms based on the FIDIC Yellow 2017(Federation Internationale Des Ingenieurs-Conseils Contract terms) standard in detail, rather than defining and classifying risk terms like previous research. A multi-text classification function is necessary because the contract terms that need to be reviewed in detail may vary depending on the scale and type of the project. To enhance the performance of the multi-text classification model, we developed the ELECTRA PLM (Pre-trained Language Model) capable of efficiently learning the context of text data from the pre-training stage, and conducted a four-step experiment to validate the performance of the model. As a result, the ensemble version of the self-developed ITB-ELECTRA model and Legal-BERT achieved the best performance with a weighted average F1-Score of 76% in the classification of 57 contract terms.