http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
Normal inverse Gaussian 분포에서 모수추정의 보정 방법 연구
윤정연,송성주,Yoon, Jeongyoen,Song, Seongjoo 한국통계학회 2016 응용통계연구 Vol.29 No.4
Numerous studies have shown that normal inverse Gaussian (NIG) distribution adequately fits the empirical return distribution of financial securities. The estimation of parameters can also be done relatively easily, which makes the NIG distribution more useful in financial markets. The maximum likelihood estimation and the method of moments estimation are easy to implement; however, we may encounter a problem in practice when a relationship among the moments is violated. In this paper, we investigate this problem in the parameter estimation and try to find a simple solution through simulations. We examine the effect of our adjusted estimation method with real data: daily log returns of KOSPI, S&P500, FTSE and HANG SENG. We also checked the performance of our method by computing the value at risk of daily log return data. The results show that our method improves the stability of parameter estimation, while it retains a comparable performance in goodness-of-fit.
윤정연,유미숙 한국아동심리재활학회 2018 놀이치료연구 Vol.22 No.1
The purpose of this study is to investigate the life and family relationship of divorced single parents. After divorce, five mothers of single parents who were raising their children were selected as study participants. Data were collected through individual in-depth interviews and the results of the analysis were obtained through the phenomenological data analysis of Colaizzi(1978). As a result of the research, the participants experienced difficulties in the early adaptation period after the divorce. However, in the process, the mother redefined her identity and became a companion with your child. It seems that it leads life. As a result of this study, divorced single - parent families were recognized as a family type that develops and grows according to the family life cycle rather than as a disorganized family. Support and policies for these family members are divided into the developmental stage of the family. And that it should be approached in accordance with the needs and characteristics of the people. 본 연구는 이혼여성 한부모가족의 자녀양육 경험을 알아보고자 이혼여성 한부모를 연구 참여자로 하여 그들의 자녀양육 경험을 탐색하였다. 본 연구에 참여한 다섯 명의 연구 참여자는 자녀를 잘 키우고자 하는 목적으로 이혼을 결정하고 한부모가족으로서의 삶을 택하였다. 이혼 초기 경험에서는 생계 및 자녀양육을 혼자 맡아 책임지어야 하는 삶의 무게감을 경험하면서 자녀양육에 의해 자신의 정체성이 만들어졌으나 자녀의 성장과 적응함에 따라 심리적 분리독립이 이루어졌고, 자녀와 동반자적 관계로 발전하는 가족생활을 이어가는 생활주기를 확인할 수 있었다. 어머니로서 자녀를 잘 양육하기 위해 선택한 이혼이후의 가족생활도 안정적인 가족관계로 지속되었다. 본 연구의 결과를 기반으로 이혼여성 한부모가족을 위한 생애주기별 가족생활교육 및 가족복지 지원책을 마련하고, 한부모가족의 자립적인 생활을 돕는 사회심리적 지원이 필요함을 제안한다.
일반화 파레토 분포에서 임계치 결정에 대한 대안적 연구
윤정연,조재범,정병철,Yoon, Jeong-Yoen,Cho, Jae-Beom,Jun, Byoung-Cheol 한국통계학회 2011 응용통계연구 Vol.24 No.5
In practice, thresholds are determined by the two subjective assessment methods in a generalized pareto distribution of mean extreme function(MEF-graph) or Hill-graph. To remedy the problem of subjectiveness of these methods, we propose an alternative method to determine the threshold based on the robust statistics. We compared the MEF-graph, Hill-graph and our method through VaRs on the Korean stock market data from January 5, 1987 to August 3, 2009. As a result, the VaR based on the proposed method is not much different from the existing methods, and the standard deviation of VaR for our method was the smallest. The results show that our method can be a promising alternative to determine thresholds of the generalized pareto distributions.
DIY 온라인쇼핑몰의 쇼핑동기와 품질속성이 고객만족, 신뢰 및 충성도에 미치는 영향
윤정연,전태유,김재용,박노현 한국물류학회 2020 물류학회지 Vol.30 No.3
본 연구는 온라인쇼핑몰에서 DIY쇼핑 소비자들을 대상으로 실시하였다. 온라인쇼핑몰에서 DIY쇼핑동기와 온라인쇼핑몰의 품 질속성이 고객만족, 신뢰 및 충성도에 대해 어떠한 영향을 미치는지 알아보고자 하였다. DIY쇼핑동기를 측정하기 위한 속성으로 개성추구, 경제추구, 타인지향, 기분전환, 사회적 상호작용 등 5개의 요인으로 구성하였으며, 온라인쇼핑몰의 품질속성은 제품품 질, 고객서비스품질, 배송서비스품질 등 3개의 요인으로 구성하여 연구모형을 설계하였다. 실증분석을 위해 온라인쇼핑몰에서 DIY구매경험이 있는 소비자를 대상으로 설문조사를 실시하였다. 수집된 유효표본 398부를 실증분석에 활용하였다. 자료의 분석은 SPSS 24.0와 AMOS 24.0을 사용하여 구조방정식 모델(Structural Equation Model, SEM) 분석을 실시하였다. 본 연구의 실증분석 결 과는 다음과 같다. 첫째, DIY 쇼핑동기 중 개성추구 동기, 경제추구 동기, 기분전환 동기가 고객만족에 대해 긍정적인 영향을 미치 는 것으로 나타났다. 둘째, 온라인쇼핑몰의 제품품질과 고객서비스 품질이 고객만족에 긍정적 영향을 미치는 것으로 나타났다. 셋 째, DIY 쇼핑동기 중 경제추구 동기, 타인지향 동기, 기분전환 동기 등이 신뢰에 긍정적 영향을 미치는 것으로 나타났다. 넷째, 온 라인쇼핑몰의 품질속성의 고객서비스 품질이 신뢰에 긍정적 영향을 미치는 것으로 나타났다. 다섯째, 고객만족 및 신뢰도가 충성 도에 긍정적 영향을 미치는 것으로 나타났다. 따라서 본 연구에서 제시한 가설은 충분히 입증되었다고 할 수 있다. 또한 이러한 결과를 토대로 본 연구에서는 DIY구매특성을 통해 관련한 소비자행동연구의 도움을 주고자 하였으며, 실무적으로 온라인쇼핑몰 에서의 구매특성을 반영한 전략을 수립하는데 도움이 되고자 하였다. This study attempted to investigate which behavior pattern the DIY shopping motivation in the online shopping mall and quality attributes had in relation to customer satisfaction, trust and loyalty. This study attempts to 1) examine the effects of shopping motivation and quality attributes on customer satisfaction and 2) examine the effects of shopping motivation and quality attributes on trust and 3) examine the effects o f loyalty o n customer satisfaction and t rust. The shopping motivation was designed by 5 constructs: individuality-seeking motivation, economy-seeking motivation, other-orientation motivation, diversion motivation and social interaction motivation. Also, the quality attributes was designed by product quality, customer service quality and delivery service quality. To achieve the purpose, precedent studies were examined by theoretical background to establish hypotheses for a solution to study problems. And the hypotheses were empirically analyzed. For a statistical analysis, The data was analyzed with structural equation modeling with AMOS ver.24 statistical program. The results of this study are as followed: First, individuality-seeking motivation, economy-seeking motivation and diversion motivation among shopping motivation had significantly positive effect on customer satisfaction. Second, product quality, customer service quality among quality attributes had significantly positive effect on customer satisfaction. Third, economy-seeking motivation, other-orientation motivation and diversion motivation among shopping motivation had significantly positive effect on trust. Forth, customer service quality among quality attributes had significantly positive effect on trust. Fifth, customer satisfaction and trust had significantly positive effect on loyalty. The research results showed that there is causal relation between the influence factors.
윤정연,승지수,송성주,Yoon, Jeongyoen,Seung, Jisu,Song, Seongjoo 한국통계학회 2017 응용통계연구 Vol.30 No.2
본 논문에서는 옵션의 가격을 결정하기 위해 사용될 수 있는 몇 가지 근사적인 방법들을 수치적으로 비교하였다. 헤르미트 다항식 계열의 Edgeworth 확장과 A-type Gram-Charlier 방법, C-type Gram-Charlier 방법, normal inverse gaussian (NIG) 분포를 이용하는 방법, 그리고 비선형 회귀를 이용한 점근적 근사방법이 그것이다. 이 방법들을 위험중립 확률측도 하에서 수익률의 분포함수를 근사하여 옵션가격을 계산하는 방식과 옵션의 근사가격식을 먼저 구하고 모수를 추정하여 가격을 계산하는 두 가지 방식을 사용하여 비교하였다. 모의실험에서는 확률변동성 모형에서 많이 사용되는 Heston 모형과 레비확률과정에서 좋은 적합도를 보이는 NIG 모형을 이용하여 자료를 생성하였고, 실제 자료로는 KOSPI200 콜옵션을 이용하였다. 모의실험과 실제 자료분석의 결과, 근사적 가격식을 먼저 구하는 방식이 좀 더 우수한 성능을 보였고 그 가운데 A-type Gram-Charlier와 비선형 회귀를 이용한 점근적 근사방법이 좋은 성능을 보였으며, 분포함수를 추정하여 옵션가격을 계산하는 경우 NIG분포를 이용하는 것이 상대적으로 좋은 결과를 보였다.
윤정연,Sohee Park,Dae-Soon Cho,Hae-Jeung Jeung,Soon-Ae Lee,So Jin Seo 대한마취통증의학회 2011 Korean Journal of Anesthesiology Vol.61 No.4
Background: Unlike its use during stable conditions, central venous pressure (CVP) monitoring from a peripherally inserted central venous catheter (PICC) has not often been used in surgeries with significant hemodynamic alterations. The aim of this study was to evaluate the feasibility of measuring PICC pressure (PICCP) as an alternative to measuring centrally inserted central catheter pressure (CICCP) in adult liver transplantation (LT) patients. Methods: We measured PICCP and CICCP simultaneously during each main surgical period in adult LT. Statistical analysis was performed using simple linear regression analysis to observe whether changes in PICCP paralleled by simultaneous changes in CICCP. Correlation analysis and Bland-Altman analysis were used to determine the degree of agreement between the two devices. Differences were considered statistically significant when P values were less than 0.05. Results: A total of 1342 data pairs were collected from 35 patients. The PICCPs and CICCPs were highly correlated overall (r = 0.970, P < 0.001) as well as at each period measured. The differences among each period were not clinically significant (0.33 mmHg for pre-anhepatic, 0.32 mmHg for anhepatic, -0.15 mmHg for reperfusion, and -0.10 mmHg for neohepatic periods). The overall mean difference was 0.14 mmHg (95% confidence interval: 0.09-0.19) and PICCP tended to give a higher reading by between 0.09 and 0.19 mmHg overall. The limit of agreement was -1.74 to 2.02 overall. Conclusions: These findings suggest that PICCP can be a reasonable alternative to CICCP in situations of dynamic systemic compliance and preload, as well as under stable hemodynamic conditions.
IP포트폴리오의 특성분석을 위한 특허지표 개발에 대한 연구
윤정연,류태규,윤장혁,Yoon, Jeong-Yoen,Ryu, Tae-Kyu,Yoon, Jang-Hyeok 한국과학기술정보연구원 과학기술정보센터 2012 Journal of Information Science Theory and Practice Vol.43 No.2
Patents are the sources reflecting technology development by research and development(R&D) as well as the tools to secure economic benefits in the market, so using patent information is crucial for decision making processes in formulating technology development strategies. Intellectual property(IP) portfolios including a set of patents related to products and individual technologies are the basic unit that has the economic meaning in making national policies and technology strategies. Therefore, this research develops a total of 69 measures to identify the collective characteristics for IP portfolios("characteristics index"), by incorporating the patent indexes that have been widely used and the patent indexes that developed recently, and applying the concepts to patent analysis that have been used in interdisciplinary studies including economics and library and information science. The results of this research produced a characteristics index manual which helps experts to identify characteristics of technological innovation systems from various dimensions. We expect that the characteristics indexes can be used as a supportive tool for comparative analysis among IP portfolios in the technology policy making process.
윤정연 한국서양음악학회 2012 서양음악학 Vol.15 No.3
George Gershwin’s Porgy and Bess has dubious genre problems. Is Porgy and Bess a musical or an opera? The thesis is concerned with the concept of genre itself considering historical viewpoints. It explains that equating the notion of “title” with that of “genre” is the function of the rhetoric, not just for classifying. Furthermore it is important theory through Kallberg, Shuker and Fabbri that the genre itself has its communicative and social functions between composers and listeners. An overview of the American production history of the work also demonstrate the two different genres of this work. Moreover it examines the interrelationships among the composer’s intention, the ways in which the score has been modified over the years, and the coexistence in both opera houses and the musical theaters. Thus the new consideration of the genre concept and the critical reception history will reach out the dubious genre problems more obvious.