• Journal of Korea Port Economic Association
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• v.27 no.3
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• pp.41-64
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• 2011

This article investigates the interrelationships in daily returns using fractionally integrated error correction term and volatilities using constant conditional correlation and dynamic conditional correlation GARCH with asymmetries between Capesize and Panamax markets. Our findings are as follows. First, for the fractionally cointegrated error correction model, there is a unidirectional relationship in returns from the Panamax market to the Capesize market, but a bidirectional causal relationship prevails for the traditional error correction models. Second, the coefficients for the error correction term are all statistically significant. Of particular interest are the signs of the estimates for the error correction term, which are all negative for the Capesize return equation and all positive for the Panamax return. Third, there are bidirectional volatility spillovers between both markets and the direction of the information flow seems to be stronger from Panamax to Capesize. Fourth, the coefficients for the asymmetric term are all significantly positive in the Capesize market, but the Panamax market does not have a significant effect. However, the coefficients for the asymmetric term are all significant, implying that the leverage effect does exist in the Capesize and Panamax markets.

• Journal of Intelligence and Information Systems
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• v.29 no.2
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• pp.101-114
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• 2023

In the wartime, aircraft carrying out a mission to strike the enemy deep in the depth are exposed to the risk of being shoot down. As a key combat force in mordern warfare, it takes a lot of time, effot and national budget to train military flight personnel who operate high-tech weapon systems. Therefore, this study studied the path problem of predicting the route of emergency escape from enemy territory to the target point to avoid obstacles, and through this, the possibility of safe recovery of emergency escape military flight personnel was increased. based problem, transforming the problem into a TSP, VRP, and Dijkstra algorithm, and approaching it with an optimization technique. However, if this problem is approached in a network problem, it is difficult to reflect the dynamic factors and uncertainties of the battlefield environment that military flight personnel in distress will face. So, MDP suitable for modeling dynamic environments was applied and studied. In addition, GIS was used to obtain topographic information data, and in the process of designing the reward structure of MDP, topographic information was reflected in more detail so that the model could be more realistic than previous studies. In this study, value iteration algorithms and deterministic methods were used to derive a path that allows the military flight personnel in distress to move to the shortest distance while making the most of the topographical advantages. In addition, it was intended to add the reality of the model by adding actual topographic information and obstacles that the military flight personnel in distress can meet in the process of escape and escape. Through this, it was possible to predict through which route the military flight personnel would escape and escape in the actual situation. The model presented in this study can be applied to various operational situations through redesign of the reward structure. In actual situations, decision support based on scientific techniques that reflect various factors in predicting the escape route of the military flight personnel in distress and conducting combat search and rescue operations will be possible.

• Journal of the Korean Institute of Intelligent Systems
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• v.12 no.4
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• pp.347-352
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• 2002

This paper propose the Fuzzy AHP(Analytic Hierarchical Process)-based negotiation support (FAHP-NEGO) mechanism to support the dynamic negotiation process in Electronic Commerce(EC). Negotiation is a form of decision-making with two or more actively involved agents who can not make decisions independently, and therefore must make concessions to achieve a compromise. Having concerned that point, the theoretical framework of FAHP-NEGO mechanism is presented by means of fuzzy membership functions and AHP. This mechanism encompasses both qualitative and quantitative conditions, and the use of multiple negotiation procedures for solving the electronic negotiation problem, adjusting the fuzzy membership function, and restructuring the problem representation. A hypothetical example of a healthcare products purchase is given to illustrate the quality of the proposed mechanism. The results showed that the Fuzzy AHP-based negotiation support mechanism could reflect both qualitative and quantitative conditions in EC. The implications of the study for future directions of research on electronic negotiation support modeling and systems are presented.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.9 no.2
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• pp.73-82
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• 1989

When the flood occurs in the alluvial rivers, the rivers adjust to the flood by means of the mechanism of the river bed variations and its morphological changes to pass that safely, the numerical model was developed to simulate the process of the alluvial river bed variation due to flood wave and carried out by the flood routing for flood wave and the sediment routing for river bed variation. The flood wave, river bed variation, and bed material size distribution may be analysed and predicted by this model. The ability of this model to predict the process of river bed response was proved by the application to the reach from Paldang dam to Indogyo site. In view of the flood analysis considering the sediment process, the effects of river bed variation for the flood routing may be negligible because the river bed variation is smaller than the unsteady flow variation during the same period. By the application of this model, it is shown that, in occurring of sequential flood events, the variation of the river bed and bed material size distribution due to flood wave is more dependent on the first flood event than the latter flood events, and that the river bed variation in this reach of the downstream Han river is dependent on the degradation and the coarsening of bed materials.

• Journal of Korean Society of Transportation
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• v.15 no.1
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• pp.175-192
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• 1997

첨단 교통정보 시스템(ATIS)의 핵심요소라고 할 수 있는 동적경로안내 시스템 (Dynamic Route Guidance System)은 운전자가 목적지에 도착하기까지 실시간 교통정보를 토대로 최적경로를 안내해줌으로써 날로 심화되고 있는 교통혼잡을 최소화 할 수 있으리라 기대를 모으고 있다. 특히 교통사고나 긴급 도로공사 등으로 인해 발생하는 돌발적 교통혼잡하에서는 DRGS의 역할이 더욱 커질 것으로 예상되고 있다. 본 논문은 돌발적 교통혼잡하에서 보다 효과적인 DRGS의 경로안내 전략을 수립하고 평가하는데 그 목적이 있다. 이를 위해 우선 하부구조기반 DRGS와 개인차량기반 DRGS의 장단점을 비교하고 시스템 아키텍쳐와 경로안내전략의 관계를 규명하였다. 또한 효율적인 경로안내를 위해 사용자평형 (User Equilibrium) 경로안내전략과 시스템 최적화(System Optimal) 경로안내 전략을 이상형교통망 (Idealized Network)을 통해 비교 분석하였다. 그리고 돌발적 교통 혼잡하에서 사용자평형 경로 안내를 사용할 경우 야기될 수 있는 Braess Paradox 문제와 시스템 최적경로안내를 사용할 경우 일어날 수 있는 사용자 호응도(User Compliance) 문제를 동시에 감안한 적응 형 경로안내 전략을 개발하였다. 이 방법은 위의 경로 안내 전략들이 가지고 있는 장단점을 상황에 따라 평가하여 경로안내 전략을 선택하는 과정을 수행시간을 절약하지 못할 것으로 평가되면 사용자 호응도를 고려하여 사용자 평형 전략을 선택하도록 하였다. 돌발적 교통 혼잡하에서 통행 시간을 동적으로 예측하기 위해서는 이산 확정적 대기행렬모형 (Discrete Deterministic Queueing Model)이 적용되었다. 한편, 적응형 전략의 효율성을 평가하기 위 해 이상형교통망과 실제 미국 Virginia 주의 Fairfax Country에 소재한 주간 고속도로 66번 과 인접 교통망을 대상으로 각종 돌발교통혼잡상황을 전제로 한 Traffic Simulation과 정보 제공 시나리오를 INTEGRATION Model을 사용하여 실행하였다. 그 결과 적응형전략이 단지 사용자평형 경로안내전략만 사용하는 경우에 비해 교통 혼잡도와 유고상황의 체류정도에 따라 3%에서 10%정도까지 전체통행시간을 절약할 수 있다는 결론을 얻었다.

• Journal of the Korea Society for Simulation
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• v.27 no.2
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• pp.35-48
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• 2018

The study of air defense against North Korean tactical ballistic missiles (TBM) should consider the rapidly changing battlefield environment. The study for target re-designation for intercept missiles enables effective operation of friendly defensive assets as well as responses to dynamic battlefield. The researches that have been conducted so far do not represent real-time dynamic battlefield situation because the hit probability for the TBM, which plays an important role in the decision making process, is fixed. Therefore, this study proposes a target re-designation algorithm that makes decision based on hit probability which considers real-time field environment. The proposed method contains a trajectory prediction model that predicts the expected trajectory of the TBM from the current position and velocity information by using random forest and moving window. The predicted hit probability can be calculated through the trajectory prediction model and the simulator of the intercept missile, and the calculated hit probability becomes the decision criterion of the target re-designation algorithm for the missile. In the experiment, the validity of the methodology used in the TBM trajectory prediction model was verified and the superiority of using the hit probability through the proposed model in the target re-designation decision making process was validated.

• Journal of the Korean Geotechnical Society
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• v.16 no.1
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• pp.157-165
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• 2000

The applicability and performance of HMS-25 as the railroad roadbed materials were evaluated through the model and laboratory tests. The uniaxial compression test of HMS-25, model soil box test, and combined resonant column and torsional shear test were performed for static and dynamic analysis of railroad roadbed. The uniaxial compression test result of HMS-25 shows steady increase in strength due to hardening chemical reaction between HMS-25 and water. The result of model soil box test reveals that railroad roadbed of HMS-25 is better than that of soil in several aspects such as bearing capacity and settlement. The combined resonant column and torsional that shear test result indicates that shear modulus of HMS-25 increases with the power of 0.5 to the confining pressure and that shear modulus increases with the increase of curing period.

• The Korean Journal of Applied Statistics
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• v.27 no.5
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• pp.797-808
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• 2014

It is increasingly interested in investigating the relationships and the dynamic characteristics of variations among high class corporate values. This study formulates a statistical model of simultaneous equation system to examine the relationships among variations of stock returns for each class of corporate governance structure and to analyze the dynamic patterns of their long-run adjustment processes. Changes in stock returns for each class of corporate governance by an exogenous shock are found to have common structural features of slow adjustments to the long-run equilibriums.

• Journal of Korean Society of Transportation
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• v.34 no.2
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• pp.146-157
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• 2016

The objective of this study is to actualize a statistical model of the 3-detector simplification model, which was proposed to detect outbreak situations by Daganzo in 1997 and to verify the statistical appropriacy thereof. This study presents the calculation process of the 3-detector simplification model and realizes the process using a statistics program. Firstly, the model was applied using data on detector of the main highways on which there is no entrances or exits. Moreover, in order to statistically verify the 3-detector simplification model, accumulative traffics for 30 seconds period, which reflects the dynamic changes of traffics due to shock wave, were estimated for outbreak traffics and steady flow, and the error of acquired data was statistically compared with that of the actual accumulative traffics. As a result, the error ratio between steady and incident cumulative flows has reached its maximum after 2-3 hours from an accident. Moreover, the incident traffic flows by accidents and the stade flows are heterogeneous in terms of their dispersion and means.

• Journal of Korean Society of Transportation
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• v.17 no.1
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• pp.187-196
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• 1999

The increasing interest in the use of Automated Speed Enforcement (ASE) systems in Korea enables to enforce speed violation by National Police Agency. We have analyzed the mechanism of ASE systems on traffic safety throughout Korea. 1 The data collected on a 2km road-section of each 32 ASE stations during one rear period indicate significant safety improvement. The results were (a) a decrease in the total number of accidents of 28%, (b) a decrease in the number of fatalities of 60%. 2. The study also that ASE systems are effective to reduce average speed, speed variance, and short headway. 3. Based on the operational data collected at 15 locations, an aggregate safety prediction model is proposed as a multiple regressions form. The primary operational variables that appear to affect the frequencies of accident are : average speed, speed variance, and the number of vehicles exceeding 30km/h of posted speed limit.