• Title/Summary/Keyword: 등급화 분석

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The effect of corporate risk on Korean bond market (기업의 위험이 회사채 수익률에 미치는 영향)

  • Choe, Yong-Shik;Choi, Jong-Yoon
    • Journal of Digital Convergence
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    • v.16 no.12
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    • pp.175-183
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    • 2018
  • This study analyzes determinants of bond returns in terms of systematic risk versus idiosyncratic risk by examining relationship among those factors. First we examined the cross-sectional determinants of corporate bond returns with Korean bond market data from 2001 to 2014. This paper uses term factor and default factor for systematic risk, and duration factor and credit rating factor for idiosyncratic risk. The empirical result shows that systematic risk can explain cross-sectional differences of bond returns rather than idiosyncratic risk which is the same result in advanced markets(US or Europe). This result is different from the previous Korean studies which showed that idiosyncratic risk is more important than systematic risk in Korean bond market. The reason for the different result may be the longer sample period which includes the most recent period. It is insisted that Korean bond market is getting more synchronized with the advanced bond market. In conclusion, this empirical result implies that Korean bond portfolio managers should focus on systematic risk, which is contrary to current system in Korean asset management industry.

The Effects of Object Size and Reaching Distance on Upper Extremity Movement (물체 크기와 뻗기 거리가 상지 움직임에 미치는 영향)

  • Bae, Su-Young;Kim, Tae-Hoon
    • The Journal of Korean society of community based occupational therapy
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    • v.10 no.1
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    • pp.51-61
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    • 2020
  • Objectives : The purpose of this study is to investigate the effect of object size and reaching distance on kinematic factors of the upper limb while performing arm reaching for normal subjects. Methods : The subjects of this study were 30 university students who were in D university in Busan, and the measuring tool was CMS-70P(Zebris Medizintechnik Gmbh, Germany), a three-dimensional motion analyzer. The task had six conditions. The average velocity of motion, average acceleration, maximum velocity, and the velocity definite number of movements were measured according to changes in object size(2cm, 10cm) and reaching distance(15%, 37.5%, 60%) when they performed arm reaching. The general characteristics of the subject were technical statistics. One-way ANOVA measurement was used to compare variables when the arm reaching task was performed from two object sizes to three reaching distance, and the post-test was conducted with Tukey test. In addition, an independent t-test was used to analyze the kinematic differences according to the two object sizes at three reaching distances. A two-way ANOVA measurement (3×2 Two-way ANOVA measurement) was performed to identify the interaction of the reaching distance(15%, 37.5%, 60%) and the object size(2cm, 10cm). The statistical significance level α was set to .05. Results : When the size of the object increased, the velocity and maximum velocity also increased, but the definite number of velocity decreased. When the reaching distance increased, the velocity and maximum velocity increased, whereas the definite number of velocity decreased. Conclusion : The clinical significance of this study could be utilized as the baseline data for grading object size and reaching distances when the reaching training is implemented for patients whose central nervous system was damaged.

A study on performance-based evaluation system for NATM tunnels in use: development of evaluation model and validation (공용중인 NATM 터널의 성능중심 평가체계 연구: 평가모형 개발 및 검증)

  • Moon, Joon-Shik;Kim, Hong-Kyoon;An, Jai-Wook;Lee, Jong-Gun
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.22 no.1
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    • pp.107-120
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    • 2020
  • In a performance-based evaluation of structures in use, the current performance is assessed by summing up the weighting of the evaluation indices for each performance. In this study, to suggest a performance-based evaluation technique for NATM tunnels in use, the performance evaluation indices were derived by examining the characteristics and similarities of each index developed from previous study. The weighting of the evaluation indices was derived by calculating the relative importance of each evaluation indices from the AHP analysis. In order to develop a quantitative evaluation model, grading criteria for each performance index was derived through literature review, and performance evaluation tables for road and railway tunnels were presented. In order to verify the significance of the proposed performance evaluation model, the correlation analysis was performed between each evaluation index and the final evaluation result. In the correlation analysis, the survey data measured through precision safety diagnosis in the tunnel in use was applied. It may be said that the proposed evaluation indices, weighting, criteria and evaluation models for tunnels in use can be applied to the performance-based maintenance system of tunnels.

Development of Road Bridge Information Management System based on Internet (교량 현황정보 관리를 위한 인터넷 기반 정보시스템 개발)

  • Park, Kyung-Hoon;Sun, Jong-Wan
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.11
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    • pp.716-723
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    • 2016
  • A computerized information management system of road bridges as a national key infrastructure is needed to effectively collect data of the current status, improve the reliability of data, and use the results from the analysis of the accumulated data as fundamental resources for supporting the establishment of policies. The Internet-based Bridge Information System (BIS), including a database and geographic information systems (GIS), was designed, and the data items were comprised of essential information, such as GIS-based location coordinates, bridge condition grade information and so on. The BIS was developed to be connected with a related information system, and it is possible to make the current information of traffic volume, address and so on by adopting the GIS. To enhance the reliability of the information of current bridge status, it is also possible to improve the accuracy of data through an information verifying function to prevent entry errors. In addition, the BIS can easily support the establishment of policies offering various types of knowledge information that were available in the past based on an analysis of the accumulated data. The intuitive identification and analysis of the current status is to be feasible through a GIS screen. Improvement of the business efficiency and data accuracy and time-series information analysis are available by managing the information of current status through BIS. In the future, it is expected that BIS can be used effectively for the establishment of reasonable maintenance policies of the nation.

A Comparison Study of the Site Amplification Characteristics and Seismic Wave Energy Levels at the Sites near Four Electric Substations (4개 변전소시설 부지 인근관측소의 지반증폭 특성 및 파형에너지 수준 비교 연구)

  • Yoo, Seong-Hwa;Kim, Jun-Kyoung;Wee, Soung-Hoon
    • Journal of the Korean earth science society
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    • v.37 no.1
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    • pp.40-51
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    • 2016
  • The problem has been pointed out that the domestic design response spectrum does not reflect site amplification, particularly in the high frequency bands, including the fact that site specific response spectrum from the observed ground motions appears relatively higher than design response spectrum. Among various methods, this study applied H/V spectral ratio of ground motion for estimating site amplification. This method, originated from S waves and Rayleigh waves, recently has been extended to Coda waves and background noise for estimating site amplification. For limited time of periods, 4 electric substation sites had operated seismic stations at two separate locations (bedrock and borehole) within each substation site. H/V spectral ratio of S wave, Coda wave, and background noise, was applied to 36 accelerations of 3 macro earthquakes (Odaesan, Jeju and Gongju earthquakes), larger than magnitude 3.4. observed simultaneously at each bedrock location within 4 electric substation sites. Site amplifications at the bedrock location of 4 sites were compared among S wave, Coda wave energy, and background noise, and then compared to the previous results from the borehole location data. The site classification was also tried using resonancy frequency information at each site and location. The results suggested that all the electric substation sites showed similar site amplification patterns among S wave, Coda wave, and background noise. Each station showed its own characteristics of site amplification property in low, high and specific resonance frequency ranges. Comparison of this study to other results using different method can give us much more information about dynamic amplification of domestic sites characteristics and site classification.

Forest Fire Risk Analysis Using a Grid System Based on Cases of Wildfire Damage in the East Coast of Korean Peninsula (동해안 산불피해 사례기반 격자체계를 활용한 산불위험분석)

  • Kuyoon Kim ;Miran Lee;Chang Jae Kwak;Jihye Han
    • Korean Journal of Remote Sensing
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    • v.39 no.5_2
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    • pp.785-798
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    • 2023
  • Recently, forest fires have become frequent due to climate change, and the size of forest fires is also increasing. Forest fires in Korea continue to cause more than 100 ha of forest fire damage every year. It was found that 90% of the large-scale wildfires that occurred in Gangwon-do over the past five years were concentrated in the east coast area. The east coast area has a climate vulnerable to forest fires such as dry air and intermediate wind, and forest conditions of coniferous forests. In this regard, studies related to various forest fire analysis, such as predicting the risk of forest fires and calculating the risk of forest fires, are being promoted. There are many studies related to risk analysis for forest areas in consideration of weather and forest-related factors, but studies that have conducted risk analysis for forest-friendly areas are still insufficient. Management of forest adjacent areas is important for the protection of human life and property. Forest-adjacent houses and facilities are greatly threatened by forest fires. Therefore, in this study, a grid-based forest fire-related disaster risk map was created using factors affected by forest-neighboring areas using national branch numbers, and differences in risk ratings were compared for forest areas and areas adjacent to forests based on Gangneung forest fire cases.

Flood Hazard Map and EAP Establishment Against Dam/Levee Failure (댐.제방 붕괴에 대비한 홍수위험지도 및 EAP 작성)

  • Han, Kun-Yeun;Kim, Keuk-Soo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.291-295
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    • 2006
  • 비상대처계획(EAP, Emergency Action Plan) 수립 및 홍수위험지도 작성의 목적은 댐.제방 붕괴 등 비상상황이 발생하였을 때 하류부의 생명과 재산 손실을 최소화하기 위한 것으로서 댐 운영 및 관리책임자가 극한홍수 및 지진발생 조건하에서 댐의 물리적, 지형적, 구조적 특성에 따른 발생 가능한 비상상황을 예상하고 이에 효율적으로 대처하기 위한 가능한 최선의 사전계획을 수립하는 것이다. 또한, 댐의 비상상황에 대처하기 위한 비상대처계획 수립 의무화 및 이에 대한 실제적인 모의훈련 등에 필요한 기초자료를 체계적으로 제공하고자 함에 있다. 국내에서 EAP를 수립하여야 할 대상 댐 저수지는 한국수자원공사에서 관리하는 다목적댐, 생공용수댐과 한국농촌공사에서 관리하는 농업용저수지, 한국수력원자력주식회사에서 관리하는 수력발전댐 및 지방자치단체에서 관리하는 댐 등이 해당된다. 제방의 경우 인구가 밀집되어 있는 전 지역이 그 대상이 될 수 있다. EAP의 주요 내용에는 만약에 발생할 수 있는 붕괴 사고시 인명의 손실이나 재산상의 피해를 발생시킬 수 있는 댐 저수지들에 대해서는 EAP를 수립하거나 갱신하기 위한 지침들이 포함되어 있어야 한다. 댐으로부터의 하류 연안지역의 개발이나 소유권은 다양하며, 이로 인해 댐의 운영이나 붕괴로 인한 잠재적 인명손실 또한 다양할 수 있다. 따라서 모든 EAP는 댐, 저수지 하류부 현장 조건에 맞도록 구성되어야 한다. EAP 수립의 주체는 댐 및 저수지 관리자이며 EAP에는 비상상황 확인, 평가, 등급분류, 비상연락체계 및 경보전달체계 수립, 비상시 응급행동요령, 홍수범람예측지도 작성, 비상주민대피계획 및 훈련방안, 부록, 주기적 또는 필요시마다 보완 계획 등이 포함되어야 하며, EAP의 주요 구성요소인 홍수위험지도에는 홍수위험정보 및 대피정보를 제시함으로써 실제 주민 대피계획시 실제적이고 효율적인 대피계획 수립에 활용될 수 있다. 있는 기술가치평가 모형의 구축이 요구된다. 이에 본 연구에서는 효율적인 R&D 투자 정책 수립과 정부정책수립에 기여하고자 AHP(Analytic Hierarchy Process, 계층 분석 과정)기법을 이용, 수자원의 지속적 확보기술의 특성에 따른 4개의 평가기준과 26개의 평가속성으로 이루어진 2단계 기술가치평가 모형을 구축하였으며 2개의 개별기술에 대한 시범적용을 실행하였다.하는 것으로 추정되었다.면으로의 월류량을 산정하고 유입된 지표유량에 대해서 배수시스템에서의 흐름해석을 수행하였다. 그리고, 침수해석을 위해서는 2차원 침수해석을 위한 DEM기반 침수해석모형을 개발하였고, 건물의 영향을 고려할 수 있도록 구성하였다. 본 연구결과 지표류 유출 해석의 물리적 특성을 잘 반영하며, 도시지역의 복잡한 배수시스템 해석모형과 지표범람 모형을 통합한 모형 개발로 인해 더욱 정교한 도시지역에서의 홍수 범람 해석을 실시할 수 있을 것으로 판단된다. 본 모형의 개발로 침수상황의 시간별 진행과정을 분석함으로써 도시홍수에 대한 침수위험 지점 파악 및 주민대피지도 구축 등에 활용될 수 있을 것으로 판단된다. 있을 것으로 판단되었다.4일간의 기상변화가 자발성 기흉 발생에 영향을 미친다고 추론할 수 있었다. 향후 본 연구에서 추론된 기상변화와 기흉 발생과의 인과관계를 확인하고 좀 더 구체화하기 위한 연구가 필요할 것이다.게 이루어질 수 있을 것으로 기대된다.는 초과수익률이 상승하지만, 이후로는 감소하므로, 반전거래전략을 활용하는 경우 주식투자기간은 24개월이하의 중단기가 적합함을 발견하였다. 이상의 행태적 측면과 투자성과측면의 실증결과를 통하여 한국주식시장에 있어서 시장수익률을 평균적으로 초과할 수 있는 거래전략은 존재하므로 이러한 전략을 개발 및 활용할 수 있으며, 특히, 한국주식시장에 적합한 거래전략은 반전거래전략이고, 이 전략의 유용성은 투자자가 설정한 투자기간보다 더욱 긴 분석기간의 주

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A Study on the Development of a Fire Site Risk Prediction Model based on Initial Information using Big Data Analysis (빅데이터 분석을 활용한 초기 정보 기반 화재현장 위험도 예측 모델 개발 연구)

  • Kim, Do Hyoung;Jo, Byung wan
    • Journal of the Society of Disaster Information
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    • v.17 no.2
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    • pp.245-253
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    • 2021
  • Purpose: This study develops a risk prediction model that predicts the risk of a fire site by using initial information such as building information and reporter acquisition information, and supports effective mobilization of fire fighting resources and the establishment of damage minimization strategies for appropriate responses in the early stages of a disaster. Method: In order to identify the variables related to the fire damage scale on the fire statistics data, a correlation analysis between variables was performed using a machine learning algorithm to examine predictability, and a learning data set was constructed through preprocessing such as data standardization and discretization. Using this, we tested a plurality of machine learning algorithms, which are evaluated as having high prediction accuracy, and developed a risk prediction model applying the algorithm with the highest accuracy. Result: As a result of the machine learning algorithm performance test, the accuracy of the random forest algorithm was the highest, and it was confirmed that the accuracy of the intermediate value was relatively high for the risk class. Conclusion: The accuracy of the prediction model was limited due to the bias of the damage scale data in the fire statistics, and data refinement by matching data and supplementing the missing values was necessary to improve the predictive model performance.

Study of the Derive of Core Habitats for Kirengeshoma koreana Nakai Using HSI and MaxEnt (HSI와 MaxEnt를 통한 나도승마 핵심서식지 발굴 연구)

  • Sun-Ryoung Kim;Rae-Ha Jang;Jae-Hwa Tho;Min-Han Kim;Seung-Woon Choi;Young-Jun Yoon
    • Korean Journal of Environment and Ecology
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    • v.37 no.6
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    • pp.450-463
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    • 2023
  • The objective of this study is to derive the core habitat of the Kirengeshoma koreana Nakai utilizing Habitat Suitability Index (HSI) and Maximum Entropy (MaxEnt) models. Expert-based models have been criticized for their subjective criteria, while statistical models face difficulties in on-site validation and integration of expert opinions. To address these limitations, both models were employed, and their outcomes were overlaid to derive the core habitat. Five variables were identified through a comprehensive literature review and spatial analysis based on appearance coordinates. The environmental variables encompass vegetation zone, forest type, crown density, annual precipitation, and effective soil depth. Through surveys involving six experts, importance rankings and SI (Suitability Index) scores were established for each variable, subsequently facilitating the creation of an HSI map. Using the same variables, the MaxEnt model was also executed, resulting in a corresponding map, which was merged to construct the definitive core habitat map. Out of 16 observed locations of K. koreana, 15 were situated within the identified core habitat. Furthermore, an area historically known to host K. koreana but not verified in the present, Mt. Yeongchwi, was found to lack a core habitat. These findings suggest that the developed models exhibit a high degree of accuracy and effectively reflect the current ecological landscape.

A study on the risk index for tunnel collapse (터널 붕괴 위험도 지수 연구)

  • Jeong-Heum Kim
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.26 no.5
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    • pp.421-433
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    • 2024
  • As the utilization of underground space increases, preventing collapse accidents during tunnel construction has become a significant challenge. This study aims to quantitatively assess the risk of tunnel collapse during construction by analyzing various influencing factors and proposing a tunnel collapse risk index based on these factors. For the 14 major influencing factors affecting tunnel collapse, weights were calculated using the analytic hierarchy process (AHP) method. Data from 27 collapse cases were collected, and Monte Carlo simulation was used to calculate the grade scores for each influencing factor. These scores were then synthesized to derive the tunnel collapse risk index. The average value of the tunnel collapse risk index was analyzed to be 49.359 points. Future comparisons with section-by-section evaluation results of tunnel collapse risk will allow for the assessment of whether a specific section has a lower or higher collapse risk. This study provides a systematic method for quantitatively evaluating the key factors of tunnel collapse risk, thereby contributing to the prevention of collapse accidents during tunnel construction and the establishment of appropriate countermeasures. Future research is expected to enhance the reliability of the tunnel collapse risk index by incorporating more field data and improving the accuracy of tunnel collapse risk assessment based on this index.