• Title/Summary/Keyword: 리스크 지수

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Construction Process based Schedule Risk Management System (공사프로세스기반 공정리스크 관리지원 시스템)

  • Yoon, You-Sang;Suh, Sang-Wook;Park, Moon-Seo;Jang, Myung-Houn
    • Korean Journal of Construction Engineering and Management
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    • v.9 no.4
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    • pp.101-110
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    • 2008
  • In order to achieve the best performance of a project, uncertainties involved in the building construction process need to be identified in the planning phase of the project. Risk management plays a significant role in construction to minimize risk occurred due to uncertainties of a project. Although the importance of the risk management has been known to the construction industry, a more effective system should be developed to meet the demands of the industry. The purpose of this study is to develop the effective risk management system for scheduling the construction processes. The study provides a tool that can optimize the management system which would assist managers to identify schedule risks in the planning phase of the project.

Developing an Entropic Drawdown-at-Risk (EDaR) Fluctuation Forecasting Model for Commodity Futures Market Using Entropy-Based Dependency and Causality Network Modularity (엔트로피 기반 인과관계 네트워크의 모듈성을 활용한 상품 선물 시장의 EDaR 변동 예측 모형 개발)

  • Choi, Insu;Kim, Woo Chang
    • Proceedings of the Korea Information Processing Society Conference
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    • 2022.05a
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    • pp.370-373
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    • 2022
  • 본 연구에서는 전이 엔트로피 개념을 활용하여 주요 상품 선물의 하방 리스크 지수의 정보 흐름을 바탕으로 한 인과관계 네트워크를 구성하였다. 그리고 구성된 네트워크를 활용하여 금융 시장을 분석하였으며, 또한 정보 흐름의 존재 여부를 바탕으로 상품 선물의 하방 리스크 지수의 예측력이 개선될 수 있는지 확인하고자 하였다. 이를 위하여 정보 불확실성의 감소량을 측정하는 전이 엔트로피를 인과관계의 측정 지표로 상정하였으며, 전이 엔트로피 측정 시 발생할 수 있는 유한크기효과(finite size effect)를 조정하는 데 있어서 효과적인 지표인 효율적 전이 엔트로피를 활용하여 정보 흐름 네트워크를 구성하였으며 이를 이용하여 금융 지수 간의 인과관계를 분석하고 EDaR 의 등락 예측에 활용하였다. 그 결과, 금융 시장 지수를 효율적 전이 엔트로피를 이용한 인과관계 네트워크를 활용하여 금융 시장의 복잡계 네트워크 분석이 가능함을 확인하였고, 구성된 네트워크를 활용하여 국내 금융 시장 등락 예측에 있어 더 적은 데이터 열을 활용하여 거의 유사한 예측 결과를 냄으로써 상품 선물 시장 관련 예측의 데이터 열 선택에 활용할 수 있음을 확인하였다.

The Ruin Probability in a Risk Model with Injections (재충전이 있는 연속시간 리스크 모형에서 파산확률 연구)

  • Go, Han-Na;Choi, Seung-Kyoung;Lee, Eui-Yong
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.81-87
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    • 2012
  • A continuous time risk model is considered, where the premium rate is constant and the claims form a compound Poisson process. We assume that an injection is made, which is an immediate increase of the surplus up to level u > 0 (initial level), when the level of the surplus goes below ${\tau}$(0 < ${\tau}$ < u). We derive the formula of the ruin probability of the surplus by establishing an integro-differential equation and show that an explicit formula for the ruin probability can be obtained when the amounts of claims independently follow an exponential distribution.

Risk Identification and Priority method for Overseas LNG Plant Projects - Focusing on Design Phase - (해외 LNG 플랜트 리스크요인 도출 및 우선순위 평가 - 설계단계를 중심으로 -)

  • Jang, Woo-Sik;Hong, Hwa-Uk;Han, Seung-Heon
    • Korean Journal of Construction Engineering and Management
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    • v.12 no.5
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    • pp.146-154
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    • 2011
  • Korean contractors have been maintained sustainable growth since entering into overseas construction market for the first time in 1960' s. In 2010, Korean contractors ordered 761 billion (USD) from overseas markets. Especially, billion (USD) were earned by Korean contractors in overseas plant construction market which account for more than 80% of the total amount by Korean contractors. Nevertheless, many Korean contractors are suffering from lack of technological competitiveness and construction management skills in the design phase compared with global leading contractors. These conditions have directly effect on the success of projects in terms of cost, duration, and quality. So, this study focused on identifying the risk factors and developing risk priority method for the design phase of LNG plant projects whose market is expanding. Research procedures were conducted by the following three steps. First, total 57 risk factors were identified in design phase through extensive literature reviews and experts survey. Second, the authors developed risk priority method which are more suitable for design phase of LNG plant projects by using three criteria, Probability(P), Impact(I), and Coordination Index(CI). Finally, the suitability of risk priority method and practical applicability were verified through expert survey and interview. Consequently, if korean contractors use the suggested risk factors and priority method based on their own know-how and experiences, then more reasonable and rational risk management will be conducted in the design phase of LNG plant projects.

AutoML and CNN-based Soft-voting Ensemble Classification Model For Road Traffic Emerging Risk Detection (도로교통 이머징 리스크 탐지를 위한 AutoML과 CNN 기반 소프트 보팅 앙상블 분류 모델)

  • Jeon, Byeong-Uk;Kang, Ji-Soo;Chung, Kyungyong
    • Journal of Convergence for Information Technology
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    • v.11 no.7
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    • pp.14-20
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    • 2021
  • Most accidents caused by road icing in winter lead to major accidents. Because it is difficult for the driver to detect the road icing in advance. In this work, we study how to accurately detect road traffic emerging risk using AutoML and CNN's ensemble model that use both structured and unstructured data. We train CNN-based road traffic emerging risk classification model using images that are unstructured data and AutoML-based road traffic emerging risk classification model using weather data that is structured data, respectively. After that the ensemble model is designed to complement the CNN-based classification model by inputting probability values derived from of each models. Through this, improves road traffic emerging risk classification performance and alerts drivers more accurately and quickly to enable safe driving.

Development of Measurement and Evaluation Process for Risk-based Configuration Factors in Mixed Used Development in Urban Regeneration Projects (복합용도 도시재생사업에서의 리스크 기반 변화요인 측정 및 평가 프로세스 개발)

  • Son, Myung-Jin;Hyun, Chang-Taek
    • Korean Journal of Construction Engineering and Management
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    • v.13 no.6
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    • pp.94-106
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    • 2012
  • In recent years, the risks and uncertainties associated with mixed used development in urban regeneration projects which have actively been implemented at home and abroad have been on the rise due to the uncertainties of the initial business plan, difficulty of financing, increase in total cost and schedule delay. To cope with rapid social and economic changes and optimize benefits, a risk-based configuration management process that considers life cycle is required, along with accurate planning in the early stage of the business. In addition, it is necessary to prepare measures that can respond to the evaluation and measurement of the configuration factors in relation to the business process. However, the focus of previous studies on configuration management in the field of construction was mainly on humanities and the sociological aspects such as organization, leadership, ideology and similar concepts. There has been limited research on the process and measurement and evaluation methods for configuration factors required in decision-making on the risks and changes that can occur in the actual project implementation phase. Accordingly, in this study, we defined risk-based configuration factors and developed a process and MECA/3DAM/CII methodology to measure and evaluate these factors so as to carry out systematic configuration management of mixed used development in urban regeneration projects.

The Process Development and Application of the Contingency Management by the Performance Analysis (성과분석을 통한 건설공사 예비비 관리 프로세스 및 적용)

  • Lee, Man-Hee;Lee, Hak-Ki
    • Korean Journal of Construction Engineering and Management
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    • v.8 no.2
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    • pp.84-92
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    • 2007
  • To reduce uncertainties and make rational plans, the presumption of contingency against a failure of projects and an occurrence of unpredictable risks is important with accurate estimations as the work progressing. Therefore, if the presumption of contingency reflecting uncertainties carries out at a decision making point of time, be able to prepare for risks. The purpose of this paper is to present a management process of contingency through the performance analysis of project. In the cost planning phase, this study offers a process which is predictable contingency and predicts the range of fluctuation of the cost, laking an advantage of EVM in construction phase. With reflecting the results from this procedure, this study presents a process, rationally manageable contingency.

Further study on the risk model with a continuous type investment (연속적으로 투자가 이루어지는 보험상품 리스크 모형의 추가 연구)

  • Choi, Seung Kyoung;Lee, Eui Yong
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.751-759
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    • 2018
  • Cho et al. (Communications for Statistical Applications and Methods, 23, 423-432, 2016) introduced a risk model with a continuous type investment and studied the stationary distribution of the surplus process. In this paper, we extend the earlier analysis by assuming that additional instant investment is made when the surplus process reaches a certain sufficient level. We obtain the explicit form of the stationary distribution of the surplus process. The case is shown as an example, when the amount of claim is exponentially distributed.

A Study on the Industrial Economic-Importance Index of Minerals in Korea (한국의 광물자원 산업적 경제중요도 지수 산정 연구)

  • Yujeong Kim
    • Resources Recycling
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    • v.32 no.1
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    • pp.60-66
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    • 2023
  • As supply chain management becomes a key factor in the sustainable growth of the industry, securing minerals at the national or corporate level is becoming important. Depending on the industrial structure, the economic status of each minerals is different and the supply risk is different In this study, to examine the economic status of minerals, an index that can quantify the Industrial Economic Importance by minerals was developed and calculated by reflecting the demand structure and cost weight of each industry. As a result, Li, Al, Cu, Si, Co, Ni, etc. were evaluated as having high industrial importance in Korea. In addition, by industry, Al, Cu, Zn, and Pb for primary metal manufacturing, general machinery, assembly metals,Sn, Ba, Ti, Si and Ga for precision equipment, Si and Ga for semiconductors, and Li, Ni, Co, Si, etc. for electronic components had high industrial importance. Such as Europe and the United States, in order to select Critical-minerals, Korea will need to analyze the economic impact on the domestic industry as well as the risks of supply chain by minerals.