• Proceedings of the Korean Society of Computer Information Conference
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• 2022.07a
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• pp.247-248
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• 2022

본 논문에서는 군사용 전술통신 분야에서 활용성이 증대되고 있는 애드혹 네트워크에 적용 가능한 비밀분산 기반의 노드 인증 기법을 제안한다. 필드에 전개되기 이전에 네트워크를 형성할 각 노드는 지수형 분산비밀키과 원본비밀키를 저정하고, 필드에 배치된 이후 네트워크 형성 초기단계에서 비밀분산의 원본비밀키 정보 복원 연산을 통해 다수 노드에 대한 동시 인증을 실시한다. 그리고 인증과정에서 원본비밀키 복원 연산을 방해하는 노드를 원본비밀키 복원 연산을 수행하기 이전에 PUF값을 활용하여 탐지한다.

• The Korean Journal of Applied Statistics
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• v.8 no.1
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• pp.133-149
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• 1995

Since probability density functions for the distributions belonging to the natural exponential families having power(>2) variance functions are expressed as infinite series, it is very difficult to deal with the distributins in spite of their usefulness. Therefore, tables for the percentiles of the distributions are obtained, and approximate percentiles are also obtained in this thesis. It is shown that the approximate percentiles can replace exact percentlies well for some distributions.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.30 no.8 s.251
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• pp.796-805
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• 2006

In this study, the problem of using the mixing index as a measure of the mixing performance for a certain flow field has been discussed. The flow model subjected to this study is the two-dimensional unsteady lid-driven cavity flow. The transport equation for the concentration within the cavity was solved by using the finite volume method where the convective terms are discretized with the central difference scheme. It was shown that both the concentration dispersion and the mixing index depend highly on the initial distribution of the concentration, and therefore the mixing index obtained from the concentration dispersion equation loses its universal applicability.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.20 no.10
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• pp.172-177
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• 2006

This paper presents a method to improve reliability considering dispersed generator(DG) installation and interruption cost with load types. It is used to the different interruption costs with load pattern of daily peak load. The objective functions such as power losses cost operation cost of DG, power buy cost and interruption cost are minimized for reliability improvement and efficient operation. The several indices for reliability evaluation are improved by dispersed generator installation. The proposed method is applied to IEEE 13 bus test systems to demonstrate its effectiveness.

• The Korean Journal of Financial Management
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• v.12 no.2
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• pp.239-271
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• 1995

본 연구는 현재 미국에서 거래되고 있는 세 가지 주가지수선물 상호간의 일중(intradaily) 가격선도(price leadership) 관계에 관한 실증분석이다. 본 연구가 기존의 연구와 다른점은, 기존의 연구가 주가지수선물과 그 기준이 되는 현물 가격사이의 가격 선도 관계에 초점을 두고 있는데 반하여 본 연구는 주가지수선물 시장 사이에서 존재하는 가격 선도관계를 분석하고 있다는 점이다. 실증 분석의 대상이 된 주가지수선물들은 Chicago Mercantile Exchange의 Standard and Poor's 500 Index(S&P 500), New York Futures Exchange의 New York Stock Exchange Composit Index (NYSE), 그리고 Chicago Board of Trade의 Major Market Index(MMI)이다. 만약 이들 시장들이 정보의 전달에 있어서 효율적(informationally efficient) 이라면 이들 가격간에 선도-지연(lead-lag) 현상은 존재하지 않을 것이다. 그러나 어느 한 시장이 새로운 정보를 선물가격에 반영하는데 다른 시장에 비해 상대적으로 느리다면, 이들 시장 상호간에는 가격의 전이(transmission)현상이 존재하게 될 것이다. 이들 선물간의 일중 가격선도 관계 연구는 이러한 시장의 효율성 문제를 밝히는데 의의가 있을 뿐만 아니라, 시장간의 단기적 가격 괴리를 이용하려는 차익거래자들에게도 유용하게 쓰일 수 있을 것이다. 본 연구는 위에서 언급한 각각의 주가지수선물들이 가격 선도성을 가질 수 있는 이유와 관련된 다음과 같은 세 가지 가설을 설정하였다. 첫째 가설은, 가격의 선도성은 거래량과 관련이 있다는 것이다. 즉, 이들 주가지수선물 중 가장 거래량이 많은 S&P 500 선물이 다른 선물을 선도할 것이라는 가설이다. 둘째, 가격의 선도성은 주가지수를 구성하는 주식의 수에 비례한다는 가설이다. 다시 말하면, 보다 않은 수로 구성된 주가지수일수록 정보처리 속도가 빠르다는 가설이다. 따라서, 본 연구에 포함된 주가지수선물 중 가장 많은 수의 주식을 대상으로 하는 NYSE 선물이 다른 선물을 선도할 것이다. 마지막 가설은 정보의 처리는 대형주 혹은 기관선호주(institutionally-favored)들이 주도한다는 것이다. 따라서, 주로 이와 같은 주식들로 구성 된 MMI 선물이 선도성을 가질 수 있다는 것이다. 위의 가설들을 검증하고 시장간의 가격 선도관계를 분석하기 위하여 본 연구는 vector autoregressive(VAR) 모형을 이용하여 충격-반응 함수(impulse response functions)를 계산하고, 분산분해(variance decomposition)를 수행하였다. 또한 가격 상호간에 존재할지도 모르는 공적분(cointegration)관계를 Johansen(1991)과 Jokansen and Juselius (1992) 등이 제시한 다변량 공적분 검정(multivariate cointegration test)를 통하여 분석하였다. 분석기간은 1986년 1월부터 1990년 7월까지이며, 각 주가지수선물들의 5분 간격 data를 사용하였다. 연구결과, 충격-반응 분석은 어느 한 시장에서의 충격(shock)은 다른 시장으로 매우 빠르게 전달되고 있음을 보여 주었다. 그러나 충격의 지속정도는 그 충격의 진원지에 따라 달랐다. 즉, NYSE나 MMI 선물로부터 발생 한 충격은 다른 시장의 가격에 5분 안에 반영을 끝냈지 만 S&P 500 선물에서 발생한shock은 그 이상 지속되었다. 또한, 분산분해 결과 S&P 500 선물이 자기자신 뿐만 아니라 다른 시장의 예상하지 못했던 움직임(unexpected movements)을 설명하는데 가장 큰 설명력(explanatory power)을 가지고 있었다. 결론적으로 S&P 500 선물이 다른 선물을 약 5분 간격으로 선도하였다. 이는 가격의 선도가 거래량과 밀접한 관계가 있음을 보여 주는 것이다.

• Geophysics and Geophysical Exploration
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• v.12 no.1
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• pp.154-162
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• 2009

Sonic wave dispersion characteristics are one of the most important targets of study, particularly in estimating shear wave velocity from borehole sonic logging. We have tested dispersion characteristics using monopole and dipole sources. Theoretical dispersion curves were computed for tool-absent and tool-included models having the same physical properties but different diameters (including ${\Phi}520mm$, ${\Phi}150mm$, and ${\Phi}76mm$). Comparisons were made between boreholes of different sizes and between tool-absent and tool-included models. Between the tool-included and the tool-absent boreholes, a close similarity in dispersion curve shape was revealed for the monopole source, and a significant difference was shown for the dipole source. However, for the cut-off frequency, particularly in the engineering boreholes (${\Phi}76mm$ and ${\Phi}50mm$), a significant difference was observed for signals from the monopole source, but approximately the same cut-off frequencies were found with the dipole source. This indicates the need of careful choice of source frequency in monopole-source sonic logging, particularly in an engineering borehole. The results of numerical experiments show that cut-off frequency is exponentially proportional to the inverse of borehole radius, irrespective of the mode type and the presence of a tool, and that the cut-off frequencies for each borehole environment could be expressed as an exponential function, rather than the inversely proportional relationship between the cut-off frequency and the borehole radius that was previously generally recognised. From the direct comparison of dispersion curves, the effects on the dispersion characteristics of borehole size and the presence of the tool can be revealed more clearly than in previous studies, which presented the dispersion curve and/or characteristics for each borehole environment separately.

• The Korean Journal of Financial Management
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• v.20 no.1
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• pp.125-162
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• 2003

This paper investigates the short- and long- run relationship among Korean, U.S. and Japanese construction indices. We conducted the Johansen's cointegration tests on the hypotheses that the construction indices of three countries we related in the long-run as well as in the short-run. The test results show that there exists no long-run relationship among three countrie's construction indices. In addition, the cointegrating relation did not exist for three countrie's stock market indices and five major Korean construction firms. It fumed out that the U.S. indices Granger-causes Japanese and Korean indices. This finding implies that there may exist international diversification benefit through forming a portfolio from these indices.

• Proceedings of the Korean Society of Fisheries Technology Conference
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• 1998.06a
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• pp.338.1-338
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• 1998

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.9 no.3
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• pp.115-124
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• 1997

We measured the variance of eddy diffusion and associated ‘diffusion coefficients’ in coastal regions of Korea by observing the separation distances among multiple drifters deployed simultaneously at the same initial position. The variance of eddy diffusion was found to be proportional to $t^m$, where t is the time and m is a non-integer scaling exponent between 1.5 and 3.5. The observed scaling exponent of eddy diffusion cannot be reproduced by diffusion models employing constant eddy diffusivity. In this study, we applied fractal theory in simulating exponential increase of variance of eddy diffusion. We employed the fGn(fractional Gaussian noise) as a ‘modified’ random walks corresponding to the oceanic eddy diffusion. The variance of eddy diffusion, which corresponds to the fBm(fractional Brown motion) of our diffusion model, is proportional to $t^{2H}$, where H is Hurst scaling exponent. The temporal increase of the variance. with scaling exponent between 1 and 2, was successfully reproduced by our fractal diffusion model. However, our model cannot reproduce scaling exponent greater than 2. The scaling exponents greater than 2 are associated with the velocity shear of the mean flow.

• The Journal of the Korea institute of electronic communication sciences
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• v.9 no.3
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• pp.393-402
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• 2014

ICT environment to the survey released by the Bureau of Statistics 2012 Household Finance. Korean Welfare survey 24.9% of all households in financial assets, real estate is about three times more than 69.9%, respectively. The problem is that the information is slow and income deciles(deciles 1-4), a relatively high proportion of households with low(78.8 to 69%) of the real estate assets of the expansion of the world economy with low growth and low uncertainty, work from home due to the information changes in the structure of the economy, such as increases in real estate prices remain exposed to the risk of a phenomenon such as Pour House Pour Talent and low-income people is bound to be more serious symptoms. This low correlation is by constructing a composite asset portfolio, the weighted average risk of the individual assets while increasing overall revenue decrease that risk is based on the principle of portfolio by type and different areas in the ICT environment in a portfolio of real estate price index low correlation to financial assets by including the effect of dispersion stable complex asset portfolio and empirical Growth was divided.