• Proceedings of the Korea Information Processing Society Conference
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• 2013.05a
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• pp.1058-1060
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• 2013

한국의 옵션시장은 1997년 7월 7일부터 시작되었다. 이후로 시장 규모는 가파르게 성장하였으며 최근에는 하루 평균 거래대금이 1조원에 이른다. 시장을 예측하는 것은 불가능하다. 하지만 통계적 특성을 이용하면 지속적인 수익을 얻을 수 있다. 지수선물의 미결제약정은 장시작 시간인 9시부터 증가하기 시작하여 정오 근방에 최대 약 4000 계약 너머까지 증가하고, 다시 하락하기 시작하여 장 종료 시간인 15시에는 장시작시의 미결재약정으로 환원되는 특성이 있다. 이러한 특성을 변동성과 연관지어 해석하고 시간기반의 간단한 전략을 적용하면 하루에 약 1.07%의 수익을 얻을 수 있다. 이 때 8번의 거래가 발생하고 매매수수료를 제외하고 순이익을 얻기 위해서는 수수료가 저렴한 증권사를 찾아야 한다. 미결제약정의 특징을 변동성으로 해석할 수도 있지만 본 논문에서는 새로운 방식인 변동속도로 해석한다. 옵션의 가격은 내재가치와 시간가치로 이루어진다. 통계적으로 지수가 하락하는 속도가 상승하는 속도보다 빠르므로, 풋옵션의 변동성은 콜옵션의 변동성보다 통계적으로 크다. 이러한 속도 특성을 활용하면 0.15%에 이르는 매매 수수료를 제외하더라도 하루에 약 1.4%의 수익을 얻을 수 있다.

• Journal of the Korean Geotechnical Society
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• v.33 no.4
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• pp.17-24
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• 2017

Shear wave velocity (or shear modulus) of rock filled zone of CFRD is very important factor in the evaluation of performance of CFRD under the load such as earthquake. A shear wave velocity profile can be determined by surface wave method but this profile has been uncertainty caused by spatial variation of material property in rock filled zone. This uncertainty in shear wave velocity profile could be evaluated by the reliability based analysis which uses a coefficient of variation of material property to consider uncertainty caused by spatial variation of material property. In this paper, the possible 600 shear wave velocity profiles in rock filled zone of CFRD were generated using the method based on harmonic wavelet transform and 8 shear wave velocity profiles by HWAW method in the field, and the coefficients of variation of shear wave velocity with depth were evaluated for the rock filled zone of CFRD in Korea.

• Proceedings of the KIPE Conference
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• 2015.07a
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• pp.219-220
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• 2015

본 논문에서는 높은 성능의 속도 제어 특성을 만족하기 위해 위치 기반의 반복제어기를 이용한 속도 제어기를 설계 하여, 레이저 프린터의 OPC 드럼의 속도제어에 적용 하였다. 레이저 프린터 OPC 드럼의 외란은 드럼의 위치에 종속적으로 나타난다. 따라서 위치 기반 반복제어기는 기존의 반복제어기 보다 기준 속도 변동에 강인하며, 레이저 프린터의 다양한 인쇄 속도에 적용 가능하다. 실험 결과, 위치기반 반복 제어기가 기존의 반복제어기 보다 기준 속도 변동에 강인하며 다양한 인쇄 속도에서도 적용 가능함을 보여주었다.

• Journal of Advanced Navigation Technology
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• v.17 no.6
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• pp.600-608
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• 2013

The great Tohoku-oki earthquake which occurred on March 11, 2011, caused crustal movements in both Korea and Japan. This study attempts to analyze velocity changes of crustal movement of Korea Peninsula due to the Tohoku-oki earthquake and to compare the calculation with precious crustal movenents of Korea Peninsula. We found that the crustal movement velocity of South Korea increased 3.9 mm/yr northward and 7.5 mm/yr eastward on average as a result of the Tohoku-oki earthquake; when this figure is compared with the past crustal movement velocities of the Korea Peninsula.

• Journal of the Korean earth science society
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• v.32 no.7
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• pp.719-731
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• 2011

Based on the ICE-3G and ICE-5G ice models, we predicted the velocities of crustal uplift caused by Glacial Isostatic Adjustment (GIA) at 39 tide gauge sites operated by Korea Hydrographic and Oceanographic Administration (KHOA). We also divided the Korean peninsula in the ranges of $32-38.5^{\circ}N$ and $124-132^{\circ}E$ in $0.5^{\circ}{\times}0.5^{\circ}$ grids, and computed the GIA velocities at each grid point. We found that the average uplift rates due to GIA in South Korea were 0.33 and 1.21 mm/yr for ICE-3G and ICE-5G, respectively. Because the GIA rates were relatively high at ~1 mm/yr when the updated ice model ICE-5G was used, we concluded that the GIA effect cannot be neglected when we compute the absolute sea level (ASL) rates around the Korean peninsula. In this study, we corrected the ICE-5G GIA velocities from the relative sea level rates provided by KHOA and we computed the ASL rates at 13 tide gauge stations. As a result, we found that the average ASL velocity around the Korean peninsula was 5.04 mm/yr. However, the ASL rates near Jeju island were abnormally higher than the other areas and the average was 8.84 mm/yr.

• Journal of the Korean Geotechnical Society
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• v.36 no.4
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• pp.31-39
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• 2020

Shear wave velocity (or shear modulus) is very important in the evaluation of seismic performance of a fill dam under an earthquake. A shear wave velocity profile can be determined by surface wave method such as HWAW and SASW methods but this profile has uncertainty caused by spatial variation of material property in a fill dam. This uncertainty in shear wave velocity profile could be considered using a coefficient of variation of material property in the reliability based analysis. In this paper, the possible 600 shear wave velocity profiles in the core and rockfill zone of fill dam were generated by the random shear wave velocity profile generation method, proposed by Hwang and Park, based on the field shear wave velocity profiles determined by the HWAW and SASW methods. And, through the statistical analysis of generated shear wave velocity profiles in the fill dam, the coefficient of variation (COV) of shear wave velocity with depth were evaluated for the core and rock filled zone of fill dam in Korea.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.5D
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• pp.877-884
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• 2006

GPS is an essential tool for applications that be required high positioning precision, for the velocity field estimation of tectonic plates. The three years data of eight GPS permanent station were analyzed to estimate crustal deformation velocities using Gipsy-oasis II software. The velocity vectors of GPS stations are estimated by linear regression method in daily solution time series. The velocities have a standard deviation of less than 0.1mm/yr and the magnitude of velocities given by the Korean GPS permanent stations were very small, ranging from 25.1 to 31.1 mm/yr. The comparison between the final solution and other sources, such as IGS velocity result calculated from SOPAC was accomplished and the results generally show good agreement for magnitude and direction in crustal motion. To evaluate the accuracy of our results, the velocities obtained from six plate motion model was compared with the final solution based on GPS observation.

• Korean Chemical Engineering Research
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• v.58 no.4
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• pp.665-674
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• 2020

Low-frequency pressure fluctuations in an external-loop airlift reactor were investigated. Low-frequency pressure fluctuations could be measured by shooting videos about liquid levels in the four piezometric tubes which were installed at the lower and upper parts of the riser and downcomer using a cellular phone. The periodic characteristics of pressure fluctuations were proved by the calculation of their auto-correlation function and cross-correlation function. Even if the riser superficial gas velocity was constant, the riser and downcomer gas holdups as well as wall pressures were periodically changed due to the inertia of circulating liquid. In general, the intensity of pressure fluctuations increased with an increase in the gas velocity. When the unaerated liquid height was 0.04 m, the maximum period of pressure fluctuations was found at the specific gas velocity (0.14 ms^-1). It was because the maximum inertia of circulating liquid resulted from a reduction in the increasing rate of the liquid circulation velocity and a decrease in the volume of the effectively circulating liquid with an increase in the gas velocity.

• Journal of the Korean Institute of Gas
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• v.25 no.1
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• pp.14-19
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• 2021

The change of the vorticity and the temperature distribution in heat exchanger tube bank were analyzed for the flows with the constant inlet velocity and the sinusoidal inlet velocity. The flow frequency characteristics were examined by analyzing power spectral density of lift and drag at a typical circular tube in the tube bank. Karman vortex street could be seen at the upstream region of tube bank for the case of constant inlet velocity. It could be seen that the Karman vortex street was affected by the change of inlet velocity near the circular tubes for the case with the sinusoidal inlet velocity. It was observed that the unsteady temperature distributions for both inlet velocity conditions had almost the same motion as the flow vorticity behavior. The flow frequency for the case with the constant inlet velocity is 37.25Hz, and that with the sinusoidal inlet velocity, the flow frequency is 18.63Hz, which is equal to the sinusoidal inlet velocity. The mean surface Nusselt number(Nu) for overall heat exchanger tube bank was 1051 for the case with the constant inlet velocity and 1117 for the case with the sinusoidal inlet velocity. From the result of heat transfer analysis, it could be seen that Nu with the sinusoidal inlet velocity showed 6.3% increase than that with the constant inlet velocity.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.130-130
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• 2023

제트류는 다양한 크기와 운동량의 에디가 복잡하게 혼합되어 이루어져 있으며, 이를 정확하게 모델링하고 이해하기 위해서는 제트류의 다양한 특성들을 잘 반영하여 연구를 수행해야 한다. 다양한 연구 수행 방법 중 수치해석 방법은 상대적으로 공간 및 시간적 비용이 적게 들어서 널리 사용되고 있다. 이러한 수치해석 방법에는 DNS(Direct Numerical Simulation), LES(Large Eddy Simulation), RANS(Reynolds Averaged Navier Stokes) 등이 있으며, 그중 LES는 난류 모델링을 사용하는 RANS 방법에 비해 더욱 정확한 흐름 모델링을 제공하는 장점이 있다. 이러한 LES는 대규모 에디는 직접 해석하면서, 일정 크기 이하의 에디는 모델링을 사용해 해석하는 것이 특징이다. 하지만, LES를 사용하기 위해서는 적절한 그리드 크기를 결정하는 것이 중요하며, 이는 모델의 정확성과 연산 비용에 큰 영향을 미친다. 하지만, 여전히 적절한 그리드 크기를 결정하는 것은 어려운 문제이다. 이러한 LES 모델링을 사용할 때 적절한 그리드 크기를 결정하기 위해서는 정확한 시간 평균 속도 변동을 연구하는 것이 앞서 선행되어야 한다. 따라서, 본 연구에서는 기계학습 기반 접근 방식을 사용하여 난류 제트 내 시간 평균 속도 변동을 예측하는 연구를 진행하였다. 즉, 난류 제트 역학을 이해하는 데 중요한 파라미터인 시간 평균 유속을 이용하여 시간 평균 속도 변동을 예측하는 데 초점을 맞추었다. 모델의 성능은 평균 제곱 오차와 R-제곱 등 다양한 지표를 사용하여 평가되었다.