• The Korean Journal of Financial Management
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• v.23 no.1
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• pp.243-266
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• 2006

This paper tests cross hedging performance of the KOSPI 200 stock index futures to hedge the downside risk of the KOSPI, KOSPI 200 and KOSDAQ50 spot market. For this purpose we introduce the minimum variance hedge model, bivariate GARCH(1,1) and EGARCH(1,1) model as hedge models. The main results are as follows; First, we find that the direct hedge performance of KOSPI 200 index futures is better than those of indirect hedge performance. second, in case or cross hedge performance the hedge effect of KOSPI 200 stock index futures market against KOSPI 200 stock index spot market is relatively better than those of KOSPI 200 index futures against KOSPI and KOSDAQ spot position. Third, for the out-sample, hedging effectiveness of the risk-minimization with constant hedge ratios is higher than those of the time varying bivariate GARCH(1,1) and EGARCH(1,1) model. In conclusion, investors are encouraged to use simple risk-minimization model rather than the time varying hedge models like GARCH and EGARCH model to hedge the position of the Korean stock index cash markets.

• The Journal of Korean Academy of Prosthodontics
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• v.53 no.2
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• pp.120-127
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• 2015

Purpose: The aim was to investigate the effect of implant thread designs on the stress dissipation of the implant. Materials and methods: The threads evaluated in this study included the V-shaped, buttress, reverse buttress, and square-shaped threads, which were of the same size (depth). Building four different implant/bone complexes each consisting of an implant with one of the 4 different threads on its cylindrical body ($4.1mm{\times}10mm$), a force of 100 N was applied onto the top of implant abutment at $30^{\circ}$ with the implant axis. In order to simulate different osseointegration stages at the implant/bone interfaces, a nonlinear contact condition was used to simulate immature osseointegration and a bonding condition for mature osseointegration states. Results: Stress distribution pattern around the implant differed depending on the osseointegration states. Stress levels as well as the differences in the stress between the analysis models (with different threads) were higher in the case of the immature osseointegration state. Both the stress levels and the differences between analysis models became lower at the completely osseointegrated state. Stress dissipation characteristics of the V-shape thread was in the middle of the four threads in both the immature and mature states of osseointegration. These results indicated that implant thread design may have biomechanical impact on the implant bed bone until the osseointegration process has been finished. Conclusion: The stress dissipation characteristics of V-shape thread was in the middle of the four threads in both the immature and mature states of osseointegration.

• Spatial Information Research
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• v.22 no.1
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• pp.55-63
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• 2014

Near surface air temperature data which are one of the essential factors in hydrology, meteorology and climatology, have drawn a substantial amount of attention from various academic domains and societies. Meteorological observations, however, have high spatio-temporal constraints with the limits in the number and distribution over the earth surface. To overcome such limits, many studies have sought to estimate the near surface air temperature from satellite image data at a regional or continental scale with simple regression methods. Alternatively, we applied various Kriging methods such as ordinary Kriging, universal Kriging, Cokriging, Regression Kriging in search of an optimal estimation method based on near surface air temperature data observed from automatic weather stations (AWS) in South Korea throughout 2010 (365 days) and MODIS land surface temperature (LST) data (MOD11A1, 365 images). Due to high spatial heterogeneity, auxiliary data have been also analyzed such as land cover, DEM (digital elevation model) to consider factors that can affect near surface air temperature. Prior to the main estimation, we calculated root mean square error (RMSE) of temperature differences from the 365-days LST and AWS data by season and landcover. The results show that the coefficient of variation (CV) of RMSE by season is 0.86, but the equivalent value of CV by landcover is 0.00746. Seasonal differences between LST and AWS data were greater than that those by landcover. Seasonal RMSE was the lowest in winter (3.72). The results from a linear regression analysis for examining the relationship among AWS, LST, and auxiliary data show that the coefficient of determination was the highest in winter (0.818) but the lowest in summer (0.078), thereby indicating a significant level of seasonal variation. Based on these results, we utilized a variety of Kriging techniques to estimate the surface temperature. The results of cross-validation in each Kriging model show that the measure of model accuracy was 1.71, 1.71, 1.848, and 1.630 for universal Kriging, ordinary Kriging, cokriging, and regression Kriging, respectively. The estimates from regression Kriging thus proved to be the most accurate among the Kriging methods compared.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.31 no.6
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• pp.468-477
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• 2019

The numerical model of Boussinesq approximation, which is mainly used for evaluating the port calmness due to the irregular waves, has a limit of applicability of lattice size in ports such as marinas with narrow port openings of around 30m. The SWASH model controls the partial reflection according to the depth, porosity coefficient and structure size when applying the reflected wave incident on the structure and terrain. In this study, the partial reflection evaluation at the front of the structure according to the bottom shape and the shape of the structure are examined. In order to evaluate the reproducibility of the model due to the diffraction waves entering the term, the area of incidence at right angles and inclination of the structure is constructed and compared with the diffraction theory suggested by Goda et al. (1978). The experimental results of the sectional structure reflectances calculated as the depth mean show reflectances similar to the approximate values of the reflectances presented by Stelling and Ahrens (1981). It is considered that the reflected wave is well reproduced according to the control of the reflected wave at the boundary and the shape and topography of the structure. Compared with previous studies to examine the diffraction of the wave incident from the breakwater opening, the wave incidence angle and the shape of the diffraction wave are very similar to the theoretical values, but both oblique and rectangular incidence In the case where the direction concentration is small, the diffraction degree is underestimated in some sections with the crest ratio of 0.5 to 0.6.

• Progress in Medical Physics
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• v.16 no.2
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• pp.62-69
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• 2005

The purpose of this study has been performed to investigate the possibility of external audit program using thermoluminescence dosimetry for electron beam in korea. The TLD system consists of LiF powder, type TLD-700 read with a PCL 3 reader. In order to determine a calibration coefficient of the TLD system, the reference dosimeters are irradiated to 2 Gy in a $^{60}CO$ beam at the KFDA The irradiation is performed under reference conditions is water phantom using the IAEA standard holder for TLD of electron beam. The energy correction factor is determined for LiF powder irradiated of dose to water 2 Gy in electron beams of 6, 9, 12, 16 and 20 MeV (Varian CL 2100C). The dose is determined according to the IAEA TRS-398 and by measurement with a PTW Roos type plane-parallel chamber. The TLD for each electron energy are positioned in water at reference depth. In this study, to verify of the accuracy of dose determination by the TLD system are performed through a 'blind' TLD irradiation. The results of blind test are $2.98\%,\;3.39\%\;and\;0.01\%(1\sigma)$ at 9, 16, 20 MeV, respectively. The value generally agrees within the acceptance level of $5\%$ for electron beam. The results of this study prove the possibility of the TLD quality assurance program for electron beams. It has contributed to the improvement of clinical electron dosimetry in radiotherapy centers.

• Journal of Korean Society of Environmental Engineers
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• v.36 no.11
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• pp.771-780
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• 2014

In this study, the various organic supports (i.e., silicone, acrylonitrile-butadiene-styrene, epoxy, and, butadiene rubber) with great sorption capacity of organic contaminants were chosen to develop nano-ZnO/organic composites (NZOCs) and to prevent the detachment of nano-ZnO particles. The water resistance of the developed NZOCs were evaluated, and the feasibility of the developed NZOCs were investigated by evaluating the removal efficiency of 1,1,2-trichloroethylene (TCE) in the aqueous phase. Based on the results from water-resistance experiments, long-term water treatment usage of all NZOCs was found to be feasible. According to the FE-SEM, EDX, and imaging analysis, nano-ZnO/butadiene rubber composite (NZBC) with various sizes and types of porosity and crack was measured to be coated with relatively homogeneously-distributed nano-ZnO particles whereas nano-ZnO/silicone composite (NZSC), nano-ZnO/ABS composite (NZAC), and nano-ZnO/epoxy composite (NZEC) with poorly-developed porosity and crack were measured to be coated with relatively heterogeneously-distributed nano-ZnO particles. The sorption capacity of NZBC was close to 60% relative to the initial concentration, and this result was mainly attributed to the amorphous structure of NZBC, hence the hydrophobic partitioning of TCE to the amorphous structure of NZBC intensively occurred. The removal efficiency of TCE in aqueous phase using NZBC was close to 99% relative to the initial concentration, and the removal efficiency of TCE was improved as the amount of NZBC increased. These results stemmed from the synergistic mechanisms with great sorption capability of butadiene rubber and superior photocatalytic activities of nano-ZnO. Finally, the removal efficiency of TCE in aqueous phase using NZBC was well represented by linear model ($R^2{\geq}0.936$), and the $K_{app}$ values of NZBC were from 2.64 to 3.85 times greater than those of $K_{photolysis}$, indicating that butadiene rubber was found to be the suitable organic supporting materials with enhanced sorption capacity and without inhibition of photocatalytic activities of nano-ZnO.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.21 no.4
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• pp.325-334
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• 2008

The standard prestressed concrete I-girder bridge (PSC I-girder bridge) is one of the most prevalent types for small and medium bridges in Korea. When determining the member forces in a section to assess the safety of girder in this type of bridge, the general practice is to use the simplified practical equations or the live load distribution factors proposed in design standards rather than the precise analysis through the finite element method or so. Meanwhile, the live load distribution factors currently used in Korean design practice are just a reflection of overseas research results or design standards without alterations. Therefore, it is necessary to develop an equation of the live load distribution factors fit for the design conditions of Korea, considering the standardized section of standard PSC I-girder bridges and the design strength of concrete. In this study, to develop an equation of the live load distribution factors, a parametric analysis and sensitivity analysis were carried out on the parameters such as width of bridge, span length, girder spacing, width of traffic lane, etc. As a result, the major variables to determine the size of distribution factors were girder spacing, overhang length and span length in case of external girders. For internal adjacent girders, the determinant factors were girder spacing, overhang length, span length and width of bridge. For internal girders, the factors were girder spacing, width of bridge and span length. Then, an equation of live load distribution factors was developed through the multiple linear regression analysis on the results of parametric analysis. When the actual practice engineers design a bridge with the equation of live load distribution factors developed here, they will determine the design of member forces ensuring the appropriate safety rate more easily. Moreover, in the preliminary design, this model is expected to save much time for the repetitive design to improve the structural efficiency of PSC I-girder bridges.

• Korean journal of applied entomology
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• v.54 no.4
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• pp.383-392
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• 2015

We investigated the induction of pupal diapause and number of generation for H. armigera using outdoor rearing and sex pheromone trapping in Suwon, Korea. Over-wintering pupae were induced when neonate larvae were reared in the outdoors from late Aug. to early Oct. in 2013 and 2014. H. armigera adults emerged from late May to early Jun. for 2013 colonies and from late May to late Jun. for 2014 colonies. The colonies placed after mid September produced only diapause pupae, to show environmental conditions that day-lengths on the rearing start date were 11 h 49 min~12 h 24 min, and mean temperatures before pupation were $14.8{\sim}20.7^{\circ}C$. Summer diapause was not observed in all colonies. The peak occurrence of H. armigera adults from sex pheromone trap in Suwon and Hwaseong were pooled and showed four generations (1st: from late Apr. to mid Jun., 2nd: from mid Jun. to late Jul., 3rd: from mid Jul. to late Aug., 4th: from late Aug. to mid Oct.). A degree-day model for development of H. armigera developed by Mironidis and Savopoulou-Soultani (2008) was used to validate the number of generation from field observations using pheromone traps. The 3rd and over-wintering generations were mainly overlapped. It was decided that H. armigera has one over-wintering and three complete generations in a year, and diapause is induced from offsprings of the 3rd and 4th generations adults. It is expected that larvae of the 1st and 2nd generations give a damage to ear zone in maize fields in which have been planted during April.

• Investigative Magnetic Resonance Imaging
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• v.14 no.2
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• pp.103-114
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• 2010

Purpose : To generate a Korean specific brain template, especially in patients with Alzheimer's disease (AD) by optimizing the voxel-based analysis. Materials and Methods : Three-dimensional T1-weighted images were obtained from 123 subjects who were 43 cognitively normal subjects and patients with 44 mild cognitive impairment (MCI) and 36 AD. The template and the corresponding aprior maps were created by using the matched pairs approach with considering differences of age, gender and differential diagnosis (DDX). We measured several characteristics in both our and the MNI templates, including in the ventricle size. Also, the fractions of gray matter and white matter voxels normalized by the total intracranial were evaluated. Results : The high resolution template and the corresponding aprior maps of gray matter, white matter (WM) and CSF were created with the voxel-size of $1{\times}1{\times}1\;mm$. Mean distance measures and the ventricle sizes differed between two templates. Our brain template had less gray matter and white matter areas than the MNI template. There were volume differences more in gray matter than in white matter. Conclusion : Gray matter and/or white matter integrity studies in populations of Korean elderly and patients with AD are needed to investigate with this template.

• Journal of the Institute of Electronics Engineers of Korea SD
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• v.44 no.9
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• pp.25-33
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• 2007

In this paper, the high isolation and wideband 94 GHz MIMIC(Millimeter-wave Monolithic Integrated Circuit) single balanced cascode mixer was designed and fabricated. Also, we designed and fabricated a 3 dB tandem coupler which has a high isolation and wideband characteristic. The single balanced resistive mixer which does not require an external IF balun was designed using the 0.1 ${\mu}m$ InGaAs/InAlAs/GaAs metamorphic HEMT(High Electron Mobility Transistor). The DC characteristics of MHEMT's are 665 mA/mm of drain current density, 691 mS/mm of maximum transconductance. The current gain cut-off frequency($f_T$) is 189 GHz and the maximum oscillation frequency($f_{max}$) is 334 GHz. A 94 GHz single balanced cascode mixer was fabricated using our 0.1 ${\mu}m$ MHEMT MIMIC process. From the measurements, the fabricated couplers showed wideband characteristics. The conversion loss of single balanced cascode mixer was 9.8 dB at an LO power of 10.9 dBm. The LO to RF isolation of single balanced cascode mixer was 29.5 dB at 94 GHz. We obtained in this study a higher LO-RF isolation compared to some other single balanced mixers.