• The Korean Journal of Financial Management
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• v.22 no.1
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• pp.119-146
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• 2005

This study applies extreme value theory to get extreme value-VAR for Korean Stock market and showed the usefulness of the approach. Block maxima model and POT model were used as extreme value models and tested which model was more appropriate through back testing. It was shown that the block maxima model was unstable as the variation of the estimate was very large depending on the confidence level and the magnitude of the estimates depended largely on the block size. This shows that block maxima model was not appropriate for Korean Stock market. On the other hand POT model was relatively stable even though extreme value VAR depended on the selection of the critical value. Back test also showed VAR showed a better result than delta VAR above 97.5% confidence level. POT model performs better the higher the confidence level, which suggests that POT model is useful as a risk management tool especially for VAR estimates with a confidence level higher than 99%. This study picks up the right tail and left tail of the return distribution and estimates the EVT-VAR for each, which reflects the asymmetry of the return distribution of the Korean Stock market.

• Journal of Korea Port Economic Association
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• v.26 no.4
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• pp.63-87
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• 2010

The purpose of this paper is to measure the efficiency of Korean container terminals by using SFA(Stochastic Frontier Analysis). Inputs[Number of Employee, Quay Length, Container Terminal Area, Number of Gantry Crane], and output[TEU] are used for 3 years(2002,2003, and 2004) for 8 Korean container terminals by applying both SFA and DEA models. Empirical main results are as follows: First, Null hypothesis that technical inefficiency is not existed is rejected and in the trasnslog model, the estimate is significant. Second, time-series models show the significant results. Third, average technical efficiency of Korean container terminals are 73.49% in Cobb-Douglas model, and 79.04% in translog model. Fourth, to enhance the technical efficiency, Korean container terminals should increase the handling amount of TEUs. Fifth, both SFA and DEA models have the high Spearman ranking of correlation coefficients(84.45%). The main policy implication based on the findings of this study is that the manager of port investment and management of Ministry of Land, Transport and Maritime Affairs in Korea should introduce the SFA with DEA models for measuring the efficiency of Korean ports and terminals.

• Journal of the Microelectronics and Packaging Society
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• v.9 no.1
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• pp.9-13
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• 2002

Recently, Organic electroluminescent devices (OELDs) have been demonstrated the medium sized full color display with effective multi-layer thin films. In this study, the multi-layer OELDs were prepared on the patterened ITO (indium tin oxide)/glass substrates by the vacuum thermal evaporation method. The low molecule compounds such as $Alq_3$(trim-(8-hydroxyquinoline)aluminum) and CTM (carrier transfer material) as the electron transport and injection layers as well as TPD (triphenyl-diamine) and CuPc (copper phthalocyanine) as the hole transport and injection layers were used. The luminance was rapidly increased above the threshold voltage of 10 V. The luminance and emission spectrum for the OELDs samples with $A1/CTM/Alq_3$/TPD/1TO structures were found to be 430 cd/$m^2$and 512 nm at 17 V showing green color emission. In contrast, the samples with $Li-A1/Alq_3$/TPD/CuPC/1TO multi-structures showed 508 nm in emission spectrum and 650 cd/$m^2$at 17 V in the luminance. The increment of luminance may be ascribed to the improved efficiency of recombination in the region of the emission layers by the deposition of CuPc as hole injection layer and the low work function of the Li-Al electrode compared to the Al electrode.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.14 no.3
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• pp.9-23
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• 2015

A lane change maneuver which has a high driver cognitive workload and skills sometimes leads to severe traffic accidents. In this study, the Advanced Lane Change Assist System (ALCAS) was developed to assist with the automatic lane changes in merging sections which is mainly based on an automatic control algorithm for detecting an available gap, determining the Optimal Lane Change Start Point (OLCSP) in various traffic conditions, and positioning the merging vehicle at the OLCSP safely by longitudinal automatic controlling. The analysis of lane change behavior and modeling of fundamental lane change feature were performed for determining the default parameters and the boundary conditions of the algorithm. The algorithm was composed of six steps with closed-loop. In order to confirm the algorithm performance, numerical scenario tests were performed in various surrounding vehicles conditions. Moreover, feasibility of the developed system was verified in microscopic traffic simulation(VISSIM 5.3 version). The results showed that merging vehicles using the system had a tendency to find the OLCSP readily and precisely, so improved merging performance was observed when the system was applied. The system is also effective even during increases in vehicle volume of the mainline.

• Korean Journal of Agricultural and Forest Meteorology
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• v.18 no.4
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• pp.253-263
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• 2016

Chrysanthemum production would benefit from crop growth simulations, which would support decision-making in crop management. Chrysanthemum is a typical short day plant of which floral initiation and development is sensitive to photoperiod. We developed a model to predict phenological development and leaf appearance of chrysanthemum (cv. Baekseon) using daylength (including civil twilight period), air temperature, and management options like light interruption and ethylene treatment as predictor variables. Chrysanthemum development stage (DVS) was divided into juvenile (DVS=1.0), juvenile to budding (DVS=1.33), and budding to flowering (DVS=2.0) phases for which different strategies and variables were used to predict the development toward the end of each phenophase. The juvenile phase was assumed to be completed at a certain leaf number which was estimated as 15.5 and increased by ethylene application to the mother plant before cutting and the transplanted plant after cutting. After juvenile phase, development rate (DVR) before budding and flowering were calculated from temperature and day length response functions, and budding and flowering were completed when the integrated DVR reached 1.33 and 2.0, respectively. In addition the model assumed that leaf appearance terminates just before budding. This model predicted budding date, flowering date, and leaf appearance with acceptable accuracy and precision not only for the calibration data set but also for the validation data set which are independent of the calibration data set.

• Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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• v.16 no.2
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• pp.243-260
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• 2018

A literature review on the effects of high temperature and radiation on radiation shielding concrete in Spent Fuel Dry Storage is presented in this study with a focus on concrete degradation. The general threshold is $95^{\circ}C$ for preventing long-term degradation from high temperature, and it is suggested that the temperature gradient should be less than $60^{\circ}C$ to avoid crack generation in concrete structures. The amount of damage depends on the characteristics of the concrete mixture, and increases with the temperature and exposure time. The tensile strength of concrete is more susceptible than the compressive strength to degradation due to high temperature. Nuclear heating from radiation can be neglected under an incident energy flux density of $10^{10}MeV{\cdot}cm^{-2}{\cdot}s^{-1}$. Neutron radiation of >$10^{19}n{\cdot}cm^{-2}$ or an integrated dose of gamma radiation exceeding $10^{10}$ rads can cause a reduction in the compressive and tensile strengths and the elastic moduli. When concrete is highly irradiated, changes in the mechanical properties are primarily caused by variation in water content resulting from high temperature, volume expansion, and crack generation. It is necessary to fully utilize previous research for effective technology development and licensing of a Korean dry storage system. This study can serve as important baseline data for developing domestic technology with regard to concrete casks of an SF (Spent Fuel) dry storage system.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.22 no.4
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• pp.611-620
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• 2021

The maintenance industry is mainly progressing based on condition-based maintenance after corrective maintenance and preventive maintenance. In condition-based maintenance, maintenance is performed at the optimum time based on the condition of equipment. In order to find the optimal maintenance point, it is important to accurately understand the condition of the equipment, especially the remaining useful life. Thus, using simulation data (C-MAPSS), a prediction model is proposed to predict the remaining useful life of a turbofan engine. For the modeling process, a C-MAPSS dataset was preprocessed, transformed, and predicted. Data pre-processing was performed through piecewise RUL, moving average filters, and standardization. The remaining useful life was predicted using principal component analysis and the k-NN method. In order to derive the optimal performance, the number of principal components and the number of neighbor data for the k-NN method were determined through 5-fold cross validation. The validity of the prediction results was analyzed through a scoring function while considering the usefulness of prior prediction and the incompatibility of post prediction. In addition, the usefulness of the RUL prediction model was proven through comparison with the prediction performance of other neural network-based algorithms.

• Journal of Korea Water Resources Association
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• v.51 no.12
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• pp.1181-1194
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• 2018

This study suggests a novel approach of estimating stream flow discharge using the Synthetic Aperture Radar (SAR) images taken from 2015 to 2017 by European Space Agency Sentinel-1 satellite. Fifteen small to medium sized rivers in the Han River basin were selected as study area, and the SAR satellite images and flow data from water level and flow observation system operated by the Korea Institute of Hydrological Survey were used for model construction. First, we apply the histogram matching technique to 12 SAR images that have undergone various preprocessing processes for error correction to make the brightness distribution of the images the same. Then, the flow estimation model was constructed by deriving the relationship between the area of the stream water body extracted using the threshold classification method and the in-situ flow data. As a result, we could construct a power function type flow estimation model at the fourteen study areas except for one station. The minimum, the mean, and the maximum coefficient of determination ($R^2$) of the models of at fourteen study areas were 0.30, 0.80, and 0.99, respectively.

• Journal of Wetlands Research
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• v.21 no.1
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• pp.16-26
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• 2019

Wetlands that provide diverse ecosystem services, such as habitat provision and hydrological control of flora and fauna, constitute ecosystems through interaction between wetlands existing in a wetlandscape. Therefore, to evaluate the wetland functions such as resilience, it is necessary to analyze the ecological connectivity that is formed between wetlands which also show hydrologically dynamic behaviors. In this study, by defining wetlands as ecological nodes, we generated ecological networks through the connection of wetlands according to the dispersal model of wetland species. The characteristics of these networks were then analyzed using various network metrics. In the case of the dispersal based on a threshold distance, while a high local clustering is observed compared to the exponential dispersal kernel and heavy-tailed dispersal model, it showed a low efficiency in the movement between wetlands. On the other hand, in the case of the stochastic dispersion model, a low local clustering with high efficiency in the movement was observed. Our results confirmed that the ecological network characteristics are completely different depending on which dispersal model is chosen, and one should be careful on selecting the appropriate model for identifying network properties which highly affect the interpretation of network structure and function.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.6C
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• pp.251-258
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• 2009

In this study, the optimum design conditions for embankment construction on soft clay layer improved by soil compaction pile (SCP) are discussed by comparing the practical design method to the reliability design which is based on the loss function and advanced first order second moment (AFOSM) method. The results are summarized as follows; 1) the relationship between safety factor and failure probability becomes heavy exponentially, failure probability decreases rapidly till 1% approximately until safety factor is smaller than 1.2 and after then, failure probability decrease gradually along the increase of the safety factor. The design safety factor of 1.2 may be the critical value that has been established on considering both relationships appropriately, 2) the safety factor of 1.15 at the minimum expected total cost is a little smaller than the design safety factor of 1.2 and the failure probability is about 1%, 3) the sensitivities of the ratio of stress share and the internal friction angle of sand is larger than the variables related the undrained shear strength of soft layer. This result means that the distribution characteristic of n and ${\phi}$ influences on the stability analysis considerably and they should be considered necessarily on stability analysis of embankment on soft layer improved by SCP, 4) new failure points of the input variables at the design safety factor of 1.2(below failure probability of 0.1~0.3%) is far 1~2 times of standard deviation from the initial design values of themselves.