• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.05a
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• pp.1777-1783
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• 2006

일반적으로 펀드평가는 절대수익률이나 위험을 조정한 샤프지수 또는 트레이너 지수를 이용하고 있는데, 이러한 방법은 벤치마크 지수를 기준으로 평가하여 펀드규모, 비용 등을 고려한 펀드간의 상대적 성과는 측정하지 못하고 있다. 펀드간의 상대적 성과평가는 펀드의 실질적인 효율성을 측정할 수 있다는 측면에서 펀드평가의 유용한 수단이 될 수 있다. 본 연구에서는 샤프의 스타일 분석을 이용하여 펀드의 유형을 분류하고, DEA를 이용하여 펀드간의 상대적인 성과를 측정한다. 분석자료는 2000년 1월부터 2005년 12월 31일까지의 주식형 펀드의 월간수익률, 수익률 표준편차, 펀드비용, 펀드규모, 운용기간, 샤프지수 등을 이용한다.

• Journal of Digital Convergence
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• v.11 no.8
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• pp.183-190
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• 2013

The Photoplethysmogram is a similar periodic signal that synchrinized to a heartbeat. In this paper, we propose a exponential weight moving average filter that use similarity of Photoplethysmogram. This filtering method has the average value of each samples through separating the cycle of PPG signal. If there are some motion artifacts in continuous PPG signal, disjoin the signal based on cycle. And then, we made these signals to have same cycle by coordinating the number of sample. After arrange these cycles in 2 dimension, we put the average value of each samples from starting till now. So, we can eliminate the motion artifacts without damaged PPG signal.

• Journal of Korea Water Resources Association
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• v.51 no.3
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• pp.207-219
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• 2018

In this study, the ecological flow rate of the Zacco playtypus habitat was simulated based on the Instream Flow Incremental Methodology (IFIM) in reachs of urban and natural stream using the habitat suitability index (HSI) of the probability density function (PDF). To apply this method, PHABSIM model was used in this study. However, in this study, the HSI of the probability density function was developed by adjusting the parameters of the PDF based on Kang (2010) HSI. As a result, the normal distribution is closest to the ecological flow rate of the Kang (2010) in the urban stream. However, the two-parameter log-pearson distribution tended to be the closest in the natural stream. The ecological flow rate was simulated by the HSI and the reach of stream with the PDF. Based on the comparison of simulation results, we propose an ecological flow rate estimation method using probabilistic method.

• Korean Journal of Construction Engineering and Management
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• v.21 no.4
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• pp.82-89
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• 2020

Article 64 of the Enforcement Decree of the National Contract Act The requirement of the pre-amendment statute related to the adjustment of the contract price was 5% or more of the price fluctuation rate from the date of the contract. However, the meeting requirement was changed from 5% or more to 3% or more from the date of signing of the Presidential Decree No. 19035 to 2005. 9. 8. The method of adjusting the contract amount was also changed to determine the contractor's desired adjustment method at the time of contract. Alleviating these requirements and revising the empowerment of contract partners is intended to prevent difficulties in achieving smooth objectives by applying to public construction contractors without unfairly benefiting or unfavorable to contract partners. Even if the standards are relaxed and the rights are secured as described above, if the existing provisions for the adjustment of price fluctuation are applied, unlike the original purpose of the government system, the Korea Bank's price economic statistics classification method and the contract construction classification criteria applied in public construction work Due to the inconsistency, it can be seen that the amount of adjustment for price fluctuation by construction type is excessive and underestimated. Therefore, the purpose of this study is to analyze problems through cases and to make appropriate construction cost adjustment through improvement measures.

• The Korean Journal of Applied Statistics
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• v.31 no.2
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• pp.229-239
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• 2018

This paper introduces how to adopt the concept of temporal hierarchies to forecast time series data. Similarly as in hierarchical cross-sectional data, temporal hierarchies can be constructed for any time series data by means of non-overlapping temporal aggregation. Reconciliation forecasts with temporal hierarchies result in more accurate and robust forecasts when compared with the independent base and bottom-up forecasts. As an empirical example, we forecast traffic accident counts with temporal hierarchies and observe that reconciliation forecasts are superior to the base and bottom-up forecasts in terms of forecast accuracy.

• Proceedings of the Korean Institute Of Construction Engineering and Management
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• 2006.11a
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• pp.435-439
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• 2006

The purposes of study is to propose a new method contract price adjustment in construction projects. The research method of this study includes a case analysis and questionnaire survey. The results of this study are as follows: 1) For improvement method of contract amount adjustment, enactment for legislation pertaining to computation methods such as military's organization through total unit cost, and price flexibility computation at the point of design modification were presented. 2) Arithmetic formulas for cases in which volume is deleted or modified below the price flexibility exemption amount or in which there is no change to quantity, at the occurrence of design modification resulting from price flexibility, were proposed.

• The Korean Journal of Financial Management
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• v.11 no.2
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• pp.131-159
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• 1994

주가과잉반응(overreaction)이라 함은 투자자들이 특정 투자정보를 과대평가하여 주가에 반응하는 현상인데, 본 연구는 우리나라 주식시장에서의 주가과잉반응가설(株價過剩反應假說)(overreaction hypothesis)을 여러 가지의 대체적 방법을 사용하였으며, 따라서 우리나라 주식시장의 주가반전현상에 대하여 보다 체계적인 결론을 얻는데 목적을 두었다. 특히 위험요소를 고려하기 위하여 시장조정수익률모형, 위험조정수익률모형을 이용하였으며, 규모차이를 고려하기 위하여 자기자본총액에 따라 각각의 포트폴리오를 재구성하여 분석하였다. 그리고 초과수익률 산출시 대용되는 시장포트폴리오수익률을 종합주가수익률(KCI)과 동일가중주가지수수익률(EWI)을 이용하여 분석하였다. 본 연구의 분석기간은 1980년에서 1992년까지의 월별개별주가수익률을 이 용하였으며, 연구방법론에 있어서 국내의 기존연구에서 사용된 연구방법을 이용하였는데 이는 방법론차이로 인해 분석 결과가 상이해질 우려를 배제하고 일관성 있는 결론을 내림과 동시에 비교측면을 제고시키기 위한 배려였다. 이와 같은 여러 대체적 분석방법을 사용하여 얻은 결과에 따르면 국내외 여러 연구와는 달리 우리나라 주식시장에서의 주가과잉반응현상(株價過剩反應現象)은 투자자들이 입수한 정보에 대해 과민반응함으로써 주가가 본질적(本質的) 가치(價値)로부터 이탈되는 것이 아니고, 주로 기업규모효과(企業規模效果)(firm-size effect)와 신년효과(新年效果)(turn-of-the-year effect)등이 중첩(重疊)되어 나타나는 이례적(異例的) 현상(現象)(anomalies)으로 인한 주가반전현상(株價反轉現象) 이라고 말할 수 있겠다.

• Proceedings of the Korean Society of Crop Science Conference
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• 2023.04a
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• pp.65-65
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• 2023

• Journal of the Korea Institute of Building Construction
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• v.12 no.1
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• pp.108-114
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• 2012

Escalation method examining the changes in price index has been widely utilized in public construction projects. The previous escalation method determined estimated changes in price based on the average unit price of contract items over a period of time. In relation to this method, the issue has been raised that the fluctuation rates of previous method show different trends compared with other related price indices, as the influence of the small group of contract items with large unit prices overwhelms the others. This research suggested an improved escalation method which estimates the fluctuation rate by examining the changes in CCI (construction cost index) and applies it to the total amount or the partial amount deducted for labor cost in price escalation for previous bid price method. To verify the improvement, a case study is conducted on an educational facility, and the fluctuation rate was estimated in two different base periods (short term, long term). The results over the long term showed similar tendencies to those of related price indices, as well as significant differences in fluctuation rates compared to those of the previous method.

• Proceedings of the Korean Society of Computer Information Conference
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• 2014.01a
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• pp.401-403
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• 2014

본 논문에서 DEA 방법과 Malmquist 지수를 이용하여 중국의 이동통신서비스 사업자들의 상대적 효율성을 분석하고 있다. 중국의 이동통신서비스시장은 급성장하고 있으며 특히 2008년의 합병을 통한 구고조정은 시장의 새로운 환경을 제공하고 있다. 이러한 구조조정을 배경으로 본 연구는 2002년-2012년을 분석기간으로 설정하여 합병 전과 합병 후의 상대적 효율성을 비교하고 있다. 투입변수는 총자산, 종업원 수, 자본투입을 포함하고 있으며 산출변수는 영업총수입과 순이윤을 포함하고 있다. 분석 결과에 의하면 2002년-2012년 기간 동안 평균 효율성은 개선되지 못하고 있으나 합병 후인 2009년-2012년 기간에는 이동통신서비스 사업자들의 평균 효율성은 개선되고 있는 것으로 나타났다.