• The Journal of the Korea Contents Association
• /
• v.16 no.5
• /
• pp.157-171
• /
• 2016

The aim of this study is to analyze the relationship between fluctuations of a government subsidy and research outputs on the basic research field. An analysis of this study was conducted on basic research projects specifically on the field of information technology (IT) filed at university and Individual Research Programs of Korean ministry. Using various project characteristic variables, relationship between dependent variables and independent variables was controlled. To summarize results of a regression analysis, from looking at the correlation between fluctuations of a government subsidy and basic research outputs (weighted papers and patents), the result showed a positive relationship. The maximum effect of increased research funding projects on research outputs was 8 times greater than an effect of maintained funding projects. Moreover, the maximum effect of decreased research funding projects on research outputs was 4 times greater than an effect of maintained funding projects. Base on this result, we suggested implications from academic and practical aspects.

• The Korean Journal of Applied Statistics
• /
• v.29 no.7
• /
• pp.1213-1229
• /
• 2016

Cho and Shin (2016) recently demonstrated that an integrated HAR model has a forecast advantage over the HAR model of Corsi (2009). Recalling that realized volatilities of financial assets have asymmetries, we add a leverage term to the integrated HAR model, yielding the LIHAR model. Out-of-sample forecast comparisons show superiority of the LIHAR model over the HAR and IHAR models. The comparison was made for all the 20 realized volatilities in the Oxford-Man Realized Library focusing specially on the DJIA, the S&P 500, the Russell 2000, and the KOSPI. Analysis of the realized volatility data sets reveal apparent long-memory and asymmetry. The LIHAR model takes advantage of the long-memory and asymmetry and produces better forecasts than the HAR, IHAR, LHAR models.

• The Korean Journal of Applied Statistics
• /
• v.36 no.2
• /
• pp.129-139
• /
• 2023

Forecasting volatility is essential to avoiding the risk caused by the uncertainties of an financial asset. Complicated financial volatility features such as ambiguity between non-stationarity and stationarity, asymmetry, long-memory, sudden fairly large values like outliers bring great challenges to volatility forecasts. In order to address such complicated features implicity, we consider machine leaning models such as LSTM (1997) and GRU (2014), which are known to be suitable for existing time series forecasting. However, there are the problems of vanishing gradients, of enormous amount of computation, and of a huge memory. To solve these problems, a causal temporal convolutional network (TCN) model, an advanced form of 1D CNN, is also applied. It is confirmed that the overall forecasting power of TCN model is higher than that of the RNN models in forecasting VIX, VXD, and VXN, the daily volatility indices of S&P 500, DJIA, Nasdaq, respectively.

• Korean Journal of Construction Engineering and Management
• /
• v.11 no.1
• /
• pp.113-121
• /
• 2010

Since the cut-down of the purchasing price of the feed in tariff(FIT) in 2008, the numbers of photovoltaic projects get decreased, contrary to investment expansion policy of government on renewable energy. The root cause of the decrease is the irrationality of the current purchasing price structure of FIT as well as the adversity of fund raising due to the global financial crisis. This study proposes the FIT calculating model (Cost & Benefit Risk Based Purchase Price Process : CBRP3) reflecting the fluctuation of cost and benefit risks. The first step is to establish the photovoltaic generation alternatives, and to calculate each distribution data of the investment and the power generation quantity. The FIT for each alternative is, then, assessed through simulations. Finally the proposed FIT scheme is compared to the present FIT scheme and future study subjects are derived.

• Korean Journal of Social Welfare Studies
• /
• v.43 no.1
• /
• pp.143-178
• /
• 2012

This study analyzed the changes of welfare and labor market status of participants of Self-sufficiency Support Program in Korea thorough of analysis follow-up data which were collected about the experiences and changes of participants of the program in Gyeonggi province in 2005. As the results, many of participants exited from the program within five years, and hardly anyone depends on the welfare or the program, also there is very little the revolving door phenomenon. Whatever, the program have positive effects the changes of welfare and labor market status of them. Also, self-sufficiency communities, the small enterprises are started by more two participants and aim the economic independence of them and contribution to social economy have played important role for their persistent work and economic self-reliance. The people exited from the program, however, hardly succeed in exit from the welfare and their economic conditions still are not good. Therefore, we have to arrange the program for the participants' self-sufficiency, and we rather have to effort to secure their economic well-being than emphasize the immediately employment or establishment a business.

• Proceedings of the KAIS Fall Conference
• /
• 2002.05a
• /
• pp.90-92
• /
• 2002

원예산물은 그 특성상 장기 보관이 어렵고 가격의 변동이 심한 생산품 중에 하나이다. 또한 생산지에서의 출하단가와 소비지에서의 가격차가 심해 생산자들에게 돌아가야 할 부분들이 유통과정에서 소멸되는 특징을 가지고 있다. 본 논문은 저장창고를 중심으로 한 원예산물의 출하시기 결정을 위한 의사결정지원시스템을 설계하고 시스템 설계시 요구되는 주요요소들을 정의하고 있다. 또한, 저장창고에서의 출하시기 결정을 위한 정보시스템을 구축하여 그 실용성을 보여주고 있다.

• Proceedings of the KIPE Conference
• /
• 2018.11a
• /
• pp.27-29
• /
• 2018

본 논문은 모듈형 멀티레벨 컨버터 기반 특고압 직류 배전망의 수전 계통 사고 대응 기법을 제안한다. 수전 계통의 순간적인 저전압 및 단락 사고 발생 시 전력변환장치는 계통 전압의 정상화를 지원하기 위해 연계를 유지해야 하며 계통 측의 요구에 따라 전압 변동률에 따른 무효 전력을 공급해야 한다. 제안하는 기법은 계통 사고 발생 시 계통 코드에 따라 무효 전류를 공급하여 수전 계통의 전압 레벨 복구를 지원한다. 시뮬레이션을 통해 제안하는 계통 사고 대응 기법의 타당성을 확인한다.

• Proceedings of the KIEE Conference
• /
• 2015.07a
• /
• pp.418-419
• /
• 2015

지중케이블이 전력구에 포설되어 운영되는 경우 케이블 부하에 따른 발열로 전력구 내부온도가 상승하게 된다. 이 때 전력구 내부온도가 $40[^{\circ}C]$를 초과하는 경우, 케이블의 상시 허용전류의 크기가 설계 값보다 작아짐으로써 케이블 송전용량이 감소하는 문제점이 발생한다. 또한 전력구 내부온도는 산업안전보건기준에서 $37[^{\circ}C]$ 이하로 유지할 것을 권고하고 있어 안정적인 전력공급을 위한 대책 수립 및 최적의 운영을 위하여 전력구 내부 케이블의 부하전류 변동에 따른 온도변화 추이 예측이 요구된다. 따라서 본 논문에서는 수도권에 설치되어 운영 중인 지중케이블의 부하변동에 따른 전력구 내부온도 변화 특성을 검토하고자 한다.

• Proceedings of the KIEE Conference
• /
• 2007.07a
• /
• pp.834-835
• /
• 2007

2007년 하반기부터 국내탄 발전소에 대한 기반기금 지원방식이 변경 적용된다. 현행 발전소 변동비에 대한 시장정산금과의 차액보전에서 국내탄 사용량당 단가지원방식으로 변경된다. 기반기금 지원방식변경과 동시에 현행 전력시장운영규칙 부칙에 의거 국내탄발전소 용량가격이 일반발전기 수준으로 조정된다. 이러한 제도 변경시 국내탄발전소의 수입은 감소 전망으로 현행 적용하고 있는 BLMP수준의 국내탄 상한가격에서 제도변화를 반영한 적정 상한가격 수준설정은 전력시장운영에 있어 매우 중요하다. 기반기금 지원식 변경과 적정 상한가격 운영은 발전회사에게 많은 비용절감 유인을 제공하여 수입창출노력을 할 것으로 보이며, 발전기 이용률 제고 효과를 발휘할 것으로 전망된다. 본 논문에서는 합리적인 상한가격 산정에 필요한 상한가격 산정절차를 수립하고 국내탄발전소 제도개선 종합효과를 분석하고자 한다.

• Current Research on Agriculture and Life Sciences
• /
• v.4
• /
• pp.141-153
• /
• 1986

This study intends to document the existing cyclical fluctuations of garic and onion price at farm gate level during the period of 1966-1986 in Korea. The existing patterns of such cyclical fluctuations were estimated systematically by removing the seasonal fluctuation and irregular movement as well as secular trend from the original price through the moving average method. It was found that the cyclical fluctuations of garic and onion prices repeated six and seven times respectively during the same period, also the amplitude coefficient of cyclical fluctuations showed speed up in recent years. It was noticed that the cyclical fluctuations of price in onion was higher than that of in garic.