• The Korean Journal of Applied Statistics
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• v.27 no.7
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• pp.1219-1228
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• 2014

Constant conditional correlation (CCC) is frequently employed for parsimony in the field of multivariate GARCH time series. An extended-CCC (ECCC) model is further developed in order to allow interactions between multivariate volatilities. The paper introduces both CCC model and ECCC model to the domestic financial time series. The CCC and ECCC models are fitted and then compared with each other through various multivatiate time series.

• ETRI Journal
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• v.39 no.3
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• pp.417-427
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• 2017

This paper investigates the security of constant weight countermeasures, which aim to produce indistinguishable leakage from sensitive variables and intermediate variables, assuming a constant Hamming distance and/or Hamming weight leakages. To investigate the security of recent countermeasures, contrary to many related studies, we assume that the coefficients of the simulated leakage models follow a normal distribution so that we may construct a model with approximately realistic leakages. First, using our simulated leakage model, we demonstrate security holes in these previous countermeasures. Subsequently, in contrast to the hypotheses presented in previous studies, we confirm the resistance of these countermeasures to a standard correlation power analysis (CPA). However, these countermeasures can allow a bitwise CPA to leak a sensitive variable with only a few thousand traces.

• Journal of the Korean GEO-environmental Society
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• v.13 no.12
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• pp.17-25
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• 2012

In this study, dielectrical constant of the ground was measured using TDR method and correlated with water contents and density of ground. In order to evaluate the applicability as a cavity exploration, model experiments were carried out to analyze the effects of cavity size on the dielectrical constant. Test result indicated that dielectrical constant of the ground tended to linearly increase with the increase in water contents and density, which can be represented in a certain relational expression. Also, the dielectrical constant of ground varied sensitively with the cavity size of ground. The results conclude that the dielectrical constant, water contents and density of the ground proved to have a correlation among them, and the dielectrical constant is expected to be a basic data on cavity exploration.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.28 no.5
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• pp.526-534
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• 2004

A new second-moment closure model for turbulent heat fluxes is proposed on the basis of the elliptic equation. The new model satisfies the near-wall balance between viscous diffusion, viscous dissipation and temperature-pressure gradient correlation, and also has the characteristics of approaching its respective conventional high Reynolds number model far away from the wall. The predictions of turbulent heat transfer in a channel flow have been carried out with constant wall heat flux and constant wall temperature difference boundary conditions respectively. The velocity field variables are supplied from the DNS data and the differential equations only fur the mean temperature and the scalar flux are solved by the present calculations. The present model is tested by direct comparisons with the DNS to validate the performance of the model predictions. The prediction results show that the behavior of the turbulent heat fluxes in the whole region is well captured by the present model.

• The Korean Journal of Financial Management
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• v.26 no.3
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• pp.199-226
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• 2009

We examine the intertemporal relation between risk and return in the Korean stock market and foreign exchange market based on the two factor ICAPM framework. The standard GARCH model and the GJR(1993) model are employed to estimate conditional variances of the stock returns and foreign exchange rates. The covariance between the rates of stock returns and changes in the exchange rates are estimated by the constant conditional correlation model of Bollerslev(1990) and the dynamic conditional correlation model of Engle(2002). The multivariate GARCH in mean model and quasi-maximum likelihood estimation method, consequently, are applied to investigate riskreturn relation jointly. We find that the estimated coefficient of relative risk aversion is negative and statistically significant in the post-financial crisis sample period in the Korean stock market. We also show that the expected stock returns are negatively related to the dynamic covariance with foreign exchange rates. Both estimated parameters of conditional variance and covariance in the foreign exchange market, however, are not statistically significant. The GJR model is better than the standard GARCH model to estimate the conditional variances. In addition, the dynamic conditional correlation model has higher explanatory power than the constant correlation model. The empirical results of this study suggest following two points to investors and risk managers in hedging and diversifying strategies for their portfolios in the Korean stock market: first, the variability of foreign exchange rates should be considered, and second, time-varying correlation between stock returns and changes in foreign exchange rates supposed to be considered.

• Journal of Korean Society of Water and Wastewater
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• v.25 no.6
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• pp.971-979
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• 2011

Palm Oil Mill Effluent (POME) is the mixed organic wastewater generated from palm oil industry. In this study, kinetic analysis with treating POME in an anaerobic hybrid reactor (AHR) was performed. Therefore, the AHR was monitored for its performances with respect to the changes of COD concentrations and hydraulic retention time (HRT). Batch tests were performed to find out the substrate removal kinetics by granular sludge from POME. Modified Stover Kincannon, First-order, Monod, Grau second-order kinetic models were used to analyze the performance of reactor. The results from the batch test indicate that the substrate removal kinetics of granular sludge is corresponds to follow Monod's theory. However, Grau second-order model were the most appropriate models for the continuous test in the AHR. The second order kinetic constant, saturation value constant, maximum substrate removal rate, and first-order kinetic constant were 2.60/day, 41.905 g/L-day, 39.683 g/L-day, and 1.25/day respectively. And the most appropriate model was Grau second-order kinetic model comparing the model prediction values and measured COD concentrations of effluent, whereas modified Stover-Kincannon model showed the lowest correlation.

• Bulletin of the Korean Chemical Society
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• v.29 no.5
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• pp.963-968
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• 2008

For the [$Cr_2(H_2tmp)_2Cl_4$] compound, simplified models with two bridging methoxo ligands have been studied. The influence of the bridging Cr-O-Cr bond angles on the exchange coupling between metal atoms in the model compound has been analyzed by means of density functional calculations with the broken-symmetry approach. Coupling constant calculated for the full structure is in good agreement with the experimentally reported value, confirming the validity of the computational strategy used in this work to predict the exchange coupling in a family of related dinuclear Cr(III) compounds. The calculations indicate a good correlation between the calculated coupling constant and the sum of the squared energy gap of three pairs of metal $t_{2g}$ OMSOs with a limited variation of the Cr-O-Cr angle. The spin density distribution and the mechanism of magnetic coupling interactions are discussed.

• Bulletin of the Korean Chemical Society
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• v.22 no.4
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• pp.357-361
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• 2001

Frequency spectra of the complex permittivity of 2-methoxyethanol (2-ME) with water, ethanol, dimethylsulphoxide (DMSO), N,N-dimethylformamide (DMF) and N,N-dimethylacatamide (DMA) have been determined over the frequency range of 10 MHz to 20 GHz at 25 $^{\circ}C$, using the Time domain reflectometry method, for 11 concentrations for each system. The static dielectric constant, dielectric constant at microwave frequency, relaxation time, excess dielectric parameters, and Kirkwood correlation factor have been determined. The relaxation in these systems within the frequency range can be described by a single relaxation time constant, using the Debye model. The parameters show a systematic change with the concentration.

• Journal of the Korean Society of Marine Environment & Safety
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• v.20 no.3
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• pp.323-333
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• 2014

In this paper, the wakes behind a square cylinder were simulated using two kinds of different turbulence models for the eddy viscosity concept such as the zero- and the one-equation model in which the former is the mixing length model and the latter is the k-equation model. For comparison between numerical and analytical solutions, we employed three skill assessments: the correlation coefficient(r) for the similarity of the wake shape, the error of maximum velocity difference(EMVD) for the accuracy of wake velocity and the ratio of drag coefficient(RDC) for the pressure distribution around the structure. On the basis of the numerical results, the feasibility of each model for wake simulation was discussed and a suitable value for the empirical constant was suggested in these turbulence models. The zero-equation model, known as the simplest turbulence model, overestimated the EMVD and its absolute mean error(AME) for r, EMVD and RDC was ranging from 20.3 % to 56.3 % for all test. But the AME by the one-equation model was ranging from 3.4 % to 19.9 %. The predicted values of the one-equation model substantially agreed with the analytical solutions at the empirical mixing length scale $L=0.6b_{1/2}$ with the AME of 3.4 %. Therefore it was concluded that the one-equation model was suitable for the wake simulation behind a square cylinder when the empirical constant for eddy viscosity would be properly chosen.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2002.05a
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• pp.104-109
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• 2002

In this paper, a statistical analysis of fatigue crack growth behavior under constant amplitude loads has been carried out. Fatigue crack growth tests were conducted on sixteen pre-cracked compact tension (CT) specimens of the pressure vessel (SPV50) steel in controlled identical load and environmental conditions. The assessment of the statistical distribution of fatigue crack growth experimental data obtained from SPV50 steel was studied and also the correlation of the parameter C and m in the Paris-Erdogan law was discussed. The probability distribution function of fatigue crack growth life seems to follow the 3-parameter Weibull. The fatigue crack growth rate seems to follow the 3-parameter Weibull and the log-normal distribution. The coefficient of variation (COV) of fatigue crack growth life was observed to decrease as the crack grows. A strong negative linear correlation exists between the coefficient C and the exponent m in Paris model. Fatigue crack growth rate data shows a normal distribution for both m and logC.