• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2006년도 춘계공동학술대회 논문집
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• pp.133-136
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• 2006

We consider dynamic lot-sizing model with production time windows where each of n demands has earliest due date and latest due date and it must be satisfied during the given time window. For the case of nonspeculative cost structure, an O(nlog n) time procedure is developed and it is shown to run in O(n) when demands come in the order of latest due dates.

• 한국경영과학회지
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• 제17권3호
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• pp.13-26
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• 1992

Set-up reduction is an important aspect of the Japanese Just-In-Time (JIT) and Zero Inventory (ZI) concepts. In this paper, we first analyze the effects of set-up cost reduction on tatal inventory, average lot size and forecast horizon in the dynamic lot size model. We also examine the various effects of set-up cost reduction in the EOQ model and explain why many Japanese firms try to cut set-up cost and/or set-up time greatly.

• 한국경영과학회지
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• 제11권2호
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• pp.7-12
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• 1986

The problem of strategic R & D investment is formulate as a differential game model and solved explicity for a special case. It is shown that, at equilibrium, an increase in the intensity of market competition or a decrease in the role of technology transfer results in an increase in the initial rate of investment by competing tfirms. The increased initial investment rate may enhance the rate of technology development. This dynamic model can be used to propose non cooperative R & D investment policies in technologically competitive situation.

• 전기의세계
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• 제31권4호
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• pp.281-287
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• 1982

PASCAL has a recursive nested structure and uses deep binding of identifiers. This paper studies the problems and techniques in storage management for PASCAL on the IBM 370 system, and presents run-time storage administration algorithms which use stack scheme and heap efficiently on the view of storage. The stack-scheme was used to implement the feature of recursive nested structure and the heap was used to implement the feature of the dynamic allocation procedure and pointer variable, allowing an additional dynamic storage recovery procedure.

• 한국CDE학회논문집
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• 제15권3호
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• pp.204-211
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• 2010

Recently, business process management has become an important concept to define and execute business process. During the execution of the collaborative business processes defined by the consensus with manufacturing enterprises, a lot of variations can be occurred by various internal and external factors related to business. From this reason, manufacturing enterprises have tried to seek for a technology to define and execute the collaborative business process systematically under the dynamic situations approving process variation. This study defines the collaborative business process among manufacturing enterprises at first and proposes its execution technology under the dynamic situations. Here, the proposed execution technology includes the authority management of each process, sub-process, and activity for security, the forced execution of the incomplete process containing the undefined sub-process, the re-execution in a certain range of business process for correcting errors, and the dynamic selection of sub-process. Furthermore, this study implements a prototype system to check the validity of its application under the dynamic situations.

• 산업공학
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• 제22권1호
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• pp.63-72
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• 2009

This paper considers a transporter scheduling problem under dynamic block transportation environment in shipbuilding. In dynamic situations, there exist the addition, cancellation or change of block transportation requirements, sudden breakdowns and maintenance of transporters. The transportation of the blocks in the shipyard has some distinct characteristics. Some blocks are available to be picked up at a specific time during the planning horizon while some other blocks need to be delivered before a specific time. These requirements cause two penalty times: 1) delay times incurred when a block is picked up after a required start time, and 2) tardy times incurred when a block shipment is completed after the required delivery time. The blocks are located at different areas in the shipyard and transported by transporters. The objective of this paper is to propose a heuristic algorithm based on a network flow model which minimize the weighted sum of empty transporter travel times, delay times, and tardy times. Also, a rolling-horizon scheduling method is proposed for dynamic block transportation environment. The performance of the proposed heuristic algorithms are evaluated through a simulation experiment.

• 디지털산업정보학회논문지
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• 제6권3호
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• pp.211-219
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• 2010

This paper designs the dynamic symbol automatic trading system in Korean option market. This system is based on Multichart program which is convenient and efficient system trading tool. But the Multichart has an important restriction which has only one constant symbol per chart. This restriction causes very useful strategies impossible. The proposed design uses global variables, signal chart selection and position order exchange. So an automatic trading system with dynamic symbol works on Multichart program. To verify the proposed system, BS(Buythensell)-SB(Sellthenbuy) strategies are tested which uses the change of open-interest of stock index futures within a day. These strategies buy both call and put option in ATM at start candle and liquidate all at 12 o'clock and then sell both call and put option in ATM at 12 o'clock and also liquidate all at 14:40. From 23 March 2009 to 31 May 2010, 301-trading days, is adopted for experiment. As a result, the average daily profit rate of this simple strategies riches 1.09%. This profit rate is up to eight times of commision price which is 0.15 % per option trade. If the method which raises the profitable rate of wining trade or lower commission than 0.15% is found, these strategies make fascinated lossless trading system which is based on the proposed dynamic symbol automatic trading system.

• 한국경영과학회지
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• 제25권4호
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• pp.81-95
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• 2000

A knowledge-based system with fuzzy production rules is a representation of static knowledge of an expert. On the other hand, a real system such as the stock market is dynamic in nature. Therefore we need a strategy to reflect the dynamic nature of real system when we make inferences with a knowledge-based system. This paper proposes a strategy of dynamic inferencing for a knowledge-based system with fuzzy production rules. The strategy suggested in this paper applies weights of attributes of conditions of a rule in the knowledge-base. A degree of match(DM) between actual input information and a condition of a rule is represented by a value [0,1]. Weights of relative importance of attributes in a rule are obtained by AHP(Analytic Hierarcy Process) method. Then these weights are applied as exponents for the DM, and the DMs in a rule are combined, with MIN operator, into a single DM for the rule. In this way, overall DM for a rule changes depending on the importance of attributes of the rule. As a result, the dynamic nature of a real system can be incorporated in an inference with fuzzy production rules.

• 산경연구논집
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• 제8권1호
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• pp.5-13
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• 2017

Purpose - In this article, a dynamic model like a VAR is an appropriate choice for estimating the possible interrelationship between ownership structure and firm performance as a dynamic process. Research design, data, and methodology - Data of this work are collected from Chinese stock exchange including 350 Chinese-listed firms during the period of 1999-2012. We hypothesize that this interrelationship dynamically exists between ownership structure and firm performance. To examine the correlation, a panel Vector Auto-regression (PVAR) approach generated by GMM method is utilized to test the possible dynamic relation embedded in corporate governance. Another two dynamic analysis solutions such as orthogonalized impulse-response function and variance decomposition are also used simultaneously. Results - Findings of this study indicate the evidence that dynamically endogenous relationship exists between ownership structure and firm performance. Further, there is a dynamical correlation between investment and performance. Impulse response and variance decomposition illustrate that impact of a shock to variables themselves is the main source for their variability. Conclusions - The conclusion in this study is that there is a bidirectional and inter-temporal effect between proportion of ownership and corporate performance for a long run in accordance with impulse response function. Overall, our results suggest that corporate governance in China is more market oriented.

• 한국산학기술학회논문지
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• 제12권2호
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• pp.712-717
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• 2011

동적 델타 헤징(Dynamic Delta Hedging)이란 옵션 발행자가 옵션의 만기정산금액(payoff)을 지급하기 위해 주기적으로 델타에 근거한 헤지 포지션을 조절함으로써 옵션의 payoff를 복제하고 옵션 가치변화에 따른 위험을 회피하는 방법이다. 본 연구에서는 헤지에 있어서 주요 변수인 블랙-숄즈의 모형에 의해 산출된 델타의 대체 값을 찾기 위해 기계학습의 일종인 인공신경망 학습을 적용하여 옵션의 만기 시 헤지 비용의 최소화 및 차익 실현을 위한 방법론을 제시하고자 한다. 기초자산의 현재가격, 변동성, 무위험이자율, 만기 등의 시장 상황 변화에 따른 다양한 시나리오에 대한 실험을 통해 본 연구에서 제시하는 방법론의 성능을 분석하고 그 우수성을 보인다.