• 한국경영과학회지
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• 제38권2호
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• pp.75-93
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• 2013

In applying Markowitz's portfolio selection model to the stock market, we developed a comprehensive investment decision-making framework including key inputs for portfolio theory (i.e., individual stocks' expected rate of return and covariance) and minimum required expected return. For estimating the key inputs of our decision-making framework, we utilized an exponentially weighted moving average (EWMA) which places more emphasis on recent data than the conventional simple moving average (SMA). We empirically analyzed the investment results of the decision-making framework with the same 15 stocks in Samsung Group Funds found in the Korean stock market between 2007 and 2011. This five-year investment horizon is marked by global financial crises including the U.S. subprime mortgage crisis, the collapse of Lehman Brothers, and the European sovereign-debt crisis. We measure portfolio performance in terms of rate of return, standard deviation of returns, and Sharpe ratio. Results are compared with the following benchmarks : 1) KOSPI, 2) Samsung Group Funds, 3) Talmudic portfolio based on the na$\ddot{i}$ve 1/N rule, and 4) Markowitz's model with SMA. We performed sensitivity analyses on all the input parameters that are necessary for designing an investment decision-making framework : smoothing constant for EWMA, minimum required expected return for the portfolio, and portfolio rebalancing period. In conclusion, appropriate use of the comprehensive investment decision-making framework based on the Markowitz's model integrated with EWMA proves to achieve outstanding performance compared to the benchmarks.

• 한국결정학회지
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• 제2권1호
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• pp.17-22
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• 1991

Cd2+ 이온으로 이온 교환된 제올라이트 A를 탈 수한 후 C2H2 기체를 흡착한 결정구조를 단결정 X-선 회절법으로 입방공간군 Pm3m을 사용하여 해석하였다. (a=12.202(3)남 이고 Z:1 임). 이 결정은 723 K에서 2.67×10-4 Pa의 진공하에 서 2일간 탈수시킨 뒤 1.60×104 Pa의 C2H2 기체를 298 K에서 흡착시켜 만들었다. 단위 세포당 6개의 Cd2+ 이온은 모두 골조의 결정학적으로 서로 다른 2개의 3회 회전축상 6 산 소고리 위치에 위치한다. 즉 이들 Cd2+ 이온중 2개 는 3개의 0(3) 산소로 이루어진 (111) 평면에서 0. 694A 만큼 sodalite 동공내로 들어간 위치에 위치하 였고 나머지 4개의 Cd2+ 이온은 0(3)의 (111) 평면에서 큰 동공으로 0.586A.들어가 있었다. 이 4개의 Cd2+ 이온은 거의 정사면체형으로서, 3개의 골조 산소로부터 2.220(9)남 그리고 윤Ha 분자(여기서 는 한자리 배위자로 간주)의 탄소로부터는 2.74(7) A 떨어진 위치에 있다. I>3c (I)인 292개의 회절점으로 Rl=0.093, R2 =0.105까지 정밀화시켰다.

• Earthquakes and Structures
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• 제13권3호
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• pp.323-335
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• 2017

A simplified framework for the probabilistic estimation of economic losses induced by the structural vulnerability in single-story and single-bay precast industrial buildings is presented. The simplifications introduced in the framework are oriented to the definition of an expeditious procedure adoptable by government agencies and insurance companies for preliminary risk assessment. The economic losses are evaluated considering seismic hazard, structural response, damage resulting from the structural vulnerability and only structural-vulnerability-induced e]conomic losses, i.e., structural repair or reconstruction costs (stock and flow costs) and content losses induced by structural collapse. The uncertainties associated with each step are accounted for via Monte Carlo simulations. The estimation results in a probabilistic description of the seismic risk of portal-like industrial buildings, expressed in terms of economic losses for each occurrence (i.e., seismic event) that owners (i.e., insured) and stakeholders can use to make risk management decisions. The outcome may also be useful for the definition of the insurance premiums and the evaluation of the risks and costs for the owner corresponding to the insurance industrial costs. A prototype of a precast concrete industrial building located in Mirandola, Italy, hit by the 2012 Emilia earthquake, is used as an example of the application of the procedure.

• 한국CDE학회논문집
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• 제11권4호
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• pp.256-264
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• 2006

Currently, it is necessary to share and exchange drawing information between 2D and 3D data in AEC(Architecture, Engineering & Construction) fields. The authors suggest an information model framework to express IFC(Industry Foundation Classes)-based drawing of 3D AEC products as 2D drawing. In this study, 1) an information framework has been developed to enable sharing and exchange of AEC product model by adding various information factors, 2) standardized APIs and an IFC2DBrowser are developed.

• 대한화학회지
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• 제33권6호
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• pp.623-632
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• 1989

$Mn^{2+}$-치환 제올라이트 A는 가열 탈수되어도 그 구조가 열적을 안정하였다. $Mn_{4,5}Na_3-A$의 수화상태 및 탈수상태에 있어서의 골조원자, 이온 및 물분자들의 위치와 결합에너지를 몇가지 퍼텐셜 함수들을 써서 계산하여 구하였다. 탈수상태의 $Mn_{4,5}Na_3-A$에 있어서 골조원자들의 결합에너지는 열적으로 안정한 것으로 알려져 있는 탈수상태의 $Ca^{2+}$-치환 제올라이트 A($Ca_6$-A) 및 $Co^{2+}$- 치환제올라이트 A($Co_4Na_4-A$)의 그것과 비슷하였다. $Mn^{2+}$-치환 제올라이트 A 골조 내에는 결합에너지의 결합형식이 서로 다른 세 가지 그룹의 물분자들 즉 인접 물분자 또는 골조 산소원자와 수소결합을 하고 있는 물; W(I), $Na^+$이온에 배위되면서 인접 물 분자와 수소결합을 하는 물; W(II) 및 $Mn^{2+}$에 배위면서 수소결합을 하는 W(III)그룹의 물분자들이 존재하였으며 그들의 결합에너지 및 탈수반응의 활성화에너지의 크기 순서는 W(III) > W(II) > W(I)이였다.

• 융합정보논문지
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• 제7권5호
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• pp.169-175
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• 2017

회계정보시스템은 회계자료를 취합 처리하여 의사결정자에게 가치 있는 정보를 제공한다. 그러나 최근의 급속한 환경변화에 있어 지속경영으로서의 회계정보시스템은 성과를 최적화하기 위한 조직의 필요성에 적합되어야 한다. 동적 회계정보시스템의 역량은 회계처리와 조직의 성과를 향상시킬 것으로 기대한다. 동적역량틀(Dynamic capabilities framework:DCF)을 이용함으로서 동적인 회계정보시스템의 역량은 세 가지 관점에서 시너지효과를 발휘할 수 있는 것으로 기대한다. 1) 유연한 회계정보시스템, 2) 보완적인 비즈니스 지능시스템 및 3) 정보기술 자산을 통한 회계 전문화의 세 가지 영역의 시너지효과를 발휘할 수 있을 것이다. 본 연구를 통하여 동적 회계정보시스템 역량, 회계처리 성과 및 기업성과의 상관성을 검증하고자 한다. 연구결과, 동적 회계정보시스템 자원을 개발함으로써 조직의 가치를 더할 수 있는 것으로 나타났다. 본 연구는 회계정보시스템 환경의 성과산출에 지렛대 역할을 할 수 있는 가이드를 제공할 수 있다.

• Nuclear Engineering and Technology
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• 제53권11호
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• pp.3759-3763
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• 2021

In this study, 3" × 3" NaI(Tl) detector, which is widely used in gamma spectroscopy, was modeled with FLUKA code, and calculations required to determine the detector's energy resolution were reported. Photon beams with isotropic distribution with 59, 81, 302, 356, 511, 662, 835, 1173, 1275, and 1332 keV energy were used as radiation sources. The photon pulse height distribution of the NaI(Tl) without influence of its energy resolution obtained with FLUKA code has been converted into a real NaI(Tl) response function, using the necessary conversion process. The photon pulse height distribution simulated in the conversion process was analyzed using the ROOT data analysis framework. The statistical errors of the simulated data were found in the range of 0.2-1.1%. When the results, obtained with FLUKA and ROOT, are compared with the literature data, it is seen that the results are in good agreement with them. Thus, the applicability of this procedure has been demonstrated for the other energy values mentioned.

• STI Policy Review
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• 제8권2호
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• pp.23-48
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• 2017

This article advocates for a Mode 3 science policy. Compared to the university research-based Mode 1 knowledge production system and the knowledge application-centric Mode 2 innovation system, Mode 3 can be defined as a system that integrates both Mode 1 and Mode 2-type knowledge production models. In this article, based on the major characteristics of the Mode 3 scientific knowledge production system, I agree with the advocates of Mode 3 that constructing a knowledge society requires an inclusive form of knowledge production and innovation system through the democratization of knowledge production as well as the promotion of social values. Moreover, the mechanisms for creating accountable innovation in the Mode 3 system should be given more attention from the science research and policy communities to make public policy for scientific and technological innovation more reflective of social changes. Similar to the ways that the Mode 1 and Mode 2 scientific knowledge production approaches have influenced the development of science policy models, the Mode 3 scientific knowledge production approach, or Mode 3 science, also has the potential to shape a new science policy model. I will refer to this as Mode 3 science policy. In an effort to conceptualize the democracy- and society-centric Mode 3 science policy model, I will articulate science policy strategies in four science policy domains in South Korea from the context of the Mode 3 science approach. These include (1) evaluation of publicly-funded research activities, (2) valorization of scientific knowledge (that is, enhancement of the value of scientific knowledge through governmental action), (3) development of a science policy decision-making support system, and (4) anticipatory foresight of science, technology and society. When adopting and implementing a Mode 3 science framework, one progressive change is to increase socially desirable innovation such as responsible innovation.

• 정보관리학회지
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• 제25권3호
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• pp.321-338
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• 2008

지방기록물관리기관의 이용자 서비스 모형을 개발하기 위하여 국내외 관련 선행연구를 고찰하고, 외국 지방기록관 웹 사이트를 통하여 이용자 서비스 사례를 조사 분석하였으며, 개방과 공유 그리고 참여의 개념을 가진 웹 2.0 기술과 기록관 응용사례를 탐구하였다. 분석결과를 기초로 하여 기본서비스, 확장서비스 I, 확장서비스 II, 상호작용서비스 등 4단계로 구성된 지방기록물관리기관의 이용자 서비스 모형을 제안하였다. 단계별 모형은 고정된 것이 아니며 각 지방기록물관리기관에 따라 필요한 서비스를 선별하여 적용할 수 있다. 지방기록물관리기관의 이용자 서비스 활성화를 위하여 지역사회 조사와 연구, 서비스 만족도에 대한 평가, 구체적인 서비스 지침의 제정 등을 제안하였다.

• 산업경영시스템학회지
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• 제29권2호
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• pp.20-30
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• 2006

Due to recent growing interest in autonomous software agents and their potential application in areas such as electronic commerce, the autonomous negotiation become more important. Evidence from both theoretical analysis and observations of human interactions suggests that if decision makers have prior information on opponents and furthermore learn the behaviors of other agents from interaction, the overall payoff would increase. We propose a new methodology for a strategy finding process using data mining in autonomous negotiation system; ANSIA(Autonomous Negotiation System using Intelligent Agent). ANSIA is a strategy based negotiation system. The framework of ANSIA consists of three component layers; 1) search agent layer, 2) data mining agent layer and 3) negotiation agent layer. ANSIA is motivated by providing a computational framework for negotiation and by defining a strategy finding model with an autonomous negotiation process.