• The KIPS Transactions:PartC
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• v.8C no.1
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• pp.97-104
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• 2001

In this paper, we present a new hierarchical model for performance analysis of channel allocation and packet service protocol in wireless n network. The proposed hierarchical model consists of two parts : upper and lower layer models. The upper layer model is the structure state model representing the state of the channel allocation and call service. The lower layer model, which captures the performance of the system within a given structure state, is the wireless packet retransmission protocol model. These models are developed using SRN which is an modeling tool. SRN, an extension of stochastic Petri net, provides compact modeling facilities for system analysis. To get the performance index, appropriate reward rates are assigned to its SRN. Fixed point iteration is used to determine the model parameters that are not available directly as input. That is, the call service time of the upper model can be obtained by packet delay in the lower model, and the packet generation rates of the lower model come from call generation rates of the upper model.

• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.783-797
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• 2010

Based on the importance of asset allocation in the return of an investment portfolio, this article attempts to verify the appropriateness of mutual funds as means of investment to obtain optimal asset allocation. The return-based style analysis is applied to determine a mutual fund's allocation(or a style) among a set of specified asset classes. Assuming a particular investor who defines a range allowed a fund's style to differ from its original one, it is examined whether or not the fund style is continued over an investment time horizon. After verifying the fact that the original style of the investment fails to remain unchanged from the empirical analysis limited to domestic equity mutual funds, we further investigated the reasons for the style drift. Despite several limitations of the analysis, it yields the conclusion that domestic equity mutual funds do not seem to be an appropriate investment tool to achieve a target asset allocation.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.22 no.2
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• pp.15-28
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• 2023

Boundary Station is an evaluation index that was not reflected in the Seoul Metropolitan Urban Railroad Connected Eare Allocation. Boundary station is a station located at the boundary point of two transportation agencies sharing the same route, and track operation methods are divided into business management and maintenance management. Until now, the Connected Fare Allocation has evaluated the boundary stations from the perspective of business management. Meanwhile, the integrated public transportation fee system requires the need to interpret the boundary stations from the point of view of maintenance management at the developmental level. This study was prepared a measure to quantitatively analyze changes in income with the introduction of maintenance methods in mind. The Change in the income of operation agency evaluated based on the daily transportation card data for the boundary stations of the four Seoul Transportation Corporation and KORAIL sections. This study is meaningful as a basic research for an analytical judgment that evaluates and allocates changes in transportation income of Seoul Metropolitan Urban Railroad in the future.

• Journal of Korean Society for Quality Management
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• v.51 no.2
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• pp.171-184
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• 2023

Purpose: First, this paper suggests an alternative approach to find optimal portfolio (stocks, bonds and ESG stocks) under the maximizing utility of investors. Second, we include ESG stocks in our optimal portfolio, and compare improvement of welfares in the case with and without ESG stocks in portfolio. Methods: Our main method of analysis follows Brennan et al(2002), designed under the continuous time framework. We assume that the dynamics of stock price follow the Geometric Brownian Motion (GBM) while the short rate have the Vasicek model. For the utility function of investors, we use the Power Utility Function, which commonly used in financial studies. The optimal portfolio and welfares are derived in the partial equilibrium. The parameters are estimated by using Kalman filter and ordinary least square method. Results: During the overall analysis period, the portfolio including ESG, did not show clear welfare improvement. In 2017, it has slightly exceeded this benchmark 1, showing the possibility of improvement, but the ESG stocks we selected have not strongly shown statistically significant welfare improvement results. This paper showed that the factors affecting optimal asset allocation and welfare improvement were different each other. We also found that the proportion of optimal asset allocation was affected by factors such as asset return, volatility, and inverse correlation between stocks and bonds, similar to traditional financial theory. Conclusion: The portfolio with ESG investment did not show significant results in welfare improvement is due to that 1) the KRX ESG Leaders 150 selected in our study is an index based on ESG integrated scores, which are designed to affect stability rather than profitability. And 2) Korea has a short history of ESG investment. During the limited analysis period, the performance of stock-related assets was inferior to bond assets at the time of the interest rate drop.

• Journal of KIISE:Databases
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• v.35 no.3
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• pp.272-285
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• 2008

In this paper, we concentrate on data allocation methods for multiple broadcast channels. When the server broadcasts data, the important issue is to let mobile clients access requested data rapidly. Previous works first sorted data by their access probabilities and allocate the sorted data to the multiple channels by partitioning them into multiple channels. However, they do not reflect the difference of access probabilities among data allocated in the same channel. This paper proposes ZGMD allocation method. ZGMD allocates data item on multiple channels so that the difference of access probability in the same channel is maximized. ZGMD allocates sorted data to each channels and applies Broadcast Disk in each channel. ZGMD requires a proper indexing scheme for the performance improvement. This is because in ZGMD method each channel got allocated both hot and cold data. As a result, the sequential search heuristic does not allow the mobile client to access hot data items quickly. The proposed index scheme is based on using dedicated index channels in order to search the data channel where the requested data is. We show that our method achieve the near-optimal performance in terms of the average access time and significantly outperforms the existing methods.

• The Journal of the Korea Contents Association
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• v.4 no.3
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• pp.81-90
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• 2004

Recently, It has been increased to use a multi-dimensional data in various applications with a rapid growth of the computing environment. In this paper, we propose the vector approximate tree for content-based retrieval of multi-dimensional data. The proposed index structure reduces the depth of tree by storing the many region information in a node because of representing region information using space partition based method and vector approximation method. Also it efficiently handles 'dimensionality curse' that causes a problem of multi-dimensional index structure by assigning the multi-dimensional data space to dynamic bit. And it provides the more correct regions by representing the child region information as the parent region information relatively. We show that our index structure outperforms the existing index structure by various experimental evaluations.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.2
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• pp.343-349
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• 2013

The optimal portfolio selection problem under inflation risk is considered in this paper. There are three assets the economic agent can invest, which are a risk free bond, an index bond and a risky asset. By applying the martingale method, the optimal consumption rate and the optimal portfolios for each asset are obtained explicitly.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.37 no.1
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• pp.29-42
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• 2019

In order to expand the qualitative aspects of public facility, this study used SNS data to derive user-oriented preference factors for public facilities and then were quantified in terms of supply side and demand side. To derive preference factor, LDA, one of topic modeling, was used and attraction index was calculated for each facility. In addition we analyzed spatial accessibility to measure the degree of service experience of users by using 2SFCA model. The study area covered public libraries of Seoul, Korea. As a result of study, five topics were extracted as preference factors for the public library: Circumstance, Scale of facility, Cultural program, Parenting, Books and materials. In particular topic of circumstance and parenting were newly derived preference factors unknown in previous studies. As a result of calculating attraction index for each library, the index of Songpa Library, Jungdok Library, and Namsan Library was high. Songpa library has received good evaluation in parenting factor, and Jungdok & Namsan library in circumstance factor. The accessibility of each region seems to better in center of Seoul where public libraries are crowded, but shrinking toward the outskirts. We expect that the proposed method will contribute to user-oriented public facility evaluation and policy decision making.

• Journal of information and communication convergence engineering
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• v.9 no.5
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• pp.491-499
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• 2011

In this paper, we offer a new strategic portfolio model for national IT R&D project selection in Korea. A risk and return (R-R) portfolio model was developed using an objectively quantified index on the two axes of risk and return, in order to select a strategic project and allocate resources in compliance with a national IT R&D strategy. We strategize using the R-R portfolio model to solve the non-strategy and subjectivity problems of the existing national R&D project selection model. We also use the quantified evaluation index of the IT technology road map (TRM) and the technical level reports (TLR) for the subjectivity of project selection, and try to discover the weights using the analytic hierarchy process (AHP). In addition, we intend to maximize the chance for a successful national IT R&D project, by selecting a strategic portfolio project and balancing the allocation of resources effectively and objectively.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.3
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• pp.1091-1110
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• 2016

Hybrid deployment under current cloud data centers is a combination of online and offline services, which improves the utilization of the cluster resources. However, the performance of the cluster is often affected by the online services in the hybrid deployment environment. To improve the response time of online service (e.g. search engine), an effective scheduling algorithm based on Storm is proposed. At the component level, the algorithm dispatches the component with more influence to the optimal performance node. Inside the component, a reasonable resource allocation strategy is used. By searching the compressed index first and then filtering the complete index, the execution speed of the component is improved with similar accuracy. Experiments show that our algorithm can guarantee search accuracy of 95.94%, while increasing the response speed by 68.03%.