• 대한수학회지
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• 제57권5호
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• pp.1167-1186
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• 2020

This paper considers the case of pricing discretely-sampled variance swaps under the class of equity-interest rate hybridization. Our modeling framework consists of the equity which follows the dynamics of the Heston stochastic volatility model, and the stochastic interest rate is driven by the Cox-Ingersoll-Ross (CIR) process with full correlation structure imposed among the state variables. This full correlation structure possesses the limitation to have fully analytical pricing formula for hybrid models of variance swaps, due to the non-affinity property embedded in the model itself. We address this issue by obtaining an efficient semi-closed form pricing formula of variance swaps for an approximation of the hybrid model via the derivation of characteristic functions. Subsequently, we implement numerical experiments to evaluate the accuracy of our pricing formula. Our findings confirm that the impact of the correlation between the underlying and the interest rate is significant for pricing discretely-sampled variance swaps.

• 한국추진공학회:학술대회논문집
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• 한국추진공학회 2011년도 제37회 추계학술대회논문집
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• pp.554-557
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• 2011

금속분말을 연료로 하는 연소기 개발에 있어 발생하는 문제점 중에 하나는 알루미나 slag 처리이다. 연소기 내부에 Water film을 형성시킴으로써 금속분말 연소기의 문제점을 해결할 수 있을 것으로 기대한다. 이를 위한 선행연구로 water film의 형성 조건에 대한 실험을 수행하였다. 실험 모델에 대하여 물 분사 속도가 증가할수록 원형 모델에 대한 water fim 각도가 작아져, 약 10 m/s이상에서 완전한 water film이 형성되는 것을 알 수 있었다.

• Korea-Australia Rheology Journal
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• 제11권4호
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• pp.279-285
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• 1999

Draw resonance is both an important and interesting instability encountered in various extensional-deformation-dominated polymer processing operations. It is important because of its paramount relevance to the productivity and quality issue in the related industry: and it is interesting because of as yet unanswered questions as to what its cause and origin are in terms of physics involved. Specifically, a short chronological account of the draw resonance research is presented in this paper bringing several previous results together and focusing on the derivation of a new criterion for draw resonance based on the interaction of the traveling times of some kinematic waves propagating along the spinline from the die exit to the take-up position. The new explanation of draw resonance put forward here based on the physics of the system is seen to have wide implications on both theoretical and practical aspects of draw resonance instability. The importance of the role played by spinline tension in determining draw resonance is an example of the former whereas interpretation of the mechanism of the draw resonance eliminator is an example of the latter. Finally, an approximate yet a very fast and convenient method for determining draw resonance is also derived based on the above findings and found to agree well with the exact stability results.

• International Journal of Knowledge Content Development & Technology
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• 제13권1호
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• pp.111-130
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• 2023

There are the national science and technology standard classification system used in Korea, the classification according to the standard classification system for educational organization units, and the Korean standard education classification by the National Statistical Office. It is not suitable for calculation or evaluation, and classification is still mixed depending on the purpose of use. Therefore, in this study, the current status of academic standard classification, issues related to the standard classification system such as research foundation associations and research institutes, and issues related to the academic standard classification through the analysis of existing prior research issues, etc. As a result of the research, first, it is necessary to maintain and strengthen the linkage of the academic classification system, such as maintaining the linkage between the relevant departmental classification systems and strengthening the linkage with the relevant classification system, as a result of analysis of major issues in the academic standard classification system, and the systematic improvement cycle of the revision process and management system and settings are required.

• 한국항행학회논문지
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• 제20권5호
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• pp.475-481
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• 2016

본 논문에서는 상태변수에 시변 지연시간이 있는 선형 이산 구간 시변 시스템의 안정조건을 새롭게 제안한다. 고려한 시스템은 지연 없는 상태변수에 대한 시스템 행렬과 지연 상태변수에 대한 시스템 행렬이 시변 구간 행렬로 표현되며, 지연시간도 구간에 대하여 시변인 특성을 갖는다. 제안된 안정조건은 리아프노프 안정 이론을 이용하여 유도되며, 매우 간단한 부등식의 형태로 표현된다. 본 논문에서는 기존의 시불변 구간 행렬의 안정성 문제를 시변 구간 행렬의 안정성 문제로 확장하고, 기존에 발표된 결과를 포함하는 강력한 안정조건이 유도된다. 이 안정조건의 유도과정에서는 복잡한 선형행렬부등식 혹은 리아프노프 방정식의 상한 해 한계를 구하지 않아도 된다. 또한, 기존의 결과들과의 비교를 통하여 제안된 안정조건이 많은 기존 안정 조건들을 포함할 수 있음을 보인다. 기존 수치예제를 일반적인 형태로 확장하였고 이에 대하여 새로운 안정조건의 확장성과 효용성을 확인한다.

• 한국콘텐츠학회논문지
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• 제6권6호
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• pp.26-32
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• 2006

주식투자의 대중화, 관심의 증가에 따라 주가예측의 중요성이 증대되고 있다. 주가의 변화는 어떤 경향이나 패턴에 의해 움직인다고 가정할 때, 과거의 주가분석을 통해 이들의 변화를 잘 설명할 수 있는 모델의 구성이 가능할 것이다. 동적인 현상을 반영하는 최적의 모델이 구성된다면 이를 통해 향후의 일정기간의 주가의 운동양태의 예측이 가능할 것이다. 본 연구에서는 주가와 같은 템포랄(temporal) 데이터를 잘 설명할 수 있는 모델결정에 대한 방법론으로서 오토마타 기반의 모델을 가정한다. 모델의 최적 상태 수를 결정하기 위한 기준으로서 베이지안정보기준(BIC : Bayesian Information Criterion) 근사법을 사용한다. 베이지안정보기준의 유효성을 살펴보고 베이지안정보기준을 실제 주가데이터 모델의 상태 수 결정과정에 적용하여 모델을 생성한 후 결정된 모델을 통하여 일정 기간의 일별주가곡선의 운동양태를 예측한다. 실제의 주가곡선에 적용하여 모델의 유효성을 확인하였고 예측 주가곡선의 운동양태가 실제 주가 곡선과 유사함을 확인하였다.

• 정보보호학회논문지
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• 제31권4호
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• pp.763-777
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• 2021

정보보안은 IT 운영프로세스로 시작하여 지금은 정보기술의 중요한 문제로 인식되면서 각 국제단체에서 개념을 새롭게 규정하고 있다. 정보보안 자체가 IT기술들의 새로운 조합으로 하나의 기술 집합이고 기술영역이다. 많은 공공부문에서 IT 아웃소싱이 일반화되면서 SLA(Service Level Agreement)를 도입하여 IT서비스 수준에 대해 평가를 한다. 정보보안 영역에서 SLA 성과지표 도출과 선정에 대한 많은 연구는 진행되었지만, 성과지표의 서비스 수준 평가, 성과체계에 대한 적용방안은 찾기 어렵다. 이 논문은 공공부문을 기반으로 하는 정보보안 성과지표의 서비스 평가 체계와 보상 규정이 포함된 성과체계 적용에 대한 연구를 수행하였다. 특정 공공부문의 환경과 특성을 고려한 성과지표의 기대치와 목표치를 정의하는 기준과 보상(인센티브·페널티) 규정을 제시하고 적절한 SLA 비용을 정의한다.

• 대한인간공학회지
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• 제32권1호
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• pp.117-124
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• 2013

Objective: This paper presents additional considerations related to organization and safety culture extracted from recent human error incidents in Korea, such as station blackout(i.e., SBO) in Kori#1. Background: Safety culture has been already highlighted as a major cause of human errors after 1986 Chernobyl accident. After Fukushima accident in Japan, the public acceptance for nuclear energy has taken its toll. Organizational characteristics and culture became elucidated as a major contributor again. Therefore many nuclear countries are re-evaluating their safety culture, and discussing any preparedness and its improvement. On top of that, there was an SBO in 2012 in the Kori#1. Korean public feels frustrated due to the similar human errors causing to a catastrophe like Fukushima accident. Method: This paper reassesses Japan's incidents, and revisits Korea's recent incidents. It focuses on the analysis of the hazards rather than the causes of human errors, the derivation of countermeasures, and their implementation. The preceding incidents and conclusions from Japanese experience are also re-analyzed. The Fukushima accident was an SBO due to the natural disaster such as earthquakes and a successive tsunami. Unlike the Fukushima accident, the Kori#1 incident itself was simple and restored without any loss and radioactive release. However, the fact that the incident was deliberately concealed led to massive distrust. Moreover, the continued violation of rules and organized concealment of the accident are serious signs of a new distorted type of human errors, blatantly revealing the cultural and fundamental weakness of the current organization. Result: We should learn from Japanese experiences who had taken pride in its safety technology and fairly high confidence in safety culture. Japan's first criticality accident in JCO facility splashed cold water on that confidence. It has turned out to be a typical case revealing the problems in the organization and safety culture. Since Japan has failed to gain lessons and countermeasure, the issue persists to the Fukushima incident. Conclusion: Safety culture is not a specific independent element, which makes it difficult to either evaluate it properly or establish countermeasures from the lessons. It may continue to expose similar human errors such as concealment of incident and manipulation of bad data. Application: Not only will this work establish the course of research for organization and safety culture, but this work will also contribute to the revitalization of Korea's nuclear industry from the disappointment after the export contract to UAE.

• 산경연구논집
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• 제9권8호
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• pp.51-60
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• 2018

Purpose - Civil affairs are increasing in various forms, but civil servants who are able to handle them want to reduce the complaints and provide keywords that will help in the future due to their lack of time. While various ideas are presented and implemented as policies in solving civil affairs, there are many cases that are not policies that people can sympathize with. Therefore, it is necessary to analyze the complaints accurately and to present correct solutions to the analyzed civil complaint data. Research design, data, and methodology - We analyzed the complaints data for the last three years and found out how to solve the problems of Yongin City and alleviate the burdens of civil servants. To do this, the Hadoop platform and Design Thinking process were reviewed, and proposed a new process to fuse it. The big data analysis stage focuses on civil complaints - Civil data extraction - Civil data analysis - Categorization of the year by keywords analyzing them and the needs of citizens were identified. In the forecast analysis for deriving insights, - The case of innovation case study - Idea derivation - Idea evaluation - Prototyping - Case analysis stage used. Results - Through this, a creative idea of providing free transportation cards to solve the major issues of construction, apartment, installation, and vehicle problems was discovered. There is a specific problem of how to provide these services to certain areas, but there is a pressing need for a policy that can contribute as much as it can to the citizens who are suffering from various problems at this moment. Conclusions - In the past, there were many cases in which free traffic cards were issued mainly to the elderly or disabled. In other countries, foreign residents of other area visit the areas for accommodation, and may give out free transportation cards as well. In this case, the local government will be able to set up a framework to present with a win-win scenario in various ways. It is necessary to reorganize the process in future studies so that the actual solution will be adopted, reduce civil complaints, help establish policies in the future, and be applied in other cities as well.

• 한국농공학회지
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• 제37권3_4호
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• pp.34-47
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• 1995

It is experienced fact as a regular annual event that the structure to he designed on unreasonable flood for the agricultural structures including reservoirs have been brought not only loss of lives, but also enormous property damage. For the solution of this problem at issue, this study was conducted to develop an optimal runoff hydrograph model by comparison of the peak flows and time to peak between observed and simulated flows derived by linear time-invariant and linear time-variant models under the condition of having a short duration of heavy rainfall with uniform rainfall intensity at nine small watersheds which are within the range of 55.9 to 140.7 square kilometers in area in Han, Geum, Nagdong and Yeongsan Rivers. The results obtained through this study can be summarized as follows. 1. Storage constants and Gamma function arguments were calculated within the range of 1.2 to 6.42 and of 1.28 to 8.05 respectively by the moment method as the parameters for the analysis of runoff hydrograph based on linear time-invariant model. 2. Parameters for both linear time-invariant and linear time-variant models were calibrated with nine gaged watershed data, using a trial and error method. The resulting parameters including Gamma function argument, N and storage constant, K for linear time-invariant model were related statistically to watershed characteristic variables such as area, slope, length of main stream and the centroid length of the basin. 3. Average relative errors of the simulated peak discharge of calibrated runoff hydrographs by using linear time-variant and linear time-invariant models were shown to be 0.75 and 5.42 percent respectively to the peak of observed runoff hydrographs. Correlation coefficients for the statistical analysis in the same condition were shown to be 0.999 and 0.978 with a high significance respectively. Therefore, it can be concluded that the accuracy of a linear time-variant model is approaching more closely to the observed runoff hydrograph than that of a linear time-invariant model in the applied watersheds. 4. Average relative errors of the time to peak of calibrated runoff hydrographs by using linear time-variant and linear time-invariant models were shown to be 16.44 and 19.89 percent respectively to the time to peak of observed runoff hydrographs. Correlation coefficients in the same condition were also shown to be 0.999 and 0.886 with a high significance respectively. 5. It can be seen that the shape of simulated hydrograph based on a linear time- variant model is getting closer to the observed runoff hydrograph than that of a linear time-invariant model in the applied watersheds. 6. Two different models were verified with different rainfall-runoff events from data for the calibration by relative error and correlation analysis. Consequently, it can be generally concluded that verification results for the peak discharge and time to peak of simulated runoff hydrographs were in good agreement with those of calibrated runoff hydrographs.