• 제목/요약/키워드: Korean margin

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KOSPI200 선물 시장의 증거금 수준에 대한 연구 (Analysis of the margin level in the KOSPI200 futures market)

  • 김준;최인찬
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 2004년도 춘계공동학술대회 논문집
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    • pp.734-737
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    • 2004
  • When the margin level is set relatively low, margin violation probability increases and the default probability of the futures market rises. On the other hand, if the margin level is set high, the margin violation probability decreases, but the futures market becomes less attractive to hedgers as the investor's opportunity cost increases. In this paper, we investigate whether the movement of KOSPI200(Korea Composite Stock Price Index 200) futures daily prices can be modeled with the extreme value theory. Base on this investigation, we examine the validity of the margin level set by the extreme value theory. Computational results are presented to compare the extreme value distribution and the empirical distribution of margin violation in KOSPI200. Some observations and implications drawn from the computational experiment are also discussed.

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이동로봇의 횡방향 안정성 증대를 위한 기구 (Design of a Mechanism to Increase Lateral Stability of Mobile Robot)

  • 정상국;최용제
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2004년도 추계학술대회 논문집
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    • pp.1148-1153
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    • 2004
  • This paper presents the mechanism to increase lateral stability of a mobile robot using an energy stability margin theory. Previous measure of stability used in a wheeled mobile robot has been based on a static stability margin. However, the static stability margin is independent of the height of the robot and does not provide sufficient measure for the amount of stability when the terrain is not a horizontal plane. In this work, the energy stability margin theory, which is dependent on robot's height is used to develop a 2 dof mechanism to increase lateral stability. This proposed mechanism shifts the center of gravity of the robot to the point where the energy stability margin is maximized and overall stability of the robot equipped with this mechanism will be increased.

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Analysis of Balance of Quadrupedal Robotic Walk using Measure of Balance Margin

  • Kim, Byoung-Ho
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제13권2호
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    • pp.100-105
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    • 2013
  • In this study, we analyze the balance of quadruped walking robots. For this purpose, a simplified polygonal model of a quadruped walking configuration is considered. A boundary-range-based balance margin is used for determining the system stability of the polygonal walking configuration considered herein. The balance margin enables the estimation of the walking configuration's balance for effective walking. The usefulness of the balance margin is demonstrated through exemplary simulations. Furthermore, balance compensation by means of foot stepping is addressed.

전력수급기본계획의 적정 설비예비율 산정 개선방안 (A Study on the Assessment of Reasonable Reserve Margin in Basic Plan of Electricity Supply and Demand)

  • 김창수;이창호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2006년도 제37회 하계학술대회 논문집 A
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    • pp.418-419
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    • 2006
  • After electricity power industry restructuring, "Long term power development plan", setting up by government, is replaced by "Basic plan of electricity supply and demand". In this basic plan, one of the most important factors is assessment of appropriate capacity margin. The benefit of GENCO is decided by the market price, and the price is largely affected by the level of reserve margin. As a consequence, appropriate reserve margin is determined by market power. However, Cost Based Pool(CBP) is a limited competitive market, and government policy for supply and demand is very important factor or reserve margin determination. This paper points out issues about existing reserve margin assessment method which is used in basic plan and suggests improved assessment method. In the case study, capacity margin is calculated by proposed assessment method and result shows the advantages of suggested method.

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A Heuristic Application of Critical Power Ratio to Pressurized Water Reactor Core Design

  • Ahn, Seung-Hoon;Jeun, Gyoo-Dong
    • Nuclear Engineering and Technology
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    • 제34권1호
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    • pp.68-79
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    • 2002
  • The approach for evaluating the critical heat flux (CHF) margin using the departure from nucleate boiling ratio (DNBR) concept has been widely applied to PWR core design, while DNBR in this approach does not indicate appropriately the CHF margin in terms of the attainable power margin-to-CHF against a reactor core condition. The CHF power margin must be calculated by increasing power until the minimum DNBR reaches a DNBR limit. The Critical Power Ratio (CPR), defined as the ratio of the predicted CHF power to the operating power, is considered more reasonable for indicating the CHF margin and can be calculated by a CPR orrelation based on the heat balance of a test bundle. This approach yields directly the CHF power margin, but the calculated CPR must be corrected to compensate for many local effects of the actual core, which are not considered in the CHF test and analysis. In this paper, correction of the calculated CPR is made so that it may become equal to the DNB overpower margin. Exemplary calculations showed that the correction tends to be increased as power distribution is more distorted, but are not unduly large.

전력예비율과 전기요금, 신재생, 경제성장, 동·하계 동시피크 간 인과관계 연구 : OECD 패널 분석 (A Study on the Causality between Electric Reserve Margin, Electricity Tariff, Renewable Energy, Economic Growth, and Concurrent Peak in Winter and Summer: OECD Panel Analysis)

  • 이중호;박경민;박중구
    • 전기학회논문지
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    • 제67권11호
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    • pp.1415-1422
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    • 2018
  • In Korea, prior to 2011, the electric reserve margin followed the probabilistic reliability view and the planning reserve margin had been operated at about 15% based on the assumption that power outage was permitted within 0.5 days a year. However, after experiencing the shortage of the electric generation capacity in Sept. 15, 2011, the planning reserve margin was selected as 22% to improve the reliability of the electric supply. In this paper, using panel data of 28 OECD countries over the period 2000-2014 we attempted to empirically examine the linkage between reserve margin, electricity tariffs, renewable energy share, GDP per capita, and summer / winter peak-to-peak ratios. As a result, all four independent variables have been significant for the electric reserve margin, and in particular, we found that countries with similar peaks in winter and summer have operated 4.3% higher reserve margin than countries experiencing only summer peak.

서포트 벡터 기계에서 잡음 영향의 효과적 조절 (Support Vector Machines Controlling Noise Influence Effectively)

  • 김철응;윤민
    • 응용통계연구
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    • 제16권2호
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    • pp.261-271
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    • 2003
  • 서포트 벡터 기계(Support Vector Machines, SVMs)에서의 일반화 오차의 경계는 훈련점들과 분리 초평면 사이의 최소의 거리에 의존한다. 특히, 소프트 마진 알고리즘은 목표 마진과 slack 벡터의 놈들에 의하여 경계가 결정된다. 이 논문에서는, 자료들에 있어서 잡음들에 의한 오염들을 직접적으로 고려하는 새로운 소프트 마진 알고리즘을 공식화하였다. 그리고, 수치적 예제를 통하여, 제안된 방법과 기존의 소프트 마진 알고리즘을 비교하였다.

Morphometric Study of the Upper Thoracic Sympathetic Ganglia

  • Lee, Sang-Beom;Chang, Jae-Chil;Park, Sukh-Que;Cho, Sung-Jin;Choi, Soon-Kwan;Bae, Hack-Gun
    • Journal of Korean Neurosurgical Society
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    • 제50권1호
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    • pp.30-35
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    • 2011
  • Objective : Morphometric data for the sympathetic ganglia (SG) of the upper thoracic spine was investigated to identify the exact location of the SG in order to reduce normal tissue injury in the thoracic cavity during thoracoscopic sympathectomy. Methods : In 46 specimens from 23 formalin-fixed adult cadavers, the authors measured the shortest distance from the medial margin of the T1, T2 and T3 SG to the most prominent point and medial margin of the corresponding rib heads, and to the lateral margin of the longus colli muscle. In addition, the distance between the most prominent point of the rib head and the lateral margin of longus colli muscle and the width of each SG were measured. Results : The shortest distance from the medial margin of the SG to the prominent point of corresponding rib head was on average 1.9 mm on T1, 4.2 mm, and 4.1 mm on T2, T3. The distance from the medial margin of the SG to the medial margin of the corresponding rib head was 4.2 mm on T1, 5.9 mm, and 6.3 mm on T2, T3. The mean distance from the medial margin of the SG to the lateral margin of the longus colli muscle was 6.7 mm on T1, 8.8 mm, 9.9 and mm on T2, T3. The mean distance between the prominent point of the rib head and the lateral margin of the longus colli muscle was 4.8 mm on T1, 4.6 mm, and 5.9 mm on T2, T3. The mean width of SG was 6.1 mm on T1, 4.1 mm, and 3.1 mm on T2, T3. Conclusion : We present morphometric data to assist in surgical planning and the localization of the upper thoracic SG during thoracoscopic sympathectomy.

신규원전 여유도 관리 방안 연구 (A Study on the method of Margin Management for New Nuclear Power Plant)

  • 박유진
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2018년도 춘계 학술논문 발표대회
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    • pp.151-152
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    • 2018
  • In the domestic nuclear power industry, concern about safety of nuclear power plants is continuously increased with the Fukushima nuclear power plant accident. In order to enhance the safety of nuclear power plants, it is important to ensure that the power plants are operating with proper margin within the original design bases. Margin management is the process of ensuring that the NPP designer and operator are aware of the physical and operating limits, and potential and probability of failure, for each component in the plant. All components are subject to margin considerations, but the most important components by scope and attention are those related to safety-related systems and NPP safe shutdown.

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무효전력 보상여유를 고려한 SVC와 ULTC의 협조제어 (Coordinated Control of SVC and ULTC Considering Reactive Power Compensation Margin)

  • 문경섭;손광명;이태기;이송근;박종근
    • 대한전기학회논문지:전력기술부문A
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    • 제48권4호
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    • pp.351-357
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    • 1999
  • This paper proposes the coordinated control of SVC and UTLC at the distribution substation to get larger operating margin of SVC for the voltage stability control by reactive power compensation. In the conventional method, ULTC doesn't respond to the variation of source voltage, so SVC has the entire responsibility for it. It could cause the lack of operating margin of SVC in some condition. It, however, is important to secure an operating margin for the dynamic stability control in emergancy. This paper proposes the coordinated control method that SVC controls the supply voltage and ULTC respond to the SVC compensation valve based on the relation between SVC compensation and ULTC tap position. The numerical simulation verifies that the proposed system could increase the operating margin of SVC compared with the conventional system.

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