• 제목/요약/키워드: MARR

검색결과 15건 처리시간 0.018초

실물 투자사업의 수익률에 관한 연구 (A Study on the Real Rate of Return in Real Investment)

  • 김진욱;이춘식;김지관
    • 산업경영시스템학회지
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    • 제32권4호
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    • pp.124-127
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    • 2009
  • When multiple rates of return occur, none of them is an accurate portrayal of project acceptability or profitability. For the simple investment situation, it was known that the IRR can serve as an appropriate index for either accepting or rejecting the investment. But, in this situation, we present that the IRR criterion is not same to DCF criterion. On the contrary we can easily show that the RRR criterion is completely consistent with the DCF criterion. Thus, the RRR is very well match for an accurate portrayal of project acceptability or profitability.

Method for Composing a Portfolio for REITs Investment Using Markowitz's Portfolio Model

  • Lee, Chi-Joo;Lee, Ghang;Won, Jong-Sung
    • Journal of Construction Engineering and Project Management
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    • 제1권3호
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    • pp.28-37
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    • 2011
  • Domestic construction companies are suffering from financing difficulties in the wake of the economic slump in Korea and abroad. During this economic slump, real estate investment trusts (REITs), facilitators for improving financing and stimulating construction businesses, have increasingly expanded since their introduction in 2001. However, in terms of growth speed and marketing size, Korean REITs are falling behind those of other nations. The purpose of this study is to suggest a method for composing a portfolio using the Markowitz portfolio selection model to stimulate REITs. The main contents are as follows. First, a comparative analysis was conducted of increased REIT profit with the application of the Markowitz model and the average REIT profit rate from July 3, 2007, to July 21, 2008, during the investment analysis periods. The results showed that the total profit rate from the Markowitz model was about 10% higher than the average REIT profit rate. Second, the sensitivity was analyzed according to the portfolio's data-gathering and replacement cycle to measure the optimum cycle and yield. The six-mouth profit data collection period showed about 16% higher profits with the Markowitz model than with the REITs. The two-week portfolio change period resulted in about 11% higher profits with the Markowitz model than with the REITs.

스플라인 기법을 이용한 영상의 경계 검출 성능 개선 (Performance Enhancement of Spline-based Edge Detection)

  • 김영호;김진철;이완주;박규태
    • 한국통신학회논문지
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    • 제19권11호
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    • pp.2106-2115
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    • 1994
  • 영상의 구조인식과 같은 고단계 처리 과정의 성능은 앞단에서 검출된 경계 성분의 정확성에 크게 의존하는 바. 정확한 경계검출의 문제는 컴퓨터 버전 분야에서 가장 기본이 되는 연구주제로서 많이 수행되어 왔다. 그러나 검출 및 국소화 기능 사이에 근본적으로 존재하는 상충관계를 해결할 수 있는 안정적이면서도 영상의 통계적 특성에 무관한 효율적인 경계검출 알고리즘의 개발은 아직도 남아있는 연구과제이다. 본 논문에서는 이러한 문제점을 해결하기 위하여 경계검출을 위한 전처리 과정으로서 B-spline 기저 함수를 이용한 경계 보존 면 평활화 과정을 수행함으로써 단순한 저역통과 필터의 적용으로 발생되는 경계 성분의 이동이나 소멸과 같은 효과를 억제하여, 주변 파라미터의 변동에 민감하지 않은 안정적인 알고리즘을 제안하였다. 이를 위해 크기변화 및 차영상을 이용한 경계강조 및 보간을 아울러 수행하였다. 최종적으로 경계성분 검출을 위해 Marr와 Hildreth가 제안한 Laplacian of Gaussian(LOG) 연산자를 이용하였다. $256\times256$ 크기의 실험영상에 대한 모의실험 결과, 전처리과정을 거치지 않고 LOG 연산자만을 사용한 경우와 비교해 볼때. 제안한 방법은 평활화 필터의 크기, 즉. 공간상수값($\sigma$=0.9, 1.1, 1.3) 및 영교차점 검출 과정에서 사용되는 임계치(t=10, 20)의 변화에 대해 거의 영향을 받지 않는 안정된 알고리즘임을 확인하였다.

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생산투자수익률을 적용한 생산투자사업의 경제성 분석 (An Economic Analysis with the Productive Rate of Return)

  • 김진욱;손임모;신재욱
    • 산업경영시스템학회지
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    • 제40권1호
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    • pp.50-56
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    • 2017
  • The IRR (internal rate of return) is often used by investors for the evaluation of engineering projects. Unfortunately, it is widely known that it has serial flaws. Also, External rate of returns (ERRs) such as ARR (Average Rate of Return) or MIRR (MIRR, Modified Internal Rate of Return) do not differentiate between the real investment and the expenditure. The PRR (Productive rate of return) is faithful to the conception of the return on investment. The PRR uses the effective investment instead of the initial investment. In this paper, we examined two cases of the engineering project. the one is a traditional engineering project with financing activity, another is the project with R&D. Although the IRR has only one value, it overestimates or underestimate profitabilities of Engineering Projects. The ARR and the MARR assume that a returned cash reinvest other projects or assets instead of the project currently executing. Thus they are only one value of a project's profitability, unlike the IRR. But the ARR does not classify into the effective investment and non-investment expenditure. It only accepts an initial expenditure as for an investment. The MIRR also fails to classify into the investment and the expenditure. It has an error of making a loss down as the investment. The IRR works as efficiently as a NPW (Net Present Worth). It clearly expresses a rate of return in respect of an investment in an engineering project with a loan. And it shows its ability in an engineering project with a R&D investment.

머신러닝 기법을 활용한 고혈압 환자의 건강 관련 삶의 질 요인 예측 (Using Machine Learning Techniques to Predict Health-Related Quality of Life Factors in Patients with Hypertension)

  • 정재혁;조성현
    • 대한통합의학회지
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    • 제12권3호
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    • pp.11-24
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    • 2024
  • Purpose : This study aims to identify the factors influencing health-related quality of life through machine learning of the general characteristics of patients with hypertension and to provide a basis for related research on patients, such as intervention strategies and management guidelines in the field of physical therapy for health promotion. Methods : Annual data from the second Korean Health Panel (Version 2.0) from 2019 to 2020, conducted jointly by the Korea Health and Social Research Institute and the National Health Insurance Service, were analyzed (Korea Health Panel, 2024). The data used in this study was collected from January to July 2020, and the data was collected using computer-assisted face-to-face interviews. Of the 13,530 household members surveyed, 1,368 were selected as the final study participants after removing missing values from 3,448 individuals diagnosed with hypertension by a doctor. Results : The results showed that walking (P2) was the most significant factor affecting health-related quality of life in random forest, followed by perceived stress (HS1), body mass index (BMIc), total household income (TOTc), subjective health status (SRHc), marital status (Marr), and education level (Edu). Conclusion :To prevent and manage chronic diseases such as hypertension, as well as to provide customized interventions for patients in advanced stages of the disease, research should be conducted in the field of physical therapy to identify influencing factors using machine learning. Based on the findings of this study, we believe that there is a need for additional content that can be utilized in the field of physical therapy to improve the health-related quality of life of patients with hypertension, such as diagnostic assessment and intervention management guidelines for hypertension, and education on perceived stress and subjective health status.