• 한국시뮬레이션학회논문지
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• 제11권2호
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• pp.55-66
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• 2002

VHDL has been. widely used in modeling and simulation of hardware designs. However, complex relationship between components of the designs makes the VHDL modeling problem very difficult. Furthermore, after the initial creation of VHDL models, they evolve into many versions over their lifetime. To cope with such difficulties, this paper proposes a new methodology for the management of VHDL models supporting versions. Its conceptual bases are system entity structure and relational database. Within the methodology, a family of hierarchical structures of a design is organized in the form of VHDL model structure. It is, in turn, represented in the form of relational tables. Once the model structure is built in such a way, a specific simulation model which meets design objective is pruned from the model structure. The details of VHDL codes are systematically synthesized by combining it with the primitive models in a model base. These algorithms are also defined in terms of relational algebraic operations.

• 품질경영학회지
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• 제23권1호
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• pp.95-105
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• 1995

The error structure of nonlinearized technological growth models, such as, the Pearl curve, the Gompertz curve and the Wei bull growth curve, has zero mean and a constant variance over time. Transformed models, however, like the linearized Fisher-Pry model. the linearized Gompertz growth curve, and the linearized Weibull growth curve have increasing variance from t = 0 to the inflection point.

• 경영과학
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• 제11권3호
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• pp.153-167
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• 1994

Credibility theory has provided with a useful tool the assignment of weighting factor that reflects the credibility of the observed individual and collective experience to secure fair experience rate-,making. We review credibility models which can effectively estimate risk premiums using credibility theory, and suggest an empirical Bayed model based on the collective statistics to estimate the structural parameters. To illustrate the use of evolutionary models, the models are applied to the actual data, such as loss ratio, claim frequencies and severity, in the Korean automobile insurance. Also the possibilities of generalizations and applications of empirical models are discussed.

• 한국경영과학회지
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• 제10권2호
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• pp.75-82
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• 1985

Reorganization is essential part of data base maintenanc work and the reasonable reorganization points can be determined from the trade-off between reorganization cost and performance degradation. There has been many reorganization models so far, but none of these models have assumed nonlinear search cost function. This paper presents the existensions of two existing linear reorganization models for the case where the search cost function is quadratic. The higher performance of these extended models was shown in quadratic search cost function case.

• 정보처리학회논문지B
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• 제8B권5호
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• pp.441-446
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• 2001

글로벌 네트워크 시대에는 전세계적으로 흩어져 있는 수많은 컨텐츠가 실시간으로 위한 생활의 스며들 것이며 그로 인해 많은 변화를 줄 것이다. 아울러 컨텐츠 및 다양한 모델 제공 업체들의 환경은 급속하게 변화 할 것이다. 인터넷이나 무선 인터넷으로 컨텐츠나 모델들을 적시에 활용할 수 있는 점은 기업측면에서 의사결정 프로세스를 변화시키며, 공급체인 상에서 많은 기업들이 자신들의 의사결정에 필요로 하는 정보나 모델을 짧은 시간에 탄력적으로 제공 받을 수 있어서 기업이 환경변화에 대한 높은 대응력을 갖출수 있게 한다. 이 논문은 컨텐츠와 모델을 필요로 하는 기업들에게 효과적이면서 효율적으로 제공하기 위한 메타지식의 생성 메커니즘을 제안하는 것이다. 그리고 본 논문에서 제안한 메커니즘을 통해서 실험결과를 얻었으며, 그 결과를 가지고 이 논문에서 제시한 탄력적인 컨텐츠나 모델 제공 이론이 인터넷이나 모바일 네트워크에서 요약된 모델 제공과 트래픽 감소 측면에서 매우 우수함을 보이고 있다.

• 한국경영과학회지
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• 제20권1호
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• pp.85-99
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• 1995

Increasingly, risk analysis is becoming important ingredients in achieving the successful implementation and application in the area of the project management. The project management system is designed to manage or control the project resources on a given activity within time, cost and performance so called TPPM (Total Productive Project Management). In this research, a risk analysis model misproposed to identify potential problem areas, quantify the risks, and generated the chice of the action that can be taken to reduce the risk. In addition two analysis models are proposed : 1) risk factor model and 2) network simulation model using VERT (Venture Evaluation and Review Technique ). The objective of the remodels is to estimate the schedule, cost performance risks. These proposed quantitative models for project risk analysis are proving its value for the project managers who need to assess the risk of changes in cost, schedule, or performance. The proposed models will be used in the area of project selection, evaluation and the allocation of project resources.

• Management Science and Financial Engineering
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• 제5권1호
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• pp.27-49
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• 1999

WebME is an Web-based integrated modeling environment that implements a multi-facetted modeling approach to mathematical model representation and management. Key features of WebME include the following: (i) sharing of modeling knowledge on the Web, (ii) a user-friendly interface for creating, maintaining, and solving models, (iii) independent management of mathematical models from conceptual models, (iv) object-oriented conceptual blackboard concept, (v) multi-facetted mathematical modeling modeling, and (vi) declarative representation of mathematical knowledge. This paper presents details of design and implementation issues that were encountered in the development of WebME.

• 아태비즈니스연구
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• 제13권2호
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• pp.107-122
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• 2022

Purpose - This study aims to develop machine learning models to predict administrative issue designation in KOSDAQ Market using financial data. Design/methodology/approach - Employing four classification techniques including logistic regression, support vector machine, random forest, and gradient boosting to a matched sample of five hundred and thirty-six firms over an eight-year period, the authors develop prediction models and explore the practicality of the models. Findings - The resulting four binary selection models reveal overall satisfactory classification performance in terms of various measures including AUC (area under the receiver operating characteristic curve), accuracy, F1-score, and top quartile lift, while the ensemble models (random forest and gradienct boosting) outperform the others in terms of most measures. Research implications or Originality - Although the assessment of administrative issue potential of firms is critical information to investors and financial institutions, detailed empirical investigation has lagged behind. The current research fills this gap in the literature by proposing parsimonious prediction models based on a few financial variables and validating the applicability of the models.

• 경영과학
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• 제28권2호
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• pp.1-16
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• 2011

In this study we suggested two optimization models to answer a question from an investor standpoint : how many convertible bonds should one convert, and how many keep? One model minimizes certain risk to the minimum required expected return, the other maximizes the expected return subject to the maximum acceptable risk. In comparison with Markowitz portfolio models, which use the variance of return, our models used Conditional Value-at-Risk(CVaR) for risk measurement. As a coherent measurement, CVaR overcomes the shortcomings of Value-at-Risk(VaR). But there are still difficulties in solving CVaR including optimization models. For this reason, we adopted Rockafellar and Uryasev's[18, 19] approach. Then we could approximate the models as linear programming problems with scenarios. We also suggested to extend the models with credit risk, and applied examples of our models to Hynix 207CB, a convertible bond issued by the global semiconductor company Hynix.

• 경영과학
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• 제30권3호
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• pp.55-70
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• 2013

In this study we suggested two optimization models to determine conversion weight of convertible bonds. The problem of this study is same as that of Park and Shim [1]. But this study used Value-at-Risk (VaR) for risk measurement instead of CVaR, Conditional-Value-at-Risk. In comparison with conventional Markowitz portfolio models, which use the variance of return, our models used VaR. In 1996, Basel Committee on Banking Supervision recommended VaR for portfolio risk measurement. But there are difficulties in solving optimization models including VaR. Benati and Rizzi [5] proved NP-hardness of general portfolio optimization problems including VaR. We adopted their approach. But we developed efficient algorithms with time complexity O(nlogn) or less for our models. We applied examples of our models to the convertible bond issued by a semiconductor company Hynix.