• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.16 no.6
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• pp.147-152
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• 2016

Wireless sensor networks that are easy to deploy and install are ideal for building a system that monitors the condition of the equipment in a factory environment where wiring is difficult. The ZigBee has characteristics of low price and low power compared with other wireless communication protocols and is suitable for a monitoring system requiring a plurality of nodes. ZigBee communication requires encryption security between devices because all protocol layers are based on OTM trusted by each other. In the communication between nodes, node authentication must be guaranteed and exposure of confidential information managed by each node should be minimized. The facilities of the factory are regular and stationary in distribution location. In order to protect the information gathered from the sensor in the factory environment and the actuator control information connected to the sensor node, we propose a cryptosystem based on the two - dimensional grid - based key distribution method similar to the distribution environment of the facility.

• The Korean Journal of Financial Management
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• v.13 no.1
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• pp.237-260
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• 1996

본 논문에서는 Duan(1995)이 개발한 GARCH 주식옵션가격결정모형을 통화옵션에 적용시켜 GARCH 통화옵션가격결정모형을 유도한 다음, 이를 Garman-Kohlhagen 모형과 유효성을 비교하여 다음과 같은 연구결과를 얻었다. 만기별 및 옵션의 상태별(OTM, ATM, ITM)로 GARCH 통화옵션가격결정모형의 가격오차가 Garman-Kohlhagen 모형보다 일관되게 낮게 나타났다. 이는 GARCH 통화옵션가격결정모형이 Garman-Kohlhagen모형보다 통화옵션의 평가에 더 유용한 모형임을 의미한다. 따라서 통화옵션의 가격을 예측할 때는 환율변동의 이분산성을 고려하여 환율의 변동성을 추정함으로써 통화옵션가격의 예측력을 제고시킬 수 있다고 생각한다. 그러나 GARCH 통화옵션가격결정모형의 모형가격이 시장가격과 상당한 편차를 보이는 경우도 있기 때문에 향후 통화옵션가격결정모형을 계속 발전시키는 과정에서 이자율의 확률적 특성을 반영하거나 환율변동의 점프특성을 도입해야 한다고 생각한다.

• Journal of Satellite, Information and Communications
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• v.12 no.2
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• pp.38-41
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• 2017

Reception performance in land mobile satellite is decreased by obstacle. It is compensated with Diversity technique. In this paper, performances are analyzed with two type of method Equal Gain Combining(EGC) and Selcetive Combining(SC). To analyze, measured data using On-The-Move(OTM) terminal are used. In conclusion, SC method can increase performance. However, EGC method can improve perforamance only in rural region, but performance are decreased in urban region.

• Journal of Distribution Science
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• v.13 no.5
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• pp.53-60
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• 2015

Purpose - The purpose of this paper is to shed light on the importance of the slope and curvature of the volatility curve implied in option prices in the KOSPI 200 options index. A number of studies examine the implied volatility curve, however, these usually focus on cross-sectional characteristics such as the volatility smile. Contrary to previous studies, we focus on time-series characteristics; we investigate correlation dynamics among slope, curvature, and level of the implied volatility curve to capture market information embodied therein. Our study may provide useful implications for investors to utilize current market expectations in managing portfolios dynamically and efficiently. Research design, data, and methodology - For our empirical purpose, we gathered daily KOSPI200 index option prices executed at 2:50 pm in the Korean Exchange distribution market during the period of January 2, 2004 and January 31, 2012. In order to measure slope and curvature of the volatility curve, we use approximated delta distance; the slope is defined as the difference of implied volatilities between 15 delta call options and 15 delta put options; the curvature is defined as the difference between out-of-the-money (OTM) options and at-the-money (ATM) options. We use generalized method of moments (GMM) and the seemingly unrelated regression (SUR) method to verify correlations among level, slope, and curvature of the implied volatility curve with statistical support. Results - We find that slope as well as curvature is positively correlated with volatility level, implying that put option prices increase in a downward market. Further, we find that curvature and slope are positively correlated; however, the relation is weakened at deep moneyness. The results lead us to examine whether slope decreases monotonically as the delta increases, and it is verified with statistical significance that the deeper the moneyness, the lower the slope. It enables us to infer that when volatility surges above a certain level due to any tail risk, investors would rather take long positions in OTM call options, expecting market recovery in the near future. Conclusions - Our results are the evidence of the investor's increasing hedging demand for put options when downside market risks are expected. Adding to this, the slope and curvature of the volatility curve may provide important information regarding the timing of market recovery from a nosedive. For financial product distributors, using the dynamic relation among the three key indicators of the implied volatility curve might be helpful in enhancing profit and gaining trust and loyalty. However, it should be noted that our implications are limited since we do not provide rigorous evidence for the predictability power of volatility curves. Meaning, we need to verify whether the slope and curvature of the volatility curve have statistical significance in predicting the market trough. As one of the verifications, for instance, the performance of trading strategy based on information of slope and curvature could be tested. We reserve this for the future research.

• Fire Science and Engineering
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• v.26 no.4
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• pp.55-62
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• 2012

The suppression mechanisms of carbon dioxide ($CO_2$) as a representative fire suppression agent were revisited using a counterflow diffusion flame which could be applied the concept of a local application system. To end this, the low strain rate $CH_4$/air counterflow diffusions with $CO_2$ addition in either fuel or oxidizer stream were examined numerically using detailed-kinetic chemistry. Radiative heat loss due to radiating gas species including $CO_2$ added was considered by the optically thin model (OTM). As a result, the critical $CO_2$ volume fractions in the oxidizer stream required to extinguish the flame were in good agreement with the experimental data reported in the literature, while somewhat under-prediction was observed with $CO_2$ added in the fuel stream. The surrogate agents were adopted to estimate the quantitative contribution with changing in global strain rate ($a_g$) on the flame extinguishment among pure dilution effect, thermal effects including radiation heat loss and chemical effect due to the $CO_2$ fire suppression agent.

• Journal of the Korean Society of Safety
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• v.28 no.2
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• pp.42-48
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• 2013

The $CO_2$ suppression characteristics and flame structure of nitrogen-diluted methane counterflow non-premixed flame were studied experimentally and numerically. To mimic a situation where combustion product gases are entrained into a compartment fire, fuel stream was diluted with $N_2$. A gas-phase suppression agent, $CO_2$, was diluted in the air-stream to investigate the suppression characteristics by the agent. For numerical simulation, an one-dimensional OPPDIF code was used for comparison with experimental results. An optically-thin radiation model(OTM) was adopted to consider radiation effects on the suppression characteristics. It was confirmed experimentally and numerically that suppression limit decreased with increasing nitrogen mole fraction in the fuel stream. A turning point was found only when a radiation heat loss was considered and the extinguishing concentration for turning point was differently predicted compared to the experiment result. Critical extinguishing concentration when neglecting radiation heat loss was also differently predicted compared with the experimental result.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.67 no.11
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• pp.1471-1476
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• 2018

In this paper, a high-gain antenna for satellite communication is proposed. The proposed antenna consists of septum polarizer, circular waveguide, Hat-feed structure that has a high-gain and efficiency. Especially, it is smaller and lighter than the conventional satellite communication antennas by applying a hat-feed structure. The measured results show that received gain of proposed antenna is better than 29.9 dBi and transmitted gain of proposed antenna is better than 30.5 dBi. The co-polarized and cross-polarized radiation patterns comply with ITU-RR Ap.8 and ITU-R S.731-1 that are recommended by International Telecommunication Union. The designed high-gain antenna for satellite communication is expected to be used for OTM and airborne satellite systems.

• Korean Journal of Oriental Medicine
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• v.15 no.1
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• pp.91-94
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• 2009

Understanding the present condition of Oriental traditional medicine in different country is demanded for the Korean Traditional Medicine to prepare his orientation in future. Also it is not possible to separate the present condition of OTM from history of oriental medicine as a whole. This is valid for the introduction of TCM in the west. The first information have arrived in Europe by the terrestrial and maritime travelers accounts. The diplomatic way, with special reference to Jesuit fathers, has brought cultural and theoretical precise data. The physicians of East India Company and, later, of expeditionary forces, have supplied with practical data. Five periods follow one another: 1) Period when the source reached and are used in Europe. This first step is intimately involved with the use and comparison of similar factor between the two medical systems ; 2) "Discovery" and use of needles ; 3) latent period when techniques coming from acupuncture source were developed ; 4) "Chinese Acupuncture" correctly speaking ; 5) modern period or investigating period, when Eastern and Western people are trying to correlate data of traditional medicine with those of western science. In particular the actual situation from 2000.

• Transactions of the Korean Society of Automotive Engineers
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• v.22 no.2
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• pp.115-122
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• 2014

Injection pressure is one of factors that influence part quality. In this paper, injection pressure was minimized by optimizing valve gate locations. In order to perform design optimization, MAPS-3DTM (Mold Analysis and Plastic Solution-3D) was used for injection mold analysis and PIAnOTM (Process Integration, Automation and Optimization) was used as process integration and design optimization. Also we adapted meta models based on design of experiments for efficiency. By using introduced methodology, we were able to obtain a result so that maximum injection pressure reduced by 28% compared to the initial design. And the validity of the proposed method could also be demonstrated.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.26 no.3
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• pp.323-330
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• 2016

This paper describes real-time unbalance moment compensation method for line of sight(LOS) stabilization control systems. The factors of system inertia, frictions and unbalance moment affect the control accuracy of drive systems that are equipped to on the move(OTM) platforms requiring LOS stabilization function. In case of the unbalance moment among those factors is continuously changed as variation of relative angle between gravity vector and drive torque vector. Then, consideration of the effect in real-time is very complicate. Therefore, its effect should be designed to be minimized, however, designing it almost zero is impossible in real condition. In other words, it is hard to achieve target performance overcoming stability issue of highly unbalanced systems. To solve these problems, this paper proposes calculation method of unbalance moment by using measured sensor data for LOS stabilization control and its use for control compensation. Also, kinematical converting process and control structure for compensation are explained. The effectiveness of the proposed method as variation of unbalance moment is verified under simulation circumstance modeled by assuming LOS control system with 2-axis gimbal structure.