• 대한산업공학회지
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• 제39권6호
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• pp.535-545
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• 2013

The goal of stock investment is earning high rate or return with stability. To accomplish this goal, using a portfolio that distributes stocks with high rate of return with less variability and a stock price prediction model with high accuracy is required. In this paper, three methods are suggested to require these conditions. First of all, in portfolio re-balance part, Max-Return and Min-Risk (MRMR) model is suggested to earn the largest rate of return with stability. Secondly, Entering/Leaving Rule (E/L) is suggested to upgrade portfolio when particular stock's rate of return is low. Finally, to use outstanding stock price prediction model, a model based on Semi-Supervised Learning (SSL) which was suggested in last research was applied. The suggested methods were validated and applied on stocks which are listed in KOSPI200 from January 2007 to August 2008.

• 보건행정학회지
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• 제32권3호
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• pp.323-329
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• 2022

Background: This study aimed to identify the characteristics of the referral and return of patients to clinics in the endocrinology and cardiology departments at the National Health Insurance Service Ilsan Hospital to evaluate the "referral and return of patients to clinics" program and reduce the rate of returning patients. Methods: From May 2018 to December 2020, we identified the number of visits to referral hospitals and hospital usage status at Ilsan Hospital after returning to clinics. We also identified the patients who returned to Ilsan Hospital within 6 months, defined as "failure to transport," among those recommended to be transported to clinics of the Medical Cooperation Center. Additionally, we evaluated the characteristics of the "failure to transport" patients. Results: Among the returning patients, the rate of visiting Ilsan Hospital within 6 months was higher in cardiology than in endocrinology (25.1% vs. 16.7%). Older age, more severe disease, and more number of visits to the department were associated with a high rate of failure to transport. The rate of failure to return was low in cases diagnosed with hyperlipidemia/lipoprotein metabolism disorder. With respect to diabetes, the rate of failure to transport differed according to each type of diagnosis of diabetes. Conclusion: The success rate of the "referral and return of patient to clinics" program differed based on each patient's characteristics, department of visit, and diagnosis. Individualizing according to the visit department and diagnosis is required to ensure successful transfers, and infrastructure expansion and institutional arrangements must be facilitated.

• 전기학회논문지
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• 제65권4호
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• pp.695-703
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• 2016

The maintenance method for the electrical facility of high speed railway has been evolved from inspection by personnel to the automated way by the detection devices. In particular, the signalling equipment in order to increase the safe and efficient operation of the trains is required to maintain normal operation by periodic maintenance. Because the return current gives the most important effects to the wayside equipment in case of the failures, a method is needed to measure the unbalanced rate of return current on the train at high speed driving. The Hot Box Detector(HBD) device that is installed at track-side has a function to recognize the abnormal axle box by detecting the temperature that occurs in the axle of train passing over its device. In order to implement the measurement equipment for unbalanced rate of return current and axle temperature, the design method is proposed and the experimental test results by test bed are included in the paper.

• 한국콘텐츠학회논문지
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• 제20권3호
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• pp.245-253
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• 2020

전월세 전환율이 시장이자율 또는 임대인의 기대수익률이라면 전국의 전월세 전환율은 동일하여야 한다. 그러나 전월세 전환율은 항상 시장이자율보다 높은 수준을 유지하고 있다. 본 연구는 임대주택의 공급원가 구성요소를 현재의 주택가격, 시장이자율, 감가상각비, 보유세, 그리고 임대차에 따른 위험이 존재할 경우 위험프리미엄으로 파악하고 현재의 주택가격과 각 요소와의 관계를 파악함으로써 주택임차료를 현재 가격으로 표현하였다. 이를 통해 주택가격의 변동 폭을 암묵적으로 가정하거나 전월세 전환율에 현재의 주택가격이 반영되지 못한 단점을 극복하였다. 본 연구는 임대주택의 공급 원가를 구성 요소 간의 조합으로 표현함으로써 전월세 전환율이 시장이자율이 아니라 임대인의 필수수익률 또는 요구수익률임을 밝혔다. 이는 전월세 전환율이 항상 시장이자율보다 높은 현상도 설명할 수 있을 뿐만 아니라 전월세 전환율의 지역별 차이 및 주택 유형별 차이가 발생하는 원인도 설명할 수 있다.

• Industrial Engineering and Management Systems
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• 제9권2호
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• pp.121-130
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• 2010

In today's uncertain economic environment, economic risk is inherent in making large investments on manufacturing facilities. It is, therefore, practically meaningful to divide investment over multiple periods, reducing the risk of investment. Then, the cash-flow over the entire planning horizon would comprise positive inflow and negative outflow. In this case, in general, evaluation by internal rate of return (IRR) is not feasible, because multiple IRRs are involved. This paper deals with a problem of evaluating profitability, as well as risk, of investment alternatives made in multiple times of investment over the entire horizon. Typically, an additional investment is required after the initial one, for expanding manufacturing capacity or other reasons. The paper pays attention to a unit cash-flow over two periods, decomposing the total cash-flow into a series of unit cash-flow patterns. It is easy to evaluate profitability of a unit cash-flow by using IRR. The total cash-flow can be decomposed into the series of two types of unit cash-flows: an investment type one (negative-positive) and the borrowing type one (positive-negative). This paper, therefore, proposes a method in which only the borrowing type unit cash-flow is eliminated in the series by converting total cash-flow using capital interest rate. Then, a unique IRR can be obtained and the profitability is evaluated. Thus, the paper extends the method of IRR so that it may help decision making in complicated cash-flow pattern observed in practice.

• 한국경영과학회지
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• 제38권2호
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• pp.75-93
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• 2013

In applying Markowitz's portfolio selection model to the stock market, we developed a comprehensive investment decision-making framework including key inputs for portfolio theory (i.e., individual stocks' expected rate of return and covariance) and minimum required expected return. For estimating the key inputs of our decision-making framework, we utilized an exponentially weighted moving average (EWMA) which places more emphasis on recent data than the conventional simple moving average (SMA). We empirically analyzed the investment results of the decision-making framework with the same 15 stocks in Samsung Group Funds found in the Korean stock market between 2007 and 2011. This five-year investment horizon is marked by global financial crises including the U.S. subprime mortgage crisis, the collapse of Lehman Brothers, and the European sovereign-debt crisis. We measure portfolio performance in terms of rate of return, standard deviation of returns, and Sharpe ratio. Results are compared with the following benchmarks : 1) KOSPI, 2) Samsung Group Funds, 3) Talmudic portfolio based on the na$\ddot{i}$ve 1/N rule, and 4) Markowitz's model with SMA. We performed sensitivity analyses on all the input parameters that are necessary for designing an investment decision-making framework : smoothing constant for EWMA, minimum required expected return for the portfolio, and portfolio rebalancing period. In conclusion, appropriate use of the comprehensive investment decision-making framework based on the Markowitz's model integrated with EWMA proves to achieve outstanding performance compared to the benchmarks.

• 한국해안·해양공학회논문집
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• 제28권1호
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• pp.1-6
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• 2016

수리실험을 통해 반파 구조물에 의한 월파 저감 효과를 정량적으로 분석하는 연구를 수행하였다. 원호 호안 및 경사 호안 모형에 대한 월파량을 계측하고 반파 구조물에 의한 월파량 저감 예측식과 비교하였다. 월파량이 비교적 많은 경우($q/{\sqrt{gH^3_s}}>10^{-3}$)에는 예측식과 실험 결과가 대체로 잘 일치하였으나, 월파량이 이보다 적은 경우에는 예측식과 실험의 편차가 크게 나타났다. 이러한 점을 고려하여 반파 구조물에 의한 월파 저감 효과를 보다 잘 예측할 수 있는 산정식을 개발할 필요가 있다.

• 전기전자학회논문지
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• 제23권4호
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• pp.1195-1202
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• 2019

안심귀가 시스템은 서비스 의뢰인이 소지한 스마트 기기로부터 수신된 GPS 위치정보를 이용하여 의뢰인 근처의 CCTV 카메라들을 선택하고 제어함으로써, 의뢰인을 자동으로 추적하고 영상을 촬영한다. 이 서비스는 심야에 귀가하는 경로 상에 우범지역이 존재할 때 의뢰인의 안심귀가에 도움을 제공한다. 의뢰인을 촬영할 수 있는 CCTV 카메라들이 다른 의뢰인에 의하여 이미 점유되어 사용되는 경우, 새로운 의뢰인의 촬영을 위하여 점유된 CCTV 카메라의 양보가 필요하다. 본 논문에서는 의뢰인과 CCTV 카메라 사이의 평균 거리와 서비스율을 모두 고려한 개선된 방법을 제안한다. 그 결과, CCTV 카메라와 의뢰인간의 평균거리가 가깝게 유지되며, 서비스율도 개선된다.

• Industrial Engineering and Management Systems
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• 제9권3호
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• pp.204-214
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• 2010

A manufacturing/remanufacturing system is investigated with the consideration of required minimum quality of end-of-used products. A constant demand is satisfied by remanufacturing end-of-used products and manufacturing raw materials outsourced from outside. It is assumed in this system that the buyback price and remanufacturing cost are related to the different quality level of end-of-used products. For remanufacturing, only the used products that satisfy a required minimum quality level will be recycled. Thus, the returning rate is a function of the required minimum quality level. Functions of returning rate, buyback price and remanufacturing cost, which are closely connected to the quality level of end-of-used products, are investigated here. Treating the required minimum quality level of end-of-used products, the length of a cycle, the number of manufacturing lots and remanufacturing lots in a cycle as decision variables, the mathematical models with the objective of minimizing the average total cost are constructed. Through construction of a solution process based on Tabu Search algorithm and calculating examples, the validity of the models is illustrated.

• 상하수도학회지
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• 제21권5호
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• pp.589-599
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• 2007

This study was conducted to investigated the removal efficiency of BOD and nutrient for the treatment of low strength municipal wastewater by a biological nutrient removal system. In this experiment, the effect of operating parameter including HRT of 7.0hr, BOD/TN ratios of 2.62~4.08, internal recycle of 50~300%, and return sludge of 50~100%, were studied during winter season. Efficiencies of organic matter and T-P removal and denitrification were not significantly affected by the change of temperature in winter season. However, the specific nitrification rate and nitrification efficiency decreased at low temperature. Besides, denitrification efficiencies increased with increasing BOD/TN ratios. It was also found that the internal recycle and return sludge ratio below 50% is required for the effective denitrification of low strength municipal wastewater. With operating mode 4 of the optimum, the effluent BOD, T-N and T-P concentration were obtained to average 5.8, 14.6, and 0.84 mg/L, respectively. The temperature-activity coefficient (${\theta}$) of specific nitrification rate, specific denitrification rate and specific phosphorus uptake rate were obtained 1.044, 1.017, 1.028, respectively.