• 산업공학
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• 제24권2호
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• pp.119-127
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• 2011

Most companies have been increasing temporary work projects to maximize the usage of their resources. They also have been developing the effective techniques for analyzing and managing the state of the projects. In order to monitor the state of a project in real-time and predict the project's future state more accurately, this paper suggests the Bayesian Network (BN) as a tool for discovering the causes of project risk and presenting the failure probability of the project. The proposed BN modeling method with consideration of the Earned Value Management (EVM) method shows how to induce the predictive and conditional probability of the risk occurrence in the future. The advantages of the suggested model are (1) that the cause of a project risk can be easily figured out via the BN, (2) that the future value of the project can be sufficiently increased by updating relevant components of the project, and (3) that more credible prediction can be made in the similar and future situation by using the data obtained in current analysis. A numerical example is also given.

• 한국항해항만학회지
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• 제37권6호
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• pp.567-574
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• 2013

Although Korea coastal area has the increasing potential marine accident due to frequent ship's encounter, increased vessel traffic and large vessel, there is no specific model to evaluate the navigating vessel's risk considering the domestic traffic situation. The maritime transport environmental assessment is necessary due to the amended maritime traffic law. However, marine safety diagnosis is now carried out by foreign model. In this paper, therefore, we suggest a domestic traffic model reflecting the characteristics of korea coastal area and navigator's risk as we named PARK(Potential Assessment of Risk) model. We can evaluate the subjective risk by establishing the model and model output into maritime risk exposure system. To evaluate this model's effectiveness, we used ship handling simulation and applied, analyzed collision accident which occurred in korea coastal area. And also, we applied integrated to an ECDIS program for monitoring traffic risk of vessels with real time based AIS data and apply to evaluate traffic risk in busan harbor waterway. As a result, we could evaluate busan harbor waterway risk effectively.

• 한국수자원학회논문집
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• 제52권12호
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• pp.963-973
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• 2019

본 연구는 도시침수 위험기준이 산정되지 않은 지역의 예·경보 기준을 예측하기 위해 유역특성 자료와 피해이력 기반으로 산정된 한계강우량을 활용하여 도시침수 위험기준을 추정하는 모델을 검토하였다. 위험기준 추정모델은 머신러닝 알고리즘의 하나인 Support Vector Machine을 이용하여 설계하였으며, 학습자료는 지역별 한계강우량과 유역특성으로 구성하였다. 학습자료는 정규화 한 후 SVM 알고리즘에 적용하였으며, SVM에 적용시 Leave-One-Out과 K-fold 교차검증 알고리즘을 이용하여 절대평균오차와 표준편차를 계산한 후 모델의 성능을 평가하였다. Leave-One-Out의 경우 표준편차가 작은 모델이 최적모델로 선정되었으며, K-fold의 경우 fold의 개수가 적은 모델이 선정되었다. 선정된 모델의 지속시간별 평균 정확도는 80% 이상으로 나타나 침수 위험기준 추정을 위해 SVM을 활용가능 할 것으로 판단된다.

• 디지털융복합연구
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• 제14권10호
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• pp.159-166
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• 2016

최근에 대기업 위주로 편성되어 있던 공공정보화 프로젝트가 중소규모의 시스템 통합 기업으로 재편성되고 있는 상황이다. 그러나 대다수의 중소규모 기업들은 체계적인 리스크 관리에 대한 지식을 확보하지 못하고 있기에, 수익과 관련하여 많은 문제를 내포하고 있다. 이에 본 논문에서는 프로젝트 현장에서 주요하게 발생하는 리스크 요소를 제시하고, 리스크 요소별 리스크 수준과 이에 따른 비용을 측정하기 위한 모델을 제안한다. 이러한 융복합을 통하여 프로젝트 수행 중 이슈화 되는 리스크를 사전에 예측하여 프로젝트를 성공적으로 수행하기 위한 관리 체계를 제공하는 데 목적을 두고 있으며, 제안 모델을 기준으로 적정한 규모의 예비비 확보가 가능하기에 리스크 분석에 비용을 투자하지 못하는 기업들이 활용할 수 있을 것으로 기대된다.

• 한국건설관리학회논문집
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• 제1권1호
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• pp.53-62
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• 2000

본 연구는 건설 프로젝트의 초기 단계에서 미래에 발생할 수 있는 리스크를 리스크분할체계를 통하여 파악하고, 파악된 리스크를 효과적이고 체계적으로 분석 및 평가하여 프로젝트 초기단계에서 리스크를 분석하고 평가할 수 있는 절차와 계산틀을 제시하였다. 그에 따라, 프로젝트 기획 및 입찰 전 단계에서 건설공사 이행과정에서 발생할 가능성이 있는 리스크를 분석 및 평가하기 위해 FREES(Fuzzy Risk Evaluation Expert System)을 제안하였으며 가상 시나리오를 설정하여 모델에 대한 검증을 수행하였다. FREES는 기존의 IF-THEN 지식베이스를 사용한 전문가 시스템과 비교했을 경우 퍼지소속함수를 사용함으로써 규칙의 수를 현저하게 줄일 수 있으며 지식베이스의 구축과 변경 및 삭제 등이 용이하기 때문에 시간의 변화에 따라 다양하게 변화하는 리스크의 크기나 영향정도를 쉽게 반영할 수 있다.

• Communications for Statistical Applications and Methods
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• 제30권1호
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• pp.75-94
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• 2023

The growing trend of cyber risk has put forward the importance of cyber risk management. Cyber risk is defined as an accidental or intentional risk related to information and technology assets. Although cyber risk is a subset of operational risk, it is reported to be handled differently from operational risk due to its different features of the loss distribution. In this study, we aim to detect the characteristics of cyber loss and find a suitable model by measuring value at risk (VaR). We use the loss distribution approach (LDA) and the time series model to describe cyber losses of financial and non-financial business sectors, provided in SAS^® OpRisk Global Data. Peaks over threshold (POT) method is also incorporated to improve the risk measurement. For the financial sector, the LDA and GARCH model with POT perform better than those without POT, respectively. The same result is obtained for the non-financial sector, although the differences are not significant. We also build a two-dimensional model reflecting the dependence structure between financial and non-financial sectors through a bivariate copula and check the model adequacy through VaR.

• Journal of Construction Engineering and Project Management
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• 제3권2호
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• pp.49-57
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• 2013

A sea dike construction has been increased in Korea because of the actively deployed reclamation project in basis of efficient application in land. The degree of completion in sea dike construction is affected by final closing construction, which has a lot of uncertainty that often results in higher accidents rate. Therefore, this research identified risk factors of final closing construction and classified them. This research examines the likelihood and its impact for each risk factor and calculates the risk degree as to the risk matrix. Based on this, the impact and the environmental conditions that affect to risk factors are investigated and further responsive methods are established for each risk factor. Ultimately, this research attempts to provide the risk retrenchment method for inspectors by proposing risk estimation model, responsive action list, and risk management process.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2004년도 춘계공동학술대회 논문집
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• pp.742-745
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• 2004

Most of options pricing theory including Black and Scholes continuous model and Cox, Ross, and Rubinstein(CRR)'s binomial lattice model were developed based on the notion that continually revised risk-free hedges involving options and stock should earn the risk-free interest rate. This notion is valid with the assumption that the investor's attitude toward risk is neutral. In reality, this assumption may be frequently violated. Therefore, Hodder, Mello, and Sick proposed the way to value real options using the risk-adjusted interest rate. However, they did not show how to derive the mathematical expression for it. In this paper, we will clearly present how to obtain the mathematical expression for the risk-adjusted interest rate for real options and demonstrate two numerical examples to show its applicability.

• 국제학술발표논문집
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• The 3th International Conference on Construction Engineering and Project Management
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• pp.1176-1182
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• 2009

Due to recession in real estate market, interest of risk analysis is increasing. Feasibility study in the first stage takes a great role in a project. There are not objectified tools which are able to cope with uncertainty of project, and feasibility study based on selected method of determinism does not include liquidity of weight risk. Also, shortage of consideration for subjective and atypical external factors causes inappropriate results. Therefore, this study proposes feasibility study model focused on risk factor influences in construction cost and sales cost. Considering effective level of cost based on objective risk factors and probable weight of risk by this model, real workers are able to bring correct and scientific decisions better than former method based on selective analysis of real estate development.

• 유통과학연구
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• 제22권9호
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• pp.27-38
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• 2024

Purpose: Sustainable economic growth is a top priority for any country, and inflation is crucial in determining future economic circumstances. Few research exists regarding the impacts of risk management practices on performance outcomes in the supply chain with the mediating role of inflation rate. Hence, this study investigates the important role of risk management practices in the context of high inflation rate. Research design, data and methodology: The PLS-SEM model is applied to identify the effects of risk management practices on operational performance and supply chain performance. The author distributed online and offline surveys to administrators at various businesses. After applying the filtration criteria, 309 responses were retained for further data analysis. Results: This research demonstrates that risk management practice is critical and adds to supply chain performance success. Managers should enhance all risk management procedures to regulate and manage hazards in the supply chain. This allows managers to anticipate and identify potential threats with ease, particularly in high inflation rate situation. Conclusions: The outcomes of this study demonstrate how fully implemented risk management practices can improve operational performance and supply chain performance, as well as control the impact of inflation rate.