• 한국경영과학회지
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• 제38권4호
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• pp.35-52
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• 2013

Markowitz's portfolio selection model is used to construct an optimal portfolio which has minimum variance, while satisfying a minimum required expected return. The model uses estimators based on analysis of historical data to estimate the returns, standard deviations, and correlation coefficients of individual stocks being considered for investment. However, due to the inaccuracies involved in estimations, the true optimality of a portfolio constructed using the model is questionable. To investigate the effect of estimation inaccuracy on actual portfolio performance, we study the changes in a portfolio's realized return and standard deviation as the accuracy of the estimations for each stock's return, standard deviation, and correlation coefficient is increased. Furthermore, we empirically analyze the portfolio's performance by comparing it with the performance of active mutual funds that are being traded in the Korean stock market and the KOSPI benchmark index, in terms of portfolio returns, standard deviations of returns, and Sharpe ratios. Our results suggest that, among the three input parameters, the accuracy of the estimated returns of individual stocks has the largest effect on performance, while the accuracy of the estimates of the standard deviation of each stock's returns and the correlation coefficient between different stocks have smaller effects. In addition, it is shown that even a small increase in the accuracy of the estimated return of individual stocks improves the portfolio's performance substantially, suggesting that Markowitz's model can be more effectively applied in real-life investments with just an incremental effort to increase estimation accuracy.

• 한국측량학회지
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• 제40권4호
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• pp.333-342
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• 2022

본 논문에서는 GNSS-RTK 정확도에 근거한 측량기기 성능 기준 마련의 당위성 제기와 국제표준을 적용한 정확도 성능검사 방안 모색하기 위해 「ISO 17123-8」에 의한 현장시험 절차와 방법을 고찰하고 이 표준을 적용한 관측실험을 수행하였다. ISO 표준에 따라 간이시험과 완전시험 절차를 적용해 5개 기종 GNSS 수신기가 RTK 방식으로 취득한 수평·높이 좌표가 기준정확도 이상이 되는지와 이들 좌표 정확도의 동등 여부를 통계검정 하였다. 그 결과 동일 등급 GNSS 수신기라 할지라도 RTK 정확도가 통계적으로 차이가 있을 수 있고 상이한 등급 수신기들도 그 정확도는 동등할 수 있는 것으로 나타났다. 이로부터 본 연구에서는 GNSS 상시관측 인프라의 고도화로 급증하는 실시간 측량 수요 대처 및 새로운 형태와 특징을 갖는 GNSS 수신기 활용성 제고를 위해 RTK 정확도 기반 측량기기 성능 기준 마련과 검사 방법의 도입 필요성을 제기하였다. 여기서, GNSS-RTK 정확도 평가에는 「ISO 17123-8」 따른 관측 시험 중 완전시험법의 두 분산의 비를 비교해 시험정확도가 기준정확도 이상임을 검사하는 방법이 적합한 것으로 판단하였다.

• 한국의학물리학회지:의학물리
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• 제31권2호
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• pp.20-28
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• 2020

Purpose: The objective of this study is to perform Postal dosimetry audits for medical linear accelerators in radiation therapy institutions using glass dosimeters and Gafchromic film reading systems and postal dosimetry audit procedures, and to evaluate radiation therapy doses and mechanical accuracy in medical institutions. Methods: Photon output measured and analyzed using a standard phantom for measuring photon output dose using a glass dosimeter for medical linear accelerators. Mechanical accuracy was measured and analyzed using software for film measurement. Results: Measurement and analysis of photon beam output dose using a standard phantom glass dosimeter for photon beam output dose measurement was completed. All tolerance doses were within 5%. Mechanical accuracy measurement and analysis using a standard phantom for verifying the mechanical accuracy of linear accelerator (LINAC) using a Gafchromic film were completed, and all results were shown within tolerances (2 mm or less). Conclusions: In this study, Postal dosimetry audits were performed on the output dose and mechanical accuracy of photon beams (207 beams) for 106 LINACs from 48 institutions. As a result of corrective action and re-execution, it was confirmed that all engines met the acceptable standard within 2 mm in the linear accelerator.

• 대한기계학회논문집
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• 제13권5호
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• pp.862-874
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• 1989

본 연구에서는 반경법 진원도 측정기의 회전정도와 편심에 의한 영향을 제거 하여 시험편의 형상오차와 측정기 자체의 오차특성을 분리함으로써 진원도 측정의 정도를 향상시킬 수 있는 방법에 대하여 검토하였다. 진원도의 표시법으로는 최근 최소영역법에 의해 규정되는 경우가 많으나 이는 일반적으로 많은 연산시간을 요구 하므로 비경제적인 면이 있다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제17권5호
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• pp.1356-1376
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• 2023

Software effort estimation is one of the most difficult tasks in software development whereas predictability is also of equal importance for strategic management. Accurate prediction of the actual cost that will be incurred in software development can be very beneficial for the strategic management. This study discusses the latest trends in software estimation focusing on analogy-based techniques to show how they have improved the accuracy for software effort estimation. It applies the standard deviation technique to the expected value of analogy-based estimates to improve accuracy. In more than 60 percent cases the applied technique of this study helped in improving the accuracy of software estimation by reducing the Magnitude of Relative Error (MRE). The technique is simple and it calculates the expected value of cost or time and then uses different confidence levels which help in making more accurate commitments to the customers.

• 한국IT서비스학회지
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• 제8권2호
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• pp.43-70
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• 2009

As software development and maintenance cost increase quickly, information systems managers are more concerned about how to effectively manage software cost. To estimate the software development cost, most public institutes of Korea use the software cost estimation standard established by the government. Unfortunately, the accuracy of the estimation derived from the standard has not been satisfactory in spite of repetitive modifications made to improve it. One of the major reasons for the inaccuracy is that the standard has too small a number of cost adjustment factors to reflect the various characteristics of a software development project. To remedy this problem, we propose new cost adjustment factors which can be incorporated into the standard and are important to enhance the estimation accuracy, based on the analysis of several well-known software estimation models. Furthermore, by applying the proposed model to real world software projects, we show that the proposed model can produce more accurate estimates than the current standard.

• 한국측량학회지
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• 제16권2호
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• pp.319-326
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• 1998

본 연구에서는 막대한 비용과 노력을 들여서 제작된 수치지도의 위치정확도를 실험적으로 판단하고자 하였다. 수치지도의 위치정확도 평가를 위해서 GPS와 Total Station을 이용한 현지측량을 실시하였으며, 현지측량의 성과와 수치지도를 비교함으로써 1:5,000 수치지도의 위치정확도를 판단해 보았다. 그리고, 1:5,000 수치지도의 이론적인 기대정확도와 현지 측량성과를 비교하여 향후 수치지도의 위치정확도 평가방법 및 개선을 위한 연구방향을 고찰해 보았다.

• 비파괴검사학회지
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• 제26권6호
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• pp.427-439
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• 2006

Accurate estimates of in place thickness of early age (3 to 28 days after casting) concrete pavements are needed, where a thickness accuracy of ${\pm}6mm$ is desired. The impact-echo method is a standardized non-destructive technique that has been applied for this task. However, the ability of impact-echo to achieve this precision goal is affected by Vp (measured) and ${\beta}$ (assumed) values that are applied in the computation. A deeper understanding of the effects of these parameters on the accuracy of impact-echo should allow the technique to be improved to meet the desired accuracy goal. In this paper, the results of experimental tests carried out on a range of concrete slabs are reported. Impact-echo thickness estimation errors caused by material property gradients and sensor type are identified. Correction factors to the standard analysis method are proposed to correct the identified errors and to increase the accuracy of the standard method. Results show that improved accuracy can be obtained in the field by applying these recommendations with the standard impact-echo method.

• 한국측량학회:학술대회논문집
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• 한국측량학회 2007년도 춘계학술발표회 논문집
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• pp.447-450
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• 2007

Positioning technology for moving object is an important and essential component of ubiquitous. Also RFID(Radio Frequency IDentification) is a core technology of ubiquitous wireless communication. In this study we adapted kalman-filter theory to RFID-based Positioning System in order to trace a time-variant moving object and verify the positioning accuracy using RMSE (Roong technology for moving object is an important and essential component of ubiquitous Mean Square Error). The purpose of this study is to verify an effect of kalman-filter on the positioning accuracy and to analyze what does each design factor have an effect on the positioning accuracy by means of simulations and to suggest a standard of optimal design factor of a RFID-based Positioning System. From the results of simulations, Kalman-filer improved the positioning accuracy remarkably; the detection range of RFID tag is not a determining factor. The smaller standard deviation of detection range improves the positioning accuracy. However it accompanies a smaller fluctuation of the positioning accuracy. The larger detection rate of RFID tag yields the smaller fluctuation in the positioning accuracy and has more stable system and improves the positioning accuracy;

• 대한방사선기술학회지:방사선기술과학
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• 제41권6호
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• pp.603-610
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• 2018

This study examined the following: accuracy of the exposure conditions in the inverter device and three-phase device; output waveform over the exposure conditions; and average and standard deviation of the output waveform. After assessing whether the dose corresponding to the theoretical dose was presented, the following conclusions were obtained: 1. The accuracy of the tube voltage(kVp) and tube current(mA) exposure time(sec) was within the tolerable level prescribed in Korea's Safety Management Standards. In the error, Inverter device was large the tube voltage and exposure time, the three-phase device was large the tube current. 2. In terms of the output waveform of the exposure conditions and the average and standard deviation of the output waveform, the higher tube voltage and larger tube current resulted in greater standard deviation in pulsation. Moreover, the standard deviation of pulsation was shown to be greater in the inverter device than the three-phase device; there was also greater standard deviation in the inverter device considering the exposure time. 3. Regarding the exposure conditions over the output dose, all linearity showed the coefficient of variation which had an allowable limit of error within 0.05. Although the output dose ratio for the inverter device was 1.00~1.10 times no difference that of the three-phase device, there was almost no difference in dose ratio between the tube currents.