• Journal of Intelligence and Information Systems
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• v.20 no.2
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• pp.59-71
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• 2014

System trading is becoming more popular among Korean traders recently. System traders use automatic order systems based on the system generated buy and sell signals. These signals are generated from the predetermined entry and exit rules that were coded by system traders. Most researches on system trading have focused on designing profitable entry and exit rules using technical indicators. However, market conditions, strategy characteristics, and money management also have influences on the profitability of the system trading. Unexpected price deviations from the predetermined trading rules can incur large losses to system traders. Therefore, most professional traders use strategy portfolios rather than only one strategy. Building a good strategy portfolio is important because trading performance depends on strategy portfolios. Despite of the importance of designing strategy portfolio, rule of thumb methods have been used to select trading strategies. In this study, we propose a SVM-based strategy portfolio management system. SVM were introduced by Vapnik and is known to be effective for data mining area. It can build good portfolios within a very short period of time. Since SVM minimizes structural risks, it is best suitable for the futures trading market in which prices do not move exactly the same as the past. Our system trading strategies include moving-average cross system, MACD cross system, trend-following system, buy dips and sell rallies system, DMI system, Keltner channel system, Bollinger Bands system, and Fibonacci system. These strategies are well known and frequently being used by many professional traders. We program these strategies for generating automated system signals for entry and exit. We propose SVM-based strategies selection system and portfolio construction and order routing system. Strategies selection system is a portfolio training system. It generates training data and makes SVM model using optimal portfolio. We make $m{\times}n$ data matrix by dividing KOSPI 200 index futures data with a same period. Optimal strategy portfolio is derived from analyzing each strategy performance. SVM model is generated based on this data and optimal strategy portfolio. We use 80% of the data for training and the remaining 20% is used for testing the strategy. For training, we select two strategies which show the highest profit in the next day. Selection method 1 selects two strategies and method 2 selects maximum two strategies which show profit more than 0.1 point. We use one-against-all method which has fast processing time. We analyse the daily data of KOSPI 200 index futures contracts from January 1990 to November 2011. Price change rates for 50 days are used as SVM input data. The training period is from January 1990 to March 2007 and the test period is from March 2007 to November 2011. We suggest three benchmark strategies portfolio. BM1 holds two contracts of KOSPI 200 index futures for testing period. BM2 is constructed as two strategies which show the largest cumulative profit during 30 days before testing starts. BM3 has two strategies which show best profits during testing period. Trading cost include brokerage commission cost and slippage cost. The proposed strategy portfolio management system shows profit more than double of the benchmark portfolios. BM1 shows 103.44 point profit, BM2 shows 488.61 point profit, and BM3 shows 502.41 point profit after deducting trading cost. The best benchmark is the portfolio of the two best profit strategies during the test period. The proposed system 1 shows 706.22 point profit and proposed system 2 shows 768.95 point profit after deducting trading cost. The equity curves for the entire period show stable pattern. With higher profit, this suggests a good trading direction for system traders. We can make more stable and more profitable portfolios if we add money management module to the system.

• Proceedings of the KSR Conference
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• 2011.10a
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• pp.1366-1372
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• 2011

Life cycle of the rolling stock is normally 20 to 40 years, though there is some difference in accordance with each vehicle. Maintenance cost is over the twice of purchasing price. and also it is true that precise statics is not managed properly except for some developed countries due to the difference of maintenance method, skills. After KORAIL introduced ERP system in 2007, maintenance cost is managed by type of cars, by unit. but, afterwards it should be controlled as an index and also more precisely. it is the best pending issues to make train maintenance efficiency, to utilize accumulated indexes. I want to attribute to train maintenance efficiency by analysing what is the problems in the present maintenance method.

• 제어로봇시스템학회:학술대회논문집
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• 2004.08a
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• pp.1999-2004
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• 2004

Collision avoidance for the aircraft can be stated as a problem of maintaining a safe distance between aircrafts in conflict. Optimal collision avoidance problem seeks to minimize the given cost function while simultaneously satisfying the constraints. The cost function can be a function of time or input. This paper addresses the trajectory time-optimization problem for collision avoidance of the unmanned aerial vehicles. The problem is difficult to handle, because it is a two points boundary value problem with dynamic environment. Some simplifying algorithms are used for application in on-line operation. Although there are more complicated problems, by prediction of conflict time and some assumptions, we changed a dynamic environment problem into a static one.

• Magazine of the Korea Concrete Institute
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• v.9 no.5
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• pp.137-148
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• 1997

지진이 발생하는 환경에서 철근콘크리트구조의 신뢰성을 수명주기비용에 근거하여 체계적으로 평가하는 방법을 제시하였다. 구조물의 기능성과 경제적인 효용성을 나타내기 위하여 각각 손상확률과 평균수명 주기비용의 개념을 사용하였다. 생애주기 동안 발생할 수 있는 지진에 의하여 구조물이 입게 될 손상을 보상하기 위하여 소요되는 평균손상비용을 평균수명주기비용의 주요 항목으로 고려하여 분석하였다. 구조물의 다양한 손상상태에서 손상비용을 나타내기 위해 요구되는 비용함수는 Park-Ang 손상지수의 중앙값을 독립변수로 하는 함수로 가정하였다. 지진에 의한 구조물의 손상해석은 UCI에서 개발된 SMART-DRAIN의 시뮬레이션기법을 사용하여 그 불확실성을 고려하였다. 제시된 방법을 현행 규준에 의하여 설계된 7층 사무실 건물에 적용하여 그 가능성을 살펴보았다.

• Journal of Korean Society for Quality Management
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• v.20 no.1
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• pp.80-90
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• 1992

In industries, the capability indices $C_p$ and $C_{pk}$ can be used to provide measures of process potential capability and performance, respectively. The new approach advocated by Taguchi in quality control overcomes some problems in other approaches preventive management activities. Taguchi introduces the emphasis on loss function to improve quality of products on the side of customer. The proceeding concept of capability indices is not rational for the measurement of quality if the process mean is not equal to target value. The Taguchi approach is said to be more reasonable than the others in quality evaluation because of his loss function. However, the capability indices $C_{pm}{^+}$ and $C_{pn}$ using Taguchi's loss function only consider, acceptance cost for deviation from target value within specification limits. In other words, they do not include rejection cost for nonconformings that are failed to fall on the specification limits.

• Journal of the Korea Computer Industry Society
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• v.5 no.9
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• pp.1025-1030
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• 2004

In multimedia database systems, the k nearest neighbor query occurs frerluently and requires the processing cost higher than other spatial queries do. The numberof searched nodes and the computation time in an index can be minimized for optimizing the cost of processing the k nearest neighbor query. In this paper, we propose the search distance which can reduce the computation time of the optimal search distance.

• Journal of Information Processing Systems
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• v.14 no.2
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• pp.396-417
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• 2018

GR-tree and query aggregation techniques have been proposed for spatial query processing in conventional spatial query processing for wireless sensor networks. Although these spatial query processing techniques consider spatial query optimization, time query optimization is not taken into consideration. The index reorganization cost and communication cost for the parent sensor nodes increase the energy consumption that is required to ensure the most efficient operation in the wireless sensor node. This paper proposes itinerary-based R-tree (IR-tree) for more efficient spatial-temporal query processing in wireless sensor networks. This paper analyzes the performance of previous studies and IR-tree, which are the conventional spatial query processing techniques, with regard to the accuracy, energy consumption, and query processing time of the query results using the wireless sensor data with Uniform, Gauss, and Skew distributions. This paper proves the superiority of the proposed IR-tree-based space-time indexing.

• Journal of Nutrition and Health
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• v.27 no.8
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• pp.864-871
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• 1994

The productivity and 13 influencing variables in 14 conventional hospital foodservice systems the total direct and non-direct labor hours required to produce and serve the total number of patient meals plus the number of cafeteria meals. Human resource variable significantly influencing the productivity level was the labor cost. As this index decreased, the meals served per human hour worked increased. System resource variables correlating significantly with productivity were the length of cycle menu, the ratio of staff meals, and modified patient meal ratio. As the length of cycle menu and the ratio of modified patient meal decreased, more meals were produced per human hour. However, as staff meal ratio increased, the meals served per human hour worked increased. The stepwise regression analysis suggests that around 53% of the variance in productivity is explained by labor cost.

• Journal of Construction Engineering and Project Management
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• v.4 no.3
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• pp.47-52
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• 2014

In the last decades, Facility Management (FM) has established itself as a key building service factor.FM includes supporting services and organizing functions essential for maintaining, operating and managing physical component and material. The purpose of the paper is to develop an economical analysis for building facilities management during its service life based on limited cost. This method helps to facilities managers and engineers to make better decisions for reducing of facilities assessment costs and increasing the facilities' service life. This paper presents the preliminary development of a model involves three stages process namely data collection, economic computation and economic process optimization. This process was tested for fiberglass doors example in a building interior and exterior system. If executives can manage essential points effectively and make decisions according to a key performance index, cost can be optimized and safety can be enhanced for installation building.

• Journal of the Korean Institute of Intelligent Systems
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• v.7 no.2
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• pp.25-33
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• 1997

A DEDS is a system whose states change in response to the occurence of events from a predefined event set. In this paper, we consider the optimal control and reasoning problem for Discrete Event Systems(DES) in the Temporal Logic Framework(TEL) which have been recnetly defined. The TLE is enhanced with objective functions(event cost indices) and a measurement space is alos deined. A sequence of event which drive the system form a give initial state to a given final state is generated by minimizing a cost functioin index. Our research goal is the reasoning of optimal trajectory and the design of the optimal controller for DESs. This procedure could be guided by the heuristic search methods. For the heuristic search, we suggested the Stochastic Ruler algorithm, instead of the A algorithm with difficulties as following ; the uniqueness of solutions, the computational complexity and how to select a heuristic function. This SR algorithm is used for solving the optimal problem. An example is shown to illustrate our results.