• Management Science and Financial Engineering
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• 제20권1호
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• pp.21-26
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• 2014

A lot of researches have been conducted to estimate the volatility smile effect shown in the option market. This paper proposes a method to approximate an implied volatility function, given noisy real market option data. To construct an implied volatility function, we use Gaussian Processes (GPs). Their output values are implied volatilities while moneyness values (the ratios of strike price to underlying asset price) and time to maturities are as their input values. To show the performances of our proposed method, we conduct experimental simulations with Korean Equity-Linked Warrant (ELW) market data as well as toy data.

• 보건의료산업학회지
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• 제6권3호
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• pp.67-74
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• 2012

This study analyzed the trend of relationship between hospital departments. Hospitals directory issued by Korean Hospital Association in 2009 was used to collect the study sample data. The study sample used 188 hospitals established during the four years from 2005 to 2008, and bed size, establishment year was identified in the directory. Population variable in 2009 was taken from the website of Statistics Korea. SAS 9.2 was used for the statistical analysis. In regression analysis, year of establishment (2008) was statistically significant in explaining the number of hospital departments. Hospitals established in 2008 showed significant positive number of department than other years. Study hospitals showed increasing number of hospital departments during four years. Further study will be needed to analyze the effects of hospital departments on their performances.

• 지식경영연구
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• 제7권1호
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• pp.13-30
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• 2006

This study aims at exploring the relationships between knowledge activity, knowledge activity performance, and organizational performance. By adopting the balanced scorecard perspective, organizational performance was measured by product/service, customer and internal performances. Using data collected from the 36 Korean firms, this study found that knowledge creation activity was positively and significantly related to the organizational performance such as product/service performance, customer performance and internal performance. We also found that knowledge activity performance such as knowledge quality and user knowledge satisfaction mediated the positive relationship between knowledge sharing activity and internal performance.

• 한국컴퓨터정보학회논문지
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• 제3권1호
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• pp.113-124
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• 1998

JIT의 시스템적 특징 때문에 JIT 생산 시스템의 효율성은 단순한 수식으로서 정량화 되지 못하며, 실질적인 유용성을 인정하면서도 JIT시스템 도입에 따른 효과를 파악하는 방법이 구체적으로 정식화되어 있지 않다. 그러므로 본 논문에서는 JIT 생산시스템의 개요와 JIT 생산시스템의 유용성을 입증하기 위하여 SIMAN을 이용하여 Simulation을 실시하였다. 아울러 이론적 연구에서 제시된 바와 같이 JIT 생산시스템은 생산공장 내에서 재공품을 적게 발생하여 적정한 생산효율을 유지함으로서, 판매과정에서의 재고 역시 적게 유지될 수 있다는 것을 Simulation과정을 통하여 증명하였다.

• 품질경영학회지
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• 제32권3호
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• pp.62-67
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• 2004

This paper presents and compares two block replacement policies under random use durations. The units are put in service altogether and then idle for some time. The time durations during which units are put in service are random variables. Two block replacement policies, called N-policy and T-policy, are presented. Under N-policy, units are replaced altogether after the Nth use. Under T-policy, units are replaced altogether at the end of the use after cumulative use time T elapses. The failures during use durations are replaced by new ones individually. The cost rate expressions under the policies are derived for exponential use durations. Numerical examples are presented to compare the performances of the two policies.

• 디지털산업정보학회논문지
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• 제16권2호
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• pp.27-33
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• 2020

Backward compatibility is one of the key issues for radio equipment supporting IEEE 802.11, the typical wireless local area networks (WLANs) communication protocol. For a successful packet decoding with the backward compatibility, the frame format detection is a core precondition. This paper presents a novel frame format detection method based on a deep learning procedure for WLANs affiliated with IEEE 802.11. Considering that the detection performance of conventional methods is degraded mainly due to the poor performances in the symbol synchronization and/or channel estimation in low signal-to-noise-ratio environments, we propose a novel detection method based on convolutional neural network (CNN) that replaces the entire conventional detection procedures. The proposed deep learning network provides a robust detection directly from the receive data. Through extensive computer simulations performed in the multipath fading channel environments (modeled by Project IEEE 802.11 Task Group ac), the proposed method exhibits superb improvement in the frame format detection compared to the conventional method.

• 대한안전경영과학회지
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• 제2권4호
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• pp.165-176
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• 2000

Broadband networks are designed to support a wide variety of services with different traffic characteristics and demands for Quality of Services. Bandwidth allocation methods can be classified into two major categories： static and dynamic. In static allocation, bandwidth is allocated only at call setup time and the allocated bandwidth is maintained during a session. In dynamic allocation, the allocated bandwidth is negotiated during a session. The purpose of this paper is to develop policies for deciding and for adjusting the amount of bandwidth requested for a best effort connection over such as ATM networks.. This method is to develop such policies that a good trade off between utilization and latency using cell delay variation to the forecast the incoming traffic in the next period. The performances of the different polices are compared by simulations.

• 한국경영과학회지
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• 제33권2호
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• pp.87-101
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• 2008

This paper considers an order scheduling model to minimize the total weighted tardiness of orders. Each order requires different types of products. Each type of product is manufactured on its dedicated machine specified in advance. The completion time of each order is represented by the time when all the products belonging to the order are completed. The objective of this paper is to find the optimal production schedule minimizing the total weighted tardiness of a finite number of orders. In the problem analysis, we first derive a powerful solution property to determine the sequence of two consecutive orders. Moreover, two lower bounds of objective are derived and tested along with the derived property within a branch-and-bound scheme. Two efficient heuristic algorithms are also developed. The overall performances of the proposed property, branch-and-bound and heuristic algorithms are evaluated through various numerical experiments.

• Management Science and Financial Engineering
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• 제16권2호
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• pp.29-38
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• 2010

As the Internet is more embedded in people's lives, Internet users draw on new Internet applications to express themselves through "user-created content (UCC)." In addition, there is a noticeable shift from text-centered contents mainly posted on bulletin boards to multimedia contents such as images and videos on UCC web sites. The changes require different way of recommendations comparing to traditional products or contents recommendation on the Internet. This paper aims to design UCC recommendation methods with user behavior data and contents metadata such as tags and titles, and compare performances of the suggested methods. Real web logs data of a major Korean video UCC site was used to empirical experiments. The results of the experiments show that collaborative filtering technique based on similarity of UCC customers' preferences performs better than other content-based recommendation methods based on tag information and content metadata.

• 품질경영학회지
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• 제22권1호
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• pp.54-65
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• 1994

Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. Two basic approaches, "combine-accumulate" approach and "accumulate-combine" approach, for using past sample information in the developement of multivariate EWMA control charts are considered. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average run length (ARL) performances. The numerical results show that multivariate EWMA control charts based on the accumulate-combine approach are more efficient than corresponding multivariate EWMA control charts based on the combine-accumulate approach.