• 제목/요약/키워드: network risk

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국가·기업 간의 신용 리스크 네트워크 연구 (The Network Structure of Sovereign and Corporate Credit Risk)

  • 박해랑;이재우
    • 한국빅데이터학회지
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    • 제7권2호
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    • pp.225-234
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    • 2022
  • 본 논문은 우리나라 국가 및 기업의 신용 리스크 네트워크를 추정하고 최근 거시경제 상황에 따른 국가-기업 및 기업-기업 간의 연결성 변화를 살펴본다. 2015년 11월부터 2022년 10월까지의 신용부도스왑(CDS) 스프레드 데이터를 이용하여 네트워크를 Graphical Lasso로 추정한 결과, 우리나라 국가 및 기업 신용리스크 간의 연결성이 유의미하게 존재한다. 특히, 수출입 및 외환 거래를 담당하는 은행 부문의 연결성이 전반적으로 높은 편이다. 통화정책 긴축 기조가 두드러진 2022년 들어서는 공통 익스포져가 확대되어 이러한 연결성이 커진 것으로 보인다.

Strengthening Risk Evaluation in Existing Risk Diagnosis Method

  • Wong, Shui Yee;Chin, Kwai Sang;Tang, Dawei
    • Industrial Engineering and Management Systems
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    • 제9권1호
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    • pp.41-53
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    • 2010
  • An existing risk diagnosing methodology (RDM) diagnoses corporate risk for product-innovation projects. However, it cannot evaluate and compare the risk levels of multiple alternatives in the product development stage. This paper proposes a modified risk diagnosis method to fill the gap of risk evaluation in selections of innovative product alternatives and the application of the method will be also illustrated by a case problem on alternative selections in electrical dimmer designs. With RDM as the foundation, a modified RDM (MRDM) is proposed to deal with the problem of selecting innovative project alternatives during the early stages of product development. The Bayesian network; a probabilistic graphical model, is adopted to support the risk pre-assessment stage in the MRDM. The MRDM is proposed by incorporating the risk pre-assessment stage into the foundation. By evaluating the engineering design risks in two electrical dimmer switches, an application of the MRDM in product innovation development is successfully exemplified. This paper strengthens the existing methodology for RDM in innovative product development projects to accommodate innovative alternatives. It is advantageous for companies to identify and measure the risks associated in product development so as to plan for appropriate risk mitigation strategies.

MODELING MEASURES OF RISK CORRELATION FOR QUANTITATIVE FLOAT MANAGEMENT OF CONSTRUCTION PROJECTS

  • Richard C. Jr. Thompson;Gunnar Lucko
    • 국제학술발표논문집
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    • The 5th International Conference on Construction Engineering and Project Management
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    • pp.459-466
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    • 2013
  • Risk exists in all construction projects and resides among the collection of subcontractors and their array of individual activities. Wherever risk resides, the interrelation of participants to one another becomes paramount for the way in which risk is measured. Inherent risk becomes recognizable and quantifiable within network schedules in the form of consuming float - the flexibility to absorb delays. Allocating, owning, valuing, and expending such float in network schedules has been debated since the inception of the critical path method itself. This research investigates the foundational element of a three-part approach that examines how float can be traded as a commodity, a concept whose promise remains unfulfilled for lack of a holistic approach. The Capital Asset Pricing Model (CAPM) of financial portfolio theory, which describes the relationship between risk and expected return of individual stocks, is explored as an analogy to quantify the inherent risk of the participants in construction projects. The inherent relationship between them and their impact on overall schedule performance, defined as schedule risk -the likelihood of failing to meet schedule plans and the effect of such failure, is matched with the use of CAPM's beta component - the risk correlation measure of an individual stock to that of the entire market - to determine parallels with respect to the inner workings and risks represented by each entity or activity within a schedule. This correlation is the initial theoretical extension that is required to identify where risk resides within construction projects, allocate and commoditize it, and achieve actual tradability.

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Multiclass Botnet Detection and Countermeasures Selection

  • Farhan Tariq;Shamim baig
    • International Journal of Computer Science & Network Security
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    • 제24권5호
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    • pp.205-211
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    • 2024
  • The increasing number of botnet attacks incorporating new evasion techniques making it infeasible to completely secure complex computer network system. The botnet infections are likely to be happen, the timely detection and response to these infections helps to stop attackers before any damage is done. The current practice in traditional IP networks require manual intervention to response to any detected malicious infection. This manual response process is more probable to delay and increase the risk of damage. To automate this manual process, this paper proposes to automatically select relevant countermeasures for detected botnet infection. The propose approach uses the concept of flow trace to detect botnet behavior patterns from current and historical network activity. The approach uses the multiclass machine learning based approach to detect and classify the botnet activity into IRC, HTTP, and P2P botnet. This classification helps to calculate the risk score of the detected botnet infection. The relevant countermeasures selected from available pool based on risk score of detected infection.

Regionalization of neonatal intensive care in Korea

  • Chang, Yun-Sil
    • Clinical and Experimental Pediatrics
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    • 제54권12호
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    • pp.481-488
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    • 2011
  • In the current era of low-birth rate in Korea, it is important to improve our neonatal intensive care and to establish an integrative system including a regional care network adequate for both high-risk pregnancies and high-risk newborn infants. Therefore, official discussion for nation-wide augmentation, proper leveling, networking, and regionalization of neonatal and perinatal care is urgently needed. In this report, I describe the status of neonatal intensive care in Korea, as well as nationwide flow of transfer of high-risk newborn infants and pregnant women, and present a short review of the regionalization of neonatal and perinatal care in the Unites States and Japan. It is necessary not only to increase the number of neonatal intensive care unit (NICU) beds, medical resources and manpower, but also to create a strong network system with appropriate leveling of NICUs and regionalization. A systematic approach toward perinatal care, that includes both high-risk pregnancies and newborns with continuous support from the government, is also needed, which can be spearheaded through the establishment of an integrative advisory board to propel systematic care forward.

AANN을 이용한 웹-모니터링 시스템 설계에 관한 연구 (Study On the Design of Risk Management Web-Monitoring System using AANN)

  • 김동회;이영삼;김성호
    • 제어로봇시스템학회논문지
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    • 제10권6호
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    • pp.545-550
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    • 2004
  • Recent natural disasters like flooding and slope collapse have shown the need for natural risk management system, as they endanger directly public health and cause severe damages on the national economy. In order to improve the efficiency of risk management systems, this management system based on AANN(Auto-Associative Neural Network)is proposed in this paper. AANN can be effectively used for identification of abnormal data and data compression. The proposed AANN-based risk management system collects and stores measurement data from sensors and transmits them to remote server for web-monitoring. Generally, it is desirable to transmit the compressed data instead of raw data in normal state. However, if dangerous situation happens, rapid tramission of measurement data should be required. These requirements are easily satisfied by using AANN. In order to verify the feasibilities of the proposed system, The AANN-based risk management system is applied to slope collapse monitoring system.

Accelerated Monte Carlo analysis of flow-based system reliability through artificial neural network-based surrogate models

  • Yoon, Sungsik;Lee, Young-Joo;Jung, Hyung-Jo
    • Smart Structures and Systems
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    • 제26권2호
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    • pp.175-184
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    • 2020
  • Conventional Monte Carlo simulation-based methods for seismic risk assessment of water networks often require excessive computational time costs due to the hydraulic analysis. In this study, an Artificial Neural Network-based surrogate model was proposed to efficiently evaluate the flow-based system reliability of water distribution networks. The surrogate model was constructed with appropriate training parameters through trial-and-error procedures. Furthermore, a deep neural network with hidden layers and neurons was composed for the high-dimensional network. For network training, the input of the neural network was defined as the damage states of the k-dimensional network facilities, and the output was defined as the network system performance. To generate training data, random sampling was performed between earthquake magnitudes of 5.0 and 7.5, and hydraulic analyses were conducted to evaluate network performance. For a hydraulic simulation, EPANET-based MATLAB code was developed, and a pressure-driven analysis approach was adopted to represent an unsteady-state network. To demonstrate the constructed surrogate model, the actual water distribution network of A-city, South Korea, was adopted, and the network map was reconstructed from the geographic information system data. The surrogate model was able to predict network performance within a 3% relative error at trained epicenters in drastically reduced time. In addition, the accuracy of the surrogate model was estimated to within 3% relative error (5% for network performance lower than 0.2) at different epicenters to verify the robustness of the epicenter location. Therefore, it is concluded that ANN-based surrogate model can be utilized as an alternative model for efficient seismic risk assessment to within 5% of relative error.

SNA를 활용한 빅데이터 프로젝트의 위험요인 영향 관계 분석 (Analysis of the Impact Relationship for Risk Factors on Big Data Projects Using SNA)

  • 박대귀;김승희
    • 한국인터넷방송통신학회논문지
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    • 제21권1호
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    • pp.79-86
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    • 2021
  • 빅데이터 프로젝트의 성공 확률을 높이기 위해서는 복잡한 원인들로부터 근본적인 위험의 원인을 분석하여 최적의 대응 방안을 수립할 수 있는 계량화된 기법이 요구된다. 이를 위해 본 연구에서는 SNA 분석을 통해 위험 요인과 관계를 측정하고, 이를 기반으로 위험에 대응할 수 있는 방법을 제시한다. 즉, 사전 연구에서 제시된 빅데이터 프로젝트의 위험 그룹 간 상관관계 분석 결과를 활용하여 종속성 네트워크(dependency network) matrix를 도출하고 이를 통해 SNA 분석을 수행한다. 종속성 네트워크 matrix를 도출하기 위하여 위험 노드 간의 상관관계로부터 부분 상관을 구하고, 상관 영향과 상관 종속성을 계산함으로써 노드별 활동 종속성을 도출하고 이를 통해 위험 요인 노드 간의 인과 관계와 연관관계에 있는 모든 노드간의 영향정도를 모두 산출한다. 위험 요인 간 SNA통해 도출된 위험 요인 간 네트워크로부터 위험에 대한 근본 원인을 인지함으로써 보다 최적화되고 효율저인 위험 관리가 가능하다. 본 연구는 위험관리 대응과 관련하여 SNA 분석 기법을 적용한 최초의 연구로 본 연구결과는 IT프로젝트의 위험관리와 관련하여 주요 위험에 대한 위험 관리 순서를 최적화할 수 있을 뿐만 아니라, 위험 통제를 위한 새로운 위험분석 기법을 제시하였다는데 큰 의의가 있다.

Summary of Maritime Cyber Attacks and Risk Management

  • Al-Absi, Mohammed Abdulhakim;Al-Absi, Ahmed Abdulhakim;Kim, Ki-Hwan;Lee, Young-Sil;Lee, Hoon Jae
    • International journal of advanced smart convergence
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    • 제11권3호
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    • pp.7-16
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    • 2022
  • The targets of cyber-attacks are not limited to the websites and internal IT systems of shipping agencies. Ships and ports have become important targets for cyber attackers. This paper examines the current state of ship network security, introduces the International Maritime Organization's resolution on ship network security management, and summarizing the cyber-attacks in maritime so the readers can have a general understanding of maritime environment.

의료급여 사례관리 고위험군의 사회적 관계망, 자가간호역량과 삶의 질 (Social Network, Self-Care Agency and Quality of Life of High-risk Beneficiaries in Case Management of Medicaid)

  • 박주영;손정태
    • 지역사회간호학회지
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    • 제28권4호
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    • pp.421-430
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    • 2017
  • Purpose: This study investigates the social network, self-care agency, and quality of life of high-risk beneficiaries in case management of Medicaid and the correlations between these variables. It also identifies influencing factors on their quality of life. Methods: The subjects included 187 individuals chosen from the high-risk beneficiaries in case management of Medicaid in D Metropolitan City. Data was collected through direct interviews based on a structured questionnaire on home visits. Results: The perceived health status was the most influential factor in their quality of life, followed by self-care agency, mutual support network, and natural support network in order. These factors explained 40.6% of their quality of life. Conclusion: These findings raise a need to develop a nursing intervention program to increase the self-care agency of the high-risk beneficiaries in case management of Medicaid.