• Journal of the Korea Institute of Information Security & Cryptology
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• v.9 no.1
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• pp.29-46
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• 1999

Most of the previous researches for the electronic cash system guarantee unconditional untraceability for the purpose of individual privacy. Such untraceable electronic cash system that only focuses on untraceability, however, has side effect such as money laundering, criminal activities. We present a escrow cash model using anonymous channel that supports not only untaceability but also crime prevention, and prove the efficiency of our scheme relative to previous escrow cash systems.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.13 no.4
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• pp.129-138
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• 2003

Role-Based Access Control(RBAC) model is becoming a promising model for enterprise environments with various organization structures. In terms of role hierarchy, each senior role inherits all the permissions of its junior roles in the role hierarchy, and a user who is a member of senior role is authorized to carry out the inherited permissions as well as his/her own ones. But there is a possibility for senior role members to abuse permissions. Since senior role members need not have all the authority of junior roles in the real world, enterprise environments require a restricted inheritance rather than a unconditional or blocked inheritance. In this paper, we propose a new role-based delegation model using the role hierarchy model with restricted inheritance functionality, in which security administrator can easily control permission inheritance behavior using sub-roles. Also, we describe how role-based user-to-user, role-to-role delegations are accomplished in the model and the characteristics of the proposed role-based delegation model.

• Journal of Korea Multimedia Society
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• v.8 no.2
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• pp.211-224
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• 2005

With the wide acceptance of the Internet and the Web, volumes of information and related users have increased and companies have become to need security mechanisms to effectively protect important information for business activities and security problems have become increasingly difficult. This paper proposes a improved access control model for access control enforcement in enterprise environments through the integration of the temporal constraint character of the GT-RBAC model and sub-role hierarchies concept. The proposed model, called Extended GT-RBAC(Extended Generalized Temporal Role Based Access Control) Model, supports characteristics of GTRBAC model such as of temporal constraint, various time-constrained cardinality, control now dependency and separation of duty constraints(SoDs). Also it supports unconditional inheritance based on the degree of inheritance and business characteristics by using sub-roles hierarchies in order to allow expressing access control policies at a finer granularity in corporate enterprise environments.

• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.925-937
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• 2008

In this study, we considered the clustering analysis for stock return traded in the stock market. Most of financial time-series data, for instance, stock price and exchange rate have conditional heterogeneous variability depending on time, and, hence, are not properly applied to the autoregressive moving-average(ARMA) model with assumption of constant variance. Moreover, the variability is font and center for stock investors as well as academic researchers. So, this paper focuses on the generalized autoregressive conditional heteroscedastic(GARCH) model which is known as a solution for capturing the conditional variance(or volatility). We define the metrics for similarity of unconditional volatility and for homogeneity of model structure, and, then, evaluate the performances of the metrics. In real application, we do clustering analysis in terms of volatility and structure with stock return of the 11 Korean companies measured for the latest three years.

• Journal of the Korean Institute of Telematics and Electronics C
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• v.36C no.5
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• pp.13-26
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• 1999

This paper presents a metric that can guide to optimal circuit models for interconnects among various models, given interconnect parameters and operating environment. To get this goal, we categorize interconnects into RC~c1ass and RLC-c1ass model domains based on the quantitative modeling error analysis using total resistance, inductance and capacitance of interconnects as well as operating frequency. RC~c1ass circuit models, which include most on~chip interconnects, can be efficiently analyzed by using the model~order reduction techniques. RLC-c1ass circuit models are constructed using one of three candidates, ILC(Iterative Ladder Circuit) macromodels, MC(Method of Characteristics) macromodels, and state-based convolution method, the selection process of which is based upon the allowable modeling error and electrical parameters of interconnects. We propose the model domain diagram leading to optimal circuit models and the division of model domains has been achieved considering the simulation cost of macromodels under the environmental assumption of the general purpose circuit simulator such as SPICE. The macromodeling method presented in this paper keeps the passivity of the original interconnects and accordingly guarantees the unconditional stability of circuit models.

• Proceedings of the Technology Innovation Conference
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• 2003.02a
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• pp.63-77
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• 2003

In this paper, we investigate the co-movements of the real GDP cycle and the telecommunications service expenditure cycle over 1980 through 2000 in Korea. We used several appropriate statistical tools to characterize and to compare the co-movements between the two aforementioned variables. The statistics presented in this paper are common, easy to Interpret and capture important visual, descriptive information and the dynamics of data that would be lost if one focused only on the unconditional correlation coefficients of de-trended data. This paper examines four possible characteristics for the co-movements of real GDP and telecommunications service expenditure in Korea. The first is that in low frequency, the cyclical movements in telecommunications service expenditure are very similar to the cyclical movements in real GDP, The second is that in the high frequency, the estimated stationary cyclical telecommunications service expenditure is not closely related to the estimated stationary cyclical real GDP. Third, according to co-spectra analysis, the strong relationships between the variables are found in the mid-term frequency and as such this empirical finding has important implications for telecommunications policy and telecommunications service implementation strategies. Finally, in the short-term period, our empirical results support telecommunications network theories such as path dependence properties, lock-in, positive feedback externality, and network externality.

• Structural Engineering and Mechanics
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• v.46 no.1
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• pp.19-37
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• 2013

The optimum design of base isolation system considering model parameter uncertainty is usually performed by using the unconditional response of structure obtained by the total probability theory, as the performance index. Though, the probabilistic approach is powerful, it cannot be applied when the maximum possible ranges of variations are known and can be only modelled as uncertain but bounded type. In such cases, the interval analysis method is a viable alternative. The present study focuses on the bounded optimization of base isolation system to mitigate the seismic vibration effect of structures characterized by bounded type system parameters. With this intention in view, the conditional stochastic response quantities are obtained in random vibration framework using the state space formulation. Subsequently, with the aid of matrix perturbation theory using first order Taylor series expansion of dynamic response function and its interval extension, the vibration control problem is transformed to appropriate deterministic optimization problems correspond to a lower bound and upper bound optimum solutions. A lead rubber bearing isolating a multi-storeyed building frame is considered for numerical study to elucidate the proposed bounded optimization procedure and the optimum performance of the isolation system.

• Journal of Communications and Networks
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• v.11 no.6
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• pp.538-543
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• 2009

A wiretap channel I is one of the channel models that was proved to achieve unconditional security. However, it has been an open problem in realizing such a channel model in a practical network environment. The paper is committed to solve the open problem by introducing a novel approach for building wiretap channel I in which the eavesdropper sees a binary symmetric channel (BSC) with error probability p while themain channel is error free. By taking advantage of the feedback and low density parity check (LDPC) codes, our scheme adds randomness to the feedback signals from the destination for keeping an eavesdropper ignorant; on the other hand, redundancy is added and encoded by the LDPC codes such that a legitimate receiver can correctly receive and decode the signals. With the proposed approach, unconditionallysecure communication can be achieved through interactive communications, in which the legitimate partner can realize the secret information transmission without a pre-shared secret key even if the eavesdropper has better channel from the beginning.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.4
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• pp.13-28
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• 2022

The growth of the Islamic finance sector has been well-documented. One of the most booming sectors has been Sukuk. According to several past studies, non-Islamic investors' interest in Sukuk is due, at least in part, to the diversification benefits that Sukuk provides in the context of a fixed-income portfolio. This paper compares a pair between Sukuk and Bonds in the Malaysian market issued by the same issuer to have an unbiased comparison. Using unconditional correlation methodology provides an initial examination of the relationship between the matched pairs. In addition, this paper adopts the standard GARCH-DCC approach of Engle (2002). This is a generalization of the Bollserslev (1990) GARCH model, allowing for the conditional correlation matrices to be time-varying. The findings reveal that the correlation between bonds and Sukuk is similar to that of bonds, making Sukuk a less appealing type of bond from a diversification standpoint. There are no significant differences between Sukuk and bonds. These finding questions the previously considered differences among different types of Sukuk and supports the argument that some Sukuk might not be compliant with Islamic rules and their structure, as contracts have the same risks for Sukuk holders regardless of the type of Sukuk.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.17 no.10
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• pp.569-581
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• 2016

The purpose of this study was to determine factors affecting self-rated health status among the elderly in urban areas. The study subjects were 390 persons aged 65 years and older who had lived more than 5 years in D city. Interviews from the questionnaire were conducted from June through August 2016. The distribution of self-rated health status was rated in terms of dependent variables, with odds ratios and their 95% confidence intervals calculated using unconditional logistic models. As a result, 67.2% of the study subjects answered that they were healthy, whereas 32.8% were unhealthy. In the logistic regression analysis, disability and lowered IADL greatly lowered self-rated health status. The group without an occupation, living expenses from governmental subsidies, frequency of relative contents is seldom, anxiety is high, subjective sleep quality is low, satisfaction of daily life is low, had low levels of self-rated health status. Above results suggest that the self-rated health status of the elderly in urban areas is closely related to sociodemographic characteristics, physical health status, social activity participation, and psychosocial factors.