• The Korean Journal of Financial Management
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• v.15 no.1
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• pp.329-350
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• 1998

이 논문에서는 자산의 수익률과 공통요인이 시간가변적 변동성을 갖는 경우의 APT를 검증하고자 시도하였다. 이를 위하여 1980년 1월부터 1995년 12월까지의 17개업종별 포트폴리오 수익률로부터 주성분분석에 의하여 4개의 공통요인을 추출하였다. (이중 첫 번째 요인은 동일가중 시장수익률과 거의 1에 가까운 상관성을 갖고 있으므로, 추출된 첫 번째 요인 대신에 시장수익률을 사용하였다.) 17개 업종별 포트폴리오에 대한 ARCH모형을 추정한 결과, 12개 포트폴리오의 수익률이 조건부 이분산성을 보이고 있다. 또 네 개의 공통요인 중 시장수익률을 포함한 3개의 요인은 뚜렷한 조건부 이분산성을 보이고 있다. 따라서 요인위험--즉, 공통요인에 대한 개별자산의 민감도$({\beta}_{ij})$--은, 개별자산과 공통요인의 상관계수가 일정하다고 가정하여, ARCH모형에 의해 측정된 자산 및 공통요인의 시간가변 표준편차로부터 계산되었다. 이와 같이 계산된 요인위험에 대하여 어느 정도의 위험프리미엄이 주어지고 있는가는 일반화 적률법(GMM)에 의하여 추정하였다. 그 결과, APT의 추정에 사용된 4개의 공통요인 중 시장수익률을 포함한 3개의 요인에 대하여 유의한 위험프리미엄이 추정되었다.

• The KIPS Transactions:PartD
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• v.15D no.4
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• pp.441-450
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• 2008

Recently, access control on form-based web information systems has become one of the useful methods for implementing client systems in a service-oriented architecture. In particular, XForms language is being adopted in many systems as a description language for XML-based user interfaces and server interactions. In this paper, we propose an efficient algorithm for the evaluation of XPath-based access rules for XForms pages. In this model, an XForms page is a sequence of queries and the client system performs user interface realization along with XPath rule evaluations. XPath rules have instance-dependent predicates, which for the most part are shared between rules. For the efficient evaluation of shared predicate expressions in access control rules, we proposed a predicate graph model that reuses the previously evaluated results for the same context node. This approach guarantees that each predicate expression is evaluated for the relevant xml node only once.

• School Mathematics
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• v.9 no.3
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• pp.397-408
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• 2007

This research intends to look into how mathematically gifted 6th graders (age12) who have not learned conditional probability before solve conditional probability problems. In this research, 9 conditional probability problems were given to 3 gifted students, and their problem solving approaches were analysed through the observation of their problem solving processes and interviews. The approaches the gifted students made in solving conditional probability problems were categorized, and characteristics revealed in their approaches were analysed. As a result of this research, the gifted students' problem solving approaches were classified into three categories and it was confirmed that their approaches depend on the context included in the problem.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2006.05a
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• pp.275-278
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• 2006

멀티 에이전트(Multi-Agent)들이 상호 연동하여 공통의 목적을 수행하기 위해서는 에이전트를 관리하는 매니지먼트 에이전트(Management Agent)가 요구되고, 주어진 환경에서 획득한 제한된 지식을 효율적으로 이용하는 방법이 필요하다. 본 논문에서는 네이브 베이즈 이론을 적용하여 각 에이전트의 속성값(Attribute Value)에 따라 매니지먼트 에이전트가 각 에이전트를 효율적으로 관리할 수 있는 NBMA(Naive Bayes Management Agent)를 제안하고 이를 이용한 미팅 참가 결정 에이전트를 제안한다. NBMA는 고유한 속성을 지닌 여러 개의 하위 에이전트와 그들을 관리하는 매니지먼트 에이전트로 구성되어 있으며 매니지먼트 에이전트는 하위 에이전트들의 고유한 속성에 대한 메타지식을 이용하여 관리 하도록 한다. 하위 에이전트간에는 상호 조건부 독립(mutually conditional independence) 가정하에 복수의 속성값을 취하며 이러한 속성값에 따라 매니지먼트 에이전트가 조정과 의사결정을 하도록 한다.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2013.10a
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• pp.540-543
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• 2013

This paper describes an implementation of a unified ALU on multi-core GPGPU based on SIMT architecture. Our unified ALU can operate conditional branch instructions, data movement instructions, integer arithmetic instructions and floating-point arithmetic instructions. Since multi-core GPGPU contains a lot of ALU for parallel processing of various types, the main point of this paper is to design the minimum size ALU by unifying similar processing of each operations on circit level. All instrunctions were tested by making a test program. And we compare this results with results of CPU operations to verify our ALU. Our unified ALU's gate size is approximately 20,000 and the maximum operation frequency is 430MHz.

• Journal of Technology Innovation
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• v.25 no.1
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• pp.1-34
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• 2017

It is almost impossible for firms to possess all of resources and capabilities needed to create technological innovations in modern competitive environment. This situation forces firms to conduct R&D collaboration. Therefore, this paper analyzes an effect of appropriability protecting knowledge exclusively on R&D collaboration and product innovation performance. In addition, we investigate how the governmental R&D support moderates and influences those relationships through empirical analysis. The results of moderated mediation show that the impact of appropriability on product innovation performance appears to be a common pattern in each conditional indirect effect of appropriability regardless of financial, direct, indirect R&D support of the government. The more governmental R&D supports increase over a certain level, the more conditional indirect effects of appropriability on product innovation performance increase through the vertical R&D collaboration. However, conditional indirect effects of appropriability through horizontal R&D collaboration are not significant in all levels of government R&D supports. If we utilize an analysis of moderated mediation by applying governmental R&D supports as a moderator, it is possible to analyze a significant strength of innovation policies and their performance. Therefore, this paper would make a contribution to an evolution of governmental R&D support and an effective formulation of innovation policy.

• Education of Primary School Mathematics
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• v.14 no.1
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• pp.69-79
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• 2011

The purpose of this study is to analyze 3rd, 4th and 5th graders' probability understanding and raise issues concerning instructional methods and search for the possibility of learning probability. For the purpose, a descriptive study through pencil-and-paper test regarding fairness, sample space, probability of event, probability comparison, independence and conditional probability was conducted. The following conclusions were drawn from the results obtained in this study. First, the 3rd, 4th, and 5th grade students scored the highest in the sample space questions. In descending order of skill, the students scored the highest in sample space following probability of events, fairness and probability comparison. Second, however, the level of independence understanding was low. There was no meaningful differences between grades and the conditional probability was the least understood. The independence is difficult to develop naturally according to cognitive development. The conditional probability recognizing the probability of an event changes in non-replacement situations was very difficult for these students. Third, there were significant differences between the 5th graders and the 3rd and 4th graders in the probability comparison questions. It shows that 5th graders understand the concept of proportion when they compare equal ratio probability of an event. The 3rd graers could do different ratio probability of an event more easily than equal ratio probability of an event after they were instructed on probability comparison.