• The Journal of the Korea Contents Association
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• v.22 no.8
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• pp.329-338
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• 2022

As the non-face-to-face economic situation developed due to the COVID-19 pandemic, untact stock groups appeared in the stock market. This study proposed the Korea COVID-19 fear index following the spread of infectious diseases in the COVID-19 pandemic situation and analyzed the influence on the untact stock and contact stock returns. The results of the empirical analysis are as follows. First, as a result of the Granger causality analysis using the Korea COVID-19 fear index, significant causality was found in the return of contact stocks such as Korean Air, Hana Tour, CJ CGV, and Paradise. Second, as a result of stock price prediction based on the LSTM model, Kakao, Korean Air, and Naver's prediction performance was high. Third, the investment performances of the Alexander filter entry rule using the predicted stock price were high in Naver futures and Kakao futures. This study can find a difference from previous studies in that it analyzed the influence of the spread of the COVID-19 pandemic on untact and contact stocks in the COVID-19 situation where the non-face-to-face economy is in full swing.

• The Journal of the Korea Contents Association
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• v.19 no.4
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• pp.345-358
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• 2019

The purpose of this study is to develop the Internet vulnerability index of adolescents. To do this, we used the original data of long - term follow - up survey for the internet overdependency cause analysis conducted by NIA in 2018, and analyzed the correlation between alternatives of internet vulnerability index and personal psychology by using linear regression analysis. Factor analysis showed that the relationship with the surroundings was indexed by adding 9 items to positive factors such as family acceptance, peer attachment, and teacher favorability. The relationship between the surroundings and self - stigmatization is confirmed, and the relationship between the surroundings and the Internet fragility is predicted to be negatively related, and the digital capacity is also assumed to be negatively correlated with the Internet vulnerability. In order to develop the specific form of the Internet vulnerability index, personal psychology and linear regression analysis were conducted. As a result, positive factors and R value of personal psychology were increased when considering the relationship with the environment and the digital capacity rather than the Internet overdependency model. Based on these implications, we discussed the implications and limitations of this study.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1994.10a
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• pp.180-189
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• 1994

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2005.05a
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• pp.756-763
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• 2005

본 논문에서는 KOSPI200 지수선물의 분 단위 가격 데이터를 이용하여 거래비용을 고려한 옵션 복제 전략들의 성과를 비교하였다. 비교를 위해 사용한 옵션 복제 전략들은 (1)Black-Scholes 델타(delta) 전략, (2)Black-Scholes 델타 한도 전략, (3)Leland 전략, (4)Whalley-Wilmott 전략이다. 각 전략들은 옵션 복제를 위한 기초자산 거래와 관련된 두 가지 질문에 대한 답을 준다. 첫 번째 질문은 거래 시점에 관한 것으로, '언제 거래할 것인가'이고, 두 번째 질문은 거래량에 관한 것으로, '얼마만큼 거래할 것인가'이다. 본 논문에서는 현실적인 KOSPI200 지수선물 거래수수료(거래금액 대비 0.01%) 환경에서 잔존만기 1년인 유럽형 등가격 콜 옵션을 복제하는 경우를 실험하였다. 실험 결과 Leland 전략을 제외한 나머지 세 전략들의 복제 성과가 상대적으로 뛰어난 것으로 나타났다. 그러나 이들 세 전략들 간에는 복제 성과에 대해 뚜렷한 차이를 발견하기 어려웠다. 한편, 복제 종료 시점에서의 복제 손익에 큰 영향을 미치는 요인은 복제 오차(복제 포트폴리오의 만기 가치와 복제 대상 옵션의 만기 현금흐름의 차이)인 것으로 나타난 반면, 복제를 위한 기초자산 거래비용이 복제 종료 시점에서의 복제 손익에 미치는 영향은 적은 것으로 나타났다.

• Environmental and Resource Economics Review
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• v.17 no.1
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• pp.51-81
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• 2008

In this paper, economic performance was measured through portfolio analysis for environmentally friendly companies from September 2004 to September 2005. By using portfolio analysis, rate of revenue for environmentally friendly company is twelve to seven teen percent higher than the KOSPI, and KOSPI200 based companies. Except medical and pharmatical industry, environmentally friendly companies had shown low risk and high returns of revenue for banking and financing, chemical and electronic industry. As SRI fund is emerging as a important guideline in recent years, valuation of a cooperate will be very important tool for the financing business area in the future.

• Proceedings of the Korean Institute Of Construction Engineering and Management
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• autumn
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• pp.379-382
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• 2001

In domestic construction industry, time and cost has been managed separately in most cases. Usually projects are managed focused on cost, so time is not yet managed systematically. Project performance in these managemental situation can not be assessed correctly. This would cause project delay, cost overrun, productivity loss. Therefore it is needed to adopt earned value concept, an approach used in the management and control of project costs and schedules. Using this EV concept through time-cost integration, project can be managed properly based on the consistency, predictability, and reliability of the performance data. This paper proposed time and cost integration process, proper PMT method, and practical performance management model through time and cost integration.

• Proceedings of the Korean Institute Of Construction Engineering and Management
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• autumn
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• pp.478-481
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• 2002

In these days, Cost and Scheduling was managed effectively because of introduction of EVMS to construction project. However the EVMS is appropriate methods to advanced country, so it is difficult to apply into domestic construction project. in this paper weighted value n, m was used of compositive index(CI) to forecast Estimate At Completion (EAC) using statistical analysis in credible interval the objective of this paper is to verify compositive index(CI) and to forecast Estimate At Completion (EAC).

• Proceedings of the Korean Society for Information Management Conference
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• 2015.08a
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• pp.29-32
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• 2015

연구자의 연구 성과와 저널의 영향력을 평가 할 수 있는 계량서지 지수는 매우 중요하다. 하지만 이들은 특징이 모두 다르기 때문에 저널을 선택할 때 여러 가지 지수를 함께 고려할 필요가 있다. 이를 위해 본 연구에서는 피어슨 상관분석을 통해 각 지수들을 비교 분석하여 이들 간의 관계를 보여주고자 한다. 이를 위해 상관 분석을 주제와 Article Influence Score(AIS) 순위에 따라 수행하였다. Total Cites와 Eigenfactor Score, Article influence Score와 5-Year Impact Factor의 상관분석 결과를 주제에 따른 평균값으로 살펴보았을 때, 이들은 매우 높은 상관관계가 있었다. 또한 Article influence Score와 5-Year Impact Factor의 경우, 모든 주제에서 AIS 순위에 따른 상위 25% 구간에서 두 지수 간에 상관관계가 매우 높은 것으로 나타났다.

• 한국벤처창업학회:학술대회논문집
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• 2007.11a
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• pp.327-352
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• 2007

The loan rate of the government loan program offered by the Small Business Corporation(SBC) can be determined as a sum of three factors such as a reference interest rate, a policy aim spread, and a credit risk spread. However the loan rate has been lower than the loan rate in the banking sector. The profit has continually run in the red figures and hence the stability the fund managed by the SBC has been damaged. Even though a policy aim spread could be emphasized, the stability and profitability of the fund should be prioritized. This means that the loan rate of the SBC should be determined such that the loss might not be occurred. This requires the policy aim spread to change from relatively large negative to near zero.

• Journal of Korean Society of Forest Science
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• v.113 no.2
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• pp.259-270
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• 2024

Since 2013, Korea has allocated significant budgets and manpower nationwide to prevent the spread of pine wilt disease and to reduce damage. As a result, the number of damaged trees decreased from 2.18 million in 2014 to 310,000 in 2021. However, the damage has increased again since then. Despite the overall decrease in the number of damaged trees, the scope of the damage continues to expand every year. Previous studies have develope In order to judge the control performance, a quantitative control performance analysis method to objectively evaluate control performance. This method takes into consideration two factors-quantity change and the change in the damage area, which is an area factor. This approach provides a more comprehensive assessment than the control guidelines that only suggest changes in damage grade based on the volume of damaged trees. The expansion of the damage range is also an important factor in analyzing control performance, but previous studies have not reflected this. Therefore, this study calculates the change in the distance of the pine wilt disease boundary area for Gyeongsangbuk-do, where changes in the damage range can easily be observed from year to year. The study then creates application criteria and coefficients and uses them to improves control performance index calculation formula. As a result, it was possible to calculate a quantitative analysis of the control performance, taking into account the changes in the damage range. When the improved formula was applied to 26 cities, counties, and districts in Gyeongsangbuk-do, it slightly decreased or increased compared to the existing calculation formula. This confirmed that the control performance index can change from a positive value (+), indicating increased damage, to a negative value (-), indicating reduced damage.