• The Korean Journal of Financial Management
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• v.26 no.1
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• pp.165-188
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• 2009

This paper has suggested the methodology for the frontier portfolios and the optimal portfolio under the mean-VaR framework, not assuming the normal distribution and considering the investor's preferences for the higher moments of return distributions. It suggested the grid and rank approach which did not need an assumption about return distributions to find the frontier portfolios. And the optimal portfolio was selected using the utility function that considered the 3rd and the 4th moments. For the application of the methodology, weekly returns of the developed countries index, the emerging market index and the KOSPI index were used. After the frontier portfolios of the mean-variance framework and the mean-VaR framework were selected, the optimal portfolios of each framework were compared. This application compared not only the difference of the standard deviation but also the difference of the utility level and the certainty equivalent expressed by weekly expected returns. In order to verify statistical significances about the differences between the mean-VaR and the mean-variance, this paper presented the statistics which were obtained by the historical simulation method using the bootstrapping. The results showed that an investor under the mean-VaR framework had a tendency to select the optimal portfolio which has bigger standard deviation, comparing to an investor under the mean-variance framework. In addition, the more risk averse an investor is, the bigger utility level and certainty equivalent he achieves under the mean-VaR framework. However, the difference between the two frameworks were not significant in statistical as well as economic criterion.

• Tunnel and Underground Space
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• v.19 no.6
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• pp.490-497
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• 2009

The horizontal and vertical response spectra using the observed ground motion from the recent 5 macro earthquakes were analysed and then were compared to both the seismic design response spectra(Reg Guide 1.60), applied to the domestic nuclear power plants, and the Korean Standard Design Response Spectrum for general structures and buildings(1997). 74 horizontal and 89 vertical observed ground motions, without considering soil types, were used for normalization with respect to the peak acceleration value of each ground motion. The results showed that the horizontal MPOSD(Mean Plus One Sigma Standard Deviation) response spectra revealed much higher values for the whole frequency bands above 1 Hz than Reg. Guide(1.60). For the vertical response spectra, the results showed slightly higher than just between 7 and 8 Hz frequency band. The results were also compared to the Korean Standard Response Spectrum for the 3 different soil types and showed that the horizontal MPOSD response spectra revealed much higher values for the whole periods below 2 second(0.5 Hz) than those of SE soil type. The vertical response spectra showed similar to the values of the Korean Standard Response Spectrum of SD soil type. These spectral values dependent on frequency could be related to characteristics of the domestic crustal attenuation and the effect of each site amplification. However, through the qualitative improvements and quantitative enhancement of the observed ground motions, the conservation of horizontal seismic design response spectrum should be considered more significantly for the whole frequency bands above the 1 Hz.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.29 no.1
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• pp.81-89
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• 2011

The previous land gravity data in Korea showed locally biased irregular distribution. Especially, this problem was more serious in the mountainous area where the data density was significantly low. The same problem appeared in GPS/Levelling data thus the precision of the geoid could not be improved. From 2008, new gravity and GPS/Levelling data has been collected by the unified control point and survey on the benchmark project which were funded by the national geographic information institute. The newly obtained data has much better distribution and precision so that it could be used for update precision of geoid model. In this study, the new precision geoid has been calculated based old and new gravity data and this model showed 5.29cm of precision compared to 927 points of GPS/Levelling data. And the degree of fit and precision of hybrid geoid has been calculated 2.99cm and 3.67cm. The new gravimetric geoid has been updated about 27% over whole country. And it showed 42% of precision update due to collection of new gravity data on the Kangwon/Kyeongsang area which showed quite low distribution. In 2010, about 4,000 points of gravity and 300 points of GPS/Levelling data has been obtained by unified control and survey on benchmark project. We expect that new data will contribute to updating geoid precision and veri tying precision more objectively.

• Korea Petroleum Association Journal
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• no.7 s.231
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• pp.92-98
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• 2002

이 자료는 지난 5월 17일 서울교육문화회관에서 한국자동차공학회 주최고 개최된 「경유승용차 배출가스 규제 관련 공개토론회」의 자료중 일부임.-편집자 주-

• Proceedings of the Korean Society of Coastal and Ocean Engineers Conference
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• 1996.10a
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• pp.124-128
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• 1996

인천항의 검조소의 검조기록은 우리나라의 수치측지기준(vertical geodetic datum)을 제공하는 중요한 자료이다. 본 연구에서는 최(1990)가 62년부터의 14년 자료를 처리, 발표한 것에 이어 83년에 다시 계속적인 분석을 보고하였지만 92년까지의 검조기록을 재분석하여 보고코저 한다. 분석에서 61년 이전의 자료는 하계의 DST(Daylight Saving Time)적용에 따른 자료가 보정되어 있지 못하므로 사용하지 않았으며 73, 74년 역시 검조소 이전에 따른 년자료의 연장이 완전하지 않아 취하지 않았다. (중략)

• Nuclear industry
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• v.6 no.12 s.46
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• pp.38-40
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• 1986

많은 나라들이 원자력발전플랜트의 스크램발생빈도를 줄이기 위해 많은 노력을 기울이고 있지만 중요한 국제간의 비교검토는 통일성있는 자료의 부족으로 지장을 받아 왔다. 따라서 경제협력개발기구(OECD) 원자력국 주관하에 통일된 기준에 따라 데이터를 현재 수집중이며 이러한 자료들을 이용할 수 있게 되었다. 이것을 보면 스크램발생율을 보고하는데 있어 국가간에 많은 차이가 있음을 알 수 있다.

• Journal of Gifted/Talented Education
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• v.21 no.2
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• pp.309-335
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• 2011

Writings of gifted students were classified by the writing analysis protocol built on the scientific inquiry process and writings of scientific journals. These writings were classified 7 types based on the existence of tentative explanations and types of conclusion. In addition the writings were classified by linear form, double linear form, supporting-conclusion form based on the number and position of writings. The characteristics of writings show that, first, the tentative explanation is located at the beginning and the drawing conclusion at the end of articles. Secondly, students prefer the linear form writing to explain their logics. Finally, supporting-conclusion writings are shown when answers of question is written only in the drawing conclusion without estimation.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.643-656
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• 2016

High dimensional data are frequently encountered in various fields where the number of variables is greater than the number of samples. It is usually necessary to select variables to estimate regression coefficients and avoid overfitting in high dimensional data. A penalized regression model simultaneously obtains variable selection and estimation of coefficients which makes them frequently used for high dimensional data. However, the penalized regression model also needs to select the optimal model by choosing a tuning parameter based on the model selection criterion. This study deals with the bias effect of LASSO regression for model selection criteria. We numerically describes the bias effect to the model selection criteria and apply the proposed correction to the identification of biomarkers for lung cancer based on gene expression data.

• Journal of Wetlands Research
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• v.18 no.2
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• pp.183-193
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• 2016

In this study, design and performance of infiltration trench using woodchip as media for treating stormwater from highway were examined through field monitoring. Average reduction efficiency for TSS, COD, BOD, TN, and TP was 88%, 94%, 85%, 80%, and 75% respectively, which is similar to values reported by other studies and design manuals even though direct comparison is not possible due to different monitoring and design conditions. Mean field infiltration rate estimated by measuring the change of water depth inside the observation well was about 40mm/hr, and the time taken for complete infiltration was about 0.83days, which corresponds well with design criteria recommended by MOE guidelines in Korea. In addition, according to analysis of infiltration rate and reduction efficiency, effective rainfall depth applied for determining water quality volume(WQv), 5mm was found to be properly established as design criteria. Woodchip must be considered and included as an alternative media together with crushed rock and gravel into the design guidelines because it has more advantages in terms of weight, porosity, cost, and easiness of management than other media materials.

• Korean Journal of Remote Sensing
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• v.19 no.2
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• pp.117-133
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• 2003

A field survey and Landsat ETM+ image acquisition carried out simultaneously. Using these data, we attempted to establish relationships between tidal flat environmental factors and reflectance observed by ETM+, and to set up a new critical grain size useful for optical remote sensing. Although the grain size of 4 $\Phi$ has been conventionally used as a critical size by sedimentologists, the correlation with optical reflectance was very low. Instead, the grain size of 2 $\Phi$ showed a relatively high correlation coefficient, 0.699, with ETM+ band 4, except near tidal channels in upper tidal flat. We concluded that the grain size of 2 $\Phi$ would be better to use for a critical grain size in Gomso Bay. The grain size also correlated well with moisture content having a correlation coefficient of -0.811 when the 2 $\Phi$ criterion was used. The results of factor analysis showed moisture content was more important parameter than topographic relief, and they were different from German tidal flats in which topographic relief was the prior factor This can be explained by finer grain composition of the Gomso bay tidal flat. In short, moisture content and topography as well as grain size should be considered in tidal flat remote sensing.