• 지능정보연구
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• 제25권2호
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• pp.39-55
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• 2019

최근 은행과 증권회사를 중심으로 다양한 로보어드바이저 금융상품들이 출시되고 있다. 로보어드바이저는 사람 대신 컴퓨터가 포트폴리오 자산배분에 대한 투자 결정을 실행하기 때문에 다양한 자산배분 알고리즘이 활용되고 있다. 본 연구에서는 대표적 로보어드바이저 알고리즘인 블랙리터만모형의 강점을 살리면서 객관적 투자자 전망을 도출할 수 있는 지능형 전망모형을 제안하고 이를 내재균형수익률과 결합하여 최종 포트폴리오를 도출하는 로보어드바이저 자산배분 알고리즘을 새로이 제안하며, 실제 주가자료를 이용한 실증분석 결과를 통해 전문가의 주관적 전망을 대신할 수 있는 지능형 전망모형의 실무적 적용 가능성을 보여주고자 한다. 그동안 주가 예측에서 우수한 성과를 보여주었던 기계학습 방법 중 SVM 모형을 이용하여 각 자산별 기대수익률에 대한 예측과 예측 확률을 도출하고 이를 각각 기대수익률에 대한 투자자 전망과 전망에 대한 신뢰도 수준의 입력변수로 활용하는 지능형 전망모형을 제안하였다. 시장포트폴리오로부터 도출된 내재균형수익률과 지능형 전망모형의 기대수익률, 확률을 결합하여 최종적인 블랙리터만모형의 최적포트폴리오를 도출하였다. 주가자료는 2008년부터 2018년까지의 132개월 동안의 8개의 KOSPI 200 섹터지수 월별 자료를 분석하였다. 블랙리터만모형으로 도출된 최적포트폴리오의 결과가 기존의 평균분산모형이나 리스크패리티모형 등과 비교하여 우수한 성과를 보여주었다. 구체적으로 2008년부터 2015년까지의 In-Sample 자료에서 최적화된 블랙리터만모형을 2016년부터 2018년까지의 Out-Of-Sample 기간에 적용한 실증분석 결과에서 다른 알고리즘보다 수익과 위험 모두에서 좋은 성과를 기록하였다. 총수익률은 6.4%로 최고 수준이며, 위험지표인 MDD는 20.8%로 최저수준을 기록하였다. 수익과 위험을 동시에 고려하여 투자 성과를 측정하는 샤프비율 역시 0.17로 가장 좋은 결과를 보여주었다. 증권계의 애널리스트 전문가들이 발표하는 투자자 전망자료의 신뢰성이 낮은 상태에서, 본 연구에서 제안된 지능형 전망모형은 현재 빠른 속도로 확장되고 있는 로보어드바이저 관련 금융상품을 개발하고 운용하는 실무적 관점에서 본 연구는 의의가 있다고 판단된다.

• 콘크리트학회논문집
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• 제21권3호
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• pp.359-366
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• 2009

본 논문은 해양 RC 구조물의 새로운 생애주기비용 (LCC) 평가 모델을 제시한다. 이 모델 방법은, 기존의 LCC 평가 모델과 달리, 구조물을 설계하는 동안 추가적인 염화물 침투의 새로운 데이터가 있을 때 계속적으로 생애주기비용을 업데이트 할 수 있다. 이는 베이지안 기법을 통하여 이루어진다. 일반적인 중요 구조물에서는 각 부재에 대한 다양한 모니터링 시스템을 이용하기 때문에 어려움 없이 베이지안 기법에 필요한 데이터를 얻을 수 있다. 베이지안 기법을 사용하여 구조물의 생애유지 관리비용을 높은 정밀도로 예측할 수 있다.

• 한국조경학회지
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• 제40권4호
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• pp.51-61
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• 2012

경의선 철도는 부산과 신의주를 오가던 한반도의 주요 종단 철도로서 한반도 물류, 교통의 중심이었으며, 동시에 분단국가의 하나됨을 염원하는 상징적 의미를 지니고 있다. 경의선 장단역에 멈춰선 증기기관차는 한국전쟁 당시 피폭되었다. 이 기관차는 녹슨 채 반세기 넘게 비무장지대 안에 방치되어 있었으며, 남북분단의 역사적 상징물이다. 본 연구는 등록문화재 제78호인 '경의선 장단역 증기기관차'의 이전에 따라 역사적 관점, 기념공원으로서의 역할 그리고 지역문화 관광적 측면에서 접근하였다. 설계의 주안점은 기본적으로 증기기관차라는 문화재의 정체성을 대변하는 3가지 이슈를 가지고 접근하였다. 첫째, 독개다리 지역은 경의선 상에 배치되는 장점을 가지고 있으나, 부지가 협소하여 기존 지형을 이용한 경사로와 계단 등을 설치하여 일정한 보행환경을 유지하였다. 둘째, 수직적 관람데크를 설치하여 전시물을 다양한 방식으로 관람하도록 하였으며, 관람공간은 관람객의 안전과 문화재의 보호를 고려하였다. 셋째, 증기기관차가 원래 있던 지역적 특성을 고려하여 기관차 내에 자생하던 뽕나무를 이식하였으며, 전시공간 주변으로는 통풍을 위해 초화류를 식재하여 문화재에 영향을 미치지 않도록 하였다.

• Journal of Information Technology Applications and Management
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• 제30권1호
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• pp.115-126
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• 2023

In various fields such as art, design, music, film, sports, games, and fashion, NFTs (Non-Fungible Tokens) are creating new economic value through trading platforms dedicated to NFT art and content. In this article, I analyze the current state of blockchain technology and NFT art content in the context of an expanding market for blockchain-based NFT art content in the metaverse. I also propose several tasks based on the economic and industrial logic of technological innovation. The first task proposed is to integrate cultural arts on blockchain, metaverse, and NFT platforms through digital innovation, instead of separating or distinguishing between creative production and consumption. Before the COVID-19 pandemic, there was a clear separation between creators and consumers. However, with the rise of Web 3.0 platforms, any user can now create and own their own content. Therefore, it is important to promote a collaborative and integrated approach to cultural arts production and consumption in the blockchain and metaverse ecosystem. The second task proposed is to align the legal framework with blockchain-based technological innovation. The enactment and revision of relevant laws should focus on promoting the development of the NFT trading platform ecosystem, rather than merely regulating it for user protection. As blockchain-based technology continues to evolve, it is important that legal systems adapt to support and promote innovation in the space. This shift in focus can help create a more conducive environment for the growth of blockchain-based NFT platforms. The third task proposed is to integrate education on digital arts, including metaverse and NFT art contents, into the current curriculum. This education should focus on convergence and consilience, rather than merely mixing together humanities, technology, and arts. By integrating digital arts education into the curriculum, students can gain a more comprehensive understanding of the potential of blockchain-based technologies and NFT art. This article examines the digital technological innovation such as blockchain, metaverse, and NFT from an economic and industrial point of view. As a limitation of this research, the critical mind such as philosophical thinking or social criticism on technological innovation is left as a future task.

• 한국시스템다이내믹스연구
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• 제5권1호
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• pp.49-71
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• 2004

Demand-side Management can be defined as'any utility activity aimed at modifying customers' use of energy to produce desired changes in the utility's load shape'. Customers benefit by being able to control energy costs and improve quality of life and become more productive. Utilities benefit from DSM's value as a resource that enhances asset utilization and reduces both fuel costs and environmental emissions. The scope of DSM includes load management through rate schedules and conservation by improving energy effciency and using electricity consumption effectively. This paper study the DSM resource evaluation and customer behavior analysis todesign the DSM Program plan in response to customer needs. We develop basic system dynamics model to analysis the customer behavior based on a survey research. The DSM Program participants in the Hi- efficiency Inverter, Electric motor and efficient lighting applicancies operating by Conservation program 2002 become the survey objects. DSM resource evaluation evaluate firstt the distribution potentialities of each machine and then forecast the degree of diffusion. We apply the system dynamic approach to simulate the dynamic DSM market situation at the domestic beginning. This model will give the energy Planner the opportunity to create different scenarios for DSM program planning. Also it will lead to increased understanding of the dynamic DSM market

• 한국소성가공학회:학술대회논문집
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• 한국소성가공학회 2004년도 제5회 압연심포지엄 신 시장 개척을 위한 압연기술
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• pp.197-203
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• 2004

A full finite element (FE)-based approach is presented for the precision analysis of the strip profile in flat rolling. Basic FE models for the analysis of the mechanical behavior of the strip and of the rolls are described in detail. Also described is an iterative strategy for a rigorous treatment of the mechanical contact occurring at the roll-strip interface and at the roll-roll interface. Then, presented is an integrated FE process model for the coupled analysis of the mechanical behavior of the strip, work roll, and backup roll in four-high mill. A series of process simulation are conducted and the results are compared with the measurements made in hot and cold rolling experiments.

• 보건교육건강증진학회지
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• 제29권5호
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• pp.77-88
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• 2012

Objectives: This paper aims to identify the dimensions of community capacity in a public residence lease apartment complex in Seoul as a case study, and discusses their application to community health promotion. Methods: The research team performed a focus group interview and a brief survey with resident committee representatives to explore community context and to identify the dimensions of community capacity and their order of priority. Results: We identified many groups with different senses of community and various dynamics in the community. Seven dimensions of community capacity were identified. However, there are different developmental stages among them. Also there are some influences with the different directions in a dimension, e.g. leadership and citizen participation. Conclusions: This study illustrated the identification of the dimensions of community capacity focused on the perspective and recognition of the community and community member, as an effort to understand community capacity in domestic community health promotion context.

• Journal of Electrical Engineering and Technology
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• 제10권3호
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• pp.888-894
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• 2015

This paper presents a unified model based assessment framework to quantify threats and vulnerabilities associated with control systems, especially in the SCADA (Supervisory Control and Data Acquisition) system. In the past, this system was primarily utilized as an isolated facility on a local basis, and then it started to be integrated with wide-area networks as the communication technology would make rapid progress. The introduction of smart grid, which is an innovative application of digital processing and communications to the power grid, might lead to more and more cyber threats originated from IT systems. However, an up-to-date power system often requires the real-time operations, which clearly implies that the cyber security would turn out to be a complicated but also crucial issue for the power system. In short, the purpose of this paper is to streamline a comprehensive approach to prioritizing cyber security risks which are expressed by the combination of threats, vulnerabilities, and values in the SCADA components.

• 대한안전경영과학회지
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• 제19권1호
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• pp.181-189
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• 2017

The systematic management of technology infrastructure increasingly becomes critical as it represents the driving power for creating competitive advantage of nations and enterprises. In this sense, public facility and equipment, which is one major asset of technology infrastructure, should be managed effectively, systematically and efficiently to increase its overall equipment effectiveness. However, the manual and off-line communication was the unique way to communicate between the suppliers who provide facilities in the public sector and the customers who utilize the facilities in the industrial sector. This communication way caused invisibility of available usage time and increase of idle time, thereby decreasing the equipment effectiveness. This paper presents an web-based scheduling system that enables real-time collaboration and information sharing for increasing the equipment effectiveness. The designed system performs scheduling, facility management, order management and customer relationship management in an on-line platform, and carries out the processing and storing of relevant information in an integrated database. The paper includes a development approach to identify business process models and standardized system models by using object-modeling technique. The deliverable of the present work will contribute to increasing the equipment effectiveness by enhancing visibility, transparency and predictability by means of the integration with a legacy Enterprise Resource Planning.

• 한국식품조리과학회지
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• 제28권4호
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• pp.451-461
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• 2012

The purposes of this study were to examine the financial statements and analyze the financial soundness of contract foodservice management companies(CFMC) using the financial ratio. The statistical data analysis was completed using Microsoft Excel(ver.2007) for the trend line equation and using SPSS Win(ver.18.0) for wilcoxon-rank sum test. Increased asset, debt, capital and sales occurred in most of the CFMCs, but the financial trend of firm D decreased for operating profit and net profit. The financial ratio for investigating a firm's financial soundness was based on liquidity, stability, profitability, activity, and growth through financial statements. Most of the CFMCs had maintained outstanding financial soundness from 1999 to 2011. The financial statements during the decade were verified and fluctuated. The directly affected CFMCs by a school foodservice' sanitation accident had maintained better financial statements than those of other CFMCs. Therefore, there was opportunity for directly affecting CFMCs involved in school foodservice' sanitation accident to diversify the business portfolio of the firms.