• 재무관리논총
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• 제8권1호
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• pp.231-252
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• 2002

2000년 7월부터 채권시가평가의 실행으로 채권운용자들도 채권포트폴리오의 위험을 채권선물을 이용하여 통제하거나 감소시키기 위해 헤지를 하여야 한다. 이때 헤지비율을 추정하는 방법으로는 전통적 회귀분석모형, 백터오차수정모형(Vector Error Correction Model : VECM)과 VAR모형(Vector AutoRegressive Model)이 있다. 전통적인 회귀분석모형에 의하여 추정된 헤지비율은 시계열자료의 불안정성(nonstationary) 등으로 인하여 잘못 추정될 가능성이 있어 면밀한 검토와 분석 후 사용하여야 한다. 시계열자료의 불안정성으로 말미암아 야기되는 문제점들을 개선할 수 있는 모형으로서 VECM과 VAR모형이 널리 이용되고 있다. 따라서 본 연구는 VECM과 VAR모형을 사용하여 추정된 헤지비율과 전통적 회귀분석모형을 사용하여 추정한 헤지비율을 비교하여 어떤 모형으로 추정한 헤지비율이 더 정확한지를 평가하는데 목적을 두고 있다. 즉, 본 연구는 KTB 현 선물의 헤징에 대한 연구로 2000년 1월 4일부터 2001년 7월 27일까지 385일간의 KTB 현 선물 자료와 불룸버그 국채지수를 대상으로 VECM 및 VAR모형과 전통적 회귀분석모형에 의한 헤지비율을 추정하고 각 모형의 설명력과 예측력을 비교하고자 한다. 이 연구의 실증분석 결과, KTB 현물가격과 KTB 선물가격간, 블룸버그 국채지수와 KTB 선물가격간에는 공적분 관계가 존재하며, VECM 및 VAR와 전통적 회귀분석모형을 이용하여 추정한 최적헤지비율의 크기는 대동소이(大同小異)하며, 전통적 회귀분석방법을 이용하는 것이 VECM과 VAR모형을 이용할 때 보다 설명력과 예측력이 우월한 것으로 나타났다.

• 전기학회논문지
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• 제57권11호
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• pp.2047-2053
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• 2008

Auto-ID industries and their services have been improved since decades ago, and radio frequency identification (RFID) has been contributing in many applications. Product management can be the foremost example. In our industrial experiences, RFID in ultra high frequency (UHF) band provides much longer interrogation ranges than that of 13.56MHz; many more applications exist thereby. There should be several interesting and useful ideas on UHF RFID; however, those ideas can be limited due to the inevitable environmental circumstances that restrict the interrogation range in shorten value. This paper discusses the propagation interference among different types of readers (e.g, mobile RFID readers in stationary reader zone) in dense-reader environment. In most cases, UHF RFIDs in Korea will be dependent on the UHF mobile RFIDs. In this sense, the UHF mobile users accidently move into the stationary reader's interrogation zone. This is serious problem. In this paper, we analyze propagation loss and propose the effective channel allocation scheme that can contribute developing less-invasive UHF RFID networks. The simulation and practical measurement process using the commercial CAD tools and measurement equipments are presented.

• 산업공학
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• 제16권3호
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• pp.375-381
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• 2003

To ensure competitiveness in the modern automotive market, process planning should be performed concurrently with new car developments. In automotive general assembly shops, thus, new business workflows and supporting environments are inevitable to reduce the manufacturing preparation time in developing a new car in the manner of concurrent and collaborative engineering. Since complete process planning for a whole general assembly system is a huge and complex job, several process planners should execute their planning jobs and share information. Therefore, each planner should provide others with his/her results with continuous on-line communication and cooperation. In this research, a web-based system for concurrent and collaborative process planning for automotive general assembly is developed. By using this system, savings in time and cost of assembly process planning are possible, and the reliability of the planning result is improved.

• 한국자동차공학회논문집
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• 제16권2호
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• pp.106-113
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• 2008

The goal of crashworthiness is an optimized vehicle structure that can absorb the crash energy by controlled vehicle deformations while maintaining adequate space so that the residual crash energy can be managed by the restraint systems to minimize crash loads transfer to the vehicle occupants. Front side assembly is one of the most important energy absorbing components in relating to the crashworthiness design of vehicle. The structure and shape of the front side assemblies are different depending on auto-makers and size of vehicles. Thus, it is not easy to grab an insight on designer's intention when you glance at a new front side member without experiences. In this paper, we have performed the explicit nonlinear dynamic finite element analysis on the front side assembly of a passenger car to investigate the effect of thickness distribution of the front side assembly on the collapse shape, which is important in the aspect of controlling deformation to maintain adequate space, from the viewpoint of reverse engineering. To do this, we have performed crash FE analysis for the assembly by varying the thickness distribution of the assembly.

• 산경연구논집
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• 제8권6호
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• pp.25-31
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• 2017

Purpose - This study examines car accidents that occurred in South Korea territory, and analyzes criminal liability of the offender and certain issues of driver's insurance, but a civil liability to the injured is excluded as civil liability belongs to auto insurance. Research design, data, and methodology - With carrying out this research, case study of driver's liability and literature review were adopted throughout. For this, car accidents that occurred in South Korean territory were examined and then criminal liability of the offender and certain issues of driver's insurance were analyzed. Results - From this case study on driver's liability it was found that the offender cannot receive insurance money from the insurer irrespective of the valid drive insurance, if there is no 'bill of agreement of criminal consensus'. This study suggests some ideas, offers suggestions of convenience and assistance of qualified claim staff to overcome a hurdle of drive insurance. Conclusions - As long as the accident is not a fraud and scam by the parties concerned, advance payment of agreement of criminal consensus is required to the insured, the policy holder within the limit of liability of driver insurance, on condition that the drive insurance is valid.

• 한국인공지능학회지
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• 제1권1호
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• pp.4-6
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• 2013

In the era of information society, IT industry has been developed very much. New technology has made appearance in citizens' lives. IOT (Internet of Things) has grown up the most rapidly in IT industry. Kevin Ashiton, MIT specialist, said, "Loading of FRIS and other sensors shall build Internet of things." Internet of things is said to let things have sensor and communication module and to exchange information and communicate each other. In this study, Internet of things has been applied to flowerpot to build automatic flowerpot control system that turns fan ON and supplies water depending upon temperature and moisture. Users are difficult to cognize temperature and humidity of flower pot correctly. In this study, an experiment obtained correct value of temperature and humidity to build control system. At the performance test of flower pot, commands turned ON depending upon temperature and humidity. Control system should be added to control water supply quantity and time objectively according to servo motor control. Purpose of further study was to control flower pot by remote system in connection with smart phone application. An application control can make not only temperature and humidity statistics but also server depending upon users' needs to turn fan ON and take actions and to control flower pot.

• 한국철도학회논문집
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• 제11권1호
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• pp.69-74
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• 2008

철도차량 간 통신에 적용 가능한 SNMP기반 전력선 통신 시스템의 운영 정보베이스(MIB)의 설계 및 구현에 관한 연구로, "Basic Information", "Configuration", "Stats", 그리고 "Alarm"의 네 가지 노드를 갖는 MIB를 정의하고 구현한다. 특히 통신 성능의 향상을 위한 "Alarm"운용 함수들로서 사용자 간섭 없이 장비와의 자동 연결을 가능하게 하는 ACF, 데이터 손실과 에러의 유무를 검사하는 DEC, 그리고 에러를 포함한 데이터의 손실을 방지하는 DLPF를 정의하고 구현한다. 제안된 MIB의 평가를 위해 전력선 통신 실험 장치를 만들어 실험을 수행한다. 제안된 MIB를 갖는 전력선 통신 시스템은 종래의 것을 개선하는데 기여한 바가 있다.

• 한국항해학회지
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• 제17권2호
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• pp.1-27
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• 1993

As the education of maritime college has a characteristics of seafaring professional institutions, the potential benefit following from the employment of seafarers would put substantial impact on it. The socio-economic position of seafaring occupations has been deteriorated considerably with changes of ship's auto-mation, specialisation and low cost operation management of shipping companies through severe internatio-nal competitions. The quality and number of applicants for the maritime college has declined and most students have no hopes for the study of seafaring subjects which followed bewildering in their college days. However, the demands for seafarers are fairly large from the viewpoint of national maritime industry. The maritime institutions should not only meet these demands but also revitalise students by reforming the educational contents. The contents should be influenced by the social approach to educational needs in particular maritime shore-oriented subjects. The maritime education is no more restricted to the sea, it covers the land based world of the maritime industry as well. The new contents will lead the maritime educated students to the shore-based occupa-tions after finishing their seafaring if they want to. This may not only make ways to the maritime educa-tion fruitable, but also the students have a zeal and hope for the subjects taught.

• 경영정보학연구
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• 제9권3호
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• pp.83-98
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• 2007

본 연구에서는 최근 급속한 속도로 발전하고 있는 게임 산업에 비하여 상대적으로 미진한 상태에 있는 게임 서비스에 관한 정보보호 기술 연구를 진행하였다. 연구수행을 위하여 현재 온라인으로 서비스되고 게임들을 대상으로 침해현황을 조사하여 이를 유형별로 분류하였다. 정리된 게임 서비스 침해유형에 따라 서비스 침해를 발생시키는 원인을 분석하여 이를 해결할 수 있는 기술적 방안을 설계한 다음 현재 제공되고 있는 게임 서비스로의 적용가능성을 검증하였다. 본 연구의 결과는 게임 서비스 보호를 위한 연구의 방향성을 제시함과 동시에 게임 서비스를 포함하는 일반 응용소프트웨어에 대한 정보보호 기술개발에도 적용될 수 있을 것으로 기대한다.

• Journal of Information Technology Applications and Management
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• 제26권6호
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• pp.47-63
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• 2019

The volatility of major crypto currencies was examined and they are diagnosed whether they have a systematic risk or not, by estimating market beta representing systematic risk using GARCH( Generalized Auto Regressive Conditional Heteroskedastieity) model. First, the empirical results showed that their prices are very volatile over time because of the existence of ARCH and GARCH effects. Second, in terms of efficiency, asymmetric GJR model was estimated to be the most appropriate model because the standard error of a market beta was less than that of the OLS model and GARCH model. Third, the estimated market beta of Bitcoin using GJR model was less than 1 at 0.8791, showing that there is no systematic risk. However, unlike OLS model, the market beta of Ethereum and Ripple was estimated at 1.0581 and 1.1222, showing that there is systematic risk. This result shows that bitcoin is less dangerous than Ripple and Ethereum, and ripple is the most dangerous of all three crypto currencies. Finally, the major cryptocurrency found that the negative impact caused greater variability than the positive impact, causing bad news to fluctuate more than good news, and therefore good news and bad news had a different effect on the variability.