• 지능정보연구
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• 제20권2호
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• pp.59-71
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• 2014

KOSPI200 선물 트레이딩을 위해 업계에서는 여러 전략으로 포트폴리오를 구성해서 운용한다. 동일한 전략 모음을 갖고 있더라도 포트폴리오를 어떻게 구성하느냐에 따라 수익은 크게 차이가 난다. 시장 상황에 맞는 전략들로 포트폴리오를 구성하는 것은 오랜 경험과 탁월한 노하우가 있어야하는 어려운 작업이다. 본 논문에서는 SVM을 활용하여 쉽고 빠르게 적절한 전략 포트폴리오를 구성하는 방법을 제시하였다. 본 논문에서 제안한 시스템의 성과는 벤치마킹의 성과와 비교하여 2배 이상의 수익을 내는 것을 확인하였다. 1990.01.03~2011.11.04 동안의 KOSPI200 데이터 중 이전 80%의 데이터로 학습을 하고 최근 20%의 데이터로 성능을 시험하였다. 각 전략별로 선택여부를 판별하는 SVM모델을 만들고 그 결과를 바탕으로 포트폴리오를 구성하였다. 벤치마킹을 위해 KOSPI200 선물을 2계약 매수한 경우의 수익, 시험 시작 직전 30일간 최고 수익을 낸 2개 전략의 수익, 실제 최고 수익을 낸 전략 2개를 보유했을 때의 수익과 비교하였다. 매매 비용을 반영하지 않을 때는 벤치마킹은 132.2~510.37pt의 수익을 냈고, 본 시스템은 1072.36~1140.91pt의 수익을 보여주었다. 그리고 거래비용을 감안하면 벤치마킹은 130.44~502.41pt의 수익을 냈고, 본 시스템은 706.22pt~768.95pt의 수익을 나타내었다. 본 논문은 기계학습을 통한 전략 포트폴리오를 구성하는 방안이 유의미하며 실전에 활용할 수 있음을 보여주었다. 이를 바탕으로 여러 전략과 다양한 시장에 적용해서 안정성을 검증하면 견고한 상용 솔루션으로 발전시킬 수 있을 것이다. 그리고 자금관리 기법을 더 반영한다면 수익을 더욱 크게 향상시킬 수 있을 것이다.

• 정보과학회 논문지
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• 제41권11호
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• pp.921-926
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• 2014

얼굴 검출은 입력 영상에서 얼굴 영역을 추출하는 과정으로, 얼굴 인식 및 인증 과정의 속도와 정확도를 효율적으로 높여주는 작업이며 그 응용분야도 다양하다. 기존에 개발된 얼굴 검출 방법들은 얼굴의 전체 형태를 바탕으로 검출을 수행하기 때문에 착용물 또는 신체 부위로 인해 일부가 가려져 폐색된 얼굴에 대해서는 그 검출 성능이 크게 하락할 수 있다. 이러한 문제를 해결하기 위하여 이 논문에서는 얼굴 영상을 지역적 특징 기술자의 집합으로 표현하고, 이에 대한 통계적 확률 모델을 추정한 뒤 이를 이용하여 입력 영상에서 얼굴 영역을 추출하는 방법을 제안한다. AR 데이터베이스와 Caltech 데이터베이스를 이용한 실험을 통해 제안하는 얼굴 검출 방법이 일부가 폐색된 얼굴 검출에 효과적임을 확인하였다.

• 산업경영시스템학회지
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• 제45권3호
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• pp.49-56
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• 2022

ROK Navy intends to secure the Korean-type aircraft carrier in order to effectively prepare for various future security threats. In general, the Korean national competency is considered to be at the level of having an aircraft carrier, but it is unclear what scale aircraft carrier would be appropriate. In this study, the efficiency was evaluated through the relative comparison between national competency(national power, economic power) and the scale of aircraft carriers, and the optimal scale of the Korean-type aircraft carrier that could be acquired was presented. A DEA(Data Envelopment Analysis) model was applied to aircraft carriers(19 aircraft carriers in 11 countries) currently in operation and scheduled to be possessed in the world. As input variables, CINC(Composite Index of National Capability) and GDP(Gross Domestic Product), which are the most widely used as indicators of national and economic power, and as output variables, the full-load displacement, length, and width of aircraft carriers were selected. ARIMA(short-term within 5 years) and simple regression(long-term over 5 years) were used to estimate the future national competency of each country at the time of aircraft carriers acquisition. The relative efficiency score of the Korean-type aircraft carrier currently being evaluated is 1.062, and it was evaluated as small-scale aircraft carrier compared to the national competency. Based on Korean national competency, the optimal scale of the Korean-type aircraft carrier calculated by aggregating benchmark groups, is 58,308.1 tons of full-load displacement, 279.4m in length, and 68.3m in width.

• Nuclear Engineering and Technology
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• 제52권3호
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• pp.469-476
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• 2020

Research reactors in-core experimental facilities are designed to provide the highest steady state flux for user's irradiation requirements. However, fuel conversion from highly enriched uranium (HEU) to low enriched uranium (LEU) driven by the ongoing effort to diminish proliferation risk, will impact reactor physics parameters. Preserving the reactor capability to produce the needed flux to perform its intended research functions, determines the conversion feasibility. This study investigates the neutron flux in the central experimental facility of two material test reactors (MTR), the IAEA generic10 MW benchmark reactor and the 22 MW s Egyptian Test and Research Reactor (ETRR-2). A 3D full core model with three uranium enrichment of 93%, 45%, and 20% was constructed utilizing the OpenMC particle transport Monte Carlo code. Neutronics calculations were performed for fresh fuel, the beginning of life cycle (BOL) and end of life cycle (EOL) for each of the three enrichments for both the IAEA 10 MW generic reactor and core 1/98 of the ETRR-2 reactor. Criticality calculations of the effective multiplication factor (K_eff) were executed for each of the twelve cases; results show a reasonable agreement with published benchmark values for both reactors. The thermal, epithermal and fast neutron fluxes were tallied across the core, utilizing the mesh tally capability of the code and are presented here. The axial flux in the central experimental facility was tallied at 1 cm intervals, for each of the cases; results for IAEA 10 MW show a maximum reduction of 14.32% in the thermal flux of LEU to that of the HEU, at EOL. The reduction of the thermal flux for fresh fuel was between 5.81% and 9.62%, with an average drop of 8.1%. At the BOL the thermal flux showed a larger reduction range of 6.92%-13.58% with an average drop of 10.73%. Furthermore, the fission reaction rate was calculated, results showed an increase in the peak fission rate of the LEU case compared to the HEU case. Results for the ETRR-2 reactor show an average increase of 62.31% in the thermal flux of LEU to that of the HEU due to the effect of spectrum hardening. The fission rate density increased with enrichment, resulting in 34% maximum increase in the HEU case compared to the LEU case at the assemblies surrounding the flux trap.

• 설비공학논문집
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• 제29권6호
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• pp.306-315
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• 2017

This study introduces a software for real-time assessment of combustion stability for utility gas turbines. The software was written with LabView, and implemented the time-domain kurtosis as a parameter to proactively access the instantaneous combustion stability during operation of the industrial gas turbine. The simple time-domain assessment algorithm incorporated in the software is advantageous over conventional frequency-domain signal processing of dynamic pressure signal since it reduces the computational cost, thereby making the algorithm more appropriate for real-time monitoring of combustion stability. Benchmark data obtained from a model gas turbine combustor were used for the reproducibility test of the software. The assessment obtained from the software agreed well with previously published results, indicating that incorporation of the software could enhance the performance of systems monitoring the combustion stability for gas turbines during power generation.

• Journal of Mechanical Science and Technology
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• 제20권12호
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• pp.2230-2241
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• 2006

This paper presents a sole application of boundary element method to the conjugate heat transfer problem of thermally developing laminar flow in a thick walled pipe when the fluid velocities are fully developed. Due to the coupled mechanism of heat conduction in the solid region and heat convection in the fluid region, two separate solutions in the solid and fluid regions are sought to match the solid-fluid interface continuity condition. In this method, the dual reciprocity boundary element method (DRBEM) with the axial direction marching scheme is used to solve the heat convection problem and the conventional boundary element method (BEM) of axisymmetric model is applied to solve the heat conduction problem. An iterative and numerically stable BEM solution algorithm is presented, which uses the coupled interface conditions explicitly instead of uncoupled conditions. Both the local convective heat transfer coefficient at solid-fluid interface and the local mean fluid temperature are initially guessed and updated as the unknown interface thermal conditions in the iterative solution procedure. Two examples imposing uniform temperature and heat flux boundary conditions are tested in thermally developing region and compared with analytic solutions where available. The benchmark test results are shown to be in good agreement with the analytic solutions for both examples with different boundary conditions.

• Smart Structures and Systems
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• 제8권1호
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• pp.69-92
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• 2011

This paper presents an emergent pattern recognition approach based on the immune network theory and hierarchical clustering algorithms. The immune network allows its components to change and learn patterns by changing the strength of connections between individual components. The presented immune-network-based approach achieves emergent pattern recognition by dynamically generating an internal image for the input data patterns. The members (feature vectors for each data pattern) of the internal image are produced by an immune network model to form a network of antibody memory cells. To classify antibody memory cells to different data patterns, hierarchical clustering algorithms are used to create an antibody memory cell clustering. In addition, evaluation graphs and L method are used to determine the best number of clusters for the antibody memory cell clustering. The presented immune-network-based emergent pattern recognition (INEPR) algorithm can automatically generate an internal image mapping to the input data patterns without the need of specifying the number of patterns in advance. The INEPR algorithm has been tested using a benchmark civil structure. The test results show that the INEPR algorithm is able to recognize new structural damage patterns.

• Smart Structures and Systems
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• 제4권1호
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• pp.85-98
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• 2008

In this paper, excitation systems using a linear mass shaker (LMS) and an active tuned mass damper (ATMD) are presented to simulate the wind induced responses of a building structure. The actuator force for the excitation systems is calculated by using the inverse transfer function of a target structural response to the actuator. Filter and envelop functions are used to prevent the actuator from exciting unexpected modal responses and an initial transient response and thus, to minimize the error between the wind and actuator induced responses. The analyses results from a 76-story benchmark building problem for which the wind load obtained by a wind tunnel test is given, indicate that the excitation system installed at a specific floor can approximately reproduce the structural responses induced by the wind load applied to each floor of the structure. The excitation system designed by the proposed method can be effectively used for evaluating the wind response characteristics of a practical building structure and for obtaining an accurate analytical model of the building under wind load.

• 대한기계학회논문집B
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• 제29권5호
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• pp.568-576
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• 2005

A 3-D finite element model combined with a volume tracking method is presented in this work to simulate the mold filling for casting processes. Especially, the analysis involves an adaptive grid method that is created under a criterion of element categorization of filling states and locations in the total region at each time step. By using an adaptive grid wherein the elements, finer than those in internal and external regions, are distributed at the surface region through refinement and coarsening procedures, a more efficient analysis of transient fluid flow with free surface is achieved. Adaptive grid based on VOF method is developed in tetrahedral element system. Through a 3-D analysis of the benchmark test of the casting process, the efficiency of the proposed adaptive grid method is verified. Developed FE code is applied to a typical industrial part of the casting process such as aluminum road wheel.

• 에너지공학
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• 제23권4호
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• pp.112-122
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• 2014

A main steam line break (MSLB) test at the ATLAS facility was simulated using the best-estimate thermal-hydraulic system code, MARS-KS. This has been performed as an activity at the third domestic standard problem for code benchmark (DSP-03) that has been organized by Korea Atomic Energy Research Institute (KAERI). The results of the MSLB experiment and the MARS input data prepared for the previous DSP-02 using the ATLAS facility were provided to participants. The preliminary MSLB simulation using the base input data, however, showed unphysical results in the primary-to-secondary heat transfer. To resolve the problems, some improvements were implemented in the MARS input modelling. These include the use of fine meshes for the bottom region of the steam generator secondary side and proper thermal-hydraulics calculation options. Other input model improvements in the heat loss and the flow restrictor models were also made and the results were investigated in detail. From the results of simulations, the limitations and further improvement areas of the MARS code were identified.