• 재무관리연구
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• 제26권1호
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• pp.165-188
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• 2009

본 연구는 개별 자산의 수익률 분포에 대한 가정 없이 평균-VaR 기준에서의 프론티어 포트폴리오를 구하고, 수익률 분포의 고차 적률에 대한 투자자의 선호가 반영된 최적 포트폴리오를 선택하는 방법을 제시하였다. 프론티어 포트폴리오를 구하기 위해 수익률 분포에 대한 가정이 필요하지 않은 그리드와 랭크 방법을 제시하였고 최적 포트폴리오를 선택하기 위해 수익률 분포의 4차 적률까지 고려된 효용함수를 사용하였다. 제시한 방법론을 실제 자료에 적용해 보기위해 모건 스탠리에서 제공하는 선진국 지수, 개발도상국 지수, KOSPI 지수의 주별 수익률 자료를 사용하였다. 평균-VaR 기준과 평균-분산 기준에서의 프론티어 포트폴리오를 구하고 각 기준에서의 최적 포트폴리오를 선택해 서로 비교하였다. 표준편차의 차이뿐만 아니라 효용함수의 수준과 주별 기대수익률로 표현되는 확실성 등가의 차이를 살펴봄으로써 두 기준 간의 경제적 의미 차이에 대해서도 살펴보았다. 또한 부트스트래핑을 이용한 역사적 시뮬레이션의 방법을 사용해 두 기준 간 발생한 차이가 통계적으로 유의한 지를 본 연구에서 적용한 자료에서는 평균-VaR 기준의 투자자가 평균-분산 기준의 투자자에 비해 더 큰 표준편차를 지닌 최적 포트폴리오를 선택하고 위험 회피도가 큰 투자자일수록 평균-VaR 기준에서의 효용이 크고 확실성 등가도 더 크게 나타나는 경향이 나타났다. 그러나 두 기준 간 발생한 차이가 통계적으로 유의하지 않게 나타나 표준편차의 차이와 경제적인 의미 차이가 크지 않다는 사실을 확인하였다.

• 한국IT서비스학회지
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• 제15권3호
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• pp.211-221
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• 2016

The human spatial mobility information is in high demand in various businesses; however, there are only few studies on human mobility because spatio-temporal data is insufficient and difficult to collect. Now with the spread of smartphones and the advent of social networking services, the spatio-temporal data began to occur on a large scale, and the data is available to the public. In this work, we compared the movement behavior of residents and tourists by using geo-tagged tweets which contain location information. We chose Seoul to be the target area for analysis. Various creative concepts and analytical methods are used: grid map concept, cells visited concept, reverse geocoding concept, average activity index, spatial mobility index, and determination of residents and visitors based on the number of days in residence. Conducting a series of analysis, we found significant differences of the movement behavior between local residents and tourists. We also discovered differences in visiting activity according to residential countries and used applications. We expect that findings of this research can provide useful information on tourist development and urban development.

• 한국전기전자재료학회:학술대회논문집
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• 한국전기전자재료학회 2001년도 하계학술대회 논문집
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• pp.251-254
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• 2001

This paper describes an efficiency improvement of buried contact solar cell (BSCS) with a structure of MgF$_2$/CeO$_2$/Ag/Cu/Ni grid/n$^{+}$ emitter/p-type Si base/p$^{+}$/Al. Theoretical and experimental investigations were performed on a double layer antireflection (DLAR) coating of MgF$_2$/CeO$_2$. We investigated CeO$_2$ films as an AR layer because they have a proper refractive index of 2.46 and demonstrate the same lattice constant as Si substrate. An optimized DLAR coating shewed a reflectance as low as 2.04 % in the wavelengths ranged from 0.4 ${\mu}{\textrm}{m}$ to 1.1 ${\mu}{\textrm}{m}$. BCSC cell efficiency was improved from 16.2 % without any AR coating to 19.9 % by employing DLAR coatings. Further details on MgF$_2$/CeO$_2$ DLAR coatings on the BCSC cells are presented in this paper.per.

• 대한조선학회논문집
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• 제47권4호
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• pp.525-532
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• 2010

In this paper, wave breakers which occur in two dimensional coasts are simulated using a SPH(Smoothed Particle Hydrodynamics) method which represents the movement of fluidic physical volume with particles. As continuative fluid is approximated to the particles, the simulations are performed using fully Lagrangian method without any grid system. Two-dimensional Navier-Stokes equations and continuity equation are used for the numerical simulations. To generate incident waves, a piston type wavemaker is employed. The accuracy of the wave which is numerically generated by the wavemaker is verified by comparing with analytical results. The computations are carried out with various wave heights and slopes. The wave patterns generated through the numerical simulations are compared with several existing experimental and computational results. Agreement between the experimental data and the computation results is comparatively good. Also, the breaker depth index and the breaker height index from the present calculations are compared with the existing experimental results, and the tendency is very similar.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2008년도 International Symposium on Remote Sensing
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• pp.281-284
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• 2008

Due to the remarkable development of the GIS and spatial information technology, the information on the national land and scientific management are disseminated. According to the result of research for an efficient analysis of forest site, it presents distinguishing of satellite image and methodology of TPI (Topographic Position Index). The prediction of forest site distribution through this research, specified Gyeongju-si area, gives an effect to distinguishing honor system through Quickbird image with the resolution 0.6m. Furthermore it was carried out through TPI grid that is abstracted by DEM, slope of study area and type of topography, as well as it put its operation on analysis and verification of relativity between the result of prediction on forest site distribution and the field survey report. It distinguishes distribution of country rock that importantly effects to producing of soil, using 1: 5000 forest maps and grasping distribution type of soil using satellite image and TPI, it is supposed to provide a foundation of the result on prediction of forest site. With the GIS techniques of analysis, inclination of discussion, altitude, etc, and using high resolution satellite image and TPI, it is considered to be capable to provide more exact basis information of forest resources, management of forest management both in rational and efficient.

• Journal of Power Electronics
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• 제17권5호
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• pp.1186-1194
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• 2017

This paper proposes an improved low frequency Selective Harmonic Mitigation-PWM (SHM-PWM) technique. The proposed method mitigates the low order harmonics of the output voltage up to the $50^{th}$ harmonic well and satisfies the grid codes EN 50160 and CIGRE-WG 36-05. Using a modified criterion for the switching angles, the range of the modulation index for non-linear SHM equations is improved, without increasing the switching frequency of the CHB converter. Due to the low switching frequency of the CHB converter, mitigating the harmonics of the converter up to the $50^{th}$ order and finding a wider modulation index range, the size and cost of the passive filters can be significantly reduced with the proposed technique. Therefore, the proposed technique is more efficient than the conventional SHM-PWM. To verify the effectiveness of the proposed method, a 7-level Cascaded H-bridge (CHB) converter is utilized for the study. Simulation and experimental results confirm the validity of the above claims.

• Current Optics and Photonics
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• 제8권1호
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• pp.30-37
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• 2024

Implemented at the Geochang Observatory in South Korea, our slope detection and ranging (SLO-DAR) system features a 508 mm Cassegrain telescope (f /7.8), incorporating two Shack-Hartmann wave-front sensors (WFS) for precise measurements of atmospheric phase distortions, particularly from nearby binary or double stars, utilizing an 8 × 8 grid of sampling points. With an ability to reconstruct eight-layer vertical atmospheric profiles, the system quantifies the refractive index structure function (C_n²) through the crossed-beam method. Adaptable in vertical profiling altitude, ranging from a few hundred meters to several kilometers, contingent on the separation angle of binary stars, the system operates in both wide (2.5 to 12.5 arcminute separation angle) and narrow modes (11 to 15 arcsecond separation angle), covering altitudes from 122.3 to 611.5 meters and 6.1 to 8.3 kilometers, respectively. Initial measurements at the Geochang Observatory indicated C_n² values up to 181.7 meters with a Fried parameter (r₀) of 8.4 centimeters in wide mode and up to 7.8 kilometers with an r₀ of 8.0 centimeters in narrow mode, suggesting similar seeing conditions to the Bohyun Observatory and aligning with a comparable 2014-2015 seeing profiling campaign in South Korea.

• 한국수자원학회논문집
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• 제50권3호
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• pp.181-190
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• 2017

도시화에 의한 인구집중과 불투수율 증가, 강우강도 증가는 도시침수피해의 주원인이다. 도시침수피해를 줄이기 위해 도시 내 지형/지물의 영향을 고려하고 상세 침수지역을 모의할 수 있는 침수해석모델이 필요하다. 본 연구에서는 2차원 천수방정식을 이용한 격자기반 침수해석모델(GIAM)을 개발하였다. 대상지역은 논현, 역삼, 서초3~5의 5개 배수분구를 포함하는 강남지역 $7.4km^2$이며 맨홀 월류량은 EPA SWMM5를 이용하여 산정하고 6 m 격자크기에 대해 침수모의가 가능하도록 모델을 구축하였다. 모델 적용성 평가를 위해 분석기간은 2010년 9월 21일과 2011년 7월 27일 호우사례를 선정하였다. 모델 정확도를 평가하기 위해 침수피해가구 현황을 이용하여 POD를 분석한 결과 각각 0.61과 0.57의 정확도를 보였다. 개발된 모형은 강우시나리오에 따른 침수취약지역 추정과 실시간 침수예측을 위한 도구로 활용될 수 있을 것으로 판단된다.

• 정보처리학회논문지:소프트웨어 및 데이터공학
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• 제6권2호
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• pp.57-66
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• 2017

데이터 거버넌스는 연구초기 단계의 영역이므로 개념정의와 구성요소 정립에 연구가 집중되어 있다. 그러나 데이터 거버넌스의 도입에 대한 의사결정을 돕기 위해서 데이터 거버넌스의 평가에 관한 연구 또한 필요하다. 본 연구는 데이터 거버넌스 프레임워크에서 데이터 거버넌스를 평가하기 위한 속성지표에 관한 연구이다. 이를 위하여 RGT와 Laddering기법을 적용하여 전문가 인터뷰를 실시하였고, 이 결과를 제3자 차원의 검증을 위해서 설문과 통계적인 검증분석을 실시하였다. 통계적인 분석에는 크론바하 알파 계수, MANOVA, 상관분석을 실시하였다. 이를 통해서 데이터 거버넌스 속성지표를 데이터 통제영역에는 8개의 속성지표, 데이터 품질영역에 16개의 속성지표, 데이터 조직영역에 7개의 속성지표를 도출하였다. 또한 AHP기법을 적용하여 속성지표의 가중치와 우선순위를 선별하였다. 이 연구결과는 데이터 거버넌스의 개념정립과 구성요소의 명확한 이해 및 기업의 거버넌스 도입과 운영의 기초자료로 활용될 것이다.

• 전기학회논문지
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• 제67권8호
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• pp.994-1001
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• 2018

In this paper, to studied about future power system construction using PSS / E-Python API. Python-based future system automatical construction methods and modeling of renewable sources. it confirmed the stability of the powert system for each renewable area by calculating the weighted short circuit ratio (WSCR) index. it calculated the short circuit ratio (SCR) and selected the transmission line linkage scenario to improve the stability of vulnerable areas. it confirmed the WSCR index improvement through the selected transmission line linkage of scenario, and analyzed the stability of the renewable power system applying the scenario. It describes Facts and Shunt devices adjustment for the load flow convergence. It describes the stable methed of the bus voltage through the transformer Ratio Tap adjustment. By performing PSS/E ASCC using the Python it was performed three-phase short circuit fault capacity analysis, it is confirmed whether excess of the fault current circuit breaker capacity. In order to contingency accident analysis, it have described the generation of one or two line list of each areas using the Python. The list is used to contingency analysis and describe the soluted of the transmission line overload through comparison before and after adding the scenario line.