• The Journal of Asian Finance, Economics and Business
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• v.9 no.3
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• pp.217-227
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• 2022

Predicting return and volatility in the global Capital Market during a pandemic is challenging, and it is more difficult for a specific sector, particularly if that sector has a positive outlook. The goal of this research is to look at the impact of COVID-19 on the mean and volatility of the Information Technology Indexes of the best nine technology-driven countries based on return performance using an econometric GARCH model that is widely used. The daily returns of information technology indexes are evaluated for the same from November 2018 to February 2021. Data is taken from Yahoo Finance for CAC Tech (France), DAX Tech (Germany), FTSE All Tech (UK), KOPSI 200 IT (Korea), NIFTY IT (India), S&P 500 IT (US), S&P TSX (Canada), SSE_IT (China) and TOPIX17 (Japan). The results show daily positive mean returns for 8 countries' IT Indices and further, an uptrend in mean daily returns is observed in the crisis period for 6 countries' IT Indices. The exogenous variable COVID-19 which was taken as a regressor for the GARCH model was found to be positively significant for IT indices of all the countries. The overall results confirm the presence of the mean-reverting phenomenon for IT indices of all the countries.

• IE interfaces
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• v.22 no.3
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• pp.192-204
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• 2009

Based on the characteristics of 'Korean electric power industry R&D programs', this study proposes a new performance evaluation framework where electric power industry related R&D projects are scrutinized. The abovementioned R&D programs have their own goals and especially they emphasize the effectiveness as well as the efficiency of each subordinate R&D project. Hence, in this framework, a performance evaluation procedure is established and then a mathematical model is developed according to the procedure. The model calculates performance evaluation indices for a set of R&D projects integrating the effectiveness with the efficiency of each R&D project. In a case study with an empirical dataset, statistical significance is tested on the integrated performance evaluation indices of R&D projects regarding organizational types and program categories considered.

• Journal of the Korea Safety Management & Science
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• v.16 no.4
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• pp.417-426
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• 2014

Plant management have a greatest influence on the corporate variety of tasks such as production, quality, environment. So, various performance indices for plant management are operating. But plant management tasks can be carried out effectively, so that all of how to organize and efficiently manage indicators is lacking real condition In this paper, improved profitability, cost savings by applying the concept for the performance assessment, plant management services, such as the key indices for performance according to the objectives of the firm. Dashboard for plant management work using me to develop a system that manage.

• Proceedings of the KSME Conference
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• 2004.04a
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• pp.1274-1279
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• 2004

We performed the numerical study on the comparison of thermal comport performance indices for cooling loads in the classroom when the 4-way cassette air-conditioner is mounted on the ceiling. We investigated the velocity and the temperature distribution of the classroom as with respect to the variation of the air diffusion angle of the air-conditioner. Air diffusion performance index and Predicted mean vote were used for analyzing the characteristics of the thermal comport in the classroom and comparing their values each other. From the numerical results, we knew that the thermal comport is largely affected by the air diffusion angle and velocity of the air-conditioner. And we also found out that the qualitative tendency of the distribution between Air diffusion performance index and Predicted mean vote is very similar in all occupied zone.

• Journal of the Korea Institute of Military Science and Technology
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• v.20 no.3
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• pp.307-314
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• 2017

Terrain referenced navigation(TRN) system is an attractive method for obtaining position based on terrain measurements and a terrain map. We focus on TRN systems based on the point mass filter(PMF) which is one of the recursive Bayesian method. In this paper, we propose two kinds of performance index for Bayesian filter. The proposed indices are based on entropy and mutual information from information theory. The first index measures roughness of terrain based on entropy of likelihood. The second index named by information gain, which is the mutual information between priori and posteriori distribution, is a quantity of information gained by updating measurement at each step. The proposed two indices are used to determine whether the solution from TRN is adequate for TRN/INS integration or not, and this scheme gives the performance improvement. Simulation result shows that the proposed indices are meaningful and the proposed algorithm performs better than normal TRN algorithm.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.29 no.7 s.238
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• pp.868-877
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• 2005

We performed the experimental and the numerical study on the comparison of thermal comfort performance indices for cooling loads in the lecture room for 4 cases: Fan coil unit(FCU) or 4-way cassette air-conditioner is respectively operated with the ventilation system or without. We measured the velocity, the temperature distribution and predicted mean vote(PMV) value in the lecture room for 4 different air-conditioning methods. Effective draft temperature(EDT) and PMV were investigated to analyze the characteristics of two thermal comfort indices in the lecture room and to compare their values each other. From the results we knew that there is the similarity between PMV values and EDTs when the room is air-conditioned for cooling loads. It turned out that definition of the control temperature is very important when the EDT is calculated. Finally EDT should not be used to predict the accurate thermal comfort in case that the temperature and humidity are suddenly varied and the zone affected by the solar and inner wall radiation.

• Earthquakes and Structures
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• v.1 no.3
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• pp.307-326
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• 2010

This paper is concerned with the optimal seismic design of added viscous dampers in yielding plane frames. The total added damping is minimized for allowable values of local performance indices under the excitation of an ensemble of ground motions in both regular and irregular structures. The local performance indices are taken as the maximal inter-story drift of each story and/or the normalized hysteretic energy dissipated at each of the plastic hinges. Gradients of the constraints with respect to the design variables (damping coefficients) are derived, via optimal control theory, to enable an efficient first order optimization scheme to be used for the solution of the problem. An example of a ten story three bay frame is presented. This example reveals the following 'fully stressed characteristics' of the optimal solution: damping is assigned only to stories for which the local performance index has reached the allowable value. This may enable the application of efficient and practical analysis/redesign type methods for the optimal design of viscous dampers in yielding plane frames.

• Structural Engineering and Mechanics
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• v.43 no.2
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• pp.225-237
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• 2012

This paper presents an experimental investigation of the flexural behavior of square hollow steel section (HSS) beams subjected to pure bending. Totally six unfilled and nine ultra high performance concrete (UHPC)-filled HSS beams were tested under four-point bending until failure. The effects of the steel tube thickness, the yield strength of the steel tube and the strength of concrete on moment capacity, curvature, and ductility of UHPC-filled HSS beams were examined. The performance indices named relative ductility index (RDI) and strength increasing factor (SIF) were investigated with regard to different height-to-thickness ratio of the specimens. The flexural strengths obtained from the tests were compared with the values predicted by Eurocode 4, AISC-LRFD and CIDECT design codes. The results showed that the increase in the moment capacity and the corresponding curvature is much greater for thinner HSS beams than thicker ones. Eurocode 4 and AISC-LRFD predict the ultimate moment capacity of the all UHPC-filled HSS beams conservatively.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.18 no.36
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• pp.275-285
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• 1995

In recent years there has been increasing interest in the issue of process centering in manufacturing process, The traditional process capability indices Cp, Cpk and Cpu are used to provide measure of process performance, but these indices do not represent the issue of process centering. A new measure of the process capability index Cpm is proposed that takes into account the proximity to the target value as well as the process variation when assessing process performance. However, Cpm only considers acceptance cost for deviation from target value within specification limits, do not includes economic consideration for rejected items. This paper proposes flexible process performance measures that considered quadratic loss function caused by quality deviation within specification limits, rejection cost associated with the disposition of rejected items, and inspection cost. In this model disposition of rejected items are considered under perfect corrective procedures and the absence of perfect corrective procedures.

• Journal of Environmental Science International
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• v.13 no.3
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• pp.197-204
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• 2004

In this study analyzed the reliability indices against the water supply ability of Andong dam. The water supply analysis of Andong dam used the HEC-5 model. So Andong dam simulated planed water-supply capacity of Andong dam as increase and decrease +5% ～ -5% of water supply quantity. Water-supply capacity of Andong dam estimated, deficit occurrence, deficit quantity, deficit period. As the results estimated reliability(occurrence based, time based, quantity based) and resiliency vulnerability and with water supply capacity evaluation indices of Andong dam. Also reliability(occurrence based, time based, quantity based), resiliency, vulnerability and resiliency indices are estimated to evaluated the performance of water supply on Andong dam, and their relationships are evaluated.