• KDI Journal of Economic Policy
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• 제33권1호
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• pp.93-124
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• 2011

본고에서는 Tversky and Kahneman(1974)의 기준점 효과와 Kahneman and Tversky(1979)의 전망이론으로 해석이 가능한 현상이 우리나라 자산시장에 동시에 나타나는지를 주가 및 부동산 가격을 대상으로 검증하였다. 전망이론의 경우 위험 회피 성향 투자자가 가격 상승 시 매각을 선호하는 것으로 예측하는데, 본고는 이런 성향이 자산가격 수익의 변동성이 증가하는 경우 더 강화되는 것으로 보았다. 1990년대 이후 우리나라 자료를 바탕으로 실증분석한 결과, 과거 수익률이 양(+)인 경우, 주가수익률은 과거 20 또는 30 영업일 자료(window)를 이용하여 산출한 변동성에, 아파트를 제외한 주택가격 수익률은 과거 24~36개월의 자료를 이용하여 산출한 변동성에 각각 통계적으로 유의한 영향을 받는 것으로 나타났다.

• 한국콘텐츠학회논문지
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• 제13권11호
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• pp.48-58
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• 2013

주식시장은 시간에 따라 계속 변하고 특별한 이유 없이 주가가 급등하거나 급락하는 사건들이 발생하기도 한다. 이런 이유로 주식시장은 복잡계로 인식되고 있으며 주가 변동을 예측하는 것은 어려운 일이다. 이 논문에서는 주식시장을 개별 주식들의 네트워크로 이해하고 시간에 따라 변하는 한국 주식시장 네트워크를 분석하였다. 코스피200 지수를 구성하는 137개 회사의 주식들을 대상으로 주식 사이의 상관관계를 측정한 결과 주식 간 상관관계가 매우 높을 때 주가가 급락하는 경향이 있는 것으로 나타났다. 또한, 우리는 이러한 네트워크 분석 결과를 바탕으로 주식 포트폴리오를 구성하는 방법을 제안한다. 제안 방법으로 구성된 포트폴리오의 효율성을 보이기 위해 실제 주식들을 대상으로 모의 투자 실험을 수행하였고, 마코위츠의 효율적 포트폴리오 구성 알고리즘을 이용해 구성한 포트폴리오의 수익률과 비교하였다. 실험 결과 제안 방법으로 구성된 포트폴리오는 평균적으로 약 10.6%의 수익률을 보였으며, 같은 기간 마코위츠의 효율적 포트폴리오의 수익률보다 약 3.7% 높으며, 코스피200 수익률보다 약 5.6% 정도 높게 나타났다.

• 경영과정보연구
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• 제31권4호
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• pp.287-307
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• 2012

본 연구는 변동성 지수인 VKOSPI와 KOSPI200현선물의 선도 지연관계를 규명하기 위한 논문이다. 이를 위해 VKOSPI가 최초로 공시된 2009년 4월 13일부터 2011년 11월 30일까지를 표본기간으로 일별 자료와 전체기간 중 KOSPI200의 5일간 누적수익률이 가장 높은 상승기와 가장 낮은 하락기 그리고 보합기에 대해 1분 자료를 이용한다. 그리고 분석방법론으로는 VAR모형을 사용하여 그랜저 인과관계, 충격반응함수, 분산분해 분석을 실시한다. 결과를 살펴보면 첫째, 일별 자료 분석의 경우 VKOSPI와 KOSPI200현선물 사이에는 선도 지연 관계를 찾을 수 없었다. 그러나 1분 자료의 경우에는 KOSPI200현선물이 VKOSPI에 대해 선도하는 것을 알 수 있다. 특히 수익률 하락기 즉 변동성이 상대적으로 큰 기간동안은 VKOSPI가 KOSPI200현선물에 대해 선도 관계가 나타나 상호 영향을 주고 받는 것을 확인할 수 있다. 둘째, 예측력의 시차와 관련해서는 VKOSPI와 현선물 시장의 선도 지연 관계에 대해 일별 자료는 VAR(1)모형이 채택되는 반면 1분 자료는 VAR(3)모형이 채택됨으로서 아주 단기적인 예측력만이 존재하게 됨을 보여준다. 셋째, 현선물 자료를 비교하게 되며 일별 자료에서는 VKOSPI수익률과 현선물 수익률의 선도 지연관계에 대한 명확한 차이를 확인할 수 없다. 그러나 1분 자료를 보게 되면 상승기에는 VKSOPI가 KOSPI200현선물에 영향을 미치지 않고 하락기에는 영향을 미치는 반면 보합기에는 KOSPI200 현물에는 영향을 일부 미치지만 선물에서는 그 영향이 나타나지 않는 것으로 나타났다. 그리고 분산분해 결과를 보면 VKOSPI가 10시차에 걸쳐 미치는 영향 정도는 현물보다 선물에서 더 큰 비율로 나타났다.

• 대한조선학회논문집
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• 제56권1호
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• pp.34-46
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• 2019

This paper provides the numerical results for the self-propulsion performance in waves of a car ferry vessel with damage in one of its twin-screw propulsion systems without flooding the engine room. The numerical simulations were carried out according to the Safe Return to Port (SRtP) regulation made by the Lloyd's register, where the regulation requires that damaged passenger ships should have an ability to return to port with a speed of 6 knots in a Beaufort 8 sea condition. For the validation of the present numerical analysis study, the resistance performance and the self-propulsion performance of the car ferry in intact and damaged conditions in calm water were calculated, which showed a satisfactory agreement with the model test results of Korea Research Institute of Ship and Ocean engineering (KRISO). Finally, the numerical simulation of self-propulsion performance in waves of the damaged car ferry ship was carried out for a normal sea state and for a Beaufort 8 sea state, respectively. The estimated average Brake Horse Power (BHP) for keeping the damaged car ferry ship advancing at a speed of 6 knots in a Beaufort 8 sea state reached about 47% of BHP at MCR condition or about 56% of BHP at NCR condition of the engine determined at the design state. In conclusion, it can be noted that the engine power of the damaged car ferry ship in single propulsion condition is sufficient to satisfy the SRtP requirement.

• 한국해양공학회지
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• 제33권1호
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• pp.1-9
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• 2019

This paper considers a numerical assessment of the self-propulsion performance of a damaged ferry carrying cars in irregular waves. Computational fluid dynamics(CFD) simulations were performed to see whether the ferry complied with the Safe Return to Port (SRtP) regulations of Lloyd's register, which require that damaged passenger ships should be able to return to port with a speed of 6 knots (3.09 m/s) in Beaufort 8 sea conditions. Two situations were considered for the damaged conditions, i.e., 1) the portside propeller was blocked but the engine room was not flooded and 2) the portside propeller was blocked and one engine room was flooded. The self-propulsion results for the car ferry in intact condition and in the damaged conditions were assessed as follows. First, we validated that the portside propeller was blocked in calm water based on the available experimental results provided by KRISO. The active thrust of starboard propeller with the portside propeller blocked was calculated in Beaufort 8 sea conditions, and the results were compared with the experimental results provided by MARIN, and there was reasonable agreement. The thrust provided by the propeller and the brake horsepower (BHP) with one engine room flooded were compared with the values when the engine room was not flooded. The numerical results were compared with the maximum thrust of the propeller and the maximum brake horse power of the engine to determine whether the damaged car ferry could attain a speed of 6 knots(3.09 m/s).

• 한국태양에너지학회 논문집
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• 제27권3호
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• pp.55-61
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• 2007

This paper has been conducted to estimate cooling capacity of the dehumidification tower using hot water from a solar water heating system as a energy source of regeneration process when the dehumidification and drying system is applied to room cooling. A solar water heating system was operated and indoor temperature distributions were simulated according to weather conditions when the concerned solution was used to dehumidify room air in the dehumidification tower. Through this simulation researches we found th following results ; It was found that air velocity through supply and return diffusers should be controlled because it can cause uncomfort in dwelling area. It was found that in the sunny morning temperatures of dwelling area 1 and 2 are higher than those of dwelling area 3 and 4. In this research all the calculation results of heating and cooling system supported by solar water heater have confirmed that its cooling capacity could not reach PMV 0, thermal comfort.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.859-864
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• 2003

This paper presents a design for the novel suspension mechanism of a two-wheeled mobile robot having two casters which is used for indoor environment. Although the indoor environment is less rough than the outdoor one, the fixed caster mechanism has some problems such as causing the robot to be immovable because robot's driving wheels do not have contact with the ground. Therefore, we tried installing a spring-damper suspension mechanism to keep driving capability and to remove pitching phenomenon. However, this suspension mechanism also has the problem, which the robot body inclined by disturbances does not return to the initial position. To deal with above problems and to accomplish desired performances, we designed the Multilayered Suspension Mechanism, which has springs and dampers working partially according to the inclined angle and angular velocity of robot body concerned with pitching. To analyze design, the equations of motion describing their dynamics were developed. Using the equations, simulation results show the improved performance. We confirm the usefulness of the Multilayered Suspension Mechanism by construction and test of a actual prototype.

• International Journal of Automotive Technology
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• 제6권6호
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• pp.615-623
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• 2005

In this research, an effective technique was examined to improve the drift running performance. Concretely, the driver model by which the counter steer was done was assumed to the model by which the vehicle body slip angle (and the vehicle body slip angle velocity) was feed back. Next, the effectiveness of the system which added the assist steer angle corresponding to the steering wheel angle velocity to a front wheel steer angle was clarified as a drift running performance improvement technique of the vehicle. As a result, because the phase advances when the differentiation steer assistance is added, it has been understood to be able to cover the delay of the counter steer when the drift running. Therefore, it has been understood that the drift control does considerably easily. Moreover, it has been understood that the differentiation steer assistance acts effectively at the drift cornering by which the drift angle is maintained in cornering and the severe lane change with a drift at a situation. That is, it was understood to be able to settle to the drift angle of the aim quickly at the time of the drift cornering because the delay of the control steer angle of the counter steer was improved. Moreover, it was understood for the transient overshoot of the vehicle tracks to be able to decrease, and to return to the state of stability quickly at the severe lane change.

• 설비공학논문집
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• 제30권2호
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• pp.83-91
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• 2018

A datacenter is a high energy consuming facility whose cooling energy consumption rate is 10~20 times larger than general office buildings. The higher the temperature of supply air from a CRAC (computer room air-conditioner) is supplied, the more energy efficient cooling is possible because of improving the COP of a chiller and advanced range of outdoor air temperature available for the economizer cycles. However, because the temperature of cold air flowing into server computers varies depending on air mixing configurations in a computer room, the proper supply air temperature must be considered based on the investigation of air mixing and heat dissipation. By these, this study aims to understand the effects of variation of the supply air temperature on the air flow distributions, temperature distributions and rack cooling efficiencies. Computational fluid dynamics (CFD) aided in conducting the investigation. As a result, the variation of the supply air temperature does not affect the air flow distributions. However, it mainly affects the temperature distribution. From the results of CFD simulations, Rack cooling indices (RCIHI and RCILO) were evaluated and showed the ideal state set at $19^{\circ}C$ of the supply air temperature.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2015년도 학술발표회
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• pp.235-235
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• 2015

This study investigates the impact of event characteristics on runoff dynamics during extreme flood events observed in a $8.5km^2$ experimental watershed located in South Korea. The 37 most extreme flood events with event rainfall in excess of 50 mm were analysed using an event-based rainfall-runoff model; the Revitalised Flood Hydrograph (ReFH) routinely used for design flood estimation in the United Kingdom. The ReFH model was fitted to each event in turn, and links were investigated between each of the two model parameters controlling runoff production and response time, respectively, and event characteristics such as rainfall depth, duration, intensity and also antecedent soil moisture. The results show that the structure of the ReFH model can effectively accommodate any nonlinearity in runoff production, but that the linear unit hydrograph fails to adequately represent a reduction in watershed response time observed for the more extreme events. By linking the unit hydrograph shape directly to rainfall depth, the consequence of the observed nonlinearity in response time is to increase design peak flow by between 50% for a 10 year return period, and up to 80% when considering the probable maximum flood (PMF).