• 경영과정보연구
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• 제31권3호
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• pp.21-46
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• 2012

최근 국내 기관 투자자들을 중심으로 전통적 투자대상으로부터의 수익이 하락추세에 있어 기관 투자자들이 적극적 자산운용을 기피할 경우, 장기적으로 안정적 수익보장을 유지하기 어렵다는 우려가 제기되었다. 이에 보유자산 구성을 조정한 수익성 개선전략의 요구가 증대되고 있으며, 일부 기관 투자자들은 헤지펀드를 기존 포트폴리오에 편입시킴으로써 운용수익률을 제고하려는 움직임을 보이고 있다. 본 연구에서는 시스템트레이딩을 이용하여 선물시장에서 거래확률 조정을 통한 헤지펀드 투자전략을 제시하고자 한다. 선물시장에서 사용되는 다양한 기술적 지표를 이용하여 연관성 규칙(association rule)을 생성하고 이를 거래규칙(trading rule)으로 전환하여 투자전략으로 활용한다. 한편 연관성 규칙은 기술적 지표의 개수와 개별 지표들의 구간값의 조합으로 생성되며, 조합에 따라 거래확률을 조정함으로써 위험관리가 가능한 투자전략을 수립하는데 사용된다. 제시된 전략의 우수성을 입증하기 위해 KOSPI 200 연결선물데이터를 이용하여 수익성 분석을 수행하였으며, 분석결과 제시된 투자전략이 투자위험관리에 효과적임을 보였다.

• 응용통계연구
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• 제22권3호
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• pp.531-539
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• 2009

로지스틱회귀분석은 고객관계관리를 위한 데이터마이닝 분야에서 많이 사용되는 기법인데, 이 분야의 모형설정 과정에서는 연관성이 매우 높은 설명변수들이 모형에 함께 포함되어 다중공선성의 문제를 유발하며, 더욱이 회귀자료에 이상점들이 포함되면 최우추정량은 심각한 결함을 갖게 된다. 두 가지 문제점을 동시에 해결하기 위하여 로버스트주성분로지스틱회귀를 적용할 수 있는데, 본 논문에서는 주성분의 선정기준을 결정하는 모형을 개발하고, 주성분모형에서의 추정치에 미치는 이상점의 영향을 축소하기 위한 로버스트추정법을 제안하였다. 제안된 추정법은 다중공선성과 이상점이 유발하는 문제들을 적절히 해결해 준다는 사실이 모의실험을 통하여 확인되었다.

• 한국건축시공학회지
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• 제14권5호
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• pp.415-422
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• 2014

본 연구는 공공건축물의 실적공사비 분석을 통해 총공사비에 대한 적정보정율을 기초자료로 제시하고자 한다. 이에 대해 조달청에서 발주한 2009~2011년에 준공된 53개 프로젝트를 연구 대상으로 하였다. 공사비 분석은 주요 공정인 건축, 기계, 전기, 통신, 부대시설에 대하여 빈도론적 관점에서 중위수를 활용한 절대오차율을 기반으로 총공사비에 대해 비교 분석하였다. 이를 통해 적합회귀모형을 선정하고 보정율을 책정하였다.

• Geomechanics and Engineering
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• 제13권5호
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• pp.861-879
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• 2017

Coal and gas outburst is a serious dynamic disaster that occurs during coal mining and threatens the lives of coal miners. Currently, coal and gas outburst is commonly predicted using single indicator and its critical value. However, single indicator is unable to fully reflect all of the factors impacting outburst risk and has poor prediction accuracy. Therefore, a more accurate prediction method is necessary. In this work, we first analyzed on-site impacting factors and precursors of coal and gas outburst; then, we constructed a Fisher discriminant analysis (FDA) index system using the gas adsorption index of drilling cutting ${\Delta}h_2$, the drilling cutting weight S, the initial velocity of gas emission from borehole q, the thickness of soft coal h, and the maximum ratio of post-blasting gas emission peak to pre-blasting gas emission $B_{max}$; finally, we studied an FDA-based multiple indicators discriminant model of coal and gas outburst, and applied the discriminant model to predict coal and gas outburst. The results showed that the discriminant model has 100% prediction accuracy, even when some conventional indexes are lower than the warning criteria. The FDA method has a broad application prospects in coal and gas outburst prediction.

• 한국항해항만학회지
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• 제38권3호
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• pp.247-252
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• 2014

선박, 항해기술 발달과 더불어 안전에 대한 교육 및 법제 강화에도 불구하고 해양사고는 지속적으로 발생하여 큰 피해를 주고 있다. 사고가 발생하면 생명, 재산 그리고 환경적 재해가 수반하게 되므로 예방활동이 강조되고 그를 위한 정책적, 교육적, 법제적 노력에도 예방성과는 미흡한 실정이다. 본 논문에서는 예방활동의 동기와 성과를 촉진하고 체계적인 안전관리를 위한 시각적이고 정량적인 지수를 개발하여 선순환적인 예방문화를 구축하고자 선박사고 예방지수(PISA)와 예방수준(PLSA)을 개념화하고 정량화하였다. 선박사고 예방지수를 설계하기 위하여 지난 5년(2009~2013)간 국내에서 발생한 사고통계 자료를 4개 영역, 즉 교육, 기술, 단속, 정보영역으로 구조화하고 예방요소와 인자를 추출함으로써 지수를 정의하였다. 정의된 지수 산정에 필요한 평가모듈을 설계하였으며, 설계된 모듈을 이용하여 화물선, 여객선, 유조선, 예선, 어선을 대상으로 지수를 측정하였다. 측정된 선박사고 예방지수 결과를 통계적, 사례적으로 위험성(Risk)과의 상관관계를 분석하여 유용성을 확인하였다. 제안된 선박사고 예방지수를 인증제도 등에 활용함으로써 선박별 맞춤형 성과기반 예방활동은 물론 예방중심의 안전문화 촉진과 선박사고 저감효과가 기대된다.

• Journal of Korean Neurosurgical Society
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• 제59권2호
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• pp.143-148
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• 2016

Objective : We evaluated postoperative outcomes in patients who have lumbar foraminal or extraforaminal disc herniation (FELDH) and suggested the risk factors for poor outcomes. Methods : A total of 234 patients were selected for this study. Pre- and post-operative Visual Analogue Scale (VAS) and Korean version Oswestry Disability Index (KODI) were evaluated and the changes of both score were calculated. Outcome was defined as excellent, good, fair, and poor based on Mcnab classification. The percentage of superior facetectomy was calculated by using the Maro-view 5.4 Picture Archiving Communication System (PACS). Results : Paramedian lumbar discectomy was performed in 180 patients and combined lumbar discectomy was performed in 54 patients. Paramedian lumbar discectomy group showed better outcome compared with combined discectomy group. p value of VAS change was 0.009 and KODI was 0.013. The average percentage of superior facetectomy was 33% (range, 0-79%) and it showed negative correlation with VAS and KODI changes (Pearson coefficient : -0.446 and -0.498, respectively). Excellent or good outcome cases (Group I) were 136 (58.1%) and fair or poor outcome cases (Group II) were 98 (41.9%). The percentage of superior facetectomy was 26.5% at Group I and 42.5% at Group II. There was significant difference in superior facetectomy percentage between Group I and II (p=0.000). Conclusion : This study demonstrated that paramedian lumbar discectomy with preservation of facet joints is an effective and good procedure for FELDH. At least 60% of facet should be preserved for excellent or good outcomes.

• Clinical Nutrition Research
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• 제13권3호
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• pp.176-185
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• 2024

Helicobacter pylori infection is the cause of 90% of non-cardia gastric cancer. Several dietary elements have been identified as possible contributors to H. pylori infection and its advancement through various pathways. Based on the anti-inflammatory and anti-microbial effects of a diet low in omega-6 and high in omega-3 polyunsaturated fatty acids (PUFAs), this study aimed to assess the ratio of dietary omega-6 to omega-3 PUFAs and the risk of developing H. pylori. The present case-control study was conducted on 150 cases with H. pylori infection and 302 controls. The omega-6 to omega-3 ratio was calculated using food intake information sourced from a validated food frequency questionnaire. Physical activity and demographic data were collected through a related questionnaire. The association between the odds of H. pylori infection and the omega-6 to omega-3 ratio was evaluated using logistic regression models. A p value < 0.05 was considered statistically significant. The findings revealed that individuals in the third tertile had significantly higher odds of H. pylori (odds ratio [OR], 2.10; 95% confidence interval [CI], 1.30-3.40) in the crude model. Furthermore, even after adjusting the potential confounders including sex, age, body mass index, physical activity, energy intake, alcohol, and smoking status, this association remained significant (fully adjusted model: OR, 2.00; 95% CI, 1.17-3.34). Our study revealed a higher ratio of omega-6 to omega-3 was related to a higher likelihood of H. pylori infection. Therefore, it is advisable to maintain a balanced intake of PUFAs in the diet.

• Journal of Nutrition and Health
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• 제42권6호
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• pp.547-558
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• 2009

This study was carried out to compare the effect of smoking on dietary habits, nutrient intakes and blood lipid profiles in 173 adult male drinkers. Subjects were classified by two groups, alcohol-only and alcohol-smoking, based on their alcohol or smoking habits. The BMI of the alcohol-smoking group was significantly lower than those of alcohol-only group. In dietary habits, the alcohol-smoking group had higher irregular breakfast and dinner intakes than alcoholonly group (p < 0.05). Plant lipid intake of the alcohol-smoking group was higher than those of alcohol-only group (p < 0.05) and the vitamin C intake of the alcohol-smoking group was lower than those of alcohol-only group (p < 0.05). With regard to the diet quality evaluation of subjects, the alcohol-smoking group showed significantly lower values than alcohol-only group in the nutrient density of carbohydrate, dietary fiber, sodium, potassium, vitamin $B_6$, and vitamin C. Also, with regard to the index of nutrition quality (INQ) and the nutrient adequacy ratio (NAR), the alcohol-smoking group showed significantly lower value than alcohol-only group in vitamin C. With these results, we found that the alcohol-smoking group had lower diet quality evaluation. The results of blood analysis showed that HDL-cholesterol in the alcohol-smoking group was significantly lower than that in the alcohol-only group. In conclusion, the alcohol-smoking group had greater health risk than the alcohol-only group. Particularly, alcohol-smoking caused irregular eating patterns and unbalanced nutrition intakes compared to alcohol-only and also changed blood composition as shown in the decrease of HDL-cholesterol. Besides, the index of coronary heart disease such as AI was higher in both groups suggesting that alcohol-only or alcohol-smoking cause health problems. Since there is the limiting point in which the comparative analysis of non-drinkers and non-smokers is unable to be performed in this study, further wide research is needed on that matter.

• 산업경영시스템학회지
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• 제41권2호
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• pp.65-73
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• 2018

The dynamic capabilities of sensing market signals, creating new opportunities and reconfiguring resources and capabilities to new opportunities in a rapidly changing economic environment determines the competitiveness of the enterprise to create added value and survival. This study conceptualized a two-stage performance measurement framework based on the casual model of resource (input)-process-performance (output). We have developed a 'Process capability index' that reflect the dynamic capabilities factors as a key intermediary product linking resource inputs and performance outputs in enterprise performance measurement. The process capability index consists of four elements : manpower (level of human resource), operation productivity, structure and risk management. The DEA (Data Envelopment Analysis) model was applied to the developed performance indicators to analyze the branch office performance of a telecom company. Process capability efficiency (stage 1) uses resource inputs to reach a certain level of process capabilities. In performance result efficiency (stage 2), the process capabilities are used to generate sales revenues and subscribers. The two-stage DEA model derives intermediate output values that optimize the individual stages simultaneously. Some branch offices in the telecom company have focused on process capability efficiency or some other branch offices focused on performance result efficiency. Positioning map using two-stage efficiency decomposition and benchmarking can help identify the sources of inefficiencies and visualize strategic directions for performance optimization. Applications of two-stage DEA in conjunction with the case study that are meaningfully used in performance measurement areas have been scarce. In particular, this paper has the contribution to present a new performance measurement model considering the organization theory, the dynamic capabilities.

• 한국가스학회지
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• 제27권2호
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• pp.16-24
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• 2023

산업에서 발생할 수 있는 각종 위험을 발굴하고 제어하는 리스크관리에서 기업의 지속 가능한 발전을 목표로 ESG(환경·사회·지배구조)경영을 도입하고 있다. 앞으로는 기업 지속가능성에 대한 가치 판단 도구로써 ESG 평가가 더욱 활용될 것이다. 이러한 ESG 평가를 활용하여 기업의 사고 예방 정도를 관리하고 있다. 현행 ESG 평가체계에 대한 형태소 분석을 통하여 안전에 대한 평가항목을 분석하여, ESG에서 활용 가능한 정량적 '안전평가지표'가 미흡함을 알았다. 본 연구에서는 국내외 산업 사고 데이터를 분석하고 집중 관리가 필요한 '사고 기여 인자'를 도출했으며, 해당 결과를 기반으로 보완이 필요한 주요 안전관리 항목을 선정했다. 선정한 항목들은 '사고 예방 관리'에 적합한 평가 요소로 최적화시키는 과정을 거쳐, ESG 안전 평가지표를 개발하였다.