• 경영과학
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• 제26권2호
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• pp.19-35
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• 2009

This paper investigated performance of the Markowitz's portfolio selection model with applications to Korean stock market. We chose Samsung-Group-Funds and KOSPI index for performance comparison with the Markowitz's portfolio selection model. For the most recent one and a half year period between March 2007 and September 2008, KOSPI index almost remained the same with only 0.1% change, Samsung-Group-Funds showed 20.54% return, and Markowitz's model, which is composed of the same 17 Samsung group stocks, achieved 52% return. We performed sensitivity analysis on the duration of financial data and the frequency of portfolio change in order to maximize the return of portfolio. In conclusion, according to our empirical research results with Samsung-Group-Funds, investment by Markowitz's model, which periodically changes portfolio by using nonlinear programming with only financial data, outperformed investment by the fund managers who possess rich experiences on stock trading and actively change portfolio by the minute-by-minute market news and business information.

• 한국품질경영학회:학술대회논문집
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• 한국품질경영학회 2009년도 추계학술대회
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• pp.3-10
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• 2009

When the measurement method for a performance variable is destructive or expensive, it is profitable to replace the performance variable with a highly correlated surrogate variable. In this paper we propose screening procedures using a surrogate variable with specified producer's and consumer's risks. Blending the basic concepts of acceptance sampling plans and screening procedures, the proposed model can be used effectively by quality professionals. Two models are considered: the normal model with dichotomous performance and continuous surrogate variables, and the bivariate normal model with continuous performance and surrogate variables. It is assumed the surrogate variable given the performance variable is normally distributed in the normal model, and performance and surrogate variables are jointly normally distributed in the bivariate normal model. For the two models, Producer's and consumer's risks are derived, and methods of finding the optimal screening procedures are presented. Numerical examples are also given.

• 한국지능시스템학회논문지
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• 제11권8호
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• pp.771-775
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• 2001

본 논문에서는 유도탄 오토파일롯을 제어하기 위해 T-S 퍼지 모델링을 한 다음 병렬분상이론을 적용하여 적응 퍼지 제어기를 설계한다. 추가적으로 제어기의 파라미터는 기준모델과 출력간의 에러, 스테이트, 기준입력 신호를 이용하여 실시간 업데이트되며, 원 플랜트에 대해 regulation 제어가 성공적으로 해결함을 미사일 모델에 적용한 모의 실험 결과로부터 보인다.

• 품질경영학회지
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• 제37권4호
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• pp.23-30
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• 2009

When the measurement method for a performance variable is destructive or expensive, it is profitable to replace the performance variable with a highly correlated surrogate variable. In this paper we propose screening procedures using a surrogate variable with specified producer's and consumer's risks. Blending the basic concepts of acceptance sampling plans and screening procedures, the proposed model can be used effectively by quality professionals. Two models are considered: the normal model with dichotomous performance and continuous surrogate variables, and the bivariate normal model with continuous performance and surrogate variables. It is assumed the surrogate variable given the performance variable is normally distributed in the normal model, and performance and surrogate variables are jointly normally distributed in the bivariate normal model. For the two models, producer's and consumer's risks are derived, and methods of finding the optimal screening procedures are presented. Numerical examples are also given.

• Steel and Composite Structures
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• 제35권4호
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• pp.579-598
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• 2020

Consideration of the panel zone (PZ) deformations in the analysis of steel moment frames (SMFs) has a substantial effect on structural response. One way to include the PZ effect on the structural response is Krawinkler's PZ model, which is one of the best and conventional models. However, modeling of Krawinkler's PZ model has its complexity, and finding an alternative procedure for PZ modeling is of interest. In this study, an efficient model is proposed to simplify Krawinkler's PZ model into an Adjusted Rigid-End Zone (AREZ). In this way, the rigid-end-zone dimensions of the beam and column elements are defined through an appropriate rigid-end-zone factor. The dimensions of this region depend on the PZ stiffness, beam(s) and columns' specifications, and connection joint configuration. Thus, to obtain a relationship for the AREZ model, which yields the dimensions of the rigid-end zone, the story drift of an SMF with Krawinkler's PZ model is equalized with the story drift of the same structure with the AREZ model. Then, the degree of accuracy of the resulting relationship is examined in several connections of generic SMFs. Also, in order to demonstrate the applicability of the proposed model in SMFs, several SMFs ranging from 3- to 30-story representing low- to high-rise buildings are examined through linear static and dynamic time history analysis. Furthermore, non-linear dynamic analyses of three SMFs conducted to validate the degree of accuracy of the proposed model in the non-linear analysis of SMFs. Analytical results show that there is considerable conformity between inter-story drift ratio (IDR) results of the SMFs with Krawinkler's PZ model and those of the centerline SMFs with AREZ.

• Human Ecology Research
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• 제52권6호
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• pp.561-571
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• 2014

This study investigated the relationships between the husband's support, depression, parenting self-efficacy, and parenting behavior of Korean American mothers and their children's self-esteem. The participants were 113 Korean American child-mother dyads (grades 3-8) from Southern California, USA. The data, including the mothers' parenting behavior as assessed by their children, were collected from self-report questionnaires. A path analysis indicated that the effects of the above mentioned variables on the children's self-esteem depended on the subscale model of the parenting behavior. In every subscale model of parenting behavior, the husband's support was positively related to the parenting self-efficacy and the mother's depression was negatively related to the parenting self-efficacy. Further, in the warmth-acceptance model, the husband's support was positively related to the parenting behavior, the mother's depression was negatively related to the parenting behavior, parenting self-efficacy was positively related to both the parenting behavior and the children's self-esteem, and the parenting behavior was positively related to the children's self-esteem. In the rejection-restriction model, the husband's support was negatively related to the parenting behavior, the mother's depression was positively related to the parenting behavior, the parenting self-efficacy was negatively related to the parenting behavior and was positively related to the children's self-esteem, and the parenting behavior was negatively related to the children's self-esteem. In the permissiveness-nonintervention model, the parenting behavior was negatively related to the children's self-esteem. These results, particularly the dependence on the subscale model of parenting behavior, will be helpful in understanding the effects of parenting on Korean American children's self-esteem.

• 대한전자공학회논문지
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• 제27권4호
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• pp.547-554
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• 1990

Considering channel length modulation, we proposed a GaAs MESFET model for circuit simulator. In existing M.S. Shur's model, two different models are used according to pinch-off voltage of devices. One model for both type of devices was proposed. In this model we introduced weighted switching function(WSF) based on channel length modulation. This proposed model showed better accuracy comparing with existing single law model and complete velocity saturation model.

• 항공우주기술
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• 제13권2호
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• pp.99-107
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• 2014

다목적실용위성 2호/3호 위성자료를 이용하여 지상좌표를 결정하는 방법은 Physical Model과 RFM(Rational Function Model)의 두 가지 종류가 있다. 일반적으로 사용자에게 제공되는 모델은 RFM을 기반으로 한 RPCs(Rational Function Coefficients)이며, 이때 제공되는 RPCs는 지상좌표에서 영상좌표를 계산하는 계수이다. 사용자가 정사영상을 만들 경우에는 이 계수가 유용하나, 영상에서 임의의 영상기준점에 대응하는 지상좌표를 계산하거나, 위치정확도를 확인하기는 매우 어렵다. 본 논문은 다목적실용위성에서 제공되는 RPCs를 기반으로 Inverse RPCs를 해석하는 알고리즘과 해석된 Inverse RPCs를 기반으로 지상표고를 고려한 정밀 지상좌표 해석 알고리즘을 기술하고자 한다. 또한 Inverse RPCs의 해석된 정밀지상좌표 정확도와 Physical Model과의 차이를 계산하여 정확도를 평가하고자 한다.

• International Journal of Computer Science & Network Security
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• 제21권12spc호
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• pp.549-555
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• 2021

Machine Learning(ML) splits data into 3 parts, which are usually 60% for training, 20% for validation, and 20% for testing. It just splits quantitatively instead of selecting each set of data by a criterion, which is very important concept for the adequacy of test data. ML measures a model's accuracy by applying a set of validation data, and revises the model until the validation accuracy reaches on a certain level. After the validation process, the complete model is tested with the set of test data, which are not seen by the model yet. If the set of test data covers the model's attributes well, the test accuracy will be close to the validation accuracy of the model. To make sure that ML's set of test data works adequately, we design an experiment and see if the test accuracy of model is always close to its validation adequacy as expected. The experiment builds 100 different SVM models for each of six data sets published in UCI ML repository. From the test accuracy and its validation accuracy of 600 cases, we find some unexpected cases, where the test accuracy is very different from its validation accuracy. Consequently, it is not always true that ML's set of test data is adequate to assure a model's quality.

• 품질경영학회지
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• 제46권4호
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• pp.797-820
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• 2018

Purpose: It is to seek for an appropriate cost rate analysis methodology of credit card value propositions in Korea. For this issue, it is claimed that methodologies based on probability distribution is more suitable than methodologies based on data-mining. The analysis model constructed for the cost rate estimation is called VCPM model. Methods: The model includes two major variables denoted as S and P. S is monthly credit card usage amount. P stands for the proportion of usage amount at special merchants over the whole monthly usage amount. The distributions assumed for P are positively skewed distributions such as exponential, gamma and lognormal. The major inputs to the model are also derived from S and P, which are E(S) and the aggregate proportion of usage amount at special merchants over the total monthly usage amount. Results: When the credit card's value proposition is general discount, the VCPM model fits well and generates reasonable cost rate(denoted as R). However, it seems that the model does not work well for other types of credit cards. Conclusion: The VCPM model is reliable for calculating cost rate for credit cards with positively skewed distribution of P, which are general discount card. However, another model should be built for cards with other types of distributions of P.