• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.153-166
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• 2003

This study presents the time-divided forecasting model to integrate evolutionary optimization algorithm and change point detection based on artificial neural networks (ANN) for the prediction of (Korea) stock price index. The genetic algorithm(GA) is introduced as an evolutionary optimization method in this study. The basic concept of the proposed model is to obtain intervals divided by change points, to identify them as optimal or near-optimal change point groups, and to use them in the forecasting of the stock price index. The proposed model consists of three phases. The first phase detects successive change points. The second phase detects the change-point groups with the GA. Finally, the third phase forecasts the output with ANN using the GA. This study examines the predictability of the proposed model for the prediction of stock price index.

• Proceedings of the KSR Conference
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• 2010.06a
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• pp.234-240
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• 2010

Display Unit(DU) of TCMS is very useful device display many data for operation and maintenance graphically. At This Time, rolling stock is reducing the wiring and size of desk for cutting down on their cost and making light weight. Dual Du(Display Unit) of TCMS could make the desk of cab simply by integrating cab's switches and gauges. Dual DU is not only can reduce the wiring and simplify desk of cab but also can making system of TCMS reliable by including backup function each other. For this reason. In this paper, advantages, application and example analysis of Dual DU of TCMS for rolling stock are described through the ongoing projects.

• JOURNAL OF ELECTRICAL WORLD
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• no.1 s.73
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• pp.30-32
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• 1983

• The Journal of Asian Finance, Economics and Business
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• v.4 no.2
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• pp.19-23
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• 2017

It is undisputable that crude oil and its price fluctuations are major components that affect most of the countries' economies. Recent studies have demonstrated that beside the impact that crude oil price fluctuations have on common macroeconomic indicators like gross domestic product (GDP), inflation rates, exchange rates, unemployment rate, etc., it also has a strong influence on stock markets and their performance. This relationship has been examined in a number of settings, but it is yet to be unraveled in the Omani context. Accordingly, the main purpose of this study is to examine the possible effect of the oil price fluctuations on stock price movements. The study applies Toda and Yamamoto's (1995) Granger non-causality test on the daily Oman stock index (Muscat Securities Market Index) and oil prices between the period of 2 January 2003 and 13 March 2016. The results indicated that the oil price fluctuations have a significant impact on stock index movements. However, the stock price movements do not have a significant impact on oil prices. These findings have significant implications not only for the Omani economy but also for the economy of similar countries, particularly in the Gulf Cooperation Council (GCC) countries. The latter should carefully consider their policies and strategies regarding crude oil production and the generated income allocation as it might potentially affect the financial markets performance in these countries.

• Journal of the Korean Society for Railway
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• v.16 no.3
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• pp.183-188
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• 2013

The purpose of maintaining rolling stock is to perform train service without failure during operation. It is not possible to prevent failure, however, by using periodic preventive maintenance methods, because new rolling stock is made from many electric components and requires the application of IT skills. RAMS (Reliability, Availability, Maintainability, Safety) methods have consequently been applied to new manufactured rolling stock in KORAIL since implementation of the KTX. With this approach it is possible to verify the reliability at the operating stage, and RCM (Reliability Centered Maintenance) methods for maintenance have been applied to manufactured rolling stock since the beginning of KTX service. A RCRM (Reliability Centered Rolling-stocks Maintenance) system suitable for the characteristics of rolling stock and operational factors is introduced in this paper.

• Journal of Digital Convergence
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• v.14 no.10
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• pp.393-398
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• 2016

Stock information applications allow users to look up and find current stock information whenever and wherever. This study researched what kind of user experience the finance experts get when using these applications and what they suggest. The research was conducted through an in-depth interview of 8 finance experts, who worked minimum of three years, and used both Kakao Stock and JeungGwon Tong, the most used stock information applications, for a minimum duration of six months. The results show the user experience of Kakao Stock rated a bit higher than JeungGwon Tong. Since the objective of such applications are to show stock informations, the experts all rated the pleasurable and meaningful aspects rather low. They suggested, the developers should provide a more advanced and accurate information. They also suggested user interest recognized content be presented along with more convenient user interface to elevate usability. Hopefully, this study becomes a base to further study of user experience of various on and offline stock information services and they become a reference to develop a service with great user experience.

• Journal of the Korean Operations Research and Management Science Society
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• v.41 no.3
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• pp.1-21
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• 2016

The Markowitz portfolio selection model uses estimators to deduce input parameters. However, the estimation errors of input parameters negatively influence the performance of portfolios. Therefore, this model cannot be reliably applied to real-world investments. To overcome this problem, we suggest an algorithm that can exclude stocks with large estimation error from the portfolio by applying a tracking signal to the Markowitz portfolio selection model. By calculating the tracking signal of each stock, we can monitor whether unexpected departures occur on the outcomes of the forecasts on rate of returns. Thereafter, unreliable stocks are removed. By using this approach, portfolios can comprise relatively reliable stocks that have comparatively small estimation errors. To evaluate the performance of the proposed approach, a 10-year investment experiment was conducted using historical stock returns data from 6 different stock markets around the world. Performance was assessed and compared by the Markowitz portfolio selection model with additional constraints and other benchmarks such as minimum variance portfolio and the index of each stock market. Results showed that a portfolio using the proposed approach exhibited a better Sharpe ratio and rate of return than other benchmarks.

• Proceedings of the KSR Conference
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• 2008.11b
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• pp.666-672
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• 2008

Train wheels are the most important part of the high-speed rail system with supporting body, running stably and safely. Wheel exchange and fix plan is computed by the worker who managing entire Train Maintenance Process based on his know-how so that this system is losing its reliability and accuracy. And predicting of the wheel's lifetime is absolutely difficult matter because of uncertainty between trains like mileage of the type of trains, condition of operation, curve section and wheel's cutting pattern. Therefore workers always used to hold many wheels. For this reason, the cost of stock is soar when the level of stock was normal. If the stock is sufficient, the cost of stock will rise. On the other hand, If the stock is deficient, we would have trouble that the plan of the train maintenance process will be failed. Thus this paper aimed at application that "Wheel Managing System" which is able to predict wheel's life-cycle and demands under the RIMS(Rolling-Stock Information Maintenance System) with analysing wheel exchanging and cutting status considering economical or stable aspects.

• Proceedings of the KSR Conference
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• 2008.06a
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• pp.707-712
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• 2008

As RAMS becomes an international trend in the railroad industry, it is also generalized in the domestic railroad industry. This research is performed to present a criterion of the RAMS plan for the next generation high speed rolling stock. The criterion is developed based on IEC62278(EN50126), the international standard for railroad RAMS and CLC/TR 50126-2, 3, the guide to the application of IEC 62278. It is necessary for the export of the rolling stock. The criterion describes the RAMS targets and the contents to be included in the RAMS plan to meet the RAMS targets. Through developing the RAMS plan, we can identify RAMS activities and documents to be done in the total life cycle which includes design, manufacture and operation. It will help to accomplish synthetically the system targets of the next generation high speed rolling stock.

• Proceedings of the KSR Conference
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• 2006.11b
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• pp.1247-1252
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• 2006

This Report explains a plan for the application and construction about BOM(Bill Of Material) in charge of primary part of the RIMS(Rolling-Stock Information Maintenance System) maximizing the RIMS's reliability. The BOM system of the Seoul Metro is accomplished the frequent changes of the structure and design through the OEM(Original Equipment Manufacturer) and the maintaining and repairing work and also The BOM system is constructed so that Seoul Metro can solve all problems of the composition change, Rolling-Stock construction, changeful history management. In addition the BOM system of the Seoul Metro is considered the applicative side of the technical data, information of the material, expediency and hindrance analysis.