• Journal of the Korea Academia-Industrial cooperation Society
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• v.1 no.2
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• pp.85-92
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• 2000

Warrants are often described as call potions written tv firms on their own stock. However, a call option is a pure side bet; i.e., none of the cash flows associated with the call's sale or exercise involves the firm. Issuing warrants on the other hand, can affect the firm's aggregate level of investment, composition of its capital structure. and the price of the stock on which warrant can be exercised. The problem of the warrant pricing can be solved by using of multivariate data analysis techniques, such as regression analysis or discriminant analysis, instead of OPM. The value of this approach is that we can evlauate the relative importance of each independent variable which affect a price of a warrant. This study empirically examines the Japanese warrant pricing by multiple regression analysis using a sample or 300 observations traded on Tokyo Stock Exchange during the periods between 1995 and 1996.

• Journal of Information Processing Systems
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• v.12 no.2
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• pp.249-262
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• 2016

In 2004, Yang et al. proposed a threshold proxy signature scheme that efficiently reduced the computational complexity of previous schemes. In 2009, Hu and Zhang presented some security leakages of Yang's scheme and proposed an improvement to eliminate the security leakages that had been pointed out. In this paper, we will point out that both Yang and Hu's schemes still have some security weaknesses, which cannot resist warrant attacks where an adversary can forge valid proxy signatures by changing the warrant $m_w$. We also propose two secure improvements for these schemes.

• The Korean Journal of Applied Statistics
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• v.23 no.6
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• pp.1225-1234
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• 2010

When most examining judges deny the request for an arrest warrant, they cite (as a reason) that there is no worry about escape or the destruction of evidence. Consequently, there has been no knowing what characteristics of a crime mainly affect the decision for an arrest warrant and there has been significant dispute about the exact decision criteria used for an arrest warrant. This paper classified the data about the request of arrest warrants for crimes committed in the jurisdiction of the Jinju Public Prosecutors' Office in 2006, 2007 and 2008, into 7 categories according to characteristics of the crimes. For each category we construct a statistical model about the decision on arrest warrants by applying a crosstabulation analysis in order to look for the characteristic of crime that affect the decision for an arrest warrant.

• Journal of the Korean Society for Library and Information Science
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• v.55 no.2
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• pp.25-50
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• 2021

General-purpose classification scheme encompasses all subject areas, While the whole classification scheme is constructed by library studies experts, structure and preparation of each specific subject area's classification should be referenced to that specific subject. In order for the whole system to be practical and useful classification scheme, not just a simple collection of each subject area's scheme, it is necessary to set the rule for properly distributing the amount of classification items, and the collections assigned to these items. The rule to set the distribution of items based on the amount of document collections is called 'literary warrant'. This study examines actual status of assignment of each classification items to information resources, as a result of application of Korean Decimal Classification, and then suggests a way to improve these practices.

• Management Science and Financial Engineering
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• v.20 no.1
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• pp.21-26
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• 2014

A lot of researches have been conducted to estimate the volatility smile effect shown in the option market. This paper proposes a method to approximate an implied volatility function, given noisy real market option data. To construct an implied volatility function, we use Gaussian Processes (GPs). Their output values are implied volatilities while moneyness values (the ratios of strike price to underlying asset price) and time to maturities are as their input values. To show the performances of our proposed method, we conduct experimental simulations with Korean Equity-Linked Warrant (ELW) market data as well as toy data.

• Convergence Security Journal
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• v.4 no.2
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• pp.35-41
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• 2004

Proxy signature scheme based on delegation of warrant is studied in these days. Proxy signature Is a signature scheme that the original signer delegates his signing warrant to the proxy signer, and the proxy signer creates a signature on behalf of the original signer. For using this scheme, the security for protecting from the forgeability or misuse is necessary. There are several security requirements for using the proxy signature schemes. In this paper we suggest the proxy-register protocol scheme that original signer registers to the verifier about the proxy related information. In our scheme, verifier verifies the signature that original signer creates about the proxy information and sets the warrant of proxy signer, validity period for proxy signature and some limitation. Finally, we will show the advantages of our suggestion by comparing with the previous proxy signature schemes.

• Journal of Korean Society of Transportation
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• v.25 no.6
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• pp.65-77
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• 2007

A two-way left-turn lane is a continuous center left-turn lane that could be used as a deceleration and refuge area for both directions of left-turning vehicles. TWLTL's have been used effectively for access management treatment when applied to a highway that has wide-spread left turning traffic demand and a high-density of side streets. In this study, an effective analysis was carried out using a computer-based simulation tool, VISSIM, in order to evaluate performance and safety effects of TWLTLs and develop a warrant. In conclusion, the results indicated that there was a remarkable decrease of through and left-turning vehicle travel time delay on the main road and improvement of traffic safety.

• Proceedings of the Korea Information Assurance Society Conference
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• 2004.05a
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• pp.91-96
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• 2004

Proxy signature scheme based on delegation of warrant is studied in these days. Proxy signature is a signature scheme that the original signer delegates his signing warrant to the proxy signer, and the proxy signer creates a signature on behalf of the original signer. For using this scheme, the security for protecting from the forgeability or misuse is necessary, There are several security requirements for using the proxy signature schemes. In this paper we suggest the proxy-register protocol scheme that original signer registers to the verifier about the proxy related information. In our scheme, verifier verifies the signature that original signer creates about the proxy information and sets the warrant of proxy signer, validity period for proxy signature and some limitation. Finally, we will show the advantages of our suggestion by comparing with the previous proxy signature schemes.

• International Journal of Highway Engineering
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• v.9 no.4
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• pp.105-116
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• 2007

A ROUNDABOUT is more effective way to improve safety and prevent delays than signal intersection. ROUNDABOUT has been known highly safe treatment that could be used as a method to reduce conflicts between vehicles, to reduce travel speed in inner or approach of intersection, and to have no speed difference between drivers than intersection. In this study, the effective analysis on the installation of ROUNDABOUT was carried out using computer-based simulation tool VISSIM, in order to evaluate performance and safety of ROUNDABOUT and develope a warrant. In conclusion, the results indicated that there was remarkable increase of Y-intersection capacity and decrese of delay, and improvement of traffic safety. Finally, A nice feature of this study is to firstly attempt to use microscopic simulator to evaluate the effectiveness of ROUNDABOUT and suggest a passible operation boundary.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.14 no.4
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• pp.13-23
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• 2004

Proxy signature scheme based on delegation of warrant is studied in these days. Proxy signature is a signature scheme that the original signer delegates his signing warrant to the proxy signer, and the proxy signer creates a signature on behalf of the original signer. For using this scheme, the security for Protecting from the forgeability or misuse is necessary. There are several security requirements for using the proxy signature schemes. In this paper we suggest the proxy-register protocol scheme that original signer registers to the verifier about the proxy related information. In our scheme, verifier verifies the signature that original signer creates about the proxy information and sets the warrant of proxy signer, validity period for proxy signature and some limitation. Finally, we will show the advantages of our suggestion by comparing with the previous proxy signature schemes.