• Journal of the Korean Society of Industry Convergence
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• v.8 no.2
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• pp.85-95
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• 2005

The margin level in the futures market platys an important role in balancing the default probability with the investor's opportunity cost. In this paper, we investigate whether the movement of KOSPI200 futures daily prices can be modeled with the extreme value theory. Based on this investigation, we examine the validity of the margin level set by the extreme value theory. Moreover, we propose an expected profit-maximization model for securities companies. In this model, the extreme value theory is used for cost estimation, and a regression analysis is used for revenue calculation. Computational results are presented to compare the extreme value distribution with the empirical distribution of margin violation in KOSPI200 and to examine the suitability of the expected profit-maximization model.

• Nuclear Engineering and Technology
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• v.49 no.6
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• pp.1114-1124
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• 2017

Acceleration/preconditioning strategies available in the SCEPTRE radiation transport code are described. A flexible transport synthetic acceleration (TSA) algorithm that uses a low-order discrete-ordinates ($S_N$) or spherical-harmonics ($P_N$) solve to accelerate convergence of a high-order $S_N$ source-iteration (SI) solve is described. Convergence of the low-order solves can be further accelerated by applying off-the-shelf incomplete-factorization or algebraic-multigrid methods. Also available is an algorithm that uses a generalized minimum residual (GMRES) iterative method rather than SI for convergence, using a parallel sweep-based solver to build up a Krylov subspace. TSA has been applied as a preconditioner to accelerate the convergence of the GMRES iterations. The methods are applied to several problems involving electron transport and problems with artificial cross sections with large scattering ratios. These methods were compared and evaluated by considering material discontinuities and scattering anisotropy. Observed accelerations obtained are highly problem dependent, but speedup factors around 10 have been observed in typical applications.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.12 no.2
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• pp.69-79
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• 2008

Multigrid methods finite element/finite volume methods and their convergence properties are reviewed in a general setting. Some early theoretical results in simple finite element methods in variational setting method are given and extension to nonnested-noninherited forms are presented. Finally, the parallel theory for nonconforming element[13] and for cell centered finite difference methods [15, 23] are discussed.

• Convergence Security Journal
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• v.19 no.2
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• pp.47-58
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• 2019

This study applied the Theory of Reasoned Action by Fishbein & Ajzen(1975) as the grounded theory and adopt sanctions of the General Deterrent Theory and protection motivation of the Protection Motivation Theory as the antecedents to discuss the theoretical factors and the cases of application in the field of information security. Then, it adopted subjective norm, a variable of the Theory of Reasoned Action, as a parameter to analyze the causality of sanctions, perceived vulnerability, response cost, and self-efficacy with the intention to follow the information security policies. As a result, all of the antecedents except for sanctions had causality with the intention and subjective norm proved its mediating effect as a parameter between the antecedents and the intention.

• Journal of applied mathematics & informatics
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• v.17 no.1_2_3
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• pp.559-565
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• 2005

In this paper, we establish the convergence of semigroups that are strongly continuous on (0, $\infty$). By using Laplace transform theory, we show some properties of semigroups and the convergence result.

• The Pure and Applied Mathematics
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• v.12 no.2 s.28
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• pp.105-124
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• 2005

In this paper convergence of fuzzy filters and graded fuzzy filters have been studied in graded L-fuzzy topological spaces.

• Journal of the Korean Mathematical Society
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• v.55 no.2
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• pp.447-469
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• 2018

Types (over parameters) in the theory of atomless random variable structures correspond precisely to (conditional) distributions in probability theory. Moreover, the logic (resp. metric) topology on the type space corresponds to the topology of weak (resp. strong) convergence of distributions. In this paper, we study metrics between types. We show that type spaces under $d^{\ast}-metric$ are isometric to Wasserstein spaces. Using optimal transport theory, two formulas for the metrics between types are given. Then, we give a new proof of an integral formula for the Wasserstein distance, and generalize some results in optimal transport theory.

• Journal of Digital Convergence
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• v.13 no.3
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• pp.155-165
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• 2015

Bankruptcy prediction has been one of the important research topics in finance since 1960s. In Korea, it has gotten attention from researchers since IMF crisis in 1998. This study aims at proposing a novel model for better bankruptcy prediction by converging three techniques - support vector machine(SVM), fuzzy theory, and genetic algorithm(GA). Our convergence model is basically based on SVM, a classification algorithm enables to predict accurately and to avoid overfitting. It also incorporates fuzzy theory to extend the dimensions of the input variables, and GA to optimize the controlling parameters and feature subset selection. To validate the usefulness of the proposed model, we applied it to H Bank's non-external auditing companies' data. We also experimented six comparative models to validate the superiority of the proposed model. As a result, our model was found to show the best prediction accuracy among the models. Our study is expected to contribute to the relevant literature and practitioners on bankruptcy prediction.

• Journal of the Korean housing association
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• v.22 no.3
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• pp.73-82
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• 2011

The purpose of this study was to develop the curriculum of spatial convergence studies for the major field of housing and interior design. Documentary research and content analysis methods were used in this study. Data drawn from internet homepage of each universities which were 20 colleges the major field of housing and interior design and 160 colleges of architectural design, and public institutions the MLTM and the KRIHS. The major results of this study were as follows. 1) Government has been supported the specialized graduate school of spatial information and the university which they have spatial information curriculum during 5 years. 2) The department of spatial information has been educated the theory and practice about spatial issues in order to train the spatial specialist helpful to the new growing industry. 3) There were little changed curriculum which has related to the department of housing and interior design. The half of their curriculum were housing project and interior design. The spatial convergence studies educational program should be grow up step by step. The first is basic level to learn the basic theory of spatial studies for example the spatial introduction or the housing and the second is low level to learn the depth theory of spatial studies for example the design I or the housing development. The third is middle level to apply the depth theory of spatial studies for examples the design II, III or housing policy and institutions. And the last is high level to practice the depth theory of spatial studies for example housing construction or internship.

• Journal of the Korea Convergence Society
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• v.10 no.2
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• pp.325-330
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• 2019

The purpose of this study was to verify the physical activity planning behavior theory model of rehabilitation center users. For this purpose, a questionnaire survey was conducted for sports athletes who visited the sports rehabilitation hospital and rehabilitation center in the metropolitan area. A total of 203 questionnaires were used for the actual analysis. The collected data were analyzed using SPSS 18.0 and AMOS 18.0. In this way, we confirmed that intention has a significant direct effect on the behavior in the application of the physical activity planning theoretical model based on the social cognitive theory of rehabilitation center participants.