• 한국산업융합학회 논문집
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• 제8권2호
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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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• 제49권6호
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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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• 제12권2호
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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.

• 융합보안논문지
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• 제19권2호
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• pp.47-58
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• 2019

본 연구에서는 Fishbein & Ajzen(1975)이 제창한 합리적 행위이론을 근거이론으로 활용하였다. 그리고 억제이론의 구성요인인 제재와 보호동기이론의 보호동기 일부요인을 선행변수로 채택하여 이론적 확인과 정보보호분야에서 인용된 사례를 제시하였다. 합리적 행위이론의 변수인 주관적 규범을 매개변수로 채택하여 제재와 지각된 취약성, 반응비용 및 자기효용성과 정보보호정책 준수 행위 의도간의 인과관계를 분석하였다. 연구가설 검증 결과 제재를 제외한 지각된 취약성, 반응비용과 자기효용성은 행동 의도와 유의미한 인과관계가 있었으며, 주관적 규범은 선행요인과 의도 간에 매개효과를 입증하였다.

• Journal of applied mathematics & informatics
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• 제17권1_2_3호
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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.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제12권2호
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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.

• 대한수학회지
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• 제55권2호
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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.

• 디지털융복합연구
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• 제13권3호
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• pp.155-165
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• 2015

기업부도예측은 재무 분야에 있어 중요한 연구주제 중 하나로 1960년대 이후부터 꾸준히 연구되어져 왔다. 국내의 경우, IMF 사태 이후 기업부도예측에 관한 중요성이 강조되고 있다. 이에 본 연구에서는 보다 정확한 기업부도예측을 위해 높은 예측력과 동시에 과적합화의 문제를 해결한다고 알려진 SVM(Support Vector Machine)을 기반으로 퍼지이론(fuzzy theory)을 활용해 입력변수를 확장하고, 유전자 알고리즘(GA, Genetic Algorithm)을 이용해 유사 혹은 유사최적의 입력변수집합과 파라미터를 탐색하는 새로운 융합모형을 제시한다. 제안모형의 유용성을 검증하기 위하여 H은행의 비외감 중공업 기업 데이터를 이용하여 실험을 수행하였으며, 비교모형으로는 로짓분석, 판별분석, 의사결정나무, 사례기반추론, 인공신경망, SVM을 선정하였다. 실험결과, 제안모형이 모든 비교모형들에 비해 우수한 예측력을 보이는 것으로 나타났다. 본 연구는 우수한 예측 성능을 가진 다기법 융합 모형을 새롭게 제안하여, 부도예측 분야에 학술적, 실무적으로 기여할 수 있을 것으로 기대된다.

• 한국주거학회논문집
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• 제22권3호
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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.

• 한국융합학회논문지
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• 제10권2호
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• pp.325-330
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• 2019

본 연구는 재활센터 이용자의 신체활동 계획행동이론모형을 적용하여 검증하고자 하였다. 이를 위해 수도권소재 스포츠재활병원 및 치료센터를 방문하여 재활을 받는 생활체육인을 대상으로 설문을 실시하였다. 미회수 및 응답의 충실성을 등을 고려해 분석에 활용하였으며 실제 분석에 이용된 설문지는 203부이다. 수집된 자료는 SPSS 18.0과 AMOS 18.0을 이용하여 분석하였다. 먼저 조사대상자 특성을 위해 빈도분석을 실시하였으며, 문항의 다변량 정규성, 평균, 표준편차 검증을 위해 기술통계를 실시하였다. 각 요인별 단일차원성 검증을 위해 확인적 요인분석을 실시하였으며, 신뢰도 검증을 위해 Cronbach's alpha를 실시하였다. 잠재변인간 관계를 탐색하기 위해 상관분석을 실시하였으며, 연구모형의 타당성 검증을 위해 경로분석을 실시하였다. 이와 같은 절차를 통해 재활센터 이용자의 사회인지이론에 기초한 신체활동 계획행동이론모형의 적용에 있어 의도가 행동에 유의미한 직접적인 영향을 미친다는 것을 확인하였다.