• Title/Summary/Keyword: r값

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Synthetic risk management over risk of financial assets (금융자산의 위험에 관한 종합적 위험관리)

  • Kim, JongKwon
    • Journal of the Korea Safety Management & Science
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    • v.2 no.1
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    • pp.59-75
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    • 2000
  • 최근의 추세를 볼 때 위험관리에 관한 중요성이 점점 증대하고 있다. 그럼에도 불구하고 우리나라 은행들의 위험관리 실태는 아직 미흡한 실정이다. 그리고 대부분의 은행들이 현재 위험관리에 대응하기 위하여 ALM의 갭관리, 듀레이션관리 등을 행하고 있지만 BIS에서 중요시하고 있는 VaR의 개발과 운용은 아직 초보단계에 있다. 한국 주식포트폴리오에서 몬테카를로 시뮬레이션과 Full Variance Covariance Model의 VaR값은 비슷한 수준으로 Diagonal Model 의 VaR값 보다 작음을 알 수 있다. 이는 좀 더 정교한 계산이 요구되는 Full Variance Covariance Model의 VaR값이 보다 단순한 Diagonal Model의 VaR값 보다 정확성면에서 우수하다는 것을 보여주고 있다. 한편 이자율포트폴리오 의 경우에는 델타-감마 분석법과 몬테카를로 시뮬레이션의 경우 95% 신뢰구간의 VaR는 델타-감마 분석법이 작지만 99% 신뢰구간에서의 VaR는 몬테카를로 시뮬레이션방법이 작다는 것을 알 수 있다. 그래서 어느 한 가지 방법에 의한 VaR추정치가 가장 좋은 것이라고 단정하기 어려움을 알 수 있었다.

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Estimation of R-value and Uniaxial Compressive Strength of Rocks around the King Sejong Station, Barton Peninsula, Antarctica from SilverSchmidt Q-value (실버슈미트 Q값으로부터 남극 바톤반도 세종과학기지 주변 암석의 R값 및 일축압축강도 추정)

  • Lim, Hyoun-Soo;Jang, Bo-An;Kim, Jung-Han;Kang, Seong-Seung
    • Tunnel and Underground Space
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    • v.25 no.2
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    • pp.199-209
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    • 2015
  • The rebound hardness test using the SilverSchmidt hammer was performed for diorite, granodiorite, and andesite exposed around the King Sejong Station, Barton peninsula. Then, the R-value and uniaxial compressive strength (UCS) of these rocks were estimated from the Q-values which were obtained from the SilverSchmidt hammer. The Q-value of diorite was distributed in the range from 67.0 to 89.5, granodiorite of the range from 57.5 to 89.0, and andesite of the range from 58.0 to 76.5. The average Q-values of diorite, granodiorite, and andesite were 76.0, 72.0, and 67.0, respectively. The converted UCS of diorite was distributed in the range from 118 to 195 MPa, granodiorite of the range from 91 to 193 MPa, and andesite of the range from 92 to 148 MPa. The average UCS of diorite, granodiorite, and andesite were 147, 136, and 117 MPa, respectively. The converted R-value of diorite was distributed in the range from 53.0 to 72.2, granodiorite of the range from 45.4 to 71.8, and andesite of the range from 45.8 to 60.9. The average Q-values of diorite, granodiorite, and andesite were 60.0, 58.0, and 53.0, respectively. The R-value was represented approximately 20% lower than the Q-value. In conclusion, it will be possibile that the R-value and UCS of rocks under the extreme area from the SilverSchmidt Q-value are evaluated.

Cross-Sectional Compactness for Negative Moment Region of I-girder with High-Performance Steel (고강도강 적용 I-거더 부모멘트부의 조밀단면 기준 평가)

  • Cha, Sang-Ho;Joo, Hyun-Sung;Choi, Hyung-Ho;Lee, Hak-Eun
    • 한국방재학회:학술대회논문집
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    • 2010.02a
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    • pp.84.2-84.2
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    • 2010
  • 본 연구는 소수주거더 교량에 적용된 I-거더에 고강도 강재인 HSB800 강재를 사용하였을 때, 휨 연성 R값을 이용하여 AASHTO LRFD(2007)의 조밀단면기준에 대한 경향성에 대해 수치해석적으로 수행되었다. 복부판 세장비, 플랜지 세장비, 비지지 길이를 변수로 하여 휨 연성 R값을 구해서 기존의 AASHTO LRFD(2007)의 조밀단면기준에 적용하여 휨 연성에 대한 경향성을 나타내었다.

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에이 : 오.티 -이소옥탄 역미셀계에서의 리파제의 특성과 이 효소에 의한 유지의 가수분해

  • 한대석
    • Proceedings of the Korean Society for Applied Microbiology Conference
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    • 1986.12a
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    • pp.508-508
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    • 1986
  • 이온성 계면활성제 존재하에서 유기용매에 물을 첨가하면 물이 계면활성제에 약해 둘러싸이면서 유기용매에 용해되어 의사 이상계가 형성된다. 이러한 계를 역미셀 또는 W/O microemulsion이라고 하며 계면활성제로 둘러 쌓인 물분자 집하체를 water pool이라고 한다. 그런데, 10여년 전 water pool에 bipolymer를 용해시킬 수 있다는 사실이 밟혀짐에 따라 이러한 체계를 생체막을 단순화시킨 모형막으로서 막을 통해 일어나는 여러 가지 현상의 규명에 이용하거나 물에 불용성인 기질의 효소 촉매반응의 반응계로 이용하는 연구가 꾸준히 이루어져 있다. 본 강연은 역미셀계에 리파제를 용해시켜 유지의 가수분해를 유도함으로써 지방산을 생산하는 방법에 관한 연구이다. 역미셀계에서 리파제의 특성은 에멀전계와 비교했을 때 큰 차이가 없었으며 물과 계면활성제의 몰 비율(R값)은 효소의 초기반응 속도에 커다란 영향을 끼치는 인자로 나타났다. 올리브유 농도가 5%(v/v), AOT농도가 0.1M, 초기 물 농도가 1.0M의 조건에서 유지의 회분식 가수분해 실험을 행한 결과 이 기질은 거의 완전히 가수분해되었으며, 이 반응계에서 R값과 초기 물 농도는 반응의 평형에 커다란 영향을 끼치는 것으로 나타났는데 초기 물 농도가 증가할수록 평형 가수분해율은 증가하였단 이러한 결과를 반응속도론 측면에서 분석한 결과 역미셀계에서 리파제 반응은 에멀전계에서와는 달리 2차 반응을 따르는 것으로 나타났다. 물 농도가 평형 가수 분해율과 속도 변수에 끼치는 영향을 수학적으로 표시하기 위하여 2차 가역적 반응 속도론에 근거하여 가수분해율, 평형상수, 속도상수 둥을 나타내는 식을 유도하였고 이를 바탕으로 여러 가지 실험 조건 하에서 리파제 반응의 반응 시간에 따른 가수분해율을 예측한 결과는 실제 실험 결과와 잘 일치하였다(편차는 5%). 또한 속도상수와 R값과의 관계식 및 유도한 방정식을 이용하여 추정한 초기속도와 평형 가수분해율을 최대화하는 R값은 각각 10.4 와 11.4 였다.

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Strategy for Store Management Using SOM Based on RFM (RFM 기반 SOM을 이용한 매장관리 전략 도출)

  • Jeong, Yoon Jeong;Choi, Il Young;Kim, Jae Kyeong;Choi, Ju Choel
    • Journal of Intelligence and Information Systems
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    • v.21 no.2
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    • pp.93-112
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    • 2015
  • Depending on the change in consumer's consumption pattern, existing retail shop has evolved in hypermarket or convenience store offering grocery and daily products mostly. Therefore, it is important to maintain the inventory levels and proper product configuration for effectively utilize the limited space in the retail store and increasing sales. Accordingly, this study proposed proper product configuration and inventory level strategy based on RFM(Recency, Frequency, Monetary) model and SOM(self-organizing map) for manage the retail shop effectively. RFM model is analytic model to analyze customer behaviors based on the past customer's buying activities. And it can differentiates important customers from large data by three variables. R represents recency, which refers to the last purchase of commodities. The latest consuming customer has bigger R. F represents frequency, which refers to the number of transactions in a particular period and M represents monetary, which refers to consumption money amount in a particular period. Thus, RFM method has been known to be a very effective model for customer segmentation. In this study, using a normalized value of the RFM variables, SOM cluster analysis was performed. SOM is regarded as one of the most distinguished artificial neural network models in the unsupervised learning tool space. It is a popular tool for clustering and visualization of high dimensional data in such a way that similar items are grouped spatially close to one another. In particular, it has been successfully applied in various technical fields for finding patterns. In our research, the procedure tries to find sales patterns by analyzing product sales records with Recency, Frequency and Monetary values. And to suggest a business strategy, we conduct the decision tree based on SOM results. To validate the proposed procedure in this study, we adopted the M-mart data collected between 2014.01.01~2014.12.31. Each product get the value of R, F, M, and they are clustered by 9 using SOM. And we also performed three tests using the weekday data, weekend data, whole data in order to analyze the sales pattern change. In order to propose the strategy of each cluster, we examine the criteria of product clustering. The clusters through the SOM can be explained by the characteristics of these clusters of decision trees. As a result, we can suggest the inventory management strategy of each 9 clusters through the suggested procedures of the study. The highest of all three value(R, F, M) cluster's products need to have high level of the inventory as well as to be disposed in a place where it can be increasing customer's path. In contrast, the lowest of all three value(R, F, M) cluster's products need to have low level of inventory as well as to be disposed in a place where visibility is low. The highest R value cluster's products is usually new releases products, and need to be placed on the front of the store. And, manager should decrease inventory levels gradually in the highest F value cluster's products purchased in the past. Because, we assume that cluster has lower R value and the M value than the average value of good. And it can be deduced that product are sold poorly in recent days and total sales also will be lower than the frequency. The procedure presented in this study is expected to contribute to raising the profitability of the retail store. The paper is organized as follows. The second chapter briefly reviews the literature related to this study. The third chapter suggests procedures for research proposals, and the fourth chapter applied suggested procedure using the actual product sales data. Finally, the fifth chapter described the conclusion of the study and further research.

Effects os Stoichiometric Ratio on Dynamic Mechanical Behavior for an Epoxy/Anhydride System (에폭시/산무수물계에서 동역학적 거동에 미치는 화학양론비의 효과)

  • Kim, Deuk-Su;Lee, Jong-Geun
    • Korean Journal of Materials Research
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    • v.7 no.12
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    • pp.1089-1096
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    • 1997
  • 본 연구에서는 에폭시/산무수물계에 화학양론비(r=산무수물/에폭시)를 0.5, 0.7,0.9,1.1로 변화시켜 서로 다른 두종류의 경화촉진제 1-cyanoethy1-2-ethy1-4-methy1 imidazole(2E4MZ-CN)과 N,N-dimethy1 benzy1 amine(BDMZ)을 첨가한 시료에 대한 경화거동과 경화 후 물성을 관찰하였다. 이 시료의 등온 경화거동은 동역학 측정기(dynamic mechanical analyzer, DMA)와 시차주사 열량분석기(differential scanning calorimeter, DSC)를 이용하여 조사하였다. DMA로부터 구해진 결과를 보면 경화시 상대저장강성을 (relative storage rigidity, RSR)과 상대손실강성율(relative loss rigidity, RSR)과 상대손실강성율(relative loss rigidity, RLR)의 변화가 r값과 경화촉진제의 종류에 영향을 받았다. 그리고 DSC결과는 r값이 감소함에 따라 경화가 촉진되는 것으로 나타났다. 경화물의 성질을 조사하기 위하여 사용된 DMA로부터 얻어진 유리전이온도(glass transition temperature, T$_{g}$)와 가교결합간의 평균분자량(average molecular weigh between crosslinks, M$_{c}$은 사용한 두 경화촉진제에 대하여 r값의 영향이 다르게 나타났다. BDMA의 경우는 T$_{g}$가 1:1화학양론비인 r=0.9에서 최고치를 보였으나, 2E4MZ-CN은 r이 감소함에 따라 계속 증가하는 양상을 보였다. 이와 같은 경향은 2E4MZ-CN을 경화촉진제로 사용하였을 때 에폭시가 과량으로 될수록 잔류 에폭시기들간의 에케르반응이 추가적으로 일어나 M$_{c}$가 감소하기 때문이다.

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Detecting Dissolve Cut for Multidimensional Analysis in an MPEG compressed domain : Using DCT-R of I, P Frames (MPEG의 다차원 분석을 통한 디졸브 구간 검출 : I, P프레임의 DCT-R값을 이용)

  • Heo, Jung;Park, Sang-Sung;Jang, Dong-Sik
    • Journal of the Institute of Convergence Signal Processing
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    • v.4 no.3
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    • pp.34-40
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    • 2003
  • The paper presents a method to detect dissolve shots of video scene change detections in an MPEG compressed domain. The proposed algorithm uses color-R DCT coefficients of Ⅰ, P-frames for a fast operation and accurate detection and a minimum decoding process in MPEG sequences. The paper presents a method to detect dissolve shot for three-dimensional visualization and analysis of Image in order to recognize easily in computer as a human detects accurately shots of scene change. First, Color-R DCT coefficients for 8*8 units are obtained and the features are summed in a row. Second, Four-step analysis are Performed for differences of the sum in the frame sequences. The experimental results showed that the algorithm has better detection performance, such as precision and recall rate, than the existing method using an average for all DC image by performing four step analysis. The algorithm has the advantage of speed, simplicity and accuracy. In addition. it requires less amount of storage.

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Effect of the Sag Height of a PDMS Microlens on the Acceptance Angle of an Artificial Compound Eye (겹눈 모사 구조체에서 마이크로 렌즈의 높이가 빛의 수용각에 미치는 영향 연구)

  • Jihyun, Jung;Mihee, Park;Hyerin, Song;Kyujung, Kim
    • Korean Journal of Optics and Photonics
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    • v.34 no.1
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    • pp.13-21
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    • 2023
  • We have investigated the acceptance angle and imaging performance of a curved artificial compound eye (ACE), depending on the sag height of the microlens array to maximize its sensitivity to light. When the h/r values increased from 0.22 to 0.37, the acceptance angle of the curved ACE was expanded from 28.70° to 49.02°, which is an enhancement by 70.8%. With the designed optical system, it was demonstrated that a microlens located at the 23rd position from the center of the main lens could still focus an incident beam tilted at 56.35°, so that the letter F was clearly observed.

The Crystal Structure of Sulfisomidine (설피소미딘의 결정구조)

  • Jeong, Jong-Sun;Jo, Seong-Il;Jeong, Yong-Je
    • Korean Journal of Crystallography
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    • v.2 no.2
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    • pp.22-27
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    • 1991
  • 4-Amino-n-(2,6-dimethyk4-pyrimidnyl) benzenesulfonamide, C12H14N402. Unit cell parameters are a =12.626, b=11.262, c=9.375, a:b:r=90°, V =1333.07h3, D,at=1.390 g /cm3, and λ(Cu-Ka)=1.5418, The space group is Pca21, Orthorhombic. The final R factor of 1068 unique observed reflections is R=0.040. Two pair of molecules which related by symmetry operation has strong hydrogen bond. One is between H(N2) and N(3), and the other is H(NIA) and 0(1).

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An Image Processing System to Estimate Pollutant Concentration of Animal Wastes (가축 분뇨의 오염물질 농도 추정을 위한 영상처리 시스템)

  • 이대원;김현태
    • Journal of Animal Environmental Science
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    • v.7 no.3
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    • pp.177-182
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    • 2001
  • This study was conducted to find out the coefficient relationships between intensity values image processing and pollution density of slurries. Slurry images were obtained from the image processing system using personnel computer and CCD-camera. Software, written in Visual $c^{++}$, combined the functions of the image capture, image processing and image analysis. The data of image processing for slurries were analyzed by the method of regression analysis. The results are as follows. 1. Red(R)-values among image processing data were obtained the highest correlation coefficient 0.9213 for detecting COD. Also, green(G)-value were obtained the highest correlation coefficient 0.9019 fur detecting BOD. Blue(B)-value could not find significant values to detect the pollution resources density. 2. Hue(H)-values among image processing data were obtained the highest correlation coefficient 0.9466 for detecting BOD. This fact could be used in detecting BOD 3. Green(G)-value, GRAY-value, Hue(H)-value, Saturation(5)-value and Intensity(I)-value were the correlation coefficient more than 0.8 for BOD. Hue(H)-value was higher correlation coefficient than any other value. It was possible to detect pollution density of slurries by using the image processing system. 4. Red(R)-value, GRAY-value and Saturation(5)-value were obtained the correlation coefficient more than 0.8 for detecting COD. a-value had the highest correlation coefficient Among these values. It was possible to detect density indirectly by using the image processing system. 5. SS-density were obtained the correlation coefficient less than 0.8 by using the image processing system. The density of $NH_4$-N and $NO_3$-N were obtained correlation coefficient less than 0.2.

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