• 재무관리연구
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• 제24권2호
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• pp.41-79
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• 2007

본 논문은 주가지수 선물과 옵션의 만기일이 주식시장에 어떠한 영향을 미치는가에 대한 분석을 통해 한국주식시장에서 만기일 효과가 존재하는지를 검증한다. 주가지수를 이용한 기존의 논문과는 달리 만기일에 현물 주식시장의 움직임을 개별 종목별로 분석했다는 점에서 본 논문은 차별성을 지닌다. 주가지수는 시장 움직임의 평균으로 개별 종목의 고유한 특성을 반영하지 못하기 때문에 주가지수를 이용한 분석은 만기일 효과를 해석하고 그 원인을 분석하는데 한계를 지니고 있다. 분석 결과 한국주식시장에서 선물 만기일 효과는 분명히 존재하지만, 옵션 만기일 효과는 뚜렷하지 않은 것으로 드러났다. 선물 만기일에 KOSPI 200 지수와 개별 종목은 가격상승 압력이 존재하고, 변동성과 거래량이 증가하며, 만기일 다음날 수익률은 반전하는 경향이 있는 것으로 나타났다. 그러나 비교표본인 NON-KOSPI 200 지수와 개별 종목에서 만기일 효과가 존재한다고 할 만한 증거를 찾지 못했다. 만기일 효과가 시장 전체적으로 나타나는 것처럼 보이지만 KOSPI 200에 속하는 대규모 기업에 한정되며, 장 후반에 집중적으로 나타난다는 사실은 프로그램 매매와 만기일의 결제제도가 만기일 효과의 간접적 원인임을 시사한다. 또한 만기일 다음날 가격이 반전하는 현상이 KOSPI 200에 속하는 대규모 기업에 한정되어 나타나는 사실은 만기일 효과가 새로운 정보의 반영에 의한 정보 효과(information effects)가 아니라 일시적 거래불균형에 의한 유동성 효과(liquidity effects)임을 보여주는 증거가 된다.

• 전기학회논문지
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• 제60권12호
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• pp.2270-2275
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• 2011

The sintering behavior and microwave properties of ferrite ($Ba_3Co_{2-2x}Zn_{2x}Fe_{24}O_{41}$ ceramics) were investigated for microwave applications. Also PIFA type antenna with ferrite was simulated. All samples were prepared by the solid state reaction method and sintered at $1350^{\circ}C$. All ceramics had relatively density above of 92% compare with theoretical density of $Ba_3Co_2Fe_{24}O_{41}$ ceramics. From the XRD pattens, the Z-type phase was existed as main phase in $Ba_3Co_{2-2x}Zn_{2x}Fe_{24}O_{41}$ ceramics. The permittivity and permeability of $Ba_3Co_{2-2x}Zn_{2x}Fe_{24}O_{41}$ ceramics were increased with Zn additions and decreased rapidly over frequency of 200~600 MHz. Several PIFA type antennas with ferrite and FR4 were simulated. All antenna structure had return loss of less than -10 dB at each resonant frequency. Simulated antenna using both ferrite and FR4 showed size reduction of 25% without a significant decrement of efficiency.

• 한국산업정보학회논문지
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• 제4권4호
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• pp.111-116
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• 1999

본 논문에서는 마이크로스트립의 단점인 대역폭을 개선하기 위해 마이크로스트림 전송선로가 있는 유전체 층(layer)과 복사 다이폴이 있는 유전체 층사이에 또 하나의 기생 다이폴(parasitic dipole)을 갖는 유전체 층이 있는 3층(3-layer)의 구조를 갖는 안테나를 제시하였다. 제시된 구조에서 파라미터들(복사 다이폴의 길이와 offset 위치, 기생 다이폴의 폭과 길이 및 기생 다이폴의 offset 위치 등)을 변화하여 궤환 손실(return loss)을 계산한 후, 최적 대역폭을 갖는 3-layer 안테나를 설계하였다. 그리고 설계된 3-layer와 기생 다이폴이 없는 2-layer 안테나의 대역폭을 각각 비교하였으며 또한 안테나를 제작 실험하여 이론치와 실험치를 비교 검토하였다. 앙상블(Ensemble 5.1)을 사용하여 시뮬레이션 하였다

• 한국자동차공학회논문집
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• 제16권1호
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• pp.71-77
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• 2008

This paper proposes an Electronic Throttle Body (ETB) model considering a non-linearity of DC motor driver which is integrated with a H-bridge and a gate driver. A propagation delay and reverse recovery time of switching components cause non-linear characteristic of DC motor driver. This non-linearity affects not only the amateur voltage of DC motor, but also entire behaviour and parameters of ETB. In order to analyze the behavior of ETB more accurately, this non-linear effect of DC motor driver is modeled. The developed ETB model is validated by use of the step response and ramp response experiments, and it shows relatively accurate results compared with linear DC motor driver model.

• Nuclear Engineering and Technology
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• 제52권6호
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• pp.1110-1119
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• 2020

The Floating Absorber for Safety at Transient (FAST) is a safety device used in the innovative Sodium-cooled Fast Reactor (iSFR). The FAST insert negative reactivity under transient or accident conditions. However, behavior of the FAST is still unclear under transient conditions. Therefore, the existing Floating Absorber for Safety at Transient Analysis Code (FASTAC) is improved to analyze the FAST movement by considering the reactivity and temperature distribution within the reactor core. The current FAST system is simulated under a single control rod withdrawal accident condition. In this investigation, the reactor thermal power does not return to its initial thermal power even if the FAST inserts negative reactivity. Only a 9 K of coolant temperature margin, in the hottest fuel assembly at EOL, can lead to unnecessary insertion of the negative reactivity. On the other hand, the FASTs cannot contribute to controlling the reactivity when normalized radial power is less than 0.889 at BOL and 0.972 at EOL. These simulation results suggest that the current FAST design needs to be optimized depending on its installed location. Meanwhile, the FAST system keeps the fuel, cladding and coolant temperatures below their limit temperatures with given conditions.

• 한국복합재료학회:학술대회논문집
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• 한국복합재료학회 2005년도 추계학술발표대회 논문집
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• pp.35-38
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• 2005

The Objective of this work was to design Composite Antenna Structures (CAS) and investigate impact behavior of CAS which was various curvature. This term, CAS, indicates that structural surface becomes antenna. Constituent materials were selected considering electrical properties, dielectric constants and tangent loss as well as mechanical properties. For the antenna performance, microstrip antenna layers inserted into structural layers were designed for satellite communication at the resonant frequency of 12.5 GHz and final demonstration article was. After making five kinds of curved CAS, which radii of curvature are flat, 200, 150, 100, 50 mm. The antenna performance changed in accordance with variation of curvature. The Reflection coefficient was independent of curvature but the gain decreased with the radius of curvature. The impact test equipment was Dyna-8250 drop weight tester. The impact characteristic in accordance with curvature is maximum absorb energy is same each other. The impact energy was 8.5 J. For various Impact energy test, five energy levels 3 J, 5 J, 7 J, 10 J, 20 J were used. The performance of impact damaged antenna was estimated by measuring the return loss and the radiation pattern. It was revealed that the performance of antenna was not related to the impact damage. Because the impactor did not damage the patch directly. CAS have good impact stability for the antenna performance.

• 한국광학회지
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• 제7권1호
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• pp.66-71
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• 1996

Floating guard ring(FGR) 구조를 갖는 avalanche photodiode(APD)는 제작이 매우 간단하고 제작된 소자의 신뢰성이 뛰어나기 때문에 고감도 특성의 고속동작 수광소자로 적합하다. 본 연구논문에서는 FGR APD의 구조설계, 제작공정 및 특성 측정 결과에 대해 논의하였다. FRG-APD는 이중확산 방법으로 제작하였으며 FGR이 가드링으로서 동작함을 2차원 이득특성 측정으로부터 확인할 수 있었다. 제작된 APD는 35GHz의 이득-대역폭 곱을 나타내었으며 2.5Gbps NRZ(Non-return-to-zero) 광신호에 대한 수신감도는 비트오율이 $10^{-9}$일 때 -31.9dBm이었다.

• Earthquakes and Structures
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• 제6권5호
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• pp.561-580
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• 2014

After strong earthquakes conventional frames used worldwide in multi - story steel buildings (e.g. moment resisting frames) are not well positioned according to reparability. Two innovative systems for seismic resistant steel frames incorporated with dissipative fuses were developed within the European Research Program "FUSEIS" (Vayas et al. 2013). The first, FUSEIS1, resembles a vertical Vierendeel beam and is composed of two closely spaced strong columns rigidly connected to multiple beams. In the second system, FUSEIS2, a discontinuity is introduced in the composite beams of a moment resisting frame and the dissipative devices are steel plates connecting the two parts. The FUSEIS system is able to dissipate energy by means of inelastic deformations in the fuses and combines ductility and architectural transparency with stiffness. In case of strong earthquakes damage concentrates only in the fuses which behave as self-centering systems able to return the structure to its initial undeformed shape. Repair work after such an event is limited only to replacing the fuses. Experimental and numerical investigations were performed to study the response of the fuses system. Code relevant design rules for the seismic design of frames with dissipative FUSEIS and practical recommendations on the selection of the appropriate fuses as a function of the most important parameters and member verifications have been formulated and are included in a Design Guide. This article presents the design and performance of building frames with FUSEIS 1-1 based on models calibrated on the experimental results.

• 대한전자공학회논문지TC
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• 제45권8호
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• pp.1-7
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• 2008

본 논문에서는 손실을 고려한 Metamaterial(MTM) 전송선의 단일 셀을 구성하고, 이 전송선에서 방사효과를 갖는 파라미터들의 실제 값을 구해본다. 그리고 이 단일 셀을 이용하여 분산 다이어그램을 그려, 여러 셀을 cascade로 연결하여 공진체로 사용하기 위한 조건들을 찾아낸다. 공진체로 사용할 시 종단을 단락 또는 개방을 하게 되는데, 각각의 경우에 따라 공진 주파수를 알아내기 위해 나타나는 입력 임피던스 혹은 입력 어드미턴스에 대해서 논의한다. 이를 이용하여 공진 체의 Quality Factor와 대역폭을 구하였으며, 공진 안테나의 입력 어드미턴스를 회로 시뮬레이션과 EM 시뮬레이션에서 비교하였다. 또한 단일 셀을 이용한 안테나를 설계하여, $0.05\lambda_0\times0.12\lambda_0$의 초소형 안테나로의 설계 시 방사효과 모델링이 어떤 영향을 미치는지 분석하였다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제8권1호
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• pp.74-90
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• 2014

Routing in mobile wireless sensor networks (MWSNs) is an extremely challenging issue due to the features of MWSNs. In this paper, we present a novel bio-inspired trusted routing protocol (B-iTRP) based on artificial immune system (AIS), ant colony optimization (ACO) and Physarum optimization (PO). For trust mechanism, B-iTRP monitors neighbors' behavior in real time and then assesses neighbors' trusts based on AIS. For routing strategy, each node proactively finds routes to the Sink based on ACO. When a backward ant is on the way to return source, it senses the energy residual and trust value of each node on the discovered route, and calculates the link trust and link energy of the route. Moreover, B-iTRP also assesses the availability of route based on PO to maintain the route table. Simulation results show how B-iTRP can achieve the effective performance compared to existing state-of-the-art algorithms.