경북 울진 코리아 광상의 자수정에 대한 보석학적 특성과 유체포유물 연구

김교태,이미령 부산여자대학 2008 釜山女子專門大學 論文集 Vol.30 No.-

Three types of fluid inclusions are trapped within the amethyst and quartz crystals from Uljin Korea Amethyst pegmatite, Uljin-Gun, Gyeongbuk province. Type I inclusions are liquid-rich and salinity ranged 0~7 wt% NaCl, and the homogenization temperatures(Th) ranged 91 ~231 ℃ showing eutectic temperatures(Te) -52~-20℃. Type II inclusions are vapor-rich and salinity ranged 3~6 wt% NaCl and Th ranged 230~278℃ also showing Te -56~-23℃. Type III inclusions contain a daughter minerals other than NaCl showing salinity 32~36 wt% NaCl and Th 210 ~271 ℃. Based on the petrographic textures such as kink banding, wavy extinction, and formation of subgrain imprinted in quartz crystals from the host Buncheon granite gneiss and Korea Amethyst pegmatite and the heating and cooling behavior of the studied fluid inclusions, the host Buncheon granite gneiss and Korea Amethyst pegmatite experienced recrystallization suggesting that three types of fluids were metamorphic in origin. In terms of gemological characteristics, the amethyst from the Korea amethyst deposit can be distinguished from the synthetic amethyst based on the distinctive two and three-phases fluid inclusions. Compared to amethysts from those Eonyang and Samcheonpo, it is noticeable that amethysts from Uljin Korea Amethyst mine do not contain NaCl-bearing and CO2-rich fluid inclusions.

KERMA-Based Radiation Dose Management System for Real-Time Patient Dose Measurement

김교태,허예지,오경민,남상희,강상식,박지군,송용근,박성광 한국물리학회 2016 THE JOURNAL OF THE KOREAN PHYSICAL SOCIETY Vol.69 No.1

Because systems that reduce radiation exposure during diagnostic procedures must be developed, significant time and financial resources have been invested in constructing radiation dose management systems. In the present study, the characteristics of an existing ionization-based system were compared to those of a system based on the kinetic energy released per unit mass (KERMA). Furthermore, the feasibility of using the KERMA-based system for patient radiation dose management was verified. The ionization-based system corrected the effects resulting from radiation parameter perturbations in general radiography whereas the KERMA-based system did not. Because of this difference, the KERMA-based radiation dose management system might overestimate the patient’s radiation dose due to changes in the radiation conditions. Therefore, if a correction factor describing the correlation between the systems is applied to resolve this issue, then a radiation dose management system can be developed that will enable real-time measurement of the patient’s radiation exposure and acquisition of diagnostic images.

Feasibility Study on an Integrated AEC-Grid Device for the Optimization of Image Quality and Exposure Dose in Mammography

김교태,윤량영,한무재,허예지,송영근,허성욱,오경민,박성광 한국물리학회 2017 THE JOURNAL OF THE KOREAN PHYSICAL SOCIETY Vol.71 No.8

Currently, in the radiation diagnosis field, mammography is used for the early detection of breast cancer. In addition, studies are being conducted on a grid to produce high-quality images. Although the grid ratio of the grid, which affects the scattering removal rate, must be increased to improve image quality, it increases the total exposure dose. While the use of automatic exposure control is recommended to minimize this problem, existing mammography equipment, unlike general radiography equipment, is mounted on the back of a detector. Therefore, the device is greatly affected by the detector and supporting device, and it is difficult to control the exposure dose. Accordingly, in this research, an integrated AEC-grid device that simultaneously performs AEC and grid functions was used to minimize the unnecessary exposure dose while removing scattering, thereby realizing superior image quality.

주가지수 선물시장과 현물시장간의 하루중 변동성을 이용한 선도-지연관계에 대한 연구

김교태 부산여자대학 1999 釜山女子專門大學 論文集 Vol.21 No.-

The purpose of this study is to study the intraday volatility relationship between futures market and cash index market. Analysis data are one minute transaction data of KOSPI 200(Korea Stock Price Index 200) futures market and cash market for all trading days in the time period from May 3. 1996. stock price index futures is introduced. to December 5. 1998. Empirical results indicate that the transmission of intraday returns volatility between the two markets is detected. Although feedback effect exists between futures volatility and cash index volatility. the leading effect of futures volatility is dominant. Price innovation that originate in futures market can predict the future volatility in the cash market. Keyword: intraday volatility. lead-lag relationship

最初公募株의 低評價 水準과 長期成果의 關係

김교태,백승엽,강석규 부산여자대학 1997 釜山女子專門大學 論文集 Vol.19 No.-

This study investigates the relation between the long-run performance and the level of initial underpricing of initial public offerings(IPO) in Korean market. We examine the post-issue stock price performance and operating performance of IPO. Our initial sample of IPO is collected for the period 1988.7 to 1990.3. We calculate results for the final sample of 168 IPO firms. The IPO sample is split into two subsamples based on median underpricing. A comparison of the two groups(L, H) on the long-run performance is shown. The empirical results presented in this study are as follows. First, firms that underprice more experience higher long-run cumulative average excess returns(CAR), and the IPO fmns with less underpricing show the existence of the long-run underperformance. Second, the difference of CAR between two groups is significantly different from zero at the 0.1 level. Therefore, underpricing has significant explanatory power in predicting aftermarket long-run return of IPO. Third, IPO firms exhibit a substantial decline in post-issue operating performance relative to their pre-issue levels. Firms that underprice more provide superior profitability and total asset turnover relative to other issuing firms. Thus, underpricing is a signal of quality as proxied by the operating performance measures employed in this study. Overall, our results indicate that IPO firms are unable to sustain their pre-issue operating performance levels. Our results are consistent with earlier studies that have documented low stock returns for IPO firms for several years subsequent to going public. Additionally, this study exhibits a positive relation between the long-run performance and the degree of underpricing of IPO.

실시간 환자선량 측정을 위한 KERMA 기반의 피폭관리시스템에 대한 연구

김교태,강민태,최근영,박병규,한무재,허예지,박지군,남상희 대한방사선방어학회 2015 대한방사선방어학회 학술발표회 논문요약집 Vol.2015 No.10

진단영상 시스템에서 선량크리프 현상의 최소화를 위한 고감도 AEC 센서에 관한 연구

김교태,한무재,허예지,김주희,강상식,박지군,남상희 한국방사선학회 2016 한국방사선학회 논문지 Vol.10 No.5

선량 크리프는 임상적 오류 중 하나로 검사자의 미숙 또는 부주의에 기인하여 발생하는 현상으로 AAPM Task Group #116에 의하면 디지털 방식의 시스템에서 지속적인 발생이 보고되고 있다. 이러한 현시점에서 선량 크리프 현상을 최소화할 뿐만 아니라 재현성 향상이 가능한 자동노출제어장치의 요구가 증가하고 있 다. 이에 본 연구에서는 제작이 쉬울 뿐만 아니라 고효율 반도체 센서에 대한 연구를 수행함으로써 선량 크리프 현상을 저감할 수 있는 자동노출제어장치의 센서에 대하여 고찰하고자 하였다. 연구 수행 결과, 제 작된 I형 센서 및 PIN형 센서의 경우 Ref 센서와 비교하면 광학적 특성이 우수하여 음영효과가 적게 나타 날 것으로 사료되고, 대체로 낮은 민감도 특성이 나타나지만, 조사 조건 변화에 따른 일정한 추세를 가짐으 로써 정확한 피드백 신호를 자동노출제어장치에 제공할 수 있을 것으로 사료된다. Dose creep is one of clinical errors that arises from the tester’s inexperience or carelessness, and according to Task Group #116 of American Association of Physicists in Medicine, its continued occurrence is being reported in the digital method. At this point, the demand for an automatic exposure control device that minimizes the dose creep phenomenon and can improve reproducibility is increasing. In this study is to consider the automatic exposure control device sensor that can is not only easy to produce, but also reduce the dose creep phenomenon by conducting a research on high-efficient semiconductor sensor. As a result, the Intrinsic-type and PIN-type sensors have excellent optical property compared to Ref sensor, would have less shading effect, and have relatively low sensitivity, but would provide accurate feedback signals to automatic exposure control device with its consistent tendency according to exposure condition changes.

한국증권시장과 나스닥증권시장의 동조화

김교태,강석규 부산여자대학 2000 釜山女子專門大學 論文集 Vol.22 No.-

This study investigates the transrnission of Price Volatility between Korea stock and Nasdaq stock markets using opening, closing, high, low price data for the period from ]anuary 4, 1999 to March '2:1, 2001. The empirical results based on vector autoregression and bivariate AR(l)GARCH (1 , 1) model are as foIlows; Firstly, Transrnission of price volatility exist between the two markets. Price volatility spillover effects from Nasdaq stock market to Korean stock market are observed. And, Price volatility spillover effects are larger under bearish market than under the buIlish market. Secondly, Price changes in Nasdaq stock market influence the opening price volatility in Korean stock market. The conditional mean retum of Korean stock market exhibits a positive spillover effect from the prior Nasdaq stock market.

옵션복제와 일정비율 포트폴리오 보험전략에 관한 이론적 검토

김교태,강석규 부산여자대학 1996 釜山女子專門大學 論文集 Vol.18 No.-

One of the most challenging problems in investment analysis is the control and reduction of risks. In his paper, Markowitz(1952) shows how to manage a portfolio of risky assets that is, stocks, through diversification. Markowitz’'s method could be considered as “static” in nature, since the strategy calls for only a single trading action at the beginning of the investment period. Dynamic Assets Allocation, in contrast, demands a continuous and active shifting of the content of a portfolio between two and more assets in response to changes in the portfolio or external economic states. One major benefit of Dynamic Assets Allocation Strategies is their ability to customize the pattern of the portfolio's expected payoff to suit any investor preference including those that would result from a combination of stocks and options. Portfolio Insurance is one of the most popular applications of Dynamic Assets Allocation. Portfolio Insurance's objective is to provide protection to the insured portfolio from devaluing beyond a pre-specified floor level(minimun acceptable portfolio value) and, at the same time, allows the insured portfolio to capture the upward move of the risky assets in the portfolio. This paper theoretically is to analyzes characteristics of the two well-known and widely implemented portfolio insurance strategies:Option Replcating Portfolio Insurance (ORPI) and the relatively more recent strategies, Constant Proportion Portfolio Insurance (CPPI). Also, this study is to analyze mahors factors that influence portfolio insurance's outcome and employing problems of the two major portfolio insurance technique. The conclusions of this study are (1) Portfolio insurance costs can seriously dampen any gain from a portfolio. (2) The result of the buying-high-and-selling-low nature of the portfolio insurance increases volatility of stock price. (3) Portfolio insurance by the dynamic asset allocation technique failed to insure equity portfolios against the extreme situation(the 1987 market crash). (4) Nevertheless, the concept of portfolio insurance still remains important because of reasons as follow First, portfolio insurane still works in most situation(except in once in a life-time "crash"). Second, replication strategies can be tailored to the portfolio that is to be insured(maturity), and can be useful for investors who want to alter their level of protection aganist traded options.

굴 산지시장의 시장구조관계

김교태,강석규 부산여자대학 2001 釜山女子專門大學 論文集 Vol.23 No.-

This study investigates about the time series properties of price and trading volume, the short-term and long-term relationships between price and trading volume, and the determinants of trading volume in the Oyster producing market. Data used in this study correspond to daily price and trading volume covering the time period from January 1998 to April 2001. The empirical results may be summarized as follows : First, Price and trading volume follow random walks and they are integrated of order 1. The first difference is necessary for satisfying the stationary conditions. Second, Price and trading volume are cointegrated in long run. Error correction model suggest that trading volume tends to adjust to price in the long run and that price tends to lead trading volume in the short run. Third, price and price volatility is a determinant of trading volume. That is trading volume is a function of price.