koch curve 구조를 갖는 마이크로스트립 패치 안테나 설계 및 연구

김선웅(Kim Sunwoong),김근식(Kim Guensik),최동유(Choi Dongyou),백종상(Back Jongsang),박혜민(Park Hyemin),윤영우(Yun Yeongu),이성로(Lee Seongro) 한국통신학회 2014 한국통신학회 학술대회논문집 Vol.2014 No.11

고객 평가를 통한 고급차 안락감 개선

김선웅(Sunwoong Kim),홍오영근(Younggeun Oh),홍강성식(Sungsik Kang) 한국자동차공학회 2013 한국자동차공학회 부문종합 학술대회 Vol.2013 No.5

This is a good example of participatory design which is one of widely used user-centered design method on vehicle seat design, especially for the seat comfort engineering. The volunteered 32 actual (or potential) customers (age: 20-60, similar distributions for height and weight compare to SizeKorea) were participate on consumer clinic for evaluating static seating comfort. The 2 hours of long-term driving evaluation was conducted with the 6 experts (5male, 1 female) in vehicle seat industry. The improvement effect were found from both objective and subjective results (P<0.05) in short-term evaluation. However, people can distinguish the differences through their sense (p<0.05) between two seats even though the two seats have almost same mechanical properties according to measure the load-deflection. There’s no significant decrease from initial stage on discomfort ratio after 2 hours driving with 2 improved seats but 1 current manufactured seat. It can be easily found the effect of improvements on both short- and long-term evaluation. However, there’re still remaining the issues how they are correlate between objective and subjective evaluation data.

시뮬레이터 개발을 위한 154kV 변전소의 논리회로 모델링

김선웅(Sunwoong Kim),고웅(Woong Ko),박종근(Jongkeun Park),양민욱(Minuk Yang),김건중(Kernjoong Kim) 대한전기학회 2013 대한전기학회 학술대회 논문집 Vol.2013 No.7

부산국가지질공원 이기대 · 오륙도 지질명소에 분포하는 지질유산의 가치평가와 이를 활용한 지오투어리즘

김선웅(Sunwoong Kim),강가령(Karyoung Kang),손문(Moon Son),백인성(Insung Paik),임현수(Hyounsoo Lim),김진섭(Jinseop Kim) 한국암석학회 2017 암석학회지 Vol.26 No.2

지질유산은 지질다양성을 보전하기 위해 지정된 구체적인 개개의 지형 · 지질사례를 의미한다. 지오투어리즘은 지질유산을 대상으로 하여 지질과 지구의 역사에 대한 이해를 구하는 활동으로 지질자원의 다양성을 보전하고 이를 통하여 지역의 발전을 가져오는 광범위한 활동이다. 부산국가지질공원 인증에 따른 이기대-오륙도 지질명소의 탐방객 급증은 핵심영역인 지오투어리즘의 개발과 적용을 통한 지질명소와 지질공원의 효율적인 운영이 필요하게 되었다. 지질유산별 상세한 가치평가를 통하여 응회질 퇴적암, 함각섬석암맥, 구리광산, 돌개구멍이 심화단계의 중심점으로 화산쇄설암, 해식동, 해식애, 파식대, 토르와 도서(島嶼)가 기초적인 중심점으로 설정되었다. 이 중심점들을 토대로 본 연구에서는 교양과 전문가 수준의 단계별 지오투어리즘과 개인, 가족 그리고 소규모 그룹으로 구성될 수 있는 단위별 지오투어리즘에 대한 개념을 정립하고, 각급 학교단위 규모의 지오투어리즘에 대한 방향을 제시하였다. Geoheritage is designated to preserve geodiversity of geological and geomorphological cases. Geotourism is an extensive activity that aims at the understanding of geology and earth‘s history for the geoheritage and for developing regions through preserving the geodiveristy of geoheritage. Igidae-Oryukdo is geosite of Busan National Geopark and its visitors are expected to grow rapidly. Accordingly, for the effective use of the geosites, The development and application of geotourism is required. This study suggests that tuffacious sedimentary rocks, hornblende megacrysts-bearing dike, copper mine, marine potholes should designated as the central points for advanced learning stage; volcanic breccia, sea caves, sea cliffs, wavecut platform, tor and islands as the central points for basic learning stage. Based on this central points, this study established concepts for getourism in this study area at basic and expert level for individual and family tourists, and also small or large groups such as school students.

외국인 거래정보를 이용한 트레이딩시스템의 성과분석

김선웅(Sunwoong Kim),최흥식(Heungsik Choi) 한국경영과학회 2015 經營 科學 Vol.32 No.4

It is a familiar Wall Street adage that “It takes volume to make prices move.” Numerous researches have found the positive correlation between trading volume and price changes. Recent studies have documented that informed traders have strong influences on stock market prices through their trading with distinctive information power. Ever since 1992 capital market liberalization in Korea, it is said that foreign investors make consistent profits with their superior information and analytical skills. This study aims at whether we can make a profitable trading strategy by using the foreign investors’ trading information. We analyse the relation between the KOSPI index returns and the foreign investors trading volume using GARCH models and VAR models. This study suggests the profitable trading strategies based on the documented relation between the foreign investors’ trading volume and KOSPI index returns. We simulate the trading system with the real stock market data. The data include the daily KOSPI index returns and foreign investors’ trading volume for 2001~2013. We estimate the GARCH and VAR models using 2001~2011 data and simulate the suggested trading system with the remaining out-of-sample data. Empirical results are as follows. First, we found the significant positive relation between the KOSPI index returns and contemporaneous foreign investors’ trading volume. Second, we also found the positive relation between the KOSPI index returns and lagged foreign investors’ trading volume. But the relation showed no statistical significance. Third, our suggested trading system showed better trading performance than B&H strategy, especially trading system 2. Our results provide good information for uninformed traders in the Korean stock market.

영남육괴 중부에 분포하는 해인사화강암의 SHRIMP U-Pb 저어콘 연대

김선웅(Sunwoong Kim),최정윤(Jeongyun Choi),김진섭(Jin-Seop Kim) 한국암석학회 2016 암석학회지 Vol.25 No.4

영남육괴 중부에 분포하는 시대미상의 해인사화강암에 대한 SHRIMP U-Pb 저어콘 연대측정을 수행하였다. 거창군 일대의 해인사화강암에서 채취한 7개의 시료에 대한 연대 측정 결과, 5개 시료에서는 192.4±1.4~195.5±1.9Ma로 대부분 오차범위 내에서 중첩되는 결과를 보이는 반면, 시료 H-11과 12의 시료에서는 각각 187.7±3.3Ma, 188.2±3.6Ma의 연령을 보여 비교적 젊은 시기를 지시한다. The SHRIMP zircon U-Pb age dating was carried out for the age-unknown Haeinsa Granite located in the middle Yeongnam Massif. SHRIMP zircon U-Pb age determinations of 7 samples from the Haeinsa Granite in Geochang area show two age groups. Ages from 5 samples (M-3-1, H-1, 3, 5, 10) are 192.4±1.4~195.5±1.9Ma, whereas ages from 2 samples (H-11 and 12) are 187.7±3.3 Ma and 188.2±3.6 Ma, respectively.

지능형 전망모형을 결합한 로보어드바이저 알고리즘

김선웅(Sunwoong Kim) 한국지능정보시스템학회 2019 지능정보연구 Vol.25 No.2

최근 은행과 증권회사를 중심으로 다양한 로보어드바이저 금융상품들이 출시되고 있다. 로보어드바이저는 사람 대신 컴퓨터가 포트폴리오 자산배분에 대한 투자 결정을 실행하기 때문에 다양한 자산배분 알고리즘이 활용되고 있다. 본 연구에서는 대표적 로보어드바이저 알고리즘인 블랙리터만모형의 강점을 살리면서 객관적 투자자 전망을 도출할 수 있는 지능형 전망모형을 제안하고 이를 내재균형수익률과 결합하여 최종 포트폴리오를 도출하는 로보어드바이저 자산배분 알고리즘을 새로이 제안하며, 실제 주가자료를 이용한 실증분석 결과를 통해 전문가의 주관적 전망을 대신할 수 있는 지능형 전망모형의 실무적 적용 가능성을 보여주고자 한다. 그동안 주가 예측에서 우수한 성과를 보여주었던 기계학습 방법 중 SVM 모형을 이용하여 각 자산별 기대수익률에 대한 예측과 예측 확률을 도출하고 이를 각각 기대수익률에 대한 투자자 전망과 전망에 대한 신뢰도 수준의 입력변수로 활용하는 지능형 전망모형을 제안하였다. 시장포트폴리오로부터 도출된 내재균형수익률과 지능형 전망모형의 기대수익률, 확률을 결합하여 최종적인 블랙리터만모형의 최적포트폴리오를 도출하였다. 주가자료는 2008년부터 2018년까지의 132개월 동안의 8개의 KOSPI 200 섹터지수 월별 자료를 분석하였다. 블랙리터만모형으로 도출된 최적포트폴리오의 결과가 기존의 평균분산모형이나 리스크패리티모형 등과 비교하여 우수한 성과를 보여주었다. 구체적으로 2008년부터 2015년까지의 In-Sample 자료에서 최적화된 블랙리터만모형을 2016년부터 2018년까지의 Out-Of-Sample 기간에 적용한 실증분석 결과에서 다른 알고리즘보다 수익과 위험 모두에서 좋은 성과를 기록하였다. 총수익률은 6.4%로 최고 수준이며, 위험지표인 MDD는 20.8%로 최저수준을 기록하였다. 수익과 위험을 동시에 고려하여 투자 성과를 측정하는 샤프비율 역시 0.17로 가장 좋은 결과를 보여주었다. 증권계의 애널리스트 전문가들이 발표하는 투자자 전망자료의 신뢰성이 낮은 상태에서, 본 연구에서 제안된 지능형 전망모형은 현재 빠른 속도로 확장되고 있는 로보어드바이저 관련 금융상품을 개발하고 운용하는 실무적 관점에서 본 연구는 의의가 있다고 판단된다. Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest

파괴양상에 따른 병렬전단벽 접합부의 변형률 특성

김선웅 ( Kim Sunwoong ),박완신 ( Park Wanshin ),엄남용 ( Eom Namyoung ),윤현도 ( Yun Hyundo ),장영일 ( Jang Youngil ) 한국구조물진단유지관리공학회 2013 한국구조물진단유지관리공학회 학술발표대회 논문집 Vol.17 No.1

생리신호를 이용한 운전자 피로감 평가 방법 개발

김선웅(Sunwoong Kim),박세진(Sejin Park),이영신(Youngsin Lee) 한국자동차공학회 2003 한국자동차공학회 춘 추계 학술대회 논문집 Vol.- No.-

The purpose of this study is to develop the evaluation method of driver's fatigue by bio signal in the actual automobile or simulator. Electromyography(EMG) and flicker value were used to evaluate the driver's quantitative fatigue. and Kwansei-gakuin sleepiness scale(KSS) and subject fatigue rate were used to evaluate the driver's qualitative fatigue.<br/> The experiment was performed on actual automobile. Subjects take a two kind of driving posture. One posture is open posture which have a large trunk-thigh angle(about 110° ), another posture have take a smaller trunk-thigh angle than open posture. The total distance of driving(about 250km), total driving time(about 3 hours), and driving speed(about 90km/h) were fixed.<br/> According to the results, lumbar had more discomfort than neck. Flicker values were decreased as time passed. And, open posture will help you to comfortable driving and to decrease driving fatigue.

헤드바를 갖는 커플링 보의 설계

김선웅(Kim, Sunwoong),천영수(Chun, Younsoo),박완신(Park, Wanshin),윤현도(Yun, Hyundo),서수연(Seo, Sooyeon),송진규(Song, Jingyu) 한국콘크리트학회 2013 한국콘크리트학회 학술대회 논문집 Vol.2013 No.5