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      • 조기상환 함수를 이용한 MBS 가치산정에 관한 연구

        李炅奎 亞州大學校 大學院 2005 국내석사

        RANK : 247631

        본 논문에서는 MBS의 가치평가에 있어서 핵심적인 요인인 조기상환 함수을 측정하기 위해 차입자의 조기상환 행태를 예측하는 조기상환 함수를 Schwartz-Torous(1989)가 사용한 Proportional Hazards 모델을 사용하여 이자율 기간구조, 조기상환 존재 시 가치와 단순 원리금 상각 만을 고려한 가치의 비율, 계절적 요인 등의 다양한 설명변수가 설명해 주는 통계적인 조기상환 함수를 한국주택저당유동화주식회사의 데이터와 결합하여 매 시점에서의 조기상환 확률을 구현하여 투자자에게로 현금흐름을 추정해 보고, MBS를 구성하는 각 모기지(Mortgage)의 이자율 경로가 의존적이라는 특성을 고려해 이에 적합한 몬테-카를로(Monte-Carlo) 시뮬레이션을 이용해 각 시점을 이자율을 산출하여 이를 먼저 구해진 다양한 동기의 조기상환 행태가 고려된 현금흐름을 할인하여 최종적으로 연체위험까지 반영된 MBS의 가치를 구해 보았다. This paper estimates the mortgagor’s prepayment, which is the most important factor in the valuation of Mortgage-Back Securities, by using Schwartz and Torous’ Proportional Hazards Model. This Model can explain the combinational influence on the mortgagor’s prepayment decision by introducing various explanatory variables and covariates, for example the spread between long-term interest and short-term interest, the effect of previous prepayment and seasonality etc. By integrating KoMoCo’s empirical prepayment into the prepayment function, we get a probability of prepaying at each point and calculate the cash flow into the investors for MBS. And considering that the interest process of MBS is path-dependent, the interest rates are generated by Monte-Carlo Simulation at each point. Finally, through adding delay risk, this paper provides the complete value of MBS, which is the discounted total cash flow by the interest rates.

      • Binary CDMA를 이용한 車輛 多重配線 시스템 설계 및 구현

        이경규 忠南大學校 大學院 2002 국내석사

        RANK : 247631

        Multi-code CDMA(MC/CDMA) system is a good way of sending multi-channel data through a single-wired or wireless physical channel. The end-product signal of the baseband transmitter of MC/CDMA system has multi-levels since the binary data signals are multiplied by spreading codes and eventually summed up. When the number of data channels is increased, the number of multi-levels is also increased. For example, if there are 251 data channels with spreading factor of 256, the number of multi-levels is 252. A new technology was reported by Ryu, et al. [1]. Since the probability of occurrence of levels differs, through clipping they send only a few levels that have high probability of occurrence. In this paper, we show that the above clipping method yields large transmission errors when the number of data channels is large. We suggest a new method of reducing the number of multi-levels drastically. In the above example of 251 channels, we only choose 8 levels out of 252 multi-levels using a non-uniform quantization. The chosen 8 multi-levels are PCM coded with three bits in turn and finally binary signals are transmitted. This method is one of binary CDMA technologies. The binary CDMA technology is then applied to the automotive multiplexed wiring system. Through this way, a multiplexed (maximum 250:1) wiring system is suggested. The validity of the proposed method is verified through computer simulations and FPGA implementation.

      • 디젤발전기와 ESS의 특성을 고려한 분산전원 시스템의 제어 전략

        이경규 충북대학교 일반대학원 2016 국내석사

        RANK : 247631

        Recently, to solve the energy and environmental problems caused by the fossil fuel depletion and the global warming, it has been widely studied in the area of power electronics research to increase the energy efficiency and to implement the green energy system. The hybrid energy system can be installed a diesel generator with ESS (Energy Storage Systems) and PV (Photo Voltaic) unit to optimize the fuel consumption efficiency of a diesel generator. It is important to reduce the consumption of fossil fuel in the diesel generator. To reduce the fuel consumption of the diesel generator, the generator output power is regulated at the rated power by integrating the hybrid energy system with energy storage systems. Hybrid energy system can be co operation with renewable energy source to reduce power of diesel generator. Due to the slow response characteristic of battery, it may not track instantly. Therefore, the uncompensated battery power is to be compensated by supercapacitor. Also using the control strategy of ESS, the supercapacitor can extend the lifetime of battery. But for using the battery with other distributed sources, it has to consider the SOC (State of Charge) of battery during the operation. When SOC is out of range, the ESS cannot operate properly then the system cannot supply the demanded power to load exactly. So, the system control strategy with considering the battery SOC can be ensuring the reliability and electric power quality of power supply. Each system was modeled using PSiM. To simulate the hybrid energy system, the load was used as the average load of 20 kW. When the hybrid system applied, fossil fuel efficiency of diesel generator was improved, stable power was supplied in response to the load.

      • 歷史學習資料로서의 歷史地圖에 관한 調査 分析

        이경규 경북대학교 교육대학원 1991 국내석사

        RANK : 247631

        Historical maps are one of the most important materials in historical learning materials. The historical atlas contains many of historical maps, summaries or graphs, photographs. Therefore, it is remarkably important learning material in history teaching. Thus, the historical atlas is helpful to school education when it is used with textbook. The intent of this study is to comparatively analyze historical maps contained in the middle and high school "Korean History" textbooks and seven kinds of "High School Historical Atlas". The results of this study are as follows; 1.Relative importance of periodical classification in the middle and high school "horean History" textbooks is concentrated in the ancient times. 2.Relative importance of sphere classification in the middle and high school "Korean History" textbooks is expressed political, economical and cultural parts in order. 3.In the middle and high school " Korean History", textbooks, the same kinds of historical naps are overlapped a lot. 4.Because the present "High school Historical Atlas" is published separately compared with prior "High School Atlas", papers and contents are increased a lot. 5.Analyzing the, printed papers composition in the " High School Historical Atlas", to mention the contents of both "Korean History" and of U World History" concurrently is helpful for a learner. 6.Because " High School Historical Atlas" in seven kinds of "High School ' Historical Atlas" is one of comprehensive materials, " C Historical Atlas" may be relatively helpful. 7.From a point of in the "Korean History" unit composition of seven kinds of "High School Historical Atlas"," F,D Historical Atlas" can be useful.

      • 초등학교 고학년의 동시 쓰기 지도방안 연구

        이경규 순천대학교 2002 국내석사

        RANK : 247631

        As there are obvious difference in each child's ability for juvenile poem writing, while some children express properly their thinking on poem, others don't clarify line or verse. To cope with the difference of ability, we try to develop children's ability for juvenile poem writing by cooperative learning of each circle. As we teach them juvenile poem writing by cooperative learning of each circle, Park-Yeongmok's process central writing model is applied to the concrete steps. Generating idea through brain storming strategy, structuring idea through bundle making strategy, expressing through draft writing strategy and corrective writing through conference and correction were the process of the step, where the type of cooperative learning of each circle was applied to generating idea and corrective writing levels. Idea generating activity through cooperative learning of each circle was successful to make lots of idea with variety of experience of children and cooperative relation of schemers, and make children's ability to find idea from circumstance of them expanded. Small circles were composed after investigating children's interest rate for juvenile poem and condition checking through pre-test that how much children know about basic concept of poem and how fairly they could write poem. First of all, 'poem reading room' corner was set up and run, and then, we made them do memory reading by selecting 'this week's poem', and we made our effort to establish good class atmosphere by making and using illustrated poems for each circle. For next procedure, we test them after teaching three line poem writing, writing poem by dividing paragraph into lines and verses, making parody that exchange some part of poem to other words after presenting a poem, writing poem for a subject through cooperative learning of each circle and writing poem for free subject through cooperative learning of each circle. As a result of doing those, we found that children's interest rate for poem had remarkably been raised. For establishing basic concept, among various kinds of concept to be taught at elementary school, their ability to use metaphorical word, clarify line and verse and write poem with rhythm had largely been improved, thus, teaching method for poem writing through cooperative learning of each circle is useful way to make establishment of basic concept of poem for children. Even though teaching methods have been various by treating all the process of juvenile poem writing from idea generating to corrective writing on the study, any profound study at each process and structural strategy have not been accessible. Therefore, on the following study, various strategy to be applied to each process should be developed. Suggestions for the way of following study on the basis of the conclusion are as follows. Firstly, Children's way of thinking and imagination should not be restricted by teacher's way of thinking for poem on juvenile poem writing. Secondly, a teacher must support his pupils to feel a sense of closeness for juvenile poem by making them enjoy it and have more chances to be close to it, and the teacher shall make his every effort to strict vision of teaching, improve teaching methods so that children could be raised with right characters as they were pleased by expressing their feeling into juvenile poem.

      • 고령환자군의 뇌동맥류에 대한 혈관내 수술의 치료결과

        이경규 경북대학교 2012 국내석사

        RANK : 247631

        Objective : Subarachnoid hemorrhage (SAH) is known to have a high mortality rate and increase incidence by aging process. To old aged patients, treatment of cerebral aneurysm is controversial due to multiple factors, regarding underlying disease, life expectancy and treatment risk. We reviewed treatment outcome of the patients older than 65 years who had cerebral aneurysm (s) by using endovascular technique. Methods : Between 2000 and 2009, 177 patients who aged over 65 years were treated by endovascular management. Among them, 116 patients were presented with SAH and 61 patients were unruptured aneurysm. In SAH group, treatment outcome was evaluated by Glasgow Outcome Scale (GOS) at discharge and modified Rankin Scale (mRS) at 3 months. In unruptured aneurysm group, rocedure complication and recurrence of the cerebral aneurysm were evaluated. Results : 177 patients harbored 209 aneurysms in total. GOS for the patients with SAH at discharge was good recovery (n=82, 71%), mild disability (n=7, 6%), severe disability (n=18, 15%), vegetative (n=3, 3%) and death (n=6, 5%). Three months mRS was good condition (mRS 0-2) in 83 patients, poor condition (mRS 3-5) in 26 and death in 1. Regarding the factors related with good recovery in SAH groups, initial Hunt and Hess grade showed statistical significance. In the group of unruptured aneurysm, only 1 patient (1.6%) had a procedure rupture and related in symptomatic intracerebral hemorrhage. Conclusion : Based upon our data, coil embolization of cerebral aneurysm was relatively safe and effective to older patients.

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