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구기동(Ki-Dong Koo),김상호(Sang-Ho Kim),류진상(Jin-Sang Ryu),이재영(Jae Young Lee),서종철(Jong Cheol Seo),장훈(Hoon Jang) 대한설비공학회 2009 대한설비공학회 학술발표대회논문집 Vol.2009 No.-
This is to report the result of Development of Single effect/Double lift absorption chiller & heater which is used in the district heating net work. The heating cycle was newly developed to make the secondary hot water from evaporator and the cycle change-over function was added for the heating to the cooling mode and the cooling to the heating mode. Finally, it was assured through the site trial operation that the outlet temperature of primary hot water can be produced lower than 68℃ when the outlet temperature of secondary hot water is 60℃.
포트폴리오 구성을 위한 최적 시뮬레이션의 활용에 관한 연구
구기동 ( Ki Dong Koo ),이종구 ( Jong Gu Lee ) 한국경영공학회 2013 한국경영공학회지 Vol.18 No.2
This study was conducted for checking a developing process and a model of the Optimal Asset Allocation by the Mean-variance Model and the Optimal Simulation. Used mainly as an objective function, the Asset Allocation decides investment proportion by minimizing a risk and making a rate of return a constant. The model of Asset Allocation has developed from the Mean-variance Model, the linear model, the simulation model to the Optimal Simulation step by step. In the fist stage of combining the models, a parameter for simulation and optimization is estimated by creating input data. The second stage is that the Optimal Asset Allocation is produced by the quadratic programming. In the final step, the optimal range is calculated by the Optimal Simulation. And the optimal range is divided into the best case and the worst one. Each model draws an optimal investment proportion through an objective function. In a situation where a risk is the least, an investment proportion to a safe asset having low fluctuation appeared high independently of the model`s type. While a resource distribution is done by the Mean-variance Model, the Optimal Simulation suggested a resource distribution to risky asset under the same conditions. Therefore, it was found that there was a difference in distributing resource between the two models. It is showed that the Optimal Simulation can be used to select a concrete investment and to expect a range of a resource distribution among risky assets. The basis that chooses an asset achieving dominant result or minimizing risk by duration among individual assets can be offered. Because the domestic stock market has strong fluctuation, rather than the Mean-variance Model distributing resource conservatively, active method of resource distribution, the Optimal Simulation can make more profit. And the Optimal Simulation needs to be used actively in practical section because it has a strength the Mean-variance Model doesn`t have.