초음파분무 열분해법으로 제조한 ZnO박막 특성에 미치는 F 첨가 및 열처리 효과

채미나 수원대학교 공학대학원 2018 국내석사

信用포트폴리오 危險 測定 模型 比較

조수진 水原大學校 金融工學大學院 2004 국내석사

1995년 바젤위원회가 금융기관 내부적으로 신용위험을 측정하고 자본준비금을 결정할 수 있는 내부모형(Internal Model)의 사용을 승인한 후, 신용포트폴리오 위험을 측정하는 다양한 모형들이 제시되고 있다. 대표적인 모형으로는 JP Morgan의 CreditMetrics^(TM), CSFB (Credit Suisse First Boston)에 의해 제안된 CreditRisk+, KMV의 Portfolio Manger(PM), 그리고 Mckinsey & Co.의 CreditPortfolio View(CPV) 등이 있다. 그러나 이들 각각의 모형들은 그 분석접근 방식이 복잡하고 또한 상호 상이하여, 모형간의 비교우위가 쉽지 않으며, 더욱이 금융기관이 자체적으로 개발한 내부모형과의 비교분석은 거의 이루어지지 않고 있다. 본 논문에서는 신용포트폴리오 위험을 측정하는 대표적인 모형 증 신용손실을 부도와 비부도 두 가지 형태로만 분류하는 부도방식(Default Mode)에 근거하여 보험업계의 확률계산모형을 응용한 CreditRisk+모형과, 역시 부도방식 (Default Mode)에 근거하여 개발한 A생명보험사의 내부모형 (Internal Model)을 이용하여 동일한 포트 폴리오에 대하여 측정된 Credit VaR를 비교해 보았다. After the Basel Committee allows financial institutions to use internal models to access credit risks on their investment portfolios in 1995, several credit risk management frameworks have been evolved including CreditMetrics^(TM) designed by JP Morgan, CreditRisk+ provided by Credit Suisse First Boston, CreditPortfolioView (CPV) presented by McKinsey & Co., and Portfolio Manger(PM) developed by KMV. Less progress has been made, however, with comparative analyses among above models, mainly due to the differences and complexities of each model' s based mathematical frameworks. Moreover, it has been rare indeed to conduct a comparative analysis between one of these models and a model developed by an individual financial institute internally. In this paper, the comparative analysis between Credit Suisse First Boston' s CreditRisk+ and a life insurance company A' s internal model. Even though both of models are based in 'Default Mode,' that is, a counterparty can have only two possible end-of-period states, default and non-default, the methodology of approaching to credit risk is quite different in two model. First, methodologies and assumptions of each model are explained, and then simulation exercises are designed to estimating Credit VaR using each model.

엔진 전자제어장치의 신뢰성평가에 관한 연구

이상덕 수원대학교 공학정보대학원 2006 국내석사

본 논문에서는 엔진 전자제어장치 ECU(Engine Electronic Control Units)의 신뢰성 평가를 다루고 있다. ECU의 기능, 작동 원리 및 개발 프로세스에서 수행되는 신뢰성 관련 업무를 소개하고, 신뢰성 평가를 위한 시험 항목, 조전 및 방법을 제시한다. 또한, ECU에 HALT(Highly Accelerated life Test)를 적용하는 절차와 방법 및 사례를 제시한다. This thesis is concerned with the reliability assessment of engine electronic control units(ECUs). The functions and mechanisms of ECU are investigated. The reliability tasks performed during development process, and the testing types, conditions and methods for reliability assessment are presented. The procedure and methods for applying highly accelerated life test(HALT) to ECU are studied, and its case study is also presented.

엑셀VBA를 이용한 金融派生商品 Modeling

이종식 水原大學校 金融工學大學院 2002 국내석사

공동주택 환기시스템 성능 향상을 위한 최적 설계안에 관한 연구

이현민 수원대학교 공학정보대학원 2011 국내석사

Goal of the study is the analysis of the ventilation system efficiency by architecture or external conditions such as shapes of main multi-family residential buildings. The ventilation efficiency was analyzed the rate of a pollutant(CO₂) flowing backward into the ventilation system of unit plan through CFD simulation after choosing the represent main building types with the analysis of examples such as flat type, double-wing type, single wing type, L-shaped type, and so on. As the result of the analysis by the external conditions and the change of main building types, the rate of back-flowing pollutant into the unit plan decreased, in general, as wind speed and number of stories increased, and the rate of back flowing pollutant increased as degree between wind direction and surface faced with air inlet and outlet decreased. When the external conditions were considered, L-shape type in 5.2% are in the order of the efficiency.

상품파생상품의 상품구조 및 활성화 방안 연구

김성수 수원대학교 금융공학대학원 2008 국내석사

Commodity derivatives are also derivatives and, these have several kind of features which financial derivatives do. Due to the difference of the underlying asset, the trade convention and market players are different more or less. The trade volume of financial derivatives is prior to that of financial derivatives and, the vitalized drift of commodity derivatives trade has been going up. As reviewing above, there is no difference in the structure of pay-off. Because of the delivery of commodities, some conditions are overlaid. But Commodity derivatives is useful to hedge the inflation in contrast to classic asset classes and to diversify the risk of the portfolio included. If the term and method are changed, such feature as inflation hedge tool may be differently evaluated. But these are further useful thing in the era of inflation. To vitalize commodity derivatives, high volatility and large scale spot market are essentially required. In case of OTC derivatives, additionally the expansion of market player such as banks is necessary.

고기구이에서 발생하는 미세먼지 배출계수 개발에 관한 연구

이호진 수원대학교 공학정보대학원 2011 국내석사

Recently, the meat cooking is increasing by changing life-style. Many studies for the PM emission shows that meat cooking is the one of particulate sources. So it is need to develop the emission factors for meat cooking by fuels for beef and pork. In this study, PM emission factors for meat cooking are developed and the emissions are estimated by the experiment using the similar restaurant set. And meat cooking was classified with seasoning methods and roast types. As a results, PM emission factors for under fired pork cooking is estimated as 7.39 kg/ton-meat which is the highest value in this study. Annual PM emissions from commercial meat cooking are calculated by consumption of meat parts and updated emission factors. The nationwide emission of PM10 and PM2.5 was calculated as 633 ton/yr and 575 ton/yr in 2008.

일회성 장비의 저장신뢰도 추정 및 예방정비주기 결정에 관한 연구

정춘석 수원대학교 공학정보대학원 2011 국내석사

This thesis is concerned with the problem of storage reliability estimation and preventive maintenance period determination for one shot devices. According to the lifetime distribution and the structure of a device, two cases are considered: (1) the lifetime of the device follows Weibull distribution and (2) the device is composed of two parts whose lifetime distributions are exponential and Weibull respectively. For each case, Monte Carlo simulation is performed to estimate storage reliability and determine preventive maintenance period. Finally, numerical examples are given. In this study, the lifetime distribution is extended to Weibull and the device composed of two parts is considered rather than one reflecting more realistic storage conditions than existing studies, which will lead to better estimation of storage reliability and effective determination of maintenance period. Extension of the study including life cycle costs remains as a future study.

센서 네트워크 기반의 상황인식 시스템의 설계 및 구현

윤지훈 수원대학교 공학정보대학원 2011 국내석사

Context awareness technology is the core engine to build the infrastructure for ubiquitous computing environments. Currently with development of a variety of sensors and computing environment information, a variety of situations are provided. In this regard, many studies conduct in order to provide appropriate services for individuals. In this paper, we use a variety of sensors to measure the value of the home environment. Also, the value received through the system inference engine is a query for each rule. The system can control the unit's context awareness in the form of home network system was designed and implemented. Also, we use the ontology in order to be more efficiently to manage the information on the situation. Based on this situation with a variety of information was to be recognized. If the future development of the proposed system more practical to build and to promote intelligent use of space could be expected.

하천 합류부에서 지류의 유입각도 및 단락에 따른 수리학적 특성

송수호 수원대학교 공학정보대학원 2011 국내석사

Most natural rivers do not consist of single channel but complex channel networks that multiple tributaries join the main stream. These confluences, which tributaries join the main stream, exhibit complex hydrological characteristics such as volume flow and flow speed due to inflows from the main stream and upper regions of the tributaries relative to ordinary flow in a single river. More, the flow characteristics at the confluences becomes further complex depending on how the tributaries join the main stream, in other words the join angle, and difference in elevations of their river beds. These changes can be even more diverse due to hydrological properties of upper regions of the main stream and tributaries. This study conducted hydrological model experiments in a test channel that has a 45° join angle in order to understand the hydrological characteristics at confluences of natural rivers, and consequent numerical analysis was carried out using RMA2 module of a 2-dimensional SMS model. Various hydrological characteristics near the confluence upon changes in join angle of the main stream and tributaries were examined at the virtual river channel containing a confluence, and the flow characteristics of confluence due to difference in river bed elevations of the main stream and tributaries, which situation caused by dredging with public interests, were investigated. Consequently, despite increase of flow speed in the main stream was insignificant as the difference of river bed elevations between the main stream and tributaries became larger at the hydrological confluence model experiment with a 45° angle, the flow speeds in tributaries increased sharply. As the join angle between tributaries and the main stream increased, congested sections at the upper region of the confluence turned out to be widened though the overall flow speed was not changed. As results of hydrological analysis of the river bed elevation difference between main stream and tributaries, the maximum flow speed was not influenced by the increase of elevation gap, but the location of the maximum flow speed at the mains stream was gradually moved toward the lower region of the confluence. However, overall flow speed in the tributaries increased as the elevation gap between the river beds became larger, and the congestion section near the confluence tended to be shrunken. Drainage effects seemed to be suppressed as the river bed elevations of tributaries became higher. Depth of the congestion area was expected to be deepened especially due to sharp decrease of the flow speed at the confluence that the tributaries join the main stream. Further analysis of sand flow characteristics at a confluence of the hydrological model experiment with a specific join angle is expected to yield more reliable research results later on.