Cover story

김규형,Kim, Gyu-Hyeong 한국과학기술단체총연합회 2003 과학과 기술 Vol.36 No.5

"어릴 적 꿈 천직으로 이어져 행복"/"'매력없는' 기초과학이 우리 미래를 밝힙니다"

VaR(Value at Risk)의 응용에 관한 연구

김규형 중앙대학교 산업경영연구소 1999 산업경영연구 Vol.8 No.1

본고는 포트폴리오에 적용되는 VaR Delta라는 개념을 개발하고 이를 이용하여 Component VaR 와 Incremental VaR를 정의한다. Component VaR는 포트폴리오를 구성하는 각원소가 전체의 VaR에서 차지하는 비중을 구하는데 사용하고 Incremental VaR는 새로운 자산의 추가여부를 결정할때 사용한다. 그러나 추가여부를 결정할 때도 새로운 자산의 규모가 기존의 포트폴리오의 크기에 비하여 아주 작을 때는 Component VaR가 Incemental VaR의 Taylor 확장에서 2계이상의 항이 무시되는 근사치라는 점에서 Component VaR를 Incremental VaR의 대용변수로 사용하여도 무방하다는 것을 보인다. 또한 동이란 크기의 Incremental VaR를 가진 새로운 자산의 추가여부를 결정할때는 보다 상대적인 VaR의 크기를 이용하는 것이 바람직한 것을 보인다. The VaR Delta concept is developed to provide a basis to define Component VaR and Incremental VaR. Component VaR is supposed to be used to divide the total VaR into additive components, while Incremental VaR is to be used when evaluating relative performance of candidate portfolios. It is shown that Component VaR can be used when evaluating relative performance of candidate portfolios because Component VaR is a second order approximation of Incremental VaR. However it is recommended that the Component VaR is used only when the candidate portfolios are small when compared to the existing portfolio as the component VaR ignores higher terms in the Taylor expansion.

Export Destination and the Impact of Exchange Rate Volatility on Trade Volume: Korean Experience

김규형 한국무역학회 2014 Journal of Korea trade Vol.18 No.4

This paper investigates how differently won/dollar real exchange rate impactsthe export volume to the world and to the U.S. for the four Korean exportindustries. Using monthly data of Korean exports to the world and to the U.S. from 2000:01 to 2014:06, and a bivariate GARCH estimator with corrections forleptokurtic errors, the paper shows that won/dollar real exchange rate volatilityhas positive and significant impact on Korean heavyweight industry’s export tothe world, while won/dollar real exchange rate volatility has negative and insignificantimpact on Korean heavyweight industry’s export to the U.S.. The impactof won/dollar on the other three industries (food, material, lightweight) is notsignificant for both markets. This finding implies that whether the claim that exchangerate volatility impacts trade volume negatively or not depends on the destinationof the export, where the relative competitiveness of the Korean export industryis revealed. Won/dollar real exchange rate volatility has positive and significantimpact on the volatility of heavyweight industry’s export to the world,which may imply possible positive and accelerating effect to the export to theworld with favorable won/dollar movement, reflecting heavyweight industry’sstrong competitiveness in the world market. However the positive and significantvolatility impact of won/dollar real exchange rate volatility on heavyweight andlightweight industries’ export to the U.S. may imply possible negative and insignificanteffect with favorable won/dollar movement, reflecting weak competivenessof the two Korean industries in the U.S. market. This paper investigates how differently won/dollar real exchange rate impacts the export volume to the world and to the U.S. for the four Korean export industries. Using monthly data of Korean exports to the world and to the U.S. from 2000:01 to 2014:06, and a bivariate GARCH estimator with corrections for leptokurtic errors, the paper shows that won/dollar real exchange rate volatility has positive and significant impact on Korean heavyweight industry’s export to the world, while won/dollar real exchange rate volatility has negative and insignificant impact on Korean heavyweight industry’s export to the U.S.. The impact of won/dollar on the other three industries (food, material, lightweight) is not significant for both markets. This finding implies that whether the claim that exchange rate volatility impacts trade volume negatively or not depends on the destination of the export, where the relative competitiveness of the Korean export industryis revealed. Won/dollar real exchange rate volatility has positive and significant impact on the volatility of heavyweight industry’s export to the world, which may imply possible positive and accelerating effect to the export to the world with favorable won/dollar movement, reflecting heavyweight industry’s strong competitiveness in the world market. However the positive and significant volatility impact of won/dollar real exchange rate volatility on heavyweight and lightweight industries’ export to the U.S. may imply possible negative and insignificant effect with favorable won/dollar movement, reflecting weak competiveness of the two Korean industries in the U.S. market.

가압기 밀림관 벤딩반경에 따른 구조하중 분석

김규형,김태순,김성환,강선예 한국에너지학회 2013 한국에너지공학회 학술발표회 Vol.2013 No.11

고주파 마그네트론 Sputtering에 의해 상온에서 성막된 ITO, IZO, IZTO 박막들의 전기적ㆍ광학적 특성 비교

김규형,박승환,김종재,김화민 한국물리학회 2003 새물리 Vol.46 No.4

Various transparent conducting oxide (TCO) films such as ITO (In$_2$O$_3$-SnO$_2$), IZO (In$_2$O$_3$-ZnO) and IZTO (In$_2$O$_3$-ZnO-SnO$_2$) films were prepared on glass substrates at room temperature in a pure Ar gas by using rf--magnetron sputtering. Their electrical sheet resistances as functions of the film thickness and their optical properties were investigated. IZO and IZTO are more suitable for TCO films than ITO in several respects, such as electrical conductivity, resistance to moist heat and surface uniformity. In particular, IZTO (In$_2$O$_3$ : ZnO : SnO$_2$ = 90 : 7 : 3 wt.\%) films show a minimum resistivity of 3.2 $\times$ 10$^{-4}$ $\Omega \cdot$cm and have a most excellent resistance to moist heat. In addition, the increase in sheet resistance of TCO films due to moist heat has been reported to be closely related to changes in their structure and surface morphology. 고주파 마그네트론 sputtering을 사용하여 ITO (In$_2$O$_3$-SnO$_2$), IZO (In$_2$O$_3$-ZnO) 그리고 IZTO (In$_2$O$_3$-ZnO-SnO$_2$)와 같은 여러 TCO 박막 (transparent and conductive oxide film)들이 상온에서 성막되었으며, 이들의 전기적, 광학적 특성이 조사되었다. 상온에서 성막할 수 있는 TCO 물질로는 전기전도도, 습열에 대한 저항력 그리고 표면조도와 같은 성질들에 있어서, IZO 와 IZTO 가 ITO보다 더 우수함을 보여준다. 특히, IZTO (In$_2$O$_3$ : ZnO : SnO$_2$ = 90 : 7 : 3 wt.\%) 박막으로부터, 3.2 $\times$ 10$^{-4}$ $\Omega \cdot$ cm 의 가장 낮은 비저항이 얻어졌으며, 이 박막은 습열 (moist heat)에 대한 저항력 또한 가장 우수한 것으로 나타났다. 그리고 습열에 의한 TCO 박막들의 면 저항 증가는 각 박막들의 구조 또는 표면 형상 (morphology) 변화와 밀접한 관계가 있음을 보여준다.

Synthesis of positively charged polystyrene nanospheres by using poly (N-vinylpyrrolidone with various molecular weight as polymeric surfactant

김규형,이원목 한국고분자학회 2014 한국고분자학회 학술대회 연구논문 초록집 Vol.2014 No.10

영상 번역에 나타나는 러시아 관용어 번역연구 - 넷플릭스 ‘국민의 일꾼 더 무비’를 중심으로

김규형 한국외국어대학교 통번역연구소 2023 통번역학연구 Vol.27 No.1

Since the outbreak of COVID-19 in 2019, people have engaged more in indoor activities than outdoor activities. Accordingly, the demand for video content, especially for those on the OTT platforms has also grown. Furthermore, along with video content in English, the demand for content created in other languages has also grown rapidly with the audience making efforts to appreciate and understand the work beyond the ‘1-inch-tall barrier of subtitles.’ In such video content, we often encounter idioms that we use quite frequently in our daily lives. It is difficult to understand idioms by trying to comprehend the meanings of each word. Because idioms contain the culture, history, and customs of a nation, translating idioms is not an easy task. This study examines Russian idioms appearing in Servant of the People provided by Netflix, starring the current Ukrainian President Volodymyr Zelensky, which were classified according to Komissarov's four phraseology translation strategies. The study found that corresponding phraseologies and generalization strategies were highly utilized in similar proportion. Borrowing strategy appeared only twice and equivalent phraseology did not appear. In addition, Russian, English, and Korean subtitles were compared as Netflix has a policy of translating languages through its intermediate language, English. It was found that the similarity between English and Korean was slightly less than that between Russian and English. Nevertheless, it cannot be concluded that translations were done through English which was the pivot language. With more video content in languages other than English produced and demand growing, it is necessary to heighten the interest of viewers by fostering professional video translators while avoiding translating through an intermediate language if we are to transcend the '1-inch-tall barrier' into '1-inch-tall art.'

강우사상을 고려한 화강풍화토 비탈면의 안정성 평가

김규형,황의필,이강일 한국재난정보학회 2018 한국재난정보학회 논문집 Vol.14 No.4

Purpose: This study conducted a slope stability study considering changes in the ground water level due to rain phenomena and the duration of rainfall, that is for the purpose of analyzing the stability of the slope surface of the cut section, seepage numerical analysis is performed by height of slope and rainfall accident, and the characteristics of rainfall was applied reasonably in order to determine the slope change during rain by analyzing rainfall and rainfall pattern due to climate change. Results: As a result of numerical analysis of stability for slope composed of the granite weathered soils according to the characteristics of rainfall(Uniform Rainfall, US Army Corps., Huff’s method – 1/4, 4/4), Conclusion: The higher the slope, the smaller the safety factor of the slope, the smaller the elevation of the ground water level as the rainwater seepage does not reach the underground water level. In addition, the ground water level was assessed to be rose significantly in condition of case 3 Huff’s method–1/4, rain pattern with the largest initial rainfall duration, and the safety factor was analyzed to be small. 연구목적 : 본 연구는 기후변화에 따른 강우량 및 강우패턴을 분석하여 강우시 비탈면 거동을 파악하기 위해 강우사상을 합리적으로 적용하여 절토부 비탈면 안정성해석에 활용하고자 수치해석기법을 이용하여 비탈면 높이별, 강우사상별 침투해석을 실시하여 강우사상 및 강우지속시간에 따른 지하수위 변화를 고려한 비탈면 안정성검토를 실시하였다. 연구방법 : 강우사상(Uniform Rainfall, US Army Corps., Huff 4분위법 중 1/4법 및 4/4법)에 따른 화강풍화토 비탈면의 수치해석결과 비탈면이 높을수록 침투된 강우가 지하수위까지 빠르게 도달하지 못하여 지하수위 상승은 작아지고, 비탈면의 안전계수도 작게 분석되었다. 연구결과 : 초기강우강도가 제일 큰 강우패턴 Case 3조건인 Huff 4분위법 중 1/4법에서 지하수위 상승량이 제일 크게 나타났으며, 안전계수는 가장 작게 나타났다.

고려 명종대 무신집권자의 권력의 성격

김규형 역사학회 2024 역사학보 Vol.- No.261

본 논문에서는 명종대 무신집권자들의 집권과정, 정당화 방식, 권력행사 양상 등을 비교‧검토해보고 집권자별 차이점과 그것의 정치적 의미를 분석해 보았다. 무신집권자는 정변이라는 비제도적 과정과 절차를 통해 등장하고 재생산되었다. 이렇게 정변을 통해 등장한 무신집권자는 충분한 무력적 기반이 확보될 경우 그 지위와 존재가 유지되고 권력 또한 확대될 수 있었으나 그렇지 못한 경우에는 언제든 소멸될 수 있었다. 이런 특성은 무신집권자들의 권력 정당화와 권력 행사 양상에도 영향을 미쳤다. 무엇보다도 무신집권자는 그 존재가 제도적으로 보장되거나 규정되지 않았기 때문에 집권 과정과 집권 후 권력을 행사할 때 왕이나 다른 무신들로부터 집권의 정당성을 확보해야만 했고 그 양상은 정치적 상황에 따라 차이를 보여주었다. 한편 무력을 통해 권력을 장악한 무신집권자는 권력 행사의 정당성이 부재했기 때문에 대부분 기존의 문무관직을 통해 권력행사를 합법화하고 국정을 장악하려 했다. 또한 무신집권자의 권력행사의 범위가 제도적으로 규정되어 있지 않았기 때문에 임명된 관직의 성격과 활용 비중은 집권자에 따라 차이가 있었고 관직의 권한을 초월하여 인사임명, 형벌 등 권한 밖 영역에서도 권력을 행사했다. 결국 무신집권자별로 정당화 과정 및 권력 행사에서 나타난 차이는 제도적으로 규정되지 않은 권력의 성격에서 비롯되었던 것이다. In this paper, I try to compare the military rulers in their ways of seizing, legitimizing and exercising of power in the reign of King Myeongjong, and to clarify the political implications of the differences among them. Basically the military rulers, who emerged through coups rather than legal procedures, could maintain and expand their power as long as they secured a sufficient military power, otherwise they could collapse at any time. These characteristics influenced the ways in which the military rulers legitimized and exercised their political power. Since the existence of the military rulers was not legally regulated, they had to secure legitimacy of their power from the king or other military officials. The military rulers who seized power by force lacked legitimacy of the exercise of power, which made most of them legitimize the exercise of power by taking government offices. In addition, since the scope of the military rulers’ political power was not legally defined, it was up to each military ruler to decide whether and to what extent to utilize government offices. Furthermore, they illegally exercised power in the areas beyond the authority of their official position, such as personnel appointments and criminal punishment. In short, the legally not defined power made the differences in the process of justifying and exercising of power.

BMP-2 Derived Peptide Modified Polymer on Titanium for Dental lmplant Application

김규형,강은정,김효섭,강원석,김진호,엄태관,김재호 한국고분자학회 2007 한국고분자학회 학술대회 연구논문 초록집 Vol.2007 No.4