심층강화학습 기반의 경기순환 주기별 효율적 자산 배분 모델 연구

정낙현,오태연,김강희 한국품질경영학회 2023 품질경영학회지 Vol.51 No.4

Purpose: This study presents a research approach that utilizes deep reinforcement learning to construct optimal portfolios based on the business cycle for stocks and other assets. The objective is to develop effective investment strategies that adapt to the varying returns of assets in accordance with the business cycle. Methods: In this study, a diverse set of time series data, including stocks, is collected and utilized to train a deep reinforcement learning model. The proposed approach optimizes asset allocation based on the business cycle, particularly by gathering data for different states such as prosperity, recession, depression, and recovery and constructing portfolios optimized for each phase. Results: Experimental results confirm the effectiveness of the proposed deep reinforcement learning-based approach in constructing optimal portfolios tailored to the business cycle. The utility of optimizing portfolio investment strategies for each phase of the business cycle is demonstrated. Conclusion: This paper contributes to the construction of optimal portfolios based on the business cycle using a deep reinforcement learning approach, providing investors with effective investment strategies that simultaneously seek stability and profitability. As a result, investors can adopt stable and profitable investment strategies that adapt to business cycle volatility.

시나리오의 3막 구조에 기초한 지니어스 로사이 공간장면 분석

정낙현 한국문화공간건축학회 2013 한국문화공간건축학회논문집 Vol.- No.42

The purpose of this study is to suggest the possibility of scenario for the space analysis in Genius Loci. Genius Loci was designed by Japanese architect Ando Tadao. For this study the theory of scenario which is based on the three-act structure was reviewed in order to understand the characteristics of Genius Loci spaces. The next, six scenes were selected to apply three-act structure of scenario and these were analyzed with suggested analysis frame. Analysis frame was made using the three elements-character, event, setting. Each of the element was adapted from scenario elements and they were reorganized for architectural space analysis. As a result of this study, it was found that the characteristics of Genius Loci's spaces are related with three-act structure of scenario. Genius Loci followed the three-act structure of scenario and met its requirements. The study will contribute to the analysis of architectural space to consider the story plot.

전자공업에 있어서 TQC 추진의 중점방향

정낙현,Jeong, Nak-Hyeon 한국전자정보통신산업진흥회 1985 電子振興 Vol.5 No.7

영화 ‘기생충’ 속 공간분석- 메리 더글라스의 오염론을 중심으로 -

정낙현 한국문화공간건축학회 2020 한국문화공간건축학회논문집 Vol.- No.71

This study looked at Bong Joon-ho’'s film "Parasite," which was recognized for its meaning and completeness tosociety through Cannes Film Festival, to see how the concept of pollution is involved in story development through two spaces,Ki-taek's and Dr. Park's house, and whether pollution-induced analysis is useful as a way to analyze the spatial characteristicsof modern architectural space. To that end, we looked at the plot of the movie 'Parasite' and the general spatial characteristicsof Ki-taek and Dr. Park's house. Next, we looked at Mary Douglas's theory of pollution, and presented an analysis frameworkthat divides it into the meaning of working within the group and the meaning of working at the boundary of the group. Thecomparative analysis of Ki-taek's house and Dr. Park's house, which was drawn as a source of pollution that creates hierarchyand communication with others, and Ki-taek's house, which focuses on pollution in the hygienic aspect, helped the audience tohave a diverse view of social class problems. It was also considered that utilizing the concept of pollution affecting spatialcomposition according to class differences as a method of spatial analysis was useful as a way of revealing the characteristicsof modern architecture.

경기종합지수 보완을 위한 AI기반의 합성보조지수 연구

정낙현,김강희 한국품질경영학회 2023 한국품질경영학회 학술대회 Vol.2023 No.0

본 연구는 인공지능 기반의 합성보조지수 모델을 개발하여 경제순환을 예측하는 새로운 방법을 제안한다. 합성보조지수는 다양한 경제지표들을 독립변수로 사용하여 경기선행지수(CLI)와 경기동행지수(CCI)를 예측하고 분석할수 있다. 다중선형회귀모델과 LSTM을 이용하여 모델을 평가하였다. 이 모델은 경기선행지수를 추종하거나 경기동행지수를 추종하는 합성보조지수를 만들 수 있으며, 합성보조지수를 구성하는 독립변수들간의 가중치를 학습시키는 방법으로 딥러닝 모델을 적용할 수 있다. 본 연구의 목적은 인공지능 기반의 합성보조지수 모델을 개발하여 경제순환을 예측하는 것이다. 이를 위해 다음과 같은 방법을 사용하였다. 첫째, 코스피지수, 코스닥 지수, 환율, 국채 10년물 가격, 국채 3년물 가격, 한은기준금리, 구리선물, WTI유 선물, 나스닥종합지수, VIX 지수와 같은 다양한 경제지표들을 독립변수로 사용하여 경기선행지수(CLI)와 경기동행지수(CCI)를 예측하고 분석하였다. 둘째, 다중선형회귀모델과 LSTM을 이용하여 모델을 평가하고 분석하였다. 셋째, 추가로 다양한 딥러닝모형을 연구할 예정이다. 본 연구는 경제순환주기를 예측하여 경영, 경제, 투자 등 전반적인 영역에 도움이 될 뿐만 아니라, 산업계에서도 경기를 예측하고 적절한 대응 전략을 수립하는 데 도움이 될 것으로 기대된다. 또한, 합성보조지수는 경제순환지수의 발표주기가 긴 문제점을 극복하고, 미래의 경기 동향을 신속하고 정확하게 예측할 수 있는 유용한 지표로 사용될 수 있으며, 정책 수립 및 경제에 대한 의사결정을 지원할 수 있다는 잠재력을 가지고 있다. 이 연구는 합성보조지수 모델의 개발과 적용에 관한 기초적인 연구로서, 앞으로 더 다양하고 깊이 있는 연구가 필요하다.

도시문화공간으로서 채플힐공공도서관의 헤테로토피아적 특성분석

정낙현 한국문화공간건축학회 2020 한국문화공간건축학회논문집 Vol.- No.69

Heterotopia is a representational space of non-mainstream. Therefore, it is not a recognized space, but a space created by the experience of citizens. This study presupposes that Chapel Hill public library has heterotopia characteristics. And the positional meaning was utilized for spatial analysis of heterotopia. First, we looked at the characteristics of Heterotopia of urban cultural space through literature. Second, we searched at the definition of positional meaning. And we looked at the three semantic reactions of the positional meaning. This is a visual relationship, an approach relationship, and a belonging relationship. Third, we investigated the general overview of Chapel Hill Public Library and its program and space composition. Fourth, the positional meaning of Chapel Hill Public Library was analyzed in six scenes. Through this, we looked at the Heterotopia characteristics of Chapel Hill Public Library. As a result, Heterotopia characteristics were found in six scenes of Chapel Hill Public Library. Heterotopia characteristics were oriented toward overcoming homogenization in the mainstream space, Nonhierarchy efforts against hierarchicalization, and the establishment of the totality of fragmented individuals.

건축공간구성을 위한 공간관계정보의 Digitalization 방안 연구 ( A Study on the Digitalization of Relationship Information for Architectural Space Construction )

정낙현,이재훈 대한건축학회 2002 대한건축학회 학술발표대회 논문집 - 계획계/구조계 Vol.22 No.1

박물관 관람지속을 위한 위치적 의미에 따른 공간구성요인

정낙현 글로벌 문화콘텐츠학회 2017 글로벌문화콘텐츠 Vol.0 No.27

The purpose of this study is to find spacial constructions factors for continuous experience in the museum. In the pursuit of this purpose this study used 's positiional meaning of J. P. Bonta and Benefit and Cost Model of Stephen Bitgood. And I used these theories for make a research framework. In sequence continuous experience factors which are separated by positional meaning(visual relationship, access relationship, belongingness relationship) are extracted. First, continuous experience factors which are related with visual relationship are visual curiosity and visual immersion, Secondly, continuous experience factors which are involved in access relationship are access prediction and access durability. Thirdly, continuous experience factors which are associated with belongingness relationship are validity of belongingness and friendliness of belongingness. In the next step this paper examined 8th museums for case study. Finally, the study suggested spacial constructions factors for continuous experience in the museum. I hope they are used with guidelines of museum design, 본 연구는 박물관 관람 경험의 지속을 유지하는데 영향을 미치는 박물관 공간구성요인을 찾기 위한 방법론 제시와 구체적인 구성요인의 제시에 있다. 이를 위하여 본타(J. P. Bonta)의 위치적 의미와 스테판 비트굿(Stephen Bitgood)의 이익과 비용모델을 활용하였으며, 이를 통하여 관람지속요소와 관련한 연구의 틀을 구성하였다. 구성된 틀에 맞추어 기존 이론 및 연구 검토를 통하여 위치적 의미를 구성하는 속성인 시각관계, 접근관계, 소속관계별로 구분된 관람지속요소를 추출하였는데 우선 시각관계의 경우 시각적 호기심과 시각적 몰입감, 접근관계의 경우 접근예측성 및 접근 지속성, 소속관계의 경우 소속적 타당성 및 소속적 일체감이다. 이를 토대로 8개 박물관에 대한 사례조사를 실시하였다. 8개 사례는 순환형이면서 중심공간이 존재하는 911메모리얼박물관과 미국 홀로코스트 메모리얼 박물관, 순환형이나 중심공간이 존재하지 않는 더 브로드와 포트워스 현대 미술관, 선택형이며 중심공간이 존재하는 워싱턴 내셔널 갤러리 서관과 샌프란시스코 현대미술관, 선택형이나 중심공간이 존재하지 않는 로열 온타리오 박물관과 킴벨 미술관이다. 사례조사결과를 토대로 박물관 경험지속을 위한 공간구성요인을 건물외관 및 외부공간, 내부공간, 개별전시물에서 발생하는 시각적 호기심, 전시주제와 공간, 전시주제와 전시물, 공간과 전시물간에 형성되는 시각적 몰입감, 전체 동선의 암시 및 전체 동선의 기준이 되는 공간 유무에 따른 접근예측성, 동선 선택의 자율성 및 접근 흥미와 관련되는 접근 지속성, 장소성 및 주제의 일치에 따라 형성되는 소속적 타당성, 관람객과 공간, 관람객과 전시주제, 관람객과 관람객 자신 간에 이루어지는 소속적 일체감별로 제시하였다. 제안된 공간구성요인은 추후 박물관 디자인 및 분석에 있어 지침으로 활용 가능할 것으로 고려된다.

T자형 가로에 면한 건축물의 위치적 의미에 관한 연구

정낙현,유동환 한국문화공간건축학회 2012 한국문화공간건축학회논문집 Vol.- No.37

The purpose of this study is to suggest the positional meaning of buildings locating in the T-shaped road which is having a distinctive quality. For this study, we researched the reason of generation of the T-shaped road and prepared between the positional meaning to the results of case studies. Firstly, we sought the symmetric forms of buildings which are connected with visual relationship. Secondly, we found out the entrances locating in the middle of the T-shaped road which are connected with accessible relationship. Thirdly, we discovered the setback of buildings which are connected with belonging relationship. This study is expected to contribute the design of buildings locating in the T-shaped road. The purpose of this study is to suggest the positional meaning of buildings locating in the T-shaped road which is having a distinctive quality. For this study, we researched the reason of generation of the T-shaped road and prepared between the positional meaning to the results of case studies. Firstly, we sought the symmetric forms of buildings which are connected with visual relationship. Secondly, we found out the entrances locating in the middle of the T-shaped road which are connected with accessible relationship. Thirdly, we discovered the setback of buildings which are connected with belonging relationship. This study is expected to contribute the design of buildings locating in the T-shaped road.

스마트학습환경 기반의 미래교실 공간구성 연구

정낙현 한국문화공간건축학회 2014 한국문화공간건축학회논문집 Vol.- No.48

The purpose is to suggest the spacial type of future elementary classroom based on smart education environments. For this purpose, first, we studied leading researches and case studies about the future classroom and smart education environment. And then we conducted interviews to education expert. Through the studies, we were able to distinguish the differences between physical-environmental and emotional-functional aspects of the future classrooms. The physical-environmental character includes the smart and eco-environments. Emotional-functional character includes the participation, collaboration performance, emotionality, stability and expandability. As a result we proposed the six spacial elements for composing the future classroom. they are co-operational active space, creative-experiential space, emotional-reading space, Exhibition-stage space and ordinary study space. Optimum composition of the 6 elements will be a much better alternative for future classrooms.