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RISS 인기검색어
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- 저자 : 조수진(Soojin Cho) (검색결과 67 건)
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조수진,김도연,신동완,Cho, Soojin,Kim, Doyeon,Shin, Dong Wan 한국통계학회 2016 응용통계연구 Vol.29 No.1
본 논문은 장외거래 수익률을 이용하여 추정한 여러 실현변동성들을 실증적으로 비교분석한다. 실제 금융 자산 시장에서는 장외시간이나 휴일에 거래가 적거나 드물게 나타나기 때문에 하루 전체의 실현변동성을 정확히 계산하는데 문제가 발생한다. 이를 해결하기 위해 제안되어진 장외거래 수익률을 여러 가지 방법으로 반영한 다양한 실현변동성의 추정치들에 대한 검토가 이루어진다. 실제 데이터의 실현변동성 추정치들의 예측정확성을 비교하기 위해 미국의 NASDAQ 지수와 S&P500 지수와 우리나라의 KOSPI 지수와 원/달러환율이 분석된다. 적분변동성의 불편추정치인 다음날의 로그수익률의 제곱을 기준으로 일일 실현 변동성의 추정치들은 비교되어지며 비교를 위해 절대평균오차(MAE)와 제곱평균오차근(RMSE)이 이용된다. 또한 통계적 추론을 위하여 Model Confidence Set(MCS) 방법과 Diebold-Mariano 검정법을 사용한다. 세 가지 주가지수 데이터에 대해 동일한 최적 방법이 선택되어지는데, 장외시간 수익률을 이용하여 장내시간 실현변동성의 크기 조정을 한 방법이다. This study makes an empirical comparison of various realized volatilities (RVs) in terms of overnight returns. In financial asset markets, during overnight or holidays, no or few trading data are available causing a difficulty in computing RVs for a whole span of a day. A review will be made on several RVs reflecting overnight return variations. The comparison is made for forecast accuracies of several RVs for some financial assets: the US S&P500 index, the US NASDAQ index, the KOSPI (Korean Stock Price Index), and the foreign exchange rate of the Korea won relative to the US dollar. The RV of a day is compared with the square of the next day log-return, which is a proxy for the integrated volatility of the day. The comparison is made by investigating the Mean Absolute Error (MAE) and the Root Mean Square Error (RMSE). Statistical inference of MAE and RMSE is made by applying the model confidence set (MCS) approach and the Diebold-Mariano test. For the three index data, a specific RV emerges as the best one, which addresses overnight return variations by inflating daytime RV.
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딥러닝 모델을 이용한 영상 기반 항만시설물 손상 탐지 프레임워크
조수진 ( Cho Soojin ),배숙경 ( Bae Suk-kyoung ),민지영 ( Min Jiyoung ) 한국구조물진단유지관리공학회 2022 한국구조물진단유지관리공학회 학술발표대회 논문집 Vol.26 No.2
우리나라에는 60개의 항만에 총 1,086개의 항만시설이 존재하며, 그중 30년이 지난 노후시설은 총 284개(27.7%)나 된다. 현재 항만시설물은 육안 점검을 통해 유지관리가 수행되고 있으나, 항만시설물의 규모와 접근성의 어려움으로 인해 많은 노동력과 작업시간, 그리고 점검자의 위험 노출의 문제점을 안고 있다. 본 연구에서는 영상으로 항만시설물을 촬영하고, 촬영된 영상을 학습된 딥러닝 모델을 이용하여 검출하는 항만시설물 손상 탐지 프레임워크를 제안하였다. 실제 항만에서 촬영한 영상을 이용하여 제안한 프레임워크의 성능을 검증한 결과, 높은 정확도로 손상을 자동 탐지할 수 있음을 보였다.
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조수진(Cho Soojin),이진학(Yi Jin-Hak),이창근(Lee Chang-Geun),윤정방(Yun Chung-Bang) 대한토목학회 2007 대한토목학회논문집 A Vol.27 No.1A
교량의 공용내하력을 평가하기 위하여 일반적으로 재하시험을 수행하지만, 기존 재하시험의 경우 교통차단 및 계측기 설치의 어려움이 발생한다. 이 연구에서는 기존 재하시험의 어려움을 해결하기 위하여 교량의 처짐보다 계측이 용이하고, 차량 통행을 허용할 수 있는 상시진동계측을 이용한 공용내하력 평가방법을 제안하였다. 상시진동계측자료로부터 교량의 동특성을 추출하고, 이로부터 초기 유한요소모델을 개선한 후, 개선된 유한요소모델을 이용하여 처짐을 수치적으로 계산함으로써 기존 재하시험에서 얻을 수 있는 처짐보정계수를 산정할 수 있도록 하였다. 충격보정계수는 가속도 계측자료를 이중적분하여 구한 유사처짐을 이용하여 구하였다. 제안방법을 중부내륙고속국도 상의 삼승교와 호남고속국도 상의 두계천교에 대하여 적용함으로써 제안방법의 적용성을 검증하였다. 이 두 교량의 경우 상시진동계측에 의하여 공용내하력을 평가한 결과가 기존 재하시험에 의한 공용내하력 평가 결과와 매우 잘 일치함을 알 수 있었고, 따라서 기존 재하시험의 수행이 어려운 고교각 교량이 나 해상 교량과 같은 경우 상시진동계측만으로 재하시험을 대체할 수 있음을 보였다. Load carrying capacity of an existing bridge needs to be properly assessed for the safe operation and efficient maintenance. For the evaluation of load carrying capacity considering the current state of a bridge, static and quasi-static loading tests with weight-controlled heavy trucks have been conventionally utilized, where the deflection of structural members loaded by the controlled loading are measured and analyzed. However, full or partial control on traffic during the tests and difficulties in installing displacement transducers may cause not only inconvenience to the traffic but also increase of the logistics cost and time. To overcome these difficulties, an alternative method is proposed using ambient acceleration data excited by ordinary traffic on a bridge without traffic control. Based on the modal properties extracted from the ambient vibration data, the initial finite element (FE) model of the bridge can be updated to represent the current real state of a bridge. Using the updated FE model, the deflection akin to the real value can be easily obtained without measuring the real deflection. Impact factors are obtained from pseudo-deflection obtained by double-integration of acceleration data with removing the linear components on acceleration data. For validation, the proposed method was applied to evaluate the load carrying capacity of a steel plate girder bridge and a pre-stressed concrete bridge. The results show that the proposed method gives a reasonable load carrying capacities without traffic control and with easy installation of sensors.
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조수진(Cho soojin) 현대미술사학회 2011 현대미술사연구 Vol.0 No.29
James Ensor’s painting had expressed characteristics of carnival, the carnivalesque, which was the culture of the general public who were the basis of social stratification, having critical consciousness toward the reality of society of his time and the value system of bourgeois who was the ruling class in those days. As a result, the general public who were embodied as with rogue, fool, and clown, etc., and the grotesque images of the carnival, like the people’s masks and so on, were reproduced in an ironic and satiric style. In this process, James Ensor pictured his own external persona (mask wearing personalities) as a treacherous artist making the best use of the mask of carnival. In the meantime, however, behind the masks worn by the general public who were the basis of social stratification, there were perceptions on the limit, viz. so called born to the bourgeoisie families, and such conflicts between these two identities were revealed in the numerous self-portraits where skeleton icon which was James Ensor’s another self were appeared. Likewise, the carnivalesque in James Ensor’s painting was media that enabled the artists who were the member of the bourgeois class to give shape to their inner selves, and, at the same time, it was the radical means of expression responding to elite culture in those days. In this paper the researcher, through above investigations, tried to draw a conclusion that the pursue of the carnivalesque abjection and lowness of James Ensor was a kind of ‘masquerade’ in order to reveal his own external personality as a treacherous artist. Nevertheless, James Ensor’s art world has the meaning to a certain extend from the perspective of accepting those that belonged to the general public who were the basis of social stratification, that is to say, the-Other, and also of utilizing it affirmatively, in the time when the repressive value system of bourgeois had reached its apex. In this respect, he can be named as ‘bohemian artist’ who had positioned in the front line of bourgeois class. The bohemians were positioned in the outside of the institutional culture by themselves in the history of arts, and are regarded the same as avant-garde that carried out new cultural experiment. James Ensor was indeed the avant-garde artist who volunteered to get a position as bohemian which was to be placed on the margins of mainstream society, refusing services to high art which was the proper function of an artist who had received education in the academy. If we can take James Ensor as bourgeois bohemian, we will be able to include those expressionists who appeared thereafter in the same category. It’s because they all not only capitalized transgressive factors which were owned by the others in order to reinforce their own arts, and to renew their art world, but also because they expressed dualistic self-portraits in their works having suffered from confusion in selfidentity as a result. Thus, it can be said that, to a certain extent, James Ensor was the avantgarde artist who charged to play the role as a trailblazer of expressionism.
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