The Society of Convergence Knowledge Transactions ISSN:2287-8920(Print) 융복합지식학회논문지

Calculating the sensitivities(Greeks) of contingent claims such as derivatives is very important in risk management and also in generating profits for hedging operations. In this study, we propose a method of calculating sensitivity using the finite difference method using a partial differential equation in which sensitivity itself, not price, is the solution. Additionally, it was compared with an actual closed form solution. As a result of the analysis, by setting the sensitivities to the solution, the value calculated from the partial differential equation(numerical solution) and the value calculated from the actual closed form solution were numerically identical. In addition, the value calculated by dividing one day into three grids appears more accurately than when calculating by setting one day to one grid. Also, the higher the volatility, the higher the grid range should be, and the error dropped significantly when set to 500%. Therefore, if the daily grid can be properly set and the range of the underlying asset price can be well defined according to volatility, the solution of the partial differential equation(PDE) of the sensitivities presented in this study is actually a closed form solution. It was verified by modeling that it appeared consistent with the solution. Using this method, it is expected that efficient sensitivities compared to time will be calculated in the future.

This study aims to identify the moderated mediating effect of parental mediation in the influence of the Internet attitude of upper elementary school students in early adolescence on YouTube usage time through YouTube perception, and ultimately to reduce the negative harm caused by excessive use of YouTube. For this purpose, data from 2,723 youth media panel members collected in 2020 were used, and SPSS Process Macro was used as an analysis method. The main research results are: First, Internet attitude showed a positive significant correlation with YouTube usage time and YouTube usage time, and parental intervention had a negative significant correlation with YouTube usage time and YouTube perception. Second, YouTube perception was confirmed to have a significant partial mediating effect in the relationship between Internet attitude and YouTube usage time. Third, in the relationship which upper elementary school students' Internet attitude influences YouTube usage time through YouTube perception, parental intervention was found to have a significant moderated mediating effect. Based on these major research results, implications regarding YouTube use by upper-grade elementary school students were presented.

Fine dust is an extremely small air pollutant and a malignant substance that has a significant negative impact on our body's respiratory system. It is generally known that the majority of fine dust in Korea is imported from China. In this paper, we focus on the impact of fine dust and compare it with other air pollutants to understand the correlation, and to determine the fine dust produced internally in Korea, we try to determine the internal fine dust production by excluding the variable of China as much as possible. As a result, it was foun that 40% of the total fine dust in the country is produced domestically. In addition, we analyzed the correlation between domestic air pollutants and fine dust, and calculated the production of fine dust within Korea based on industry (manufacturing), which is one of the sources of fine dust expected to be generated within Korea. We analyzed the influence of how much it accounts for and at the same time whether it is appropriate to prepare for the threat of fine dust in daily life.

With the development of artificial intelligence technology, the utility of AI-based virtual humans is increasing across various fields traditionally carried out by humans. As the progress of AI-human development accelerates, there is a growing interest in the interaction between humans and AI entities. The Uncanny Valley Effect, proposed by Japanese roboticist Masahiro Mori, describes the phenomenon where discomfort increases as the appearance and movements of a robot become more human-like. While previous research has predominantly focused on the images and movements of robots or animated characters, this study aims to examine the characteristics of generative AI-based virtual humans. Through experiments conducted with the generative AI-based virtual human ‘Natalie,’ the study seeks to understand the existence of the Uncanny Valley Effect arising from these features. The goal is to precisely identify the limitations of generative AI-based virtual humans and contribute to the development of more evolved forms of AI virtual humans in the future.

Hydrogen infrastructure includes major facilities and systems used in hydrogen generators (hydrogen production/storage/transportation/utilization), and sufficient safety standards like safety distance due to explosion and leakage) are required when building hydrogen infrastructure, but it is difficult to secure ground space due to high-density development and urban planning conditions. In order to overcome this environment and build hydrogen facilities such as hydrogen stations in the city, the optimal capacity and layout design of hydrogen supply and distribution system using ground-underground spaces is required. To achieve this, a scenario of hydrogen facility system was designed, and sensitivity items such as facility layout, vehicle access, scalability, safety and security, economic feasibility and maintenance were derived. It is possible to propose the optimal layout according to the facility system of hydrogen infrastructure based on analyzing the sensitivity and connectivity of derived items.

In this study, we seek to understand the risk-premium and asymmetry of stock indices in Korea and Japan, including the Hong Kong H index. The analysis results are summarized as follows. First, unit roots existed in all indices used in the study (KOSPI200, NIKKEI225, HSCEI), but they appeared stable in the log-difference time series. Second, the futures price premium appears to exist, so an increase in the futures price has a price discovery function that increases the spot price. However, in the HSCEI, it was not statistically significant, indicating that information efficiency was low. Third, in the GARCH-M model, the risk premium was statistically significant in the time series of KOSPI200 and NIKKEI225, indicating the existence of a risk premium, but in HSCEI, it was found to be insignificant and inefficient. Fourth, in the EGARCH-M model, asymmetry in volatility exists for all indices, and negative index returns appear to be a factor that increases volatility. Additionally, the risk premium was not significant in the HSCEI as in the GARCH-M model. As such, the Hong Kong H index appears to be somewhat less efficient than the stock index markets in Korea or Japan. Rather than developing products with a high level of profitability utilizing high volatility, we hope to develop products with high safety using more efficient indices in the future.

The EM algorithm is a statistical method for restoring damaged digital images, utilizing a flexible probabilistic model that can effectively restore highly contaminated images. However, because it restores images pixel by pixel, the convergence speed of the algorithm poses a challenge. The OSL algorithm improves upon this by enhancing the convergence speed and converging to the log-likelihood even with complex transcendental function forms of penalties, but it has limitations as it converges only within specific smoothing constant regions. To address this, the MPEMG algorithm was proposed, which converges globally in the region of the smoothing constants, but it has not overcome the limits of statistical restoration algorithms in terms of increasing the penalty log-likelihood convergence speed. To overcome these issues, the PS-PEMG algorithm is proposed. The core structure of the proposed algorithm does not update the parameters simultaneously at each iteration, but rather updates groups of pixels sequentially. Therefore, the convergence speed of the proposed PS-PEMG algorithm is faster than that of the MPEMG algorithm, as demonstrated through image simulation experiments.

With the release of the latest version of Google Gemini, AI discourse is intensifying in the image and video fields. A painting created with Midjourney through hundreds of prompts won the top prize in an art contest, and Beethoven's 10th Symphony was restored and performed with AI, shaking up the established art world. In this study, we seek to understand the changes brought about by communication between AI and art, analyze the perspectives of stakeholders, and suggest future directions. To this end, the relationship between AI and art was explored through structured interviews (FGI) with 10 stakeholders, including representatives and participants of major AI and culture and arts-related organizations, and the main contents of this subject were analyzed. As a result, we found that generative AI can be used in various fields of culture and arts, and that it has a direct impact on artists, technology developers, culture and arts organizations, policymakers, and audiences. Furthermore, it was confirmed that differences in perceptions and attitudes toward AI and culture and arts were revealed among stakeholders, and new opportunities and challenges were also addressed accordingly. Increasingly, the impact of AI is opening up forward-looking possibilities in the field of culture and arts, but at the same time presenting technical, legal, and ethical challenges. This provides implications for the need for close communication, cooperation, and policy solidarity between each entity.

The purpose of this study was to examine the components of the store image of department store, and to analyze how the store image affects the customer's emotional response, emotional response affects customer satisfaction and trust, and satisfaction and trust affect store loyalty. Through the review of previous studies, the relationship between store image, emotional response, customer satisfaction, trust, and store loyalty was reviewed. Looking at the review results of major previous studies, it can be summarized as follows. First, it was found that the factors of store image generally affect emotional responses. However, the store image factors that influence emotional response differed according to the study. Second, it was found that emotional response affects customer satisfaction, trust, and repurchase intention. And it was found that customer satisfaction and trust affect store loyalty. However, the significance was different depending on the emotional response. In the empirical analysis, it was found that the store image of a department store is divided into a symbolic image and a functional image, and the functional image is composed of seven factors. In addition, it was found that forming an attractive symbolic image and strengthening product selection, convenience services, and customer support services are important factors in store loyalty. In the conclusion, the research results were summarized, and suggestions were made on the limitations of the research and the direction of future research.

The chemical mechanical polishing (CMP) process is a procedure that employs chemical and physical actions to flatten the pattern steps that appear on the wafer during processing and remove unnecessary thin films. Dispersants with an amphoteric surfactant structure do not significantly alter the polishing rate of the center and edges during the CMP process, but pH decreases over time and particle agglomeration occurs. In this study, stability studies were conducted by gradually adding triethanolamine to a slurry using a zwitterionic dispersant. Dispersion stability was confirmed using pH, conductivity, optical microscopy (OM), dynamic light scattering (DLS), viscosity, and zeta potential measurements. Additionally, the polishing rate of the slurry containing triethanolamine was compared and analyzed. As a result of this study, it was confirmed that pH was lowered by about 1 at room temperature and approximately 3 at 60°C, Additionally, it was observed that the higher the amount of Triethanolamine (TEOA) added, the smaller the change, indicating greater stability. The conductivity analysis showed an overall increase, with a higher increase as the TEOA content increased. Optical microscopy (OM) analysis revealed no significant change at room temperature, but particle agglomeration was confirmed in the case of the CMP slurry stored at 60°C. However, the slurry with added TEOA was confirmed to be stable regardless of temperature. Zeta potential analysis indicated that, compared to the CMP slurry, the slurry containing TEOA exhibited stable dispersibility without significant change from the initial state. Dynamic light scattering (DLS) analysis confirmed that the particle size of the CMP slurry increased to about 160 nm at room temperature and approximately 330 nm at 60°C, while the TEOA-added slurry remained stable with no significant change from the initial state. Viscosity analysis showed stable dispersibility due to the influence of the amphoteric surfactant. In terms of the polishing rate, it was confirmed that the polishing amount of the high-density plasma (HDP) film decreased as the TEOA content increased.