미세 금 구조물 제작시 표면 개질을 이용한 점착 방지에 관한 연구

학위논문(석사)--서울대학교 대학원 :전기·컴퓨터공학부,2002.Maste

(A)Study on RF MEMS probe system for biological permittivity measurement

學位論文(博士)--서울大學校 大學院 :電氣·컴퓨터工學部,2007.Docto

An empirical study on the stock price reaction to quarterly earnings announcements

학위논문(석사) - 한국과학기술원 : 경영공학전공, 2008.2, [ iii, 27 p. ]본 연구에서는 한국 증권 시장에서 이익공시에 대한 지연반응이 나타나는지 살펴본다. 전반부에서 Bernard and Thomas(1990)의 두 가지 가설을 검증 하고, 후반부에서 Lee and Rui(2006)의 모형을 이용해 한국증권시장의 효율성을 측정해 본다. 또한 Lee and Rui의 모형이 이론적으로 어떻게 해석될 수 있는지 다른 각도에서 살펴본다. 본 연구의 주요 발견은 KOSPI시장에서 이익공시에 대한 주가의 지연반응을 지지할만한 증거는 없다는 것이다. 바꿔 말하면, 이익공시 정보를 이용하여 초과수익을 예측할 수 없으며, 따라서 비기대이익 정보를 이용한 거래전략으로 초과수익을 지속적으로 거둘 수 없다. 본 연구의 결과에 따르면 Bernard and Thomas(1990)의 가설은 KOSPI시장에서 지지되지 않는다. 후반부에서는 Lee and Rui의 모형을 재해석하여 기업 이익에 대한 시장의 행태적 기대(behavioral expection)를 4가지로 나누어 볼 수 있었다. 시장은 기업의 분기별 이익의 일시적 변화를 긍적적으로 과소평가하거나, 부정적으로 과소평가하거나, 긍정적으로 과대평가하거나, 부정적으로 과대평가한다. KOSPI 200의 기업의 경우 각각 28%, 8%, 52%, 12%로 나타났다.한국과학기술원 : 경영공학전공

CDS 시장에서의 부도 전염 현상에 관한 논문

학위논문(박사) - 한국과학기술원 : 경영공학과, 2013.2, [ iii, 66 p. ]This dissertation consists of three essays on credit default swap(CDS) markets. The first essay develops a model for the pricing of credit portfolios with default contagion in the U.S. corporate CDS market. Using sector-wide CDS portfolio spreads, I investigate how the investors collectively assessed about spillover effects within an industry and contagion effects across industries, providing evidence on default contagion during the 2008 global crisis. I find that the systemic credit risk within the financial sector was so contagious that it cause the other sectors` spreads to sharply increase. The second essay is closely related to the first one in the view of the methodology used. I apply Hawkes-diffusion process to modelling the sovereign CDS spreads during euro-debt crisis. The result shows that the conditional (risk-neutral) probability that big events occur in eurozone substantially increases during the euro-debt crisis even though it stays low during the global financial crisis. The third essay reports an anomaly that CDS slope negatively predicts future stock returns in the Korea market. I find that equity returns on the bottom-quintile slope portfolio outperform that on the top-quartile slope portfolio by 2\% per month. I fail to explain the abnormal stock returns with traditionally standard asset pricing models such as CAPM and Fama-French model. Furthermore, some analyses conducted shows that the abnormal return cannot be explained by credit risk nor credit risk premium.한국과학기술원 : 경영공학과

Inverse excursion of stable oxygen isotope signals in East Sea; a new evidence for freshwater input

Two piston cores (M04-PC1A and M04-PC3) sediment taken from the East Sea (Japan Sea) were analyzed, and several previous oxygen isotope records were referred to interpret paleoceanographic evolution that closely related with climatic changes in East Sea. Our new data and detailed comparison with previous record strongly indicated that the oxygen isotope record is not simple but disrupted with locally introduced freshwater input especially since the last glacial maximum (LGM). Strong negative peak which are interpreted distinctive freshwater input during LGM has been continued until almost mid Holocene in most part of Ulleung Basin. This new finding suggested that local effects of oxygen isotope record are influenced by the climatic changes. This timing of freshwater input may synchronized with global warming between the transitional time of MIS 2 and Holocene. In East Sea, regional freshwater influences lasted until 8 ka, and the sluggish ventilation is one of favorable factor for freshwater remain. In contrast with previous works, this study provide that global warming and regional paleoceanography has been played more important role in inverse excursions of oxygen isotope, which resulted in freshwater input to the East Sea just on time of MIS 2 and 6 and the last event has been lasted until 8 ka. Geographic restriction and limited vertical mixing during glacial time are contributed to this specific freshwater input at those times.1

LATE QUATERNARY PALEOCEANOGRAPHIC CHANGES IN δ¹⁸O AND Mg/Ca ANALYSES OF PLANKTONIC FORAMINIFERA IN EAST SEA (JAPAN SEA)

동해의 제4기 고해양 변화를 조사하기 위하여 한국대지의 시추코아 퇴적물(M04-PC1A)에서 산출된 중층수종인 부유성 유공충 Neogloboquadrina pachyderma의 산소 동위원소(δ18O)와 표층수종인 부유성 유공충 Globigerina bulloides의 미량원소(Mg/Ca)를 측정하였다. 총 29개의 Mg/Ca 측정 결과를 얻은 이번 동해 부유성 유공충의 미량원소 분석은 국내외적으로 처음 시도되었으며, 지난 30만년 동안(Marine Isotope Stage: MIS 1∼;8) 동해의 표층수온(SST; sea surface temperature) 변화 범위가 약 3.2~15.5oC(평균 6.8oC) 라는 사실을 밝힐 수 있었다. 또한 Mg/Ca 분석 결과를 근거로 한 SST 변동곡선은 δ18O 변동곡선 및 알케논(alkenone) 추정온도와 거의 일치하며 동해의 장․;단기적인 고해양/고기후 변화 주기를 정밀하게 기록하고 있다. 따라서 부유성 유공충의 안정 동위원소와 미량원소 측정결과는 동해의 제4기 후기 고해양 변화 연구에 중요한 proxy로 사용될 수 있다.22Nothe

The first occurrence of the Miocene shallow marine carbonate sediments of the deep-sea core (MO-PC1A), Korea Plateau, East Sea, Korea

East Sea is a semi-isolated marginal sea with an average depth of 1,350m (maximum depth of 3,700m), and comprises three basins such as the Japan, Yamato, and Ulleung Basins.The Korea Plateau is located north of the Ulleung Basin and is less than 1,000m deep.One piston core from the top of the Korea Plateau was obtained at the depth of 758.7m.The core is 587cm long, and is mostly composed of sandy mud and muddy sand with abundant foraminifers.The sediments also contain a few layers of tuffaceous sands and often include granule-sized volcanic fragments.Especially notable are the lowermost part of the core (431~587cm), which consists of carbonate sediments containing sand- to granule-sized bioclastic sands. Radiocarbon dating of some selected foraminifers (G. bulloides & N. pachyderma) shows 6,00235 BP and 45,2001700 BP at the core interval of 7~9cm and 83~85cm, respectively.In contrast, 87Sr/86Sr initial ratio of the lower carbonate sands ranges from 0.70881 to 0.70883 (at the core intervals of 506~507, 526~527, 542~543, 558~559, 571~572, and 586~587cm) and the data indicate the sediment age of 12.8~13.4 Ma (Middle Miocene). The lowermost part of the core (431~587cm), composed of calcareous bioclasts, can be divided into two units (431~490cm and 490~587cm) according to lithology and composition of the sediments. The sediments of the lower unit ranges from -1 to 1 in size with minor contribution of the sediments smaller than 2.This sediment is mostly composed of bioclasts of mollusks and barnacles along with planktonic and benthic foraminifers, bryozoans, echinoids, ostracodes and volcanic rock fragments. In this unit, mean grain size tend to decrease upwards, and this coincides with the abundance of the grains (>-1).The upper unit shows the overall fining-upward sequence.The upper part of the upper unit (431~490cm) is mostly composed of planktonic foraminifers, however the lower part of the upper unit contains more mollusks, benthic foraminifers, bryozoans, echi1

Paleotemperature (SST) reconstruction based on the oxygen isotope of foraminifera and alkenones from the East Sea core sediment

동해의 한국대지에서 얻어진 주상시료 퇴적물(M04-PC1A)로부터 과거 약 25만년간에 걸친 고환경변화를 유공충의 안정 산소동위원소 기록과 biomarker(알케논)을 이용하여 복원하였다. 유공충에 대한 산소 동위원소 기록은 과거 약 25만년(산소동위원소 단계 8; Marine Isotope Stage (MIS) 8)에 달하는 것으로 나타났다. 동해에서 얻어진 다른 자료 및 범 지구적인 동위원소 기록과의 비교연구를 한 결과 동해의 고해양 및 고기후 변동은 외양의 일반적인 경향과는 다소 다르게 나타나고 있음이 드러났다. 동해의 경우는 담수유입 (freshwater input)의 기록이 MIS 2.1에 나타나고 있으며 표층수온(SST)의 저하 (약 2 per mil 차이)가 MIS 6.2 (약 13 만년 전) 에 타나났다. 동해퇴적물에서 고수온(SST) 변화를 복원하기 위해 불포화 장쇄 알케논(unsaturated longchain alkenones; ULA)을 동위원소 기록과 대비하며 분석하였다. 그 결과 고수온(SST)은 현재의 표층수온과 비교했을 때 약 10oC 정도가 MIS 6.2에 낮았음을 지시하고 있다. 그러나 이러한 고수온 변화가 최종빙기인 MIS 2.2인 경우에는 상대적으로 낮은 5oC 정도에 미치고 있다. 동위원소 기록과 ULA기록은 과거 25만년간 조화적인 변화를 보이고 있으며 이러한 경향이 범 지구적인 기록과 어떻게 결부되는지 그리고 MIS 6.2에 나타난 수온변화가 범 지구적인 고기후변화와 어떻게 연동되어 진행된 것인지 추가적인 연구를 필요로 한다.2

Paleoceanographic changes inferred from the deep-sea sediments at the Korea Plateau in the East Sea (Sea of Japan)

Paleoenvironmental and paleoceanographic changes in the East Sea were investigated from the two piston core sediments collected at the Korea Plateau in the East Sea. The core sediments can be classified into 7 sedimentary facies, and the lowermost part was composed of the storm-influenced nearshore to shallow marine sediments of middle Miocene in age (12.8 to 13.4 Ma). The age dating of the sediments was carried out from the 87Sr/86Sr initial ratio (0.70881 to 0.70886), and this is the first report of the middle Miocene shallow water carbonates from the deep-sea sediments in the East Sea. The presence of these sediments implies that the Korea Plateau has been subsequently subsided into the present deep-sea position since the middle (the top of the Korea Plateau is deeper than 600 m). In core M04-PC1A, organic carbon and biogenic carbonate contents show big differences between the upper and lower part. Based on the C/N ratio of organic matter, the organic matter was supplied from the neighboring continent for the M04-PC1A core, whereas the organic matter from the M04-PC2 core (which is located at the central part of Ulleung Basin) was not supplied from the continent but from biogenic source. Oxygen isotopic records of the planktonic foraminifera (N. pachyderma) indicate that the pelagic sediments represent the Marine Isotope Stage 1 to 8 (~250 ka). Unlike the previously reported global paleoceanographic data, the oxygen isotope data during the glacial periods consistently show depleted signatures, indicative of surface-water freshening. This should result from the isolation of the East Sea basin due to the closure of the shallow straits around the East Sea during the Marine Isotope Stages (MIS) of 2.2 and 6.2. Also, the paleotemperature calculated from unsaturated alkenons index of the M04-PC1A core sediment were much lower (about 10 oC) during the MIS 6 compared to the present-day temperature..1

Oxygen isotope records and paleoenvironmental changes since the MIS 9 at the East Sea

Stable oxygen isotope of foraminifera and alkenones variation of the two piston core (MB96EBP-4 and M04-PC1A) were conducted to elucidate the evolution of paleoceanography of the East Sea (Japan Sea). Paleoenvironmental changes since the last ~ 330 ka was reconstructed based on the oxygen isotope compositions of forminifera and alkenons data from the deep-sea sediments of the piston core taken from the Korea Plateau in the East Sea (Japan Sea). Oxygen isotopic records of the planktonic foraminifera, that were estimated to be ca. 330 ka in age, show the Marine Isotope Stage (MIS) from 1 to 9. Comparing this result with previously reported stable isotope data in the East Sea as well as the global oxygen isotope trend, it is suggested that paleoceanographic and paleoclimatic changes in the East Sea has been quite different from those of open oceans: it reserves freshwater input signals and steep drop of paleotemperature (about 2 per mil heavier) at the MIS 2.1 and 6.2, respectively. Paleotemperature variations of the surface water in the East Sea were reconstructed using unsaturated longchain alkenones (ULA) along with oxygen isotope data. The result shows that paleotemperature was about 10oC lower than today’s surface temperature during the MIS 6.2. However, paleotemperature during the MIS 2.2 was characterized by relatively small temperature drop of about 3~4 oC. Both oxygen isotope and ULA data show the systematic coeval trend throughout the late Quarternary. The two core data suggesting local oceanographic condition were more distinctive feature and have prevailed since the MIS 6 in the East Sea.2