• The Journal of Asian Finance, Economics and Business
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• v.8 no.3
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• pp.23-30
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• 2021

The purpose of this study is to compare the level of risk and return of Islamic stocks in the Jakarta Islamic Index (JII) with conventional stocks on the IDX30 in the period from January 2017 to July 2019. The Sharpe ratio method is used to calculate risk and stock returns. The performance of the stock portfolio is measured by comparing the risk premium portfolio with the portfolio risk that is expressed as a standard deviation of the total risk. This study uses secondary data collected by the Indonesia Stock Exchange (IDX), which provides the names of stock issuers included in the JII and IDX30 indices along with their montly closing price. The results of the descriptive analysis show that the JII Sharpe ratio index from January 2017 to July 2019 is from the minimum range of -0.28820 to a maximum range of 0.05622, while the IDX30 Sharpe ratio index from January 2017 to July 2019 is from the minimum range of -0.09290 to the maximum range of 0.17436. The results of inferential analysis using a different test show that there is a significant difference between the Sharpe ratio JII and IDX30 in measuring the performance of the stock portfolio.

• International Journal of Railway
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• v.1 no.2
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• pp.59-63
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• 2008

The maintenance effect is a peculiar factor applied to repairable systems such as rolling stocks. Conventional statistical analysis for failure times takes into account one of the two following extreme assumptions, namely, the state of the system after maintenance is either as "good as new" (GAN, perfect maintenance model) or as "bad as old" (BAO, minimal maintenance model). Most of the papers concerning the stochastic behavior of railroad systems assume two types of maintenance: perfect and minimal maintenance. However, Lee, Kim & Lee (2008) analyzed the failure data of a door system in Metro EMU and the effect of preventive maintenance was imperfect. It is seen that the imperfect maintenance is of great significance in practice. This article describes how to deal with the maintenance effect in reliability studies of rolling stocks. Maintenance policies under imperfect maintenance are described and the method is proposed to evaluate their performance.

• Proceedings of the KSR Conference
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• 2010.06a
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• pp.1650-1655
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• 2010

This paper presents an activation plan for reliability centered maintenance (RCM) of rolling stock. The KTX is carrying out the maintenance in compliance with RCM. MKBSF, that is one of the reliability indices for KTX, is shown 183,483 km in 2009, whereas it is shown 68,986 km in 2004. It means that the reliability of KTX has been growing every year. It also is result of reliability management activities. KORAIL did not apply RCM until now about the conventional rolling stocks. But KORAIL decided that applies RCM system because of reliability management effect of KTX. In this study, we tried to know an activation plan for the reliability centered maintenance of the conventional rolling stocks.

• Proceedings of the KSR Conference
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• 2004.06a
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• pp.1286-1291
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• 2004

This paper was showed evaluation method and technical items for measurement test of new catenary system of Honam(Daejeon - Mokpo) conventional railway electrified. This line have tested by three type new electric rolling stocks in order to test construction quality and operation safety of a new catenary system with speed-up than conventional speed. We have some important experiences through measurement test of catenary system by new device installed on train roof.

• Proceedings of the Korean Society for Technology of Plasticity Conference
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• 1995.10a
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• pp.57-68
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• 1995

A design methodology is applied for manufacturing the valve-spring retainer component. The design criterion is the forging load within the available press limit. Also, the final product should not have any geometrical defect. The rigid-plastic TEM has been applied to simulate the conventional five-stage manufacturing processes, which include mainly backward extrusion and heading process. Simulations of one step process from selected stocks to the final product shape are performed for a possibly better process than the conventional one.

• Journal of the Korea Society of Computer and Information
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• v.8 no.3
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• pp.113-123
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• 2003

Many researches on the application of neural networks for making financial index prediction have proven their advantages over statistical and other methods. In this paper, a neural network model is proposed for the Buying, Holding or Selling timing prediction in stocks by the price index of stocks by inputting the closing price and volume of dealing in stocks and the technical indexes(MACD, Psychological Line). This model has an equalized multi-layer arithmetic function as well as the time series prediction function of backpropagation neural network algorithm. In the case that the numbers of learning data are unbalanced among the three categories (Buying, Holding or Selling), the neural network with conventional method has the problem that it tries to improve only the prediction accuracy of the most dominant category. Therefore, this paper, after describing the structure, working and learning algorithm of the neural network, shows the equalized multi-layer arithmetic method controlling the numbers of learning data by using information about the importance of each category for improving prediction accuracy of other category. Experimental results show that the financial index prediction using the equalized multi-layer arithmetic neural network has much higher correctness rate than the other conventional models.

• Proceedings of the KSR Conference
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• 2002.05a
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• pp.392-398
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• 2002

In this paper, an engineering database management system(EDMS) has been developed to support the system engineering for design of the high speed titling train to be put into the conventional lines. The developed system can be operated on client-server or web circumstances. To accomplish the concurrent engineering in design of the rolling stocks, this system has been fully equipped with a powerful viewer and a postprocessor for 3D CAD data or FE results. The system was tested using the engineering data produced during carrying out the G7 project to design KHST(Korean High Speed Train) in a crashworthy viewpoint. Through this example, it is shown that the system should be powerfully applied to improving the performance of the system engineering.

• Tribology and Lubricants
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• v.11 no.5
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• pp.144-149
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• 1995

Use of high-quality basestocks is increasing to produce high-performance lubricants. However, their tribological characteristics have not been understood clearly yet. In this study, a newly developed basestock from a fuel hydrocracker and a poly-alpha-olefin are selected and investigated on the properties of lubricants formulated with them. The Lubricants are prepared by blending the basestocks with typical additives such as a zinc dialkyldithiophosphate, a dispersant, a detergent and a dispersant-inhibitor package. Frictional and wear-preventing properties are investigated using an oscillating-type wear-testing machine. The contact is a ball-on-disk mode and the testing temperature is varied from room temperature to 200$^{\circ}$C. The results show that their frictional property is varied significantly and that the non-conventional oils result in lower friction and lower wear compared with conventional lubricants, especially at the higher temperatures.

• Proceedings of the Korean Society for Bio-Environment Control Conference
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• 1996.05a
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• pp.41-62
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• 1996

Since 1966 tissue culture has been used as a tool for the production of disease indexed stocks from selected plants and their rapid (clonal) mass propagation through the procedure now referred to as micropropagation. The major advantages have been the rapid introduction of new plant cultivars, created within conventional and mutation breeding programmes, as healthy stock for beneficial distribution and the expansion of the world wide horticultural industry. (omitted)

• Management & Information Systems Review
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• v.19
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• pp.1-15
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• 2006

The concept of portfolio is rarely understood and used in R&D management field. The conventional management technique in selecting R&D projects is scoring each projects and choosing projects based on the scores which are determined during evaluation. As a collection of good stocks is not necessarily a good stock portfolio, a collection of good R&D projects is not always a good R&D project portfolio. In this paper, framework and practical technique for constructing a R&D project portfolio are introduced. This technique can be easily applied in private and plublic R&D institutes.