• Journal of the Korean Mathematical Society
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• v.53 no.4
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• pp.795-834
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• 2016

The main purpose of this paper is to propose a scheme of a proof of the nonsimpleness of the group $Homeo^{\Omega}$ ($D^2$, ${\partial}D^2$) of area preserving homeomorphisms of the 2-disc $D^2$. We first establish the existence of Alexander isotopy in the category of Hamiltonian homeomorphisms. This reduces the question of extendability of the well-known Calabi homomorphism Cal : $Diff^{\Omega}$ ($D^1$, ${\partial}D^2$)${\rightarrow}{\mathbb{R}}$ to a homomorphism ${\bar{Cal}}$ : Hameo($D^2$, ${\partial}D^2$)${\rightarrow}{\mathbb{R}}$ to that of the vanishing of the basic phase function $f_{\underline{F}}$, a Floer theoretic graph selector constructed in [9], that is associated to the graph of the topological Hamiltonian loop and its normalized Hamiltonian ${\underline{F}}$ on $S^2$ that is obtained via the natural embedding $D^2{\hookrightarrow}S^2$. Here Hameo($D^2$, ${\partial}D^2$) is the group of Hamiltonian homeomorphisms introduced by $M{\ddot{u}}ller$ and the author [18]. We then provide an evidence of this vanishing conjecture by proving the conjecture for the special class of weakly graphical topological Hamiltonian loops on $D^2$ via a study of the associated Hamiton-Jacobi equation.

• Communications of the Korean Mathematical Society
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• v.23 no.1
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• pp.81-93
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• 2008

In [3, 9], using the theory of noncommutative Dirichlet forms in the sense of Cipriani [6] and the symmetric embedding map, authors constructed the KMS-symmetric Markovian semigroup $\{S_t\}_{t{\geq}0}$ on a von Neumann algebra $\cal{M}$ with an admissible function f and an operator $x\;{\in}\;{\cal{M}}$. We give a sufficient and necessary condition for x so that the semigroup $\{S_t\}_{t{\geq}0}$ acts separately on diagonal and off-diagonal operators with respect to a basis and study some results.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.57 no.10
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• pp.1869-1875
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• 2008

Recently, a direct data-driven synthesis of a proportional integral derivative(PID) controller for a linear time-invariant(LTI) plant was presented in [1]. The authors showed that a complete set of PID controllers achieving robust performance and stability can be calculated directly from frequency response(FR) data without an identified transfer function model. However, it is not convenient to use this method because it requires complicated numerical algorithms to find specific frequencies which are solutions of an identical equation. The method also requires determination of the boundary of the controller's parameters from a finite set of FR data. In this paper, we present the development of a user-friendly Matlab toolbox based on the method in [1]. This toolbox allows us to obtain a complete three-dimensional(3-D) graphical solution of PID controllers that meet multiple design objectives. Several examples are given to demonstrate the use of the toolbox.

• Korean Journal of Mathematics
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• v.27 no.1
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• pp.221-267
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• 2019

In the five first sections of this paper we define and study the hypergeometric transmutation operators $V^W_k$ and $^tV^W_k$ called also the trigonometric Dunkl intertwining operator and its dual corresponding to the Heckman-Opdam's theory on ${\mathbb{R}}^d$. By using these operators we define the hypergeometric translation operator ${\mathcal{T}}^W_x$, $x{\in}{\mathbb{R}}^d$, and its dual $^t{\mathcal{T}}^W_x$, $x{\in}{\mathbb{R}}^d$, we express them in terms of the hypergeometric Fourier transform ${\mathcal{H}}^W$, we give their properties and we deduce simple proofs of the Plancherel formula and the Plancherel theorem for the transform ${\mathcal{H}}^W$. We study also the hypergeometric convolution product on W-invariant $L^p_{\mathcal{A}k}$-spaces, and we obtain some interesting results. In the sixth section we consider a some root system of type $BC_d$ (see [17]) of whom the corresponding hypergeometric translation operator is a positive integral operator. By using this positivity we improve the results of the previous sections and we prove others more general results.

• Korean Institute of Interior Design Journal
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• v.26 no.1
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• pp.75-82
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• 2017

This study reviews the process of creating the patterns through the Christopher Alexander's books to discover the fundamental rules for creation of the pattern language. The essential ideas of 11 rules describing the characteristics of the pattern language are organized by keyword depending on the characteristics of each rule. Then, this study analyzes which keyword was applied importantly and how it had been developed chronologically in the Alexander's books. As a result, 5 keywords - reflection of cultural difference, reflection of human desires, solving the repeated problem, function suitable for principal purpose, and network structure - are applied to his early books in which the pattern language was theoretically developed, the pattern of traditional society was discovered and the network structure was developed. Another 5 keywords - user participation method, new problem solving, structure preserving transformation, post-mechanization method, and central invariant structure - are applied to the books in his mid-term after completion of the pattern theory which discover new pattern for contemporary society and apply the pattern language to time and space. In his later books which organize the theory of pattern language and suggest the direction for using the pattern language, 5 keywords - wholeness, post-mechanization method, user participation method, new problem solving, and structure preserving transformation - are applied. Users may use the pattern language more precisely if he/she considers the keywords of the early period in searching the patterns of existing environment, the keywords of the intermediate period in searching the patterns of new environment or in regard to time and space, and the keywords of the later period in considering direction of the application of the pattern language.

• Asia pacific journal of information systems
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• v.20 no.3
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• pp.115-137
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• 2010

Information technology (IT) outsourcing, the use of a third-party vendor to provide IT services, started in the late 1980s and early 1990s in Korea, and has increased rapidly since 2000. Recently, firms have increased their efforts to capture greater value from IT outsourcing. To date, there have been a large number of studies on IT outsourcing. Most prior studies on IT outsourcing have focused on outsourcing practices and decisions, and little attention has been paid to objectively measuring the value of IT outsourcing. In addition, studies that examined the performance of IT outsourcing have mainly relied on anecdotal evidence or practitioners' perceptions. Our study examines the contribution of IT outsourcing to economic growth in Korean industries over the 1990 to 2007 period, using a production function framework and a panel data set for 54 industries constructed from input-output tables, fixed-capital formation tables, and employment tables. Based on the framework and estimation procedures that Han, Kauffman and Nault (2010) used to examine the economic impact of IT outsourcing in U.S. industries, we evaluate the impact of IT outsourcing on output and productivity in Korean industries. Because IT outsourcing started to grow at a significantly more rapid pace in 2000, we compare the impact of IT outsourcing in pre- and post-2000 periods. Our industry-level panel data cover a large proportion of Korean economy-54 out of 58 Korean industries. This allows us greater opportunity to assess the impacts of IT outsourcing on objective performance measures, such as output and productivity. Using IT outsourcing and IT capital as our primary independent variables, we employ an extended Cobb-Douglas production function in which both variables are treated as factor inputs. We also derive and estimate a labor productivity equation to assess the impact of our IT variables on labor productivity. We use data from seven years (1990, 1993, 2000, 2003, 2005, 2006, and 2007) for which both input-output tables and fixed-capital formation tables are available. Combining the input-output tables and fixed-capital formation tables resulted in 54 industries. IT outsourcing is measured as the value of computer-related services purchased by each industry in a given year. All the variables have been converted to 2000 Korean Won using GDP deflators. To calculate labor hours, we use the average work hours for each sector provided by the OECD. To effectively control for heteroskedasticity and autocorrelation present in our dataset, we use the feasible generalized least squares (FGLS) procedures. Because the AR1 process may be industry-specific (i.e., panel-specific), we consider both common AR1 and panel-specific AR1 (PSAR1) processes in our estimations. We also include year dummies to control for year-specific effects common across industries, and sector dummies (as defined in the GDP deflator) to control for time-invariant sector-specific effects. Based on the full sample of 378 observations, we find that a 1% increase in IT outsourcing is associated with a 0.012~0.014% increase in gross output and a 1% increase in IT capital is associated with a 0.024~0.027% increase in gross output. To compare the contribution of IT outsourcing relative to that of IT capital, we examined gross marginal product (GMP). The average GMP of IT outsourcing was 6.423, which is substantially greater than that of IT capital at 2.093. This indicates that on average if an industry invests KRW 1 millon, it can increase its output by KRW 6.4 million. In terms of the contribution to labor productivity, we find that a 1% increase in IT outsourcing is associated with a 0.009~0.01% increase in labor productivity while a 1% increase in IT capital is associated with a 0.024~0.025% increase in labor productivity. Overall, our results indicate that IT outsourcing has made positive and economically meaningful contributions to output and productivity in Korean industries over the 1990 to 2007 period. The average GMP of IT outsourcing we report about Korean industries is 1.44 times greater than that in U.S. industries reported in Han et al. (2010). Further, we find that the contribution of IT outsourcing has been significantly greater in the 2000~2007 period during which the growth of IT outsourcing accelerated. Our study provides implication for policymakers and managers. First, our results suggest that Korean industries can capture further benefits by increasing investments in IT outsourcing. Second, our analyses and results provide a basis for managers to assess the impact of investments in IT outsourcing and IT capital in an objective and quantitative manner. Building on our study, future research should examine the impact of IT outsourcing at a more detailed industry level and the firm level.

• Korean Journal of Remote Sensing
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• v.39 no.6_1
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• pp.1309-1320
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• 2023

The technological development and popularization of mobile devices have developed so that users can check their location anywhere and use the Internet. However, in the case of indoors, the Internet can be used smoothly, but the global positioning system (GPS) function is difficult to use. There is an increasing need to provide real-time location information in shaded areas where GPS is not received, such as department stores, museums, conference halls, schools, and tunnels, which are indoor public places. Accordingly, research on the recent indoor positioning technology based on light detection and ranging (LiDAR) equipment is increasing to build a landmark database. Focusing on the accessibility of building a landmark database, this study attempted to develop a technique for estimating the user's location by using a single image taken of a landmark based on a mobile device and the landmark database information constructed in advance. First, a landmark database was constructed. In order to estimate the user's location only with the mobile image photographing the landmark, it is essential to detect the landmark from the mobile image, and to acquire the ground coordinates of the points with fixed characteristics from the detected landmark. In the second step, by applying the bag of words (BoW) image search technology, the landmark photographed by the mobile image among the landmark database was searched up to a similar 4th place. In the third step, one of the four candidate landmarks searched through the scale invariant feature transform (SIFT) feature point extraction technique and Homography random sample consensus(RANSAC) was selected, and at this time, filtering was performed once more based on the number of matching points through threshold setting. In the fourth step, the landmark image was projected onto the mobile image through the Homography matrix between the corresponding landmark and the mobile image to detect the area of the landmark and the corner. Finally, the user's location was estimated through the location estimation technique. As a result of analyzing the performance of the technology, the landmark search performance was measured to be about 86%. As a result of comparing the location estimation result with the user's actual ground coordinate, it was confirmed that it had a horizontal location accuracy of about 0.56 m, and it was confirmed that the user's location could be estimated with a mobile image by constructing a landmark database without separate expensive equipment.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.