• East Asian Economic Review
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• 제21권2호
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• pp.147-165
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• 2017

This study quantifies the dynamic interrelationship between the KOSPI index return and search query data derived from the Naver DataLab. The empirical estimation using a bivariate GARCH model reveals that negative contemporaneous correlations between the stock return and the search frequency prevail during the sample period. Meanwhile, the search frequency has a negative association with the one-week- ahead stock return but not vice versa. In addition to identifying dynamic correlations, the paper also aims to serve as a test bed in which the existence of profitable trading strategies based on big data is explored. Specifically, the strategy interpreting the heightened investor attention as a negative signal for future returns appears to have been superior to the benchmark strategy in terms of the expected utility over wealth. This paper also demonstrates that the big data-based option trading strategy might be able to beat the market under certain conditions. These results highlight the possibility of big data as a potential source-which has been left largely untapped-for establishing profitable trading strategies as well as developing insights on stock market dynamics.

• 한국전산유체공학회지
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• 제3권1호
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• pp.22-29
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• 1998

Parallel implementation is conducted for a SIMPLER finite volume model. The present parallelism is based on domain decomposition and explicit message passing using MPI and SHMEM. Two parallel solvers to tridiagonal matrix equation are employed. The implementation is verified on the Cray T3E system for a benchmark problem of natural convection in a sidewall-heated cavity. The test results illustrate good scalability of the present parallel models. Performance issues are elaborated in view of convergence as well as conventional parallel overheads and single processor performance. The effectiveness of a localized matrix solution algorithm is demonstrated.

• Structural Engineering and Mechanics
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• 제36권2호
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• pp.225-241
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• 2010

In this study, a hybrid search algorithm combining genetic programming with orthogonal least squares (GP/OLS) is utilized to generate prediction models for compressive strength of high performance concrete (HPC) mixes. The GP/OLS models are developed based on a comprehensive database containing 1133 experimental test results obtained from previously published papers. A multiple least squares regression (LSR) analysis is performed to benchmark the GP/OLS models. A subsequent parametric study is carried out to verify the validity of the models. The results indicate that the proposed models are effectively capable of evaluating the compressive strength of HPC mixes. The derived formulas are very simple, straightforward and provide an analysis tool accessible to practicing engineers.

• 한국멀티미디어학회:학술대회논문집
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• 한국멀티미디어학회 2002년도 추계학술발표논문집
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• pp.283-286
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• 2002

본 논문에서는 보다 효과적이고 강인한 워터마크 은닉을 위한 방법으로 웨이브릿 변환 영역에서 영상의 통계적 특성에 기초한 비정상상태(non-stationary)에서와 정상상태(stationary) 일반화 가우스(generalized Gaussian: GG)모델을 이용한 적응 워터마크 은닉 기술을 제안한다. 워터마크는 고주파 영역에서 연속 부대역 양자화(successive subband quantization: SSQ)를 이용하여 다해상도 영상의 웨이브릿 계수 중에서 시각적 중요 계수(perceptual significant coefficients: PSC)를 선택하여 삽입한다. 워터마크 은닉을 위한 지각 모델은 NVF(noise visibility function)함수에 의해 계산된다. 이것은 비정상상태와 정상상태의 통계적 특성을 이용하고, 국부영상 특성을 가진다. 은닉모델은 다해상도내의 각 부대역별 분산과 형상계수(shape parameter)를 사용한다. Stirmark benchmark test에 근거하여 여러 가능한 왜곡에 대한 실험에서 강인성과 비가시성에서의 우수함을 확인하였고, 비정상상태의 경우와 정상상태의 경우를 비교하였다.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2006년도 추계학술대회
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• pp.693-696
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• 2006

Global optimization is a method for finding more reliable models in various fields, such as financial engineering, pattern recognition, process optimization. In this study, we compare and analyze the performance of the state-of-the-art global optimization techniques, which include Genetic Algorithm (DE,SCGA), Simulated Annealing (ASA, DSSA, SAHPS), Tabu & Direct Search (DTS, DIRECT), Deterministic (MCS, SNOBIT), and Trust-Region algorithm. The test functions for the experiments are Benchmark problems in Hedar & Fukushima (2004), which are evaluated with respect to efficiency and accuracy. Through the experiment, we analyse the computational complexity of the methods and finally discuss the pros and cons of them.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2000년도 추계학술대회 논문집 학회본부 D
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• pp.682-685
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• 2000

In this paper, Using CDM(Coefficient Diagram Method), we set target polynomial constraints and design 4-PID controller which have different structures such as Textbook PID-controller, Derivative of output PID-controller, set point of I only controller(I-PD controller) and PI controller followed by lag network(PI lag network controller) were tested by simulations. The plant we used are that used in IFAC 93 benchmark test. A controller designer, using CDM could use these results to select the controller's structure which is the best one fer him.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.778-781
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• 2005

In this paper, we describe a development of a Bluetooth Access Point for the WAN connection of home network devices. Especially, users can access the PSTN at home instead of expensive digital cellular network through the AP, using the 'one-phone', which is the Bluetooth enabled cellular phone. The simultaneous benchmark test about telephone service and LAN access service shows the perfect compatibility and reasonable performance of the access point. The one-phone service can become a convergence of wired and wireless communication through the AP.

• Structural Engineering and Mechanics
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• 제59권6호
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• pp.1071-1094
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• 2016

We employ the so-called problem-dependent linked interpolation concept to develop two cubic 4-node quadrilateral plate finite elements with 12 external degrees of freedom that pass the constant bending patch test for arbitrary node positions of which the second element has five additional internal degrees of freedom to get polynomial completeness of the cubic form. The new elements are compared to the existing linked-interpolation quadratic and nine-node cubic elements presented by the author earlier and to the other elements from literature that use the cubic linked interpolation by testing them on several benchmark examples.

• 설비공학논문집
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• 제19권4호
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• pp.299-306
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• 2007

Recently, the numerical analysis using person shape model for CFD (Computational Fluid Dynamic) has been researched widely for the thermal comfort and inhaled air quality of human body in the indoor environments. The purpose of this research is to examine the characteristic of airflow and thermal environment around human body by the experiment of displacement ventilation that assumes the indoor environment of natural convection. In this study, thermal manikin was used instead of real human body. The Airflow characteristic around human body was measured in precision by PIV (Particle Image Velocimetry). This experimental result will be used as data for CFD benchmark test using person shape model.

• Journal of Advanced Research in Ocean Engineering
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• 제2권2호
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• pp.67-80
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• 2016

The resistance performance of an icebreaking cargo vessel with varied stem angles is investigated numerically and experimentally. Ship-ice interaction loads are numerically calculated based on the fluid structure interaction (FSI) method using the commercial FE package LS-DYNA. Test results obtained from model testing with synthetic ice at the Pusan National University towing tank and with refrigerated ice at the National Research Council's (NRC) ice tank are used to validate and benchmark the numerical simulations. The designed icebreaking cargo vessel with three stem angles ($20^{\circ}$, $25^{\circ}$, and $30^{\circ}$) is used as the target ship for three concentrations (90%, 80%, and 60%) of pack ice conditions. The comparisons between numerical and experimental results are shown and our main conclusions are given.