• Title/Summary/Keyword: Benchmarks

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Development and Evaluation of a Portfolio Selection Model and Investment Algorithm utilizing a Markov Chain in the Foreign Exchange Market (외환 시장에서 마코브 체인을 활용한 포트폴리오 선정 모형과 투자 알고리즘 개발 및 성과평가)

  • Choi, Jaeho;Jung, Jongbin;Kim, Seongmoon
    • Journal of the Korean Operations Research and Management Science Society
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    • v.40 no.2
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    • pp.1-17
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    • 2015
  • In this paper, we propose a portfolio selection model utilizing a Markov chain for investing in the foreign exchange market based on market forecasts and exchange rate movement predictions. The proposed model is utilized to compute optimum investment portfolio weights for investing in margin-based markets such as the FX margin market. We further present an objective investment algorithm for applying the proposed model in real-life investments. Empirical performance of the proposed model and investment algorithm is evaluated by conducting an experiment in the FX market consisting of the 7 most traded currency pairs, for a period of 9 years, from the beginning of 2005 to the end of 2013. We compare performance with 1) the Dollar Index, 2) a 1/N Portfolio that invests the equal amount in the N target assets, and 3) the Barclay BTOP FX Index. Performance is compared in terms of cumulated returns and Sharpe ratios. The results suggest that the proposed model outperforms all benchmarks during the period of our experiment, for both performance measures. Even when compared in terms of pre- and post-financial crisis, the proposed model outperformed all other benchmarks, showing that the model based on objective data and mathematical optimization achieves superior performance empirically.

Result Based Evaluation Model and Its Application to Peace Operation of the ROK Military Contingent to UN Mission (한국군의 UN평화활동에 대한 성과기반 평가모델개발과 적용)

  • KWON, Goosoon
    • International Area Studies Review
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    • v.21 no.1
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    • pp.303-324
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    • 2017
  • Current methods to evaluate the performance of ROK military contingents to UN missions unnecessarily raises the issues of relevance, validity and reliability. Thus, this article aims to suggest how the result based evaluation (RBE) model which is widely adopted in the UN field missions as well as the international development community would be modified and applied to peace operation of the ROK contingent. As a result of the study, the model presents a framework that integrates the planning process and monitoring and evaluation with a logical framework, which entails a cycle of assessment of pre-deployment planning, monitoring and phased evaluation, and post-deployment evaluation. Secondly, according to measurement of RBE benchmarks to the present ROK's monitoring and evaluation system, factors in an evaluation unit and a logical framework approach are unmet or partly met to the benchmarks. In addition, ex-post impact evaluation has been rarely performed. Finally, the policy recommendations for resolution of the aforementioned challenges as well as a joint evaluation unit, participated by experts in a civilian, public, and a military domain are proposed.

Representative Batch Normalization for Scene Text Recognition

  • Sun, Yajie;Cao, Xiaoling;Sun, Yingying
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.16 no.7
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    • pp.2390-2406
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    • 2022
  • Scene text recognition has important application value and attracted the interest of plenty of researchers. At present, many methods have achieved good results, but most of the existing approaches attempt to improve the performance of scene text recognition from the image level. They have a good effect on reading regular scene texts. However, there are still many obstacles to recognizing text on low-quality images such as curved, occlusion, and blur. This exacerbates the difficulty of feature extraction because the image quality is uneven. In addition, the results of model testing are highly dependent on training data, so there is still room for improvement in scene text recognition methods. In this work, we present a natural scene text recognizer to improve the recognition performance from the feature level, which contains feature representation and feature enhancement. In terms of feature representation, we propose an efficient feature extractor combined with Representative Batch Normalization and ResNet. It reduces the dependence of the model on training data and improves the feature representation ability of different instances. In terms of feature enhancement, we use a feature enhancement network to expand the receptive field of feature maps, so that feature maps contain rich feature information. Enhanced feature representation capability helps to improve the recognition performance of the model. We conducted experiments on 7 benchmarks, which shows that this method is highly competitive in recognizing both regular and irregular texts. The method achieved top1 recognition accuracy on four benchmarks of IC03, IC13, IC15, and SVTP.

Numerical study of the flow and heat transfer characteristics in a scale model of the vessel cooling system for the HTTR

  • Tomasz Kwiatkowski;Michal Jedrzejczyk;Afaque Shams
    • Nuclear Engineering and Technology
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    • v.56 no.4
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    • pp.1310-1319
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    • 2024
  • The reactor cavity cooling system (RCCS) is a passive reactor safety system commonly present in the designs of High-Temperature Gas-cooled Reactors (HTGR) that removes heat from the reactor pressure vessel by means of natural convection and radiation. It is one of the factors responsible for ensuring that the reactor does not melt down under any plausible accident scenario. For the simulation of accident scenarios, which are transient phenomena unfolding over a span of up to several days, intermediate fidelity methods and system codes must be employed to limit the models' execution time. These models can quantify radiation heat transfer well, but heat transfer caused by natural convection must be quantified with the use of correlations for the heat transfer coefficient. It is difficult to obtain reliable correlations for HTGR RCCS heat transfer coefficients experimentally due to such a system's size. They could, however, be obtained from high-fidelity steady-state simulations of RCCSs. The Rayleigh number in RCCSs is too high for using a Direct Numerical Simulation (DNS) technique; thus, a Reynolds-Averaged Navier-Stokes (RANS) approach must be employed. There are many RANS models, each performing best under different geometry and fluid flow conditions. To find the most suitable one for simulating an RCCS, the RANS models need to be validated. This work benchmarks various RANS models against three experiments performed on the HTTR RCCS Mockup by the Japanese Atomic Energy Agency (JAEA) in 1993. This facility is a 1/6 scale model of a vessel cooling system (VCS) for the High Temperature Engineering Test Reactor (HTTR), which is operated by JAEA. Multiple RANS models were evaluated on a simplified 2d-axisymmetric geometry. They were found to reproduce the experimental temperature profiles with errors of up to 22% for the lowest temperature benchmark and 15% for the higher temperature benchmarks. The results highlight that the pragmatic turbulence models need to be validated for high Rayleigh natural convection-driven flows and improved accordingly, more publicly available experimental data of RCCS resembling experiments is needed and indicate that a 2d-axisymmetric geometry approximation is likely insufficient to capture all the relevant phenomena in RCCS simulations.

Digital Sequence CPLD Technology Mapping Algorithm

  • Youn, Choong-Mo
    • Journal of information and communication convergence engineering
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    • v.5 no.2
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    • pp.131-135
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    • 2007
  • In this paper, The proposed algorithm consists of three steps. In the first step, TD(Transition Density) calculation has to be performed. a CLB-based CPLD low-power technology mapping algorithm considered a Trade-off is proposed. To perform low-power technology mapping for CPLDs, a given Boolean network has to be represented in a DAG. Total power consumption is obtained by calculating the switching activity of each node in a DAG. In the second step, the feasible clusters are generated by considering the following conditions: the number of inputs and outputs, the number of OR terms for CLB within a CPLD. The common node cluster merging method, the node separation method, and the node duplication method are used to produce the feasible clusters. In the final step, low-power technology mapping based on the CLBs packs the feasible clusters. The proposed algorithm is examined using SIS benchmarks. When the number of OR terms is five, the experiment results show that power consumption is reduced by 30.73% compared with TEMPLA, and by 17.11 % compared with PLA mapping.

Performance Analysis of Reed-Solomon Coded M-ary FSK Modulation in Nakagami Fading Channels (나카가미 페이딩 채널에서 M-ary FSK 변조된 리드솔로몬 부호화의 성능분석)

  • Kang Heau-Jo
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.10 no.7
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    • pp.1202-1207
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    • 2006
  • In this paper we analyze the performance improvement of the M-ary FSK systems for low power and low data rate applications. This contribution presents a unified analysis of its MRC diversity, uncoded and performance in A WGN, m=2, m=3, Rayleigh and one sided Gaussian fading channels using optimum noncoherent demodulation with Reed-Solomon(RS) codes. The results of this paper should be useful as benchmarks of obtainable performance and as a reference for validating the results of simulation studies when slow fading models are applicable.

A MULTI-WAVELENGTH VIEW OF GALAXY EVOLUTION WITH AKARI

  • Serjeant, S.;Pearson, C.;White, G.J.;Smith, M.W.L.;Doi, Y.
    • Publications of The Korean Astronomical Society
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    • v.27 no.4
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    • pp.305-310
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    • 2012
  • AKARI's all-sky survey resolves the far-infrared emission in many thousands of nearby galaxies, providing essential local benchmarks against which the evolution of high-redshift populations can be measured. This review presents some recent results in the resolved galaxy populations, covering some well-known nearby targets, as well as samples from major legacy surveys such as the Herschel Reference Survey and the JCMT Nearby Galaxies Survey. This review also discusses the prospects for higher redshifts surveys, including strong gravitational lens clusters and the AKARI NEP field.

Statistical Timing Analysis of Partially-Depleted SOI Gates (부분 공핍형 SOI 게이트의 통계적 타이밍 분석)

  • Kim, Kyung-Ki
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.44 no.12
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    • pp.31-36
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    • 2007
  • This paper presents a novel statistical characterization for accurate timing analysis in Partially-Depleted Silicon-On-Insulator (PD-SOI) circuits in BSIMSOI3.2 100nm technology. The proposed timing estimate algorithm is implemented in Matlab, Hspice, and C, and it is applied to ISCAS85 benchmarks. The results show that the error is within 5% compared with Monte Carlo simulation results.

A Kernel-Based Partitioning Algorithm for Low-Power, Low-Area Overhead Circuit Design Using Don't-Care Sets

  • Choi, Ick-Sung;Kim, Hyoung;Lim, Shin-Il;Hwang, Sun-Young;Lee, Bhum-Cheol;Kim, Bong-Tae
    • ETRI Journal
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    • v.24 no.6
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    • pp.473-476
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    • 2002
  • This letter proposes an efficient kernel-based partitioning algorithm for reducing area and power dissipation in combinational circuit designs using don't-care sets. The proposed algorithm decreases power dissipation by partitioning a given circuit using a kernel extracted from the logic. The proposed algorithm also reduces the area overhead by minimizing duplicated gates in the partitioned sub-circuits. The partitioned subcircuits are further optimized utilizing observability don't-care sets. Experimental results for the MCNC benchmarks show that the proposed algorithm synthesizes circuits that on the average consume 22.5% less power and have 12.7% less area than circuits generated by previous algorithms based on a precomputation scheme.

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High-Level Test Generation for Asynchronous Circuits Using Signal Transition Graph (신호 전이그래프를 이용한 비동기회로의 상위수준 테스트 생성)

  • 오은정;김수현;최호용;이동익
    • Proceedings of the IEEK Conference
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    • 2000.06b
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    • pp.137-140
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    • 2000
  • In this paper, we have proposed an efficient test generation method for asynchronous circuits. The test generation is based on specification level, especially on Signal Transition Graph(STG)〔1〕 which is a kind of specification method for asynchronous circuits. To conduct a high-level test generation, we have defined a high-level fault model, called single State Transition Fault(STF) model on STG and proposed a test generation algorithm for STF model. The effectiveness of the proposed fault model and its test generation algorithm is shown by experimental results on a set of benchmarks given in the form of STG. Experimental results show that the generated test for the proposed fault model achieves high fault coverage over single input stuck-at fault model with low cost. We have also proposed extended STF model with additional gate-level information to achieve higher fault coverage in cost of longer execution time.

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