• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.495-501
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• 2004

HJM representation of the term structure of interest rates sometimes produces the negative interest rates with positive probability. This paper shows that the condition of positive interest rates can be derived from the jump diffusion process, if a proper positive martingale process with the compensated jump process is chosen. As in Flesaker and Hughston, the condition is incorporated into the bond price process.

• 한국정보시스템학회지:정보시스템연구
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• 제29권1호
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• pp.241-265
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• 2020

Purpose Various machine learning techniques are used to implement for predicting corporate credit. However, previous research doesn't utilize time series input features and has a limited prediction timing. Furthermore, in the case of corporate bond credit rating forecast, corporate sample is limited because only large companies are selected for corporate bond credit rating. To address limitations of prior research, this study attempts to implement a predictive model with more sample companies, which can adjust the forecasting point at the present time by using the credit score information and corporate information in time series. Design/methodology/approach To implement this forecasting model, this study uses the sample of 2,191 companies with KIS credit scores for 18 years from 2000 to 2017. For improving the performance of the predictive model, various financial and non-financial features are applied as input variables in a time series through a sliding window technique. In addition, this research also tests various machine learning techniques that were traditionally used to increase the validity of analysis results, and the deep learning technique that is being actively researched of late. Findings RNN-based stateful LSTM model shows good performance in credit rating prediction. By extending the forecasting time point, we find how the performance of the predictive model changes over time and evaluate the feature groups in the short and long terms. In comparison with other studies, the results of 5 classification prediction through label reclassification show good performance relatively. In addition, about 90% accuracy is found in the bad credit forecasts.

• Steel and Composite Structures
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• 제52권2호
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• pp.165-182
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• 2024

Grouted sleeve splice (GSS) is an effective type of connection applied in the precast concrete structures as it has the advantages of rapidly assembly and reliable strength. To decrease the weight and cost of vertical rebar connection in precast shear walls, a light-weight sleeve is designed according to the thick-cylinder theory. Mechanical behaviour of the light-weighted GSS is investigated through experimental analysis. Two failure modes, such as rebar fracture failure and rebar pull-out failure, are found. The load-displacement curves exhibit four different stages: elastic stage, yield stage, strengthening stage, and necking stage. The bond strength between the rebar and the grout increases gradually from outer position to inner position of the sleeve, and it reaches the maximum value at the centre of the anchorage length. A finite element model predicting the mechanical properties of the light-weighted GSS is developed based on the Concrete Damage Plasticity (CDP) model and the Brittle Cracking (BC) model. The effect of the rebar anchorage length is significant, while the increase of the thickness of sleeve and the grout strength are not very effective. A model for estimating ultimate load, including factors of inner diameter of sleeves, anchorage length, and rebar diameter, is proposed. The proposed model shows good agreement with various test data.

• Structural Engineering and Mechanics
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• 제73권3호
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• pp.353-365
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• 2020

In the previous studies, the authors proposed the use of laminated veneer lumber - carbon fiber reinforced polymer (LVL-CFRP) composite beams for structural application. Bond strength of the LVL-to-CFRP interface and flexural strengthening schemes to increase the bending capacity subjected to positive and negative moment were discussed in the previous works. In this article, theoretical models are proposed to predict the moment capacity when the LVL-CFRP beams are subjected to negative moment. Two common failure modes - CFRP fracture and debonding of CFRP are considered. The non-linear model proposed for positive moment is modified for negative moment to determine the section moment capacity. For the debonding based failure, previously developed bond strength model for CFRP-to-LVL interface is implemented. The theoretical models are validated against the experimental results and then use to determine the moment-rotation behaviour and rotational rigidity to compare the efficacy of various strengthening techniques. It is found that combined use of bi- and uni-directional CFRP U-wrap at the joint performs well in terms of both moment capacity and rotational rigidity.

• 전산구조공학
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• 제5권4호
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• pp.133-142
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• 1992

외측 보-기둥 접합부에 정착된 곧은 보 주철근의 인발거동을 예견하기 위한 해석모델이 개발되었다. 이 모델은 외측조인트에 수직방향으로 콘크리트를 구속하기 위하여 횡방향 철근을 배치한 상태의 구속조건(confined condition)하에서 이형철근의 부착특성에 관한 정착철근의 직경, 콘크리트 압축강도, 항복강도, 철근간격 및 주압력(column pressure)에 대한 영향을 고려할 수 있는 국부부착에 관한 시뮬레이션을 구체화하였다. 이 연구에서 채택된 해석 기법은 횡방향 철근이 배근된 공시체에 매입한 곧은 이형철근에 대한 인발실험의 결과를 만족하게 예견하였다. ACI-ASCE 352 위원회가 제안하고 있는 외측조인트 상태에서의 정착 철근길이에 관한 규정이 개발된 해석접근법을 사용해 평가 되었다. 이 해석 평가의 결과는 현재의 외측조인트의 구속조건에서의 정착길이에 대한 규정이 너무 안정적인 측면에 있다는 것을 암시하고 있다.

• Advances in Computational Design
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• 제2권2호
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• pp.147-168
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• 2017

Over the past couple decades, externally bonded fiber reinforced polymer (FRP) composites have emerged as a repair and strengthening material for many concrete infrastructure applications. This paper presents an analytical investigation of the use of carbon FRP (CFRP) for a specific problem that occurs in concrete bridge girders wherein the girder ends are damaged by excessive exposure to deicing salts and numerous freezing/thawing cycles. A 3D finite element (FE) model of a full scale prestressed concrete (PC) I-girder is used to investigate the effect of damage to the cover concrete and stirrups in the end region of the girder. Parametric studies are performed using externally bonded CFRP shear laminates to determine the most effective repair schemes for the damaged end region under a short shear span-to-depth ratio. Experimental results on shear pull off tests of CFRP laminates that have undergone accelerated aging are used to calibrate a bond stress-slip model for the interface between the FRP and concrete substrate and approximate the reduced bond stress-slip properties associated with exposure to the environment that causes this type of end region damage. The results of these analyses indicate that this particular application of this material can be effective in recovering the original strength of PC bridge girders with damaged end regions, even after environmental aging.

• Computers and Concrete
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• 제19권6호
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• pp.631-639
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• 2017

This study experimentally investigated the flexural capacity of a concrete beam reinforced with a newly developed GFRP bar that overcomes the lower modulus of elasticity and bond strength compared to a steel bar. The GFRP bar was fabricated by thermosetting a braided pultrusion process to form the outer fiber ribs. The mechanical properties of the modulus of elasticity and bond strength were enhanced compared with those of commercial GFRP bars. In the four-point bending test results, all specimens failed according to the intended failure mode due to flexural design in compliance with ACI 440.1R-15. The effects of the reinforcement ratio and concrete compressive strength were investigated. Equations from the code were used to predict the deflection, and they overestimated the deflection compared with the experimental results. A modified model using two coefficients was developed to provide much better predictive ability, even when the effective moment of inertia was less than the theoretical $I_{cr}$. The deformability of the test beams satisfied the specified value of 4.0 in compliance with CSA S6-10. A modified effective moment of inertia with two correction factors was proposed and it could provide much better predictability in prediction even at the effective moment of inertia less than that of theoretical cracked moment of inertia.

• 한국우주과학회:학술대회논문집(한국우주과학회보)
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• 한국우주과학회 2003년도 한국우주과학회보 제12권2호
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• pp.26-26
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• 2003

During fabrication process for the large space optical surfaces, the traditional bound abrasive grinding with bronze bond cupped diamond wheel tools leaves the machine marks and the subsurface damage to be removed by subsequent loose abrasive lapping. We explored a new grinding technique for efficient quantitative control of precision CNC grinding for space optics materials such as Zerodur. The facility used is a NANOFORM-600 diamond turning machine with a custom grinding module and a range of resin bond diamond tools. The machining parameters such as grit number, tool rotation speed, work-piece rotation speed, depth of cut and feed rate were altered while grinding the work-piece surfaces of 20-100 mm in diameter. The input grinding variables and the resulting surface quality data were used to build grinding prediction models using empirical and multi-variable regression analysis methods. The effectiveness of the grinding prediction model was then examined by running a series of precision CNC grinding operation with a set of controlled input variables and predicted output surface quality indicators. The experiment details, the results and implications are presented.

• 통합자연과학논문집
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• 제8권4호
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• pp.273-284
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• 2015

Chemoattractant Receptor Homologous molecule expressed on Th2 cells (CRTh2) is a chemoattractant receptor with seven transmembrane helices targeted for inflammatory diseases such as asthma and allergic rhinitis. In this study, pharmacophore based Comparative Molecular Similarity Indices Analysis (CoMSIA) were performed on the series of 2-(2-(benzylthio)-1H-benzo[d]imidazol-1-yl) acetic acids derivatives. Initially, GASP module was used for generation of pharmacophore models using five highly active compounds from the dataset. Among the generated pharmacophores, the best pharmacophore model was selected based on fitness score and was used as template for the alignment of compounds which was used for CoMSIA analysis. The best predictions were obtained utilizing steric, hydrophobic and H-bond acceptor parameters showing a $q^2$=0.559 and $r^2$=0.730. 15 test set compounds was used to investigate the predictive ability of the CoMSIA model. Contour maps suggested that presence of bulky substituents and H-bond acceptor atoms at $5^{th}$ position of benzene ring will increase the activity of the compounds. The results obtained from this study will be useful to design more potent CRTh2 antagonists.

• 대한화학회지
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• 제33권4호
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• pp.413-418
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• 1989

치환 2-phenylethyl tosylate와 치환 피리딘을 아세토니트릴에서, 2-phenylethyl m-nitrobenzenesulfonate(2-PNS)와 치환 피리딘을 아세토니트릴과 메탄올 용매 중에서 각각 반응시켰다. 기질과 친핵체 다같이 전자를 미는 치환기는 반응속도를 증가시켰다. 이들 결과는 전이상태 변화를 예측하는 More O'Ferral과 양자역학적인 모델에서 결합 파괴가 결합형성보다 더 진전된 $S_N2$ 메카니즘으로 진행함을 보였다. 전이상태 변화는 양자 역학적인 모델의 예측이 실험치와 잘 일치하였고 이탈기에서는 More O'Ferral 도시가 잘 맞지 않았다. 2-PNS 와 피리딘류와의 반응에서는 아세토니트릴이 메탄올용매보다 반응이 빨랐다.