• Journal of the Korean earth science society
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• v.22 no.6
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• pp.512-527
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• 2001

Separated flows passed complex geometries are modeled by discrete vortex techniques. The flows are assumed to be rotational and inviscid, and a new techlnique is described to determine the stream functions for linear shear profiles. The geometries considered are the snow cornice and the backward-facing step, whose edges allow for the separation of the flow and reattachment downstream of the recirculation regions. A point vortex has been added to the flows in order to constrain the separation points to be located at the edges, while the conformal mappings have been modified in order to smooth the sharp edges and to let the separation points free to oscillate around the points of maximum curvature. Unsteadiness is imposed to the flow by perturbing the vortex location, either by displacing the vortex from the equilibrium, or by imposing a random perturbation with zero mean to the vortex in equilibrium. The trajectories of passive scalars continuously released upwind of the separation point and trapped by the recirculating bubble are numerically integrated, and concentration time series are calculated at fixed locations downwind of the reattachment points. This model proves to be capable of reproducing the trapping and intermittent release of scalars, in agreement with the simulation of the flow passed a snow cornice performed by a discrete multi-vortex model, as well as with direct numerical simulations of the flow passed a backward-facing step. The results of simulation indicate that for flows undergoing separation and reattachment the unsteadiness of the recirculating bubble is the main mechanism responsible for the intense large-scale concentration fluctuations downstream.

• Journal of the Korean Geotechnical Society
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• v.30 no.4
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• pp.35-45
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• 2014

Limit equilibrium methods of slope stability analysis have been widely adopted mainly due to their simplicity and applicability. However, the conventional methods may not give reliable and convincing results for various geological conditions such as nonhomogeneous and anisotropic soils. Also, they do not take into account soil slope history nor the initial state of stress, for example excavation or fill placement. In contrast to the limit equilibrium analysis, the analysis of deformation and stress distribution by finite element method can deal with the complex loading sequence and the growth of inelastic zone with time. This paper proposes a technique to determine the critical slip surface as well as to calculate the factor of safety for shallow failure on partially saturated soil slope. Based on the effective stress field in finite element analysis, all stresses are estimated at each Gaussian point of elements. The search strategy for a noncircular critical slip surface along weak points is appropriate for rainfall-induced shallow slope failure. The change of unit weight by seepage force has an effect on the horizontal and vertical displacements on the soil slope. The Drucker-Prager failure criterion was adopted for stress-strain relation to calculate coupling hydraulic and mechanical behavior of the partially saturated soil slope.

• The Journal of Korean Academy of Prosthodontics
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• v.31 no.3
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• pp.394-410
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• 1993

This study was accomplished for appreciation of the mandibular moments according to antero- posterior movement of pivot placed on the lower natural dentition. For this study, 20 subjects(male, $21\sim30$ yrs., average age 24) in the category of normal occlusion were selected, and the intraoral Vitallium clutches were cast and fabricated for each subjects. A 2-dimension PSD(Position Sensitive Detector, Hamamatsu Photonics Co., Japan) was attached to maxillary clutch in a mode of three dimensional control and LED (Light Emit Diode, Hamamatsu Photonics Co., Japan) was set up on mandibular clutch. Both clutches were set into oral cavity of each subjects and adjusted. Then the subjects were allowed to intercuspated with maximal bite force while the pivoting ball in the mid-line moving from anterior toward posterior position. The displacement scales were recorded by CCD camera(Sony, CCD-TR-705) and VCR, The conclusions were as follows : 1. When the subject was allowed to bite the metal pivoting ball in the midline of lower dentition with maximal bite force voluntarily while moving from lower central incisor to canine, 1st premolar, End premolar, 1st molar and 2nd molar. The lever actions on the pivot were revealed in all subjects. The equilibrium of moment were revealed on the pivots of 1st premolar(14 subjects), End premolar(4 subjects), and canine(2 subjects) areas. 2. The changes of loading on the TMJ according to antero-posterior positional changes of metal pivoting ball were able to recognize as follow. Compression on the TMJ was increased when the pivot moves anteriorly from the equilibrium point, and tension on the TMJ was increased when posteriorly. 3. 13 subjects were recognized their habitual chewing sides(Rights, Left8), and 7 subjects were not. During maximal biting, mandible was displaced toward their habitual chewing sides on the metal pivoting ball in the frontal plane. 4. In cephalometric analysis, the average genial angle of 20 subjects was $116.75^{\circ}$ and the average mandibular body length was 79.77mm. The equilibrium points of mandibular moment were positioned more posteriorly in the subjects having larger Genial angle than in the smaller(p<0.05). Relationships among the angle between FH plane and occlusal plane, the angle between occlusal plane and mandibular plane , and mandibular body length were not significant(p>0.05).

• Journal of the Korean Wood Science and Technology
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• v.43 no.3
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• pp.311-319
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• 2015

Near infrared (NIR) reflectance spectroscopy was employed to develop moisture content prediction model of pitch pine (Pinus rigida), red pine (Pinus densiflora), Korean pine (Pinus koraiensis), yellow poplar (Liriodendron tulipifera) wood below fiber saturation point. NIR reflectance spectra of specimens ranging from 1000 nm to 2400 nm were acquired after humidifying specimens to reach several equilibrium moisture contents. To determine the optimal moisture contents prediction model, 5 mathematical preprocessing methods (moving average (smoothing point: 3), baseline, standard normal variate (SNV), mean normalization, Savitzky-Golay $2^{nd}$ derivatives (polynomial order: 3, smoothing point: 11)) were applied to reflectance spectra of each specimen as 8 combinations. After finishing mathematical preprocessings, partial least squares (PLS) regression analysis was performed to each modified spectra. Consequently, the mathematical preprocessing methods deriving optimal moisture content prediction were 1) moving average/SNV for pitch pine and red pine, 2) moving average/SNV/Savitzky-golay $2^{nd}$ derivatives for Korean pine and yellow poplar. Every model contained three principal components.

• Journal of Intelligence and Information Systems
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• v.25 no.2
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• pp.39-55
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• 2019

Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest value, 0.17. It measures the return to risk ratio. Overall, our suggested view model shows the possibility of replacing subjective analysts's views with objective view model for practitioners to apply the Robo-Advisor asset allocation algorithms in the real trading fields.

• Korean Journal of Materials Research
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• v.3 no.1
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• pp.50-57
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• 1993

Abstract The sintering behavior of the mechanically alloyed AI-8wt%Fe power during vacuum hot pressing was investigated and high temperature deformation behavior of the sintered specimen was studied through compression tests at various strain rates in the temperature range between 35$0^{\circ}C$ and 45$0^{\circ}C$. In 'addition, thermal stablity of the sintered specimem was examined by hardness measurement after annealing the spcimem for 60 hours in the temperature range of 30$0^{\circ}C$ ~50$0^{\circ}C$. The compressive stress increased rapidly with strain and reached the maximum point at the strain about 3%. With slight decrement after reaching the maximum point, the flow stress became constant up to the strain of 30% and it was considered to be due to equilibrium between work hardening and dynamic recrystallization. The hardness of the 60 hrs annealed specimens began to decrease rapidly at 40$0^{\circ}C$ .

• Journal of the Korea Academia-Industrial cooperation Society
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• v.15 no.4
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• pp.2428-2435
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• 2014

Numerical analysis with ALE (Arbitrary Lagrangian Eulerian) Adaptive Meshing technique was performed to evaluate the pullout capacity of the embedded suction anchors (ESA) in uniform clay. The numerical method was verified by the previous study, analytical results based on limit-equilibrium theory and centrifuge tests. The pullout capacity of the ESA under horizontal, vertical, and inclined loading were evaluated, and the effect of initial rotation of the ESA on pullout capacity was also investigated. The analysis results showed that the maximum horizontal capacity was obtained at the mid-point, and the each vertical capacity gave the similar value regardless of the loading points. Furthermore, the inclined capacity was decreased as the load inclination angle increased at the mid-point of the anchor, and almost the same pullout capacity was obtained when the initial rotation angles were below 30 degrees.

• Journal of the Korean Society for Railway
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• v.12 no.6
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• pp.1037-1042
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• 2009

Safety regulation of railway embankment is restricted by safety factor in dry season or rainy season in Korea. Safety factor which is results from the limit equilibrium analysis is varied by various external conditions. And because it has no reflection point, it is very difficult to manage the safety of trains. Safety regulation such like warning sign, reduce speed and train stop is the best choice to reduce the damage of embankments where it is worried about occurrence of disasters. In this study, additional index is proposed to support present safety standards based on unsaturated soil mechanics and reliability analysis. It is velocity of failure probability. It has an apparent reflection point near present safety regulation. It is possible to modify the regulation for safety management and monitoring system of embankments by using this index.

• Clean Technology
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• v.13 no.4
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• pp.237-243
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• 2007

Phase behavior of the ternary systems of water-insoluble simvastatin drug, which is well known to be effective drugs for hypercholesterolemia therapy, in solvent mixtures of dimethyl ether (DME) and supercritical carbon dioxide was investigated to present a guideline of establishing operating conditions in the particle formation of the drugs by a supercritical anti-solvent recrystallization process utilizing DME as a solvent and carbon dioxide as an anti-solvent. The solubilities of simvastatin in the mixtures of DME and carbon dioxide were determined as functions of temperature, pressure and solvent composition by measuring the cloud points of the ternary mixtures at various conditions using a high-pressure phase equilibrium apparatus equipped with a variable-volume view cell. The solubility of the drug increased as the DME composition in solution and the system pressure increases at a fixed temperature. A lower solubility of the drug was obtained at a higher temperature.

• Journal of the Korean Institute of Telematics and Electronics T
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• v.36T no.2
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• pp.21-31
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• 1999

This paper presents a new possibility of calculating optimal control for large scale which consist of non-linear dynamic sub-systems using two level hierarchical structures method. And the proposed method is based on the idea of block pulse transformation to simplify the algorithm and its calculation. This algorithm used an expansion around the equilibrium point of the system to fix the second and higher order terms. These terms are compensated for iteratively at the second level by providing a prediction for the states and controls which form of a part of the higher order terms. In this new approach the quadratic penalty terms are not used in the cost function. This allows convergence over a longer time horizon and also provides faster convergence. And the method is applied to the problem of optimization of the synchronous machine. Results show that the new approach is superior to conventional numerical method or other previous algorithm.