• Title/Summary/Keyword: Expansion Method

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PRICING OF QUANTO OPTION UNDER THE HULL AND WHITE STOCHASTIC VOLATILITY MODEL

  • Park, Jiho;Lee, Youngrok;Lee, Jaesung
    • Communications of the Korean Mathematical Society
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    • v.28 no.3
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    • pp.615-633
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    • 2013
  • We use a power series expansion method to get an analytic approximation value for the quanto option price under the Hull and White stochastic volatility model, which turns out to be accurate enough by comparing with the simulation prices using Monte Carlo method.

A Study on Connected Digits Recognition Using the K-L Expansion (K-L 전개를 이용한 연속 숫자음 인식에 관한 연구)

  • 김주곤;오세진;황철준;김범국;정현열
    • Journal of the Institute of Convergence Signal Processing
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    • v.2 no.3
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    • pp.24-31
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    • 2001
  • The K-L expansion is a method for compressing dimensions of features and thus reduces computational cost in recognition process. Also This is well known that features can be extracted without much loss of information in the statistical pattern recognition. In this paper, the method that effectively applies K-L(Karhunen-Loeve) expansion to feature parameters of speech is proposed to improve the recognition accuracy of the Korean speech recognition system. The recognition performance of a novel feature parameters obtained by the proposed method(K-L coefficients) is compared with those of conventional Mel-cepstrum and regressive coefficients through speaker independent connected digits recognition experiments. Experimental results showed that average recognition rates using the K-L coefficients with regression coefficients obtained higher accuracy than conventional Mel-cepstrum with their regression coefficients.

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Consideration of Ambiguties on Transmission System Expansion Planning using Fuzzy Set Theory (애매성을 고려한 퍼지이론을 이용한 송전망확충계획에 관한 연구)

  • Tran, T.;Kim, H.;Choi, J.
    • Proceedings of the KIEE Conference
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    • 2004.11b
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    • pp.261-265
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    • 2004
  • This paper proposes a fuzzy dual method for analyzing long-term transmission system expansion planning problem considering ambiguities of the power system using fuzzy lineal programming. Transmission expansion planning problem can be formulated integer programming or linear programming with minimization total cost subject to reliability (load balance). A long-term expansion planning problem of a grid is very complex, which have uncertainties fur budget, reliability criteria and construction time. Too much computation time is asked for actual system. Fuzzy set theory can be used efficiently in order to consider ambiguity of the investment budget (economics) for constructing the new transmission lines and the delivery marginal rate (reliability criteria) of the system in this paper. This paper presents formulation of fuzzy dual method as first step for developing a fuzzy Ford-Fulkerson algorithm in future and demonstrates sample study. In application study, firstly, a case study using fuzzy integer programming with branch and bound method is presented for practical system. Secondly, the other case study with crisp Ford Fulkerson is presented.

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RIDGE EXPANSION OSTEOTOMY TECHNIQUE FOR IMPLANTATION IN THE MAXILLA (상악골에서 IMPLANT 매식을 위한 치조제 확대 골절단술)

  • Lee, Gi-Hyug;Yeo, Hwan-Ho;Kim, Young-Kyun;Kim, Su-Gwan
    • Maxillofacial Plastic and Reconstructive Surgery
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    • v.19 no.2
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    • pp.149-155
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    • 1997
  • Ridge expansion osteotomy(REO) technique is a simple and more conservation method to widen a narrow alveolar ridge in the maxilla. This method is superior to drilling method in soft and narrow maxillary alveolar ridge and allows the surgeon to widen the ridge in routine office procedure. Therefore, it is the treatment of choice to implant the maxilla with narrow alveolar ridge. This article presents clinical cases and discusses the advantages, rationale and surgical protocol of REO technique.

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Linear Approximation and Asymptotic Expansion associated to the Robin-Dirichlet Problem for a Kirchhoff-Carrier Equation with a Viscoelastic Term

  • Ngoc, Le Thi Phuong;Quynh, Doan Thi Nhu;Triet, Nguyen Anh;Long, Nguyen Thanh
    • Kyungpook Mathematical Journal
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    • v.59 no.4
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    • pp.735-769
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    • 2019
  • In this paper, we consider the Robin-Dirichlet problem for a nonlinear wave equation of Kirchhoff-Carrier type with a viscoelastic term. Using the Faedo-Galerkin method and the linearization method for nonlinear terms, the existence and uniqueness of a weak solution are proved. An asymptotic expansion of high order in a small parameter of a weak solution is also discussed.

Stereo Sound Image Expansion Using Phase Shifting and Precedence Effect in Television (위상 처리 방식과 선착 효과를 이용한 텔레비전에서의 스테레오 음상 확대)

  • 오제화;이종철
    • Proceedings of the IEEK Conference
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    • 1998.10a
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    • pp.1239-1242
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    • 1998
  • In television stereo system, to produce a realistic sound effect is very difficult because the distance between stereo speakers is very narrow. Many signal processing methods of widening the sound image for spatial impression have been studied. One of the methods of widening the sound image is using the Precedence Effect by reflected sound. However, this method does not work effectively in lower frequencies because of directivity of a speaker. In this paper, we propose an effective method of expanding stereo image using Precedence Effect and Phase Shifting method to produce a whole band frequency sound expansion. In experiments, we confirm the usefulness of the proposed stereo sound image expansion system.

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Transmission System Expansion Planning Considering Outage Cost (공급지장비를 포함한 송전계통계획)

  • Choi, Jae-Seok;Oh, Tae-Gon;Lim, Jin-Taek;Cho, Kyeong-Hee;Jeon, Don-Hoon;Hong, Sung-Eun
    • Proceedings of the KIEE Conference
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    • 2011.07a
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    • pp.361-363
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    • 2011
  • This paper proposes a method for choosing the best transmission system expansion(TEP) plan considering an annual outage cost and a probabilistic transmission system reliability criterion ($_RLOLE_{TS}$). The objective method minimizes a total cost which are an investment budget for constructing new transmission lines and an annual outage cost, subject to the probabilistic transmission system reliability criterion, which consider the uncertainties of power system facilities. Test results on an existing 21-bus system are included in the paper. It demonstrated the suitability of the proposed method for solving the transmission system expansion planning problem subject to practical future uncertainties.

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A Study on Improvement of Accuracy of Positioning Induced Thermal Deformation of the Ball Screw in CNC Lathe (CNC 선반에서 볼 나사 열변형에 따른 위치결정 정도 개선에 관한 연구)

  • 홍성오
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.8 no.1
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    • pp.45-51
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    • 1999
  • Thermal expansion of the ball screw can directly affect the accuracy of positioning along the travel axis in the semi-closed loop type CNC Lathe. In this paper, use of MACRO variables can make the thermal displacement of the ball screw estimated. Also, the estimated displacements of the ball screw are controlled by calculating the interval of pitch error rate in the Numerical Control(NC). Under the constant operating conditions, the thermal expansion of the ball screw was measured to confirm the effectiveness of the compensation method in the CNC Lathe. By using this method the results show that the thermal displacement of the ball screw could be reduced to 20% compared with ordinary method.

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THE ($\frac{G'}{G}$)- EXPANSION METHOD COMBINED WITH THE RICCATI EQUATION FOR FINDING EXACT SOLUTIONS OF NONLINEAR PDES

  • Zayed, E.M.E.
    • Journal of applied mathematics & informatics
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    • v.29 no.1_2
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    • pp.351-367
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    • 2011
  • In this article, we construct exact traveling wave solutions for nonlinear PDEs in mathematical physics via the (1+1)- dimensional combined Korteweg- de Vries and modified Korteweg- de Vries (KdV-mKdV) equation, the (1+1)- dimensional compouned Korteweg- de Vries Burgers (KdVB) equation, the (2+1)- dimensional cubic Klien- Gordon (cKG) equation, the Generalized Zakharov- Kuznetsov- Bonjanmin- Bona Mahony (GZK-BBM) equation and the modified Korteweg- de Vries - Zakharov- Kuznetsov (mKdV-ZK) equation, by using the (($\frac{G'}{G}$) -expansion method combined with the Riccati equation, where G = $G({\xi})$ satisfies the Riccati equation $G'({\xi})=A+BG^2$ and A, B are arbitrary constants.

Comparison between Variational Approximation and Eigenfunction Expansion Method for Wave Transformation over a Step Bottom (단일계단 지형에서 변분근사법과 고유함수 전개법에 의한 파랑변형 비교)

  • Seo, Seung-Nam
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.21 no.2
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    • pp.91-107
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    • 2009
  • In order to compute linear wave transformation over a single step bottom, both variational approximation and eigenfunction expansion method are used. Both numerical results are in good agreement for reflection and transmission coefficients, surface displacement respectively. However x velocity profiles at the boundary of step are seen to be different to each other even though x velocity matching condition is used.