• Journal of the Korean Mathematical Society
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• v.61 no.5
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• pp.875-898
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• 2024

This study estimates the true price of an asset and finds the optimal bid/ask prices for market makers. We provide a novel state-space model based on the exponential Ornstein-Uhlenbeck volatility and the Heston models with Gaussian noise, where the traded price and volume are available, but the true price is not observable. An objective of this study is to use Bayesian filtering to estimate the posterior distribution of the true price, given the traded price and volume. Because the posterior density is intractable, we employ the guided particle filtering algorithm, with which adaptive rejection metropolis sampling is used to generate samples from the density function of an unknown distribution. Given a simulated sample path, the posterior expectation of the true price outperforms the traded price in estimating the true price in terms of both the mean absolute error and root-mean-square error metrics. Another objective is to determine the optimal bid/ask prices for a market maker. The profit-and-loss of the market maker is the difference between the true price and its bid/ask prices multiplied by the traded volume or bid/ask size of the market maker. The market maker maximizes the expected utility of the PnL under the posterior distribution. We numerically calculate the optimal bid/ask prices using the Monte Carlo method, finding that its spread widens as the market maker becomes more risk-averse, and the bid/ask size and the level of uncertainty increase.

• Nuclear Engineering and Technology
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• v.56 no.8
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• pp.2906-2915
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• 2024

Radiocarbon (¹⁴C), with a radioactive half-life of approximately 5730 years, poses a long-term environmental contamination risk when released into the atmosphere. The quantification analysis of its release estimates plant-specific generation rates based on factors such as plant power, core neutron flux distribution, and the volume of water exposed to this flux. Utilizing the improved estimation method, the ¹⁴C production rate for several Korean Pressurized Water Reactors (PWRs) was calculated. Also, improvements in measurement methods through sampling have also been made. These enhancements include the verification of the absorption method versus the mixing method. The results of this study indicate that plant-specific ¹⁴C production rates range from 0.213 to 0.317 TBq/yr, which are comparable to the global range observed in PWRs. Furthermore, the study evaluated a quenching correction curve for a liquid scintillation counter using two quenching correction methods: the external standard method and the internal standard method. The accuracy of these methods with 72 samples was validated with an average relative error within ±2.5%. The relative error of the mixing method, when compared to the direct absorption method, was found to be within ±20%. This finding underscores the validity of the improved measurement technique.

• Journal of Oriental Neuropsychiatry
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• v.9 no.2
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• pp.45-51
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• 1998

Purpose : This study has an experiment on finding how Hyangbujapamultang advanced the learning and memory of rat to find the method to improve the failure of memory which is the symptom of dementia.Method : In the experiment, rats were divided the control group (14 rat) which medicate the excipient into the sample group (17 rat) which medicates Hyangbujapalmutang. And the learning ability test and the memorv test was practiced to using the task of radial arm maze.The learning ability test had the presupposition that, when a rat which frequents 8 tracks makes am error not exceeding one time for 3 days without a break, it passes the test.First experiment compared total days when the control group passed the test with total days when the sample group it.The memory test practiced after 24 hours when the learning ability test was over. When a rat frequents 4 tracks, the gates is cut off during 30 seconds. Here the number of error at the control group with that of the sample group.Result: In the learning ability test, the sample group needed 5.82${\pm}$0.37 days to pass the test and the control group needed 6.43${\pm}$0.67 days. In the memory test, the sample group errored 0.29${\pm}$0.37 times and the control group errored 1.86${\pm}$0.78 times.Conclusion : In the learning ability test, the sample group passed the test earlier than the control group, but any statistical correlationship couldn't be found in it. In the memory test, the sample group had the pregnant reduction of the number of error in comparison with the control group.

• Journal of the Korean Society for Advanced Composite Structures
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• v.3 no.1
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• pp.16-20
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• 2012

During construction of the cable-stayed bridge, not only shape of deck and pylon but also cable forces are main factors for geometry control. Especially, geometry control of deck must be controlled for adjusting design value of vertical and lateral alignment as well as closing of key segment. Also, both the deck level error and cable force error occur necessarily during the construction stage in cable stayed bridge. The errors are caused by different of material properties and computer modeling, and construction mistake, and so on. These causes bring about that the forces of cable and the displacement of deck show different tendency from the theoretical values. Therefore, these errors must necessarily be adjusted and can be improved through adjustment of cable length. In this study, a new optimization tool is proposed to adjust the errors of the second Dolsan cable-stayed bridge.

• Journal of Institute of Control, Robotics and Systems
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• v.21 no.10
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• pp.965-971
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• 2015

This paper suggests a feature point-based Iterative Closest Point (ICP) algorithm to compensate for the disparity error in building a two-dimensional map. The ICP algorithm is a typical algorithm for matching a common object in two different images. In the process of building a two-dimensional map using the laser scanner data, warping and distortions exist in the map because of the disparity between the two sensor values. The ICP algorithm has been utilized to reduce the disparity error in matching the scanned line data. For this matching process in the conventional ICP algorithm, pre-known reference data are required. Since the proposed algorithm extracts characteristic points from laser-scanned data, reference data are not required for the matching. The laser scanner starts from the right side of the mobile robot and ends at the left side, which causes disparity in the scanned line data. By finding the matching points between two consecutive frame images, the motion vector of the mobile robot can be obtained. Therefore, the disparity error can be minimized by compensating for the motion vector caused by the mobile robot motion. The validity of the proposed algorithm has been verified by comparing the proposed algorithm in terms of map-building accuracy to conventional ICP algorithm real experiments.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.1C
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• pp.72-80
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• 2003

This paper proposed the method of finding optimal weight vectors for enhancing the performance of an adaptive array antenna system by adopting a novel beam-forming algorithm in CDMA (code division multiple access) channel. This algorithm is a liberalized power method, based on power method, with the total computational load, O(4N). Where, N denotes the number of antenna elements. The performance of the proposed algorithm is shown in terms of SER (symbol error rates), allowable capacity, and the convergence characteristic in IS2000 1X CDMA channel. As a result of simulations, the adaptive way antenna system allows 6-10 times more users than the conventional one in a cell of a base station. Furthermore, the proposed algorithm shows superior performance to the conventional one regarding symbol error rates, converging characteristics, and computational load.

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.7
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• pp.9-17
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• 2014

This paper proposes a binary particle swarm optimization (BPSO) algorithm for distributed node localization in wireless sensor networks (WSNs). Each unknown node performs localization using the value of the measured distances from three or more neighboring anchors, i.e., nodes that know their location information. The node that is localized during the localization process is then used as another anchor for remaining nodes. The performances of particle swarm optimization (PSO) and BPSO in terms of localization error and computation time are compared by using simulations in Matlab. The simulation results indicate that PSO-based localization is more accurate. In contrast, BPSO algorithm performs faster for finding the location of unknown nodes for distributed localization. In addition, the effects of transmission range and number of anchor nodes on the localization error and computation time are investigated.

• The Journal of the Society of Korean Medicine Diagnostics
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• v.16 no.1
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• pp.9-18
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• 2012

Objectives The aim of this study is to propose an optimized tongue colour interpolation method to achieve accurate tongue image rendering. Methods We selected 60 colour chips in the chips of DIC color guide selector, and then divided randomly the colour chips into two groups. The colour chips of a group (Gr I) were used for finding the optimized colour correction factor of error and those of the other group (Gr II) were used for verifying the correction factor. We measured colour value of the Gr I colour chips with spectrophotometer, and took the colour chips image with a digital tongue image system (DTIS). We adjusted colour correction factor of error to equal the chip colour from each method. Through that process, we obtained the optimized colour correction factor. To verify the correction factor, we measured colour value of the Gr II colour chips with a spectrophotometer, and took the colour chips image with the DTIS in the two types of colour interpolation mode (auto white balance mode and optimized colour correction factor mode). And then we calculated the CIE-$L^*ab$ colour difference (${\Delta}E$) between colour values measured with the spectrophotometer and those from images taken with the DTIS. Results In auto white balance mode, The mean ${\Delta}E$ between colour values measured with the spectrophotometer and those from images taken with the DTIS was 13.95. On the other hand, in optimized colour correction factor mode, The mean ${\Delta}E$ was 9.55. The correction rate was over 30%. Conclusions In case of interpolating colour of images taken with the DTIS, we suggest that procedure to search the optimized colour correction factor of error should be done first.

• Journal of the Korean Society of Safety
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• v.37 no.6
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• pp.89-95
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• 2022

A method for measuring the length and slope of a temporary structure using an unmanned aerial vehicle (UAV) and 3D modeling method is proposed. The actual length and slope of the vertical member of the specimen were measured and compared with the measured values obtained by the proposed method for the specimens with and without the vertical protection net installed. Based on the result of measuring the length of the temporary structure specimen using the UAV and 3D modeling method, the measured value showed an error of 0.87% when compared to the actual length in the specimen without the vertical protection net installed. In addition, the error of the slope was 0.63°. It was thought that the proposed method could be usable for the purpose of finding parts in wrong installation state on the temporary structure and informing the manager in charge. However, in the case of the specimen with the vertical protection net, the measurement showed a 1.46% error in length and 2.77° difference in slope. Therefore, if a vertical protection net is to be installed in a temporary structure, the measurement accuracy should be improved by utilizing an image processing method, etc.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.5
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• pp.533-541
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• 2007

The Zienkiewicz-Zhu(Z/Z) error estimate is slightly modified for the hierarchical p-refinement, and is then applied to L-shaped plates subjected to bending to demonstrate its effectiveness. An adaptive procedure in finite element analysis is presented by p-refinement of meshes in conjunction with a posteriori error estimator that is based on the superconvergent patch recovery(SPR) technique. The modified Z/Z error estimate p-refinement is different from the conventional approach because the high order shape functions based on integrals of Legendre polynomials are used to interpolate displacements within an element, on the other hand, the same order of basis function based on Pascal's triangle tree is also used to interpolate recovered stresses. The least-square method is used to fit a polynomial to the stresses computed at the sampling points. The strategy of finding a nearly optimal distribution of polynomial degrees on a fixed finite element mesh is discussed such that a particular element has to be refined automatically to obtain an acceptable level of accuracy by increasing p-levels non-uniformly or selectively. It is noted that the error decreases rapidly with an increase in the number of degrees of freedom and the sequences of p-distributions obtained by the proposed error indicator closely follow the optimal trajectory.