• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.1073-1086
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• 2009

This paper considers the problems of martingale measures and risk-minimizing hedging strategies in the market with restricted information. By constructing a general restricted information market model, the explicit relation of arbitrage and the minimal martingale measure between two different information markets are discussed. Also a link among all equivalent martingale measures under restricted information market is given. As an example of restricted information markets, this paper constitutes a jump-diffusion process model and presents a risk minimizing problem under different information. Through $It\hat{o}$ formula and projection results in Schweizer[13], the explicit optimal strategy for different market information are given.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.9B
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• pp.822-831
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• 2008

This paper examines the theoretical and empirical technology diffusion processes to understand the Korean success in the internet access service markets. In order to do this, first, we propose an integrated demand diffusion model in terms of competition of inter-and intra-technologies and market structure as represented by the number of operators in the market. Second, by using the proposed model, we analyze the dynamic diffusion processes of Korean internet access services such as Narrow-band technology including Dial modem vs. Broad-band technology including ISDN, xDSL and Cable modem. The competition of inter-and intra-technologies as well as the extent of market competition has made a positive effect on the diffusion patterns of internet access demand. And also we propose, based on the proposed model and its empirical results, several implications for diffusion strategies and policies in the future of ICT market in Korea.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.38A no.12
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• pp.998-1012
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• 2013

The article is concerned with a mathematical modeling which can improve performances of PDE-based restoration models. Most PDE-based restoration models tend to lose fine structures due to certain degrees of nonphysical dissipation. Sources of such an undesirable dissipation are analyzed for total variation-based restoration models. Based on the analysis, the so-called equalized net diffusion (END) modeling is suggested in order for PDE-based restoration models to significantly reduce nonphysical dissipation. It has been numerically verified that the END-incorporated models can preserve and recover fine structures satisfactorily, outperforming the basic models for both quality and efficiency. Various numerical examples are shown to demonstrate effectiveness of the END modeling.

• Proceedings of the Korea Society of Information Technology Applications Conference
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• 2002.11a
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• pp.490-501
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• 2002

기업의 생산성향상과 이익률에 영향을 줄 수 있는 지식이 경제 전반에 확산되어 나가는 과정은 한 나라의 경제발전속도에 영향을 미치는 중요한 요인이다. 기업 측면에서는 도입하려는 기술이 도입 후에 그 기업의 이익을 높여 줄 수 있다면 도입하지 않을 이유가 없다. 하지만 미래 수요의 불확실성이나 기술발전 방향의 불확실성 등으로 해서 기업으로서는 도입 후의 이익을 정확히 사전적으로 측정하기는 어렵다. 본 논문에서는 학계에서 일반적으로 사용되고 있는 두 가지 지식확산 모델을 설명하고자 한다. 그 하나는 하나의 새로운 기술이나 상품이 시간이 흐름에 따라 어떻게 전체 사용 가능자(population)에게 확산되는 지를 보여주는 1) Epidemic Diffusion Model (흔히 5자형 - Sigmoid - 모델이라고도 한다. )과 어떤 도입자가 어느 시점에서 대상이 된 새로운 기술을 도입할 것인지 아닌지를 결정하는 모델로서 2) Probit Diffusion Model (프로빗 모델)을 중심으로 한다 그리고 이러한 지식확산과정과 속도에 영향을 줄 수 있는 기업 내부적 요인으로서 도입하고자 하는 기업의 누적된 경험이 중요하다는 것과 기업 외부적 요인으로서 네트웍 효과와 같은 요인들을 설명하였다.

• Bulletin of the Korean Mathematical Society
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• v.57 no.3
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• pp.677-690
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• 2020

In this article, we study a reaction-diffusion system with homogeneous Dirichlet boundary conditions, which describing a three-species food chain model. Under some conditions, the predator-prey subsystem (u₁ ≡ 0) has a unique positive solution (${\bar{u_2}}$, ${\bar{u_3}}$). By using the birth rate of the prey r1 as a bifurcation parameter, a connected set of positive solutions of our system bifurcating from semi-trivial solution set (r₁, (0, ${\bar{u_2}}$, ${\bar{u_3}}$)) is obtained. Results are obtained by the use of degree theory in cones and sub and super solution techniques.

• Journal of the Society of Disaster Information
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• v.20 no.3
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• pp.672-681
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• 2024

Purpose: In order to secure a specific fire diffusion model, this study compares and analyzes the NIST UL standard application scenario and the performance-oriented design application scenario and examines the difference between the fire diffusion model and the surface fire model. Method: Temperature, visibility, and CO sensors were installed for each scenario using FDS, and the two scenarios were compared and analyzed through the changes. Result: As a result of analyzing the temperature, visibility, and CO for each scenario, the NIST UL standard application scenario is very similar to the actual fire, and the performance-oriented design application scenario shows a harsh fire situation. Conclusion: When designing fire safety for large buildings such as distribution warehouses, it is important to prepare comprehensive fire safety measures in consideration of both actual fire and harsh fire conditions.

• Journal of Internet Computing and Services
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• v.15 no.1
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• pp.125-134
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• 2014

As the social media which was simple communication media is activated on account of twitter and facebook, it's usability and importance are growing recently. Although many companies are making full use of its the capacity of information diffusion for marketing, the adverse effects of this capacity are growing. Because social network is formed and communicates based on friendships and relationships, the spreading speed of the spam and mal-ware is very swift. In this paper, we draw parameters affecting malicious data diffusion in social network environment, and compare and analyze the diffusion capacity of each parameters by propagation experiment with XSS Worm and Koobface Worm. In addition, we discuss the structural characteristics of social network environment and then proposed malicious data propagation model based on parameters affecting information diffusion. n this paper, we made up BA and HK models based on SI model, dynamic model, to conduct the experiments, and as a result of the experiments it was proved that parameters which effect on propagation of XSS Worm and Koobface Worm are clustering coefficient and closeness centrality.

• Nonlinear Functional Analysis and Applications
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• v.26 no.1
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• pp.83-92
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• 2021

This paper studies approximate solutions for a class of nonlinear diffusion population models. Our methods are to use the fundamental solution of heat equations to construct integral forms of the models and the well-known Banach compression map theorem to prove the existence of positive solutions of integral equations. Non-steady-state local approximate solutions for suitable harvest functions are obtained by utilizing the approximation theorem of multivariate continuous functions.

• Korean Journal of Cognitive Science
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• v.32 no.1
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• pp.1-53
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• 2021

The aim of this study was to analyze word frequency effects on eye fixation duration in Korean reading with a one-boundary diffusion model and to show how these phenomena differ between adults (20-28yrs) and adolescents (13-14yrs). We predicted that the drift rate parameter in the boundary diffusion model would reflect the information processing of the fovea during silent reading. Through an eye movement tracking experiment while controlling word properties such as the word frequency and the age of acquisition, Experiment 1 and Experiment 2 show that the information processing pertaining to words to be placed in the fovea is connected to the drift rate of the one-boundary diffusion model parameters. In Experiment 1,in the adult group, the mean difference in the fixation time in the response proportion between the presence of high-frequency condition and low-frequency condition in the adult group was higher in quantile 0.9 than it was in the 0.1 quantile, but in the adolescent group, the mean difference in the fixation time in the response proportion between the two conditions was not significantly in the 0.9 quartile.In Experiment 2, the mean difference in the fixation time in the response proportion between early-acquired condition and late-acquired condition in both groups was also higher in the quantile 0.9 than in the 0.1 quantile. The distribution of the two conditions in the both groups was positively skewed, and the difference showed the same pattern found in the results of Ratcliff(Ratcliff & McKoon, 2008). Based on the experimental results, we propose one-boundary diffusion model as a tool to explain word property effects and individual differences in reading. In particular, we suggest that the drift rate parameter in the boundary diffusion model reflects the information processing of the fovea during reading. In addition, the results show that one-boundary diffusion model can be used to predict the aforementioned phenomena in reading.

• Proceedings of the Korean Society of Computer Information Conference
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• 2016.01a
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• pp.147-148
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• 2016

The purpose of this paper is to investigate the diffusion process of mobile internet use in Korea and to explore the determinants driving MIU. A survey was conducted to collect data to empirically assess the research model. In total, 543 usable responses were collected using a questionnaire derived from previous research. Both the structural equation model and partial least squares were used to study the model concerning different user groups. Findings, The results indicate that there are significant differences in the users' perceptions of mobile internet usage during its different innovation diffusion stages. Of the determinants, perceived enjoyment is the most important predictor of mobile internet use. In addition to motivating users by making services more enjoyable, the findings suggest that practitioners should take the differences of adopter groups into account. Making the mobile internet easy to use and compatible with users' lifestyles would promote the use of technology as well.