• Communications for Statistical Applications and Methods
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• 제25권6호
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• pp.605-618
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• 2018

Risk management has been a crucial part of the daily operations of the financial industry over the past two decades. Value at Risk (VaR), a quantitative measure introduced by JP Morgan in 1995, is the most popular and simplest quantitative measure of risk. VaR has been widely applied to the risk evaluation over all types of financial activities, including portfolio management and asset allocation. This paper uses the implementations of multivariate GARCH models and copula methods to illustrate the performance of a one-day-ahead VaR prediction modeling process for high-dimensional portfolios. Many factors, such as the interaction among included assets, are included in the modeling process. Additionally, empirical data analyses and backtesting results are demonstrated through a rolling analysis, which help capture the instability of parameter estimates. We find that our way of modeling is relatively robust and flexible.

• Structural Engineering and Mechanics
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• 제78권4호
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• pp.497-518
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• 2021

In this study, a new method for treating the wall boundary in smoothed particle hydrodynamics (SPH) is proposed to simulate free surface flows effectively. Unlike conventional methods of wall boundary treatment through boundary particles, in the proposed method, the wall boundary condition is directly imposed by adding boundary truncation terms to the mass and momentum conservation equations. Thus, boundary particles are not used in boundary modeling. Doing so, the wall boundary condition is accurately imposed, boundary modeling is simplified, and computation is made efficient without losing stability in SPH. Performance of the proposed method is demonstrated through several numerical examples: dam break, dam break with a wedge, sloshing, inclined bed, cross-lever rotation, pulsating tank and sloshing with a flexible baffle. These results are compared with available experimental results, analytical solutions, and results obtained using the boundary particle method.

• 스마트미디어저널
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• 제13권6호
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• pp.62-71
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• 2024

This study applies topic modeling to uncover user experience and app issues expressed in users' online reviews of a fan community platform, Weverse on Google Play Store. It allows us to identify the features which need to be improved to enhance user experience or need to be maintained and leveraged to attract more users. Therefore, we collect 88,068 first-level English online reviews of Weverse on Google Play Store with Google-Play-Scraper tool. After the initial preprocessing step, a dataset of 31,861 online reviews is analyzed using Latent Dirichlet Allocation (LDA) topic modeling with Gensim library in Python. There are 5 topics explored in this study which highlight significant issues such as network connection error, delayed notification, and incorrect translation. Besides, the result revealed the app's effectiveness in fostering not only interaction between fans and artists but also fans' mutual relationships. Consequently, the business can strengthen user engagement and loyalty by addressing the identified drawbacks and leveraging the platform for user communication.

• Structural Engineering and Mechanics
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• 제32권5호
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• pp.587-608
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• 2009

Modern earthquake-resistant design aims to isolate architectural precast concrete panels from the structural system so as to reduce the interaction with the supporting structure and hence minimize damage. The present study seeks to maximize the cladding-structure interaction by developing an energy-dissipating cladding system (EDCS) that is capable of functioning both as a structural brace, as well as a source of energy dissipation. The EDCS is designed to provide added stiffness and damping to buildings with steel moment resisting frames with the goal of favorably modifying the building response to earthquake-induced forces without demanding any inelastic action and ductility from the basic lateral force resisting system. Because many modern building facades typically have continuous and large openings on top of the precast cladding panels at each floor level for window system, the present study focuses on spandrel type precast concrete cladding panel. The preliminary design of the EDCS was based on existing guidelines and research data on architectural precast concrete cladding and supplemental energy dissipation devices. For the component-level study, the preliminary design was validated and further refined based on the results of nonlinear finite element analyses. The stiffness and strength characteristics of the EDCS were established from a series of nonlinear finite element analyses and are discussed in detail in this paper.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1996년도 하계학술대회 논문집 A
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• pp.62-64
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• 1996

Two current approaches for modeling the vector magnetic hysteretic process are the vector Preisach models and those models based on a system of noninteracting pseudo-particles. The pseudo-particles are intended to mimic the average behavior of real media particles. The simplest switching mechanisms of pseudoparticles is the Stoner-Wholfarth model. The Preisach models are quite precise in specifying the experimental input to the models. The vector properties of the Preisach models are, however, inadequate. This is partly because of the questionable assumptions used in coupling the various vector hysteresis components. Also these models do not include reversible magnetization changes. Unlike Preisach counterpart, the Stoner-Wholfarth model is inherently vector in nature. This is because spatial distribution and switching mechanisms are imposed on the system of pseudo-particles, so they come closer to representing the physical reality. The lack of interaction between pseudo-particles exclude the usefulness of the Stoner-Wholfarth model for small fields when the medium is traversing minor loops. The present work is an attempt at combining the advantages of above two models into one composite model, including the effect of particle interaction.

• International Journal of Aeronautical and Space Sciences
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• 제13권2호
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• pp.127-153
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• 2012

This paper presents an advanced computational method for the prediction of the responses in the frequency domain of general linear dissipative structural-acoustic and fluid-structure systems, in the low-and medium-frequency domains and this includes uncertainty quantification. The system under consideration is constituted of a deformable dissipative structure that is coupled with an internal dissipative acoustic fluid. This includes wall acoustic impedances and it is surrounded by an infinite acoustic fluid. The system is submitted to given internal and external acoustic sources and to the prescribed mechanical forces. An efficient reduced-order computational model is constructed by using a finite element discretization for the structure and an internal acoustic fluid. The external acoustic fluid is treated by using an appropriate boundary element method in the frequency domain. All the required modeling aspects for the analysis of the medium-frequency domain have been introduced namely, a viscoelastic behavior for the structure, an appropriate dissipative model for the internal acoustic fluid that includes wall acoustic impedance and a model of uncertainty in particular for the modeling errors. This advanced computational formulation, corresponding to new extensions and complements with respect to the state-of-the-art are well adapted for the development of a new generation of software, in particular for parallel computers.

• 소음진동
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• 제7권6호
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• pp.993-1000
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• 1997

This paper presents a new technique of mathematical treatment using a finite element model for analyzing the vibration of the towed line array. Since the towed line array has the axisymmetricity, axisymmetric elements are used in finite element modeling for the towed array structure. The fluid-structure interaction is also considered. The array consists of a series of identical substructures which can include internal structures such as spacers, hydrophones and ropes. That periodicity of substrucutres permits the substructure synthesis technique using characteristic wave guide for analyzing the response of towed array system. This synthesis technique can reduce the cost of computing the array response. It is suggested that a response of towed array can be computed by the finite element method and substructure synthesis technique using wave guide. Several experiments for towed array were performed to verify the present computation technique. The predicted vibration for the towed array shows good agreement with the measured result.

• 한국HCI학회:학술대회논문집
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• 한국HCI학회 2009년도 학술대회
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• pp.324-329
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• 2009

Proactive computing의 핵심 기술인 손동작 인식 (Hand Motion Recognition, HMR) 기술은 인간과 컴퓨터 사이의 상호작용(Human Computer Interaction, HCI) 분야에서 많은 연구가 진행되고 있다. 본 연구에서는 3축 가속도 센서를 부착한 data glove를 제작하고, 3차원 손 모델을 구현한 후, 이를 이용한 손동작 인식 기술을 개발하였다. Data glove는 가상현실에 대한 입력 장치로써 본 논문에서는 3축 가속도 센서를 사용하여 획득된 신호를 wireless communication으로 PC에 전송할 수 있도록 구현하였다. 손 모델링은 ellipsoid를 이용한 kinematic chain 이론 바탕의 3차원 손 모델을 구현하였으며, data glove에서 얻어진 가속도 정보에 rule 기반의 알고리즘을 적용하여 구현된 3차원 손 모델을 통하여 간단한 손동작(가위, 바위, 보)을 인식하였다.

• 약학회지
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• 제59권1호
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• pp.29-39
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• 2015

In recent years, physiologically based pharmacokinetic (PBPK) modeling has been widely used in pharmaceutical industries as well as regulatory health authorities for drug discovery and development. Several application areas of PBPK have been introduced so far including drug-drug interaction prediction, transporter-mediated interaction prediction, and pediatric PK prediction. The purpose of this review is to introduce PBPK and illustrates one of its application areas, particularly pediatric PK prediction by utilizing existing adult PK data and in vitro data. The evaluation of the initial PBPK for adult was done by comparing with experimental PK profiles and the scaling from adult to pediatric was conducted using age-related changes in size such as tissue compartments, and protein binding etc. Sotalol and lorazepam were selected in this review as model drugs for this purpose and were re-evaluated using the PBPK models by GastroPlus$^{(R)}$. The challenges and strategies of PBPK models using adult PK data as well as appropriate in vitro assay data for extrapolating pediatric PK at various ages were also discussed in this paper.

• 약학회지
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• 제54권4호
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• pp.300-308
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• 2010

Adrenoceptor has been considered to be an important target in psychiatric disorders. Based on x-ray structures of bovine rhodopsin, we established homology model of ${\alpha}_{2c}$-adrenoceptor (ADA2C_rat) and then analyzed docking from binding model of receptor-ligand complex with high-active compound No.29 in tricyclic isoxazole analogues (1-30). We observed that the N (1.907 $\AA$) and O (1.712 $\AA$) atoms of isoxazole ring on the docked ligand (No.29) formed H-bonding interaction with O-H of Ser5.32 and carmeron phenyl ring centroid of tricyclic isoxazole formed $\pi-\pi$ interaction at 3.342 $\AA$ distance with phenyl ring centroid of Phe6.52. According to predictions of blood-brain distribution (logBB) through penetration of blood-brain barrie (BBB) and polar surface area (PSA) of the ligands, the high-active compound No.29 has values of logBB=-0.203, PSA=67.50, respectively. These results suggest that the high-active compound No.29 is a novel anti-depressant with the characteristics such as dopamine and serotonin.