• The Korean Journal of Financial Management
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• v.25 no.1
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• pp.85-108
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• 2008

In this paper, the fBm interest rate theory is investigated by using Wick integral. The well-known Affine, Quadratic and HJM are derived from fBm framework, respectively. We obtain new theoretical results, and zero coupon bond pricing formula from newly obtained probability measure.

• Journal of the Korean Mathematical Society
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• v.33 no.4
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• pp.777-791
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• 1996

Let $S(R^d)$ be the Schwartz space of infinitely differentiable functions on $R^d$ which vanish at $\infty$ and $S'(R^d)$ be its dual space. The theory of stochastic differential equations(SDEs) governing processes that takes values in the dual of countably Hilbertian nuclear space such as $S'(R^d)$ studied by many authors(e.g [M],[KM]). Let M be a martingale measure defined by Walsh[W], then M can be considered as a $S'(R^d)$-valued process in a certain condition i.e. M has a version of $S'(R^d)$-valued martingale process. (See [W] for detailed discussion)

• International Commerce and Information Review
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• v.9 no.1
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• pp.3-21
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• 2007

The explosive growth of e-marketplace transactions requires an appropriate trust measuring framework to protect involving transacting entities such as buyers and sellers. As a strategic competitive edge, e-marketplace service providers have been adopting various system features that make sure no one transacting entity takes a major risk in online transactions involved. In this paper, an improved trust measuring method using fuzzy theory for an e-marketplace is proposed. The proposed methodology incorporates fuzzy set and calculation concepts to help build trust matrices and models, which are used to measure the level of risk involved in a specific e-marketplace transaction concerned. The proposed framework can be utilized to optimize the transaction costs by recommending a differentiated transaction process according to the risk level involved in each online transaction.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.54 no.12
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• pp.705-712
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• 2005

This paper deals with speed-sensorless control of an AC servo motor using Fuzzy-Tuning High Gain Observer(FTHGO). Resolver or encoder can be used to measure a rotor speed, but it has a limit to detect motor speed precisely. To solve this problem, it is studied to measure a speed of an AC servo motor without sensor. In this paper, the gain of an observer to estimate motor speed is properly set up and designed using the fuzzy control theory. It calculates the differentiation of the rotor current of the AC motor and estimates the rotor speed using it. Proposed speed sensorless control is performed using the estimated speed as the control variable. Designed FTHGO is applied to AC servo motor to verify the feasibility of the proposed observer. Feasibility of the FTHGO proposed in this paper is proven comparing the experimental results with/without the speed sensor.

• 제어로봇시스템학회:학술대회논문집
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• 1990.10a
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• pp.469-474
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• 1990

The implementation of modern guidance law derived from optimal control theory requires accurate current states of target, for example, position, velocity and acceleration etc. But there is no sensors that measure the target states directly. So they are estimated from measurable data. For atmospheric missile engagement, direct application of the modern guidance laws may result In deterioration of Intercept performance because of poor observability associated with angles only-measurements by passive seeker and homing geometry. In this paper, a trajectory modulation method called "adaptive Intermittent maneuvers" is added to the modern guidance law, so the observability is enhanced and, consequently, improved the intercept performance. The estimation algorithm called "modified gain pseudo-measurement filter" is used for tracking filter. It is assumed that the passive seeker measure the angles between line of sight and Inertial frame. The Monte-Carlo simulation for realistic air-to-air Intercept scenario are conducted to demonstrate the effectiveness of intermittent maneuvers.ermittent maneuvers.

• Bulletin of the Korean Mathematical Society
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• v.33 no.4
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• pp.545-551
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• 1996

It is well known in the theory of distributions and proved in [GS, S] that $$ (i) (Bochner-Schwartz) Every positive definite (tempered) distribution is the Fourier transform of a positive tempered measure \mu. $$ $$ (ii) (Schwartz kernel theorem) Let B(\varphi, \psi) be a bilinear distribution. Then for some u \in D'(R^n \times R^n) B(\varphi, \psi) = u(\varphi(x)\bar{\psi}(y)) for every \varphi, \psi \in C_c^\infty. $$ $$ (iii) A translation invariant positive definite bilinear distribution B(\varphi, \psi) is of the form B(\varphi, \psi) = \smallint \varphi(x)\psi(x) d\mu(x) for every \varphi, \psi \in C_c^\infty (R^n), where \mu is a positive tempered measure.

• Journal of KIISE:Computer Systems and Theory
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• v.32 no.11_12
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• pp.578-586
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• 2005

In this Paper we consider the problem of sequence alignment with quality scores. DNA sequences produced by a base-calling program (as part of sequencing) have quality scores which represent the confidence level for individual bases. However, previous sequence alignment algorithms do not consider such quality scores. To solve sequence alignment with quality scores, we propose a measure of an alignment of two sequences with orality scores. We show that an optimal alignment in this measure can be found by dynamic programming.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2004.11a
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• pp.361-368
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• 2004

The purpose of the study was to explore the potential of the Social Network Analysis as an analytical tool for scientific investigation of learner-learner, or learner-tutor interaction within an Computer Supported Corporative Learning (CSCL) environment. Theoretical and methodological implication of the Social Network Analysis had been discussed. Following theoretical analysis, an exploratory empirical study was conducted to test statistical correlation between traditional performance measures such as achievement and team contribution index, and the centrality measure, one of the many quantitative measures the Social Network Analysis provides. Results indicate the centrality measure was correlated with the higher order learning performance and the peer-evaluated contribution indices. An interpretation of the results and their implication to instructional design theory and practices were provided along with some suggestions for future research.

• Proceedings of the KIEE Conference
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• 1999.07g
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• pp.3286-3288
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• 1999

The electrostatically actuated test structure was presented to measure the micro mechanical characteristics of micromaterials as thin films forming the microactuators. The test structure was fabricated by the surface micromachining processes and driven by the electrostatic force, In order to measure the fracture toughness, the sharp notch in the test structure was introduced by the etching process. On the basis of the beam bending theory, the elastic modulus was measured by using the microcantilevr beam and the mechanical displacement, curvature and deflection curve under the electrostatic force was evaluated by using the electrostatic structure.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 1999.06a
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• pp.35.2-42
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• 1999

When we see a binary black and white image, it appears. to our visual sense, to become clearer because of a pseudo halftone. This is because when we don't notice of all the details of the image, instead we see from a more global standpoint. We presented a theory and experimental results for layered model which extended external world, retina and brain of the two dimensional visual model. This paper propose the objective evaluation to coincide with the subjective evaluation of the human in ordered to evaluate the relative merits of the various modulation method. We obtain experimentally the restored images and the measure of approximation of the density four division and ordered dither method. The measure of approximation present s the objective evaluation scale to coincide with the subjective evaluation of the two modulation images.