• Management Science and Financial Engineering
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• 제20권1호
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• pp.11-16
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• 2014

Extending from Grossman and Stiglitz (1980), we provide an asset pricing model of a synchronously traded cross-listed pair under information asymmetry. Following Garbade and Silber (1983), the model further embraces multi-market price discovery in a dynamic framework. The implications are as follows: The price sensitivity of holdings is higher for informed traders than for uninformed traders; the largest cross-border price spread occurs in the absence of arbitrageurs; price discovery is more likely in markets with a larger population of informed traders; and parity convergence accelerates with a higher price elasticity of demand of arbitrageurs.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제13권10호
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• pp.5179-5196
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• 2019

To explore an effective non-invasion medical imaging diagnostics approach for hepatocellular carcinoma (HCC), we propose a method based on adopting the multiple technologies with the multi-parametric data fusion, transfer learning, and multi-scale deep feature extraction. Firstly, to make full use of complementary and enhancing the contribution of different modalities viz. multi-parametric MRI images in the lesion diagnosis, we propose a data-level fusion strategy. Secondly, based on the fusion data as the input, the multi-scale residual neural network with SPP (Spatial Pyramid Pooling) is utilized for the discriminative feature representation learning. Thirdly, to mitigate the impact of the lack of training samples, we do the pre-training of the proposed multi-scale residual neural network model on the natural image dataset and the fine-tuning with the chosen multi-parametric MRI images as complementary data. The comparative experiment results on the dataset from the clinical cases show that our proposed approach by employing the multiple strategies achieves the highest accuracy of 0.847±0.023 in the classification problem on the HCC differentiation. In the problem of discriminating the HCC lesion from the non-tumor area, we achieve a good performance with accuracy, sensitivity, specificity and AUC (area under the ROC curve) being 0.981±0.002, 0.981±0.002, 0.991±0.007 and 0.999±0.0008, respectively.

• 한국환경과학회지
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• 제29권10호
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• pp.969-979
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• 2020

A numerical simulation was conducted on perfluorooctane sulfonate (PFOS) in the Gwangyang Bay using a multi-box model to estimate the transport of organic chemicals in the coastal environment. The results of the sensitivity analysis on dissolved PFOS and PFOS in Particulate Organic Carbon (POC) indicate that they were most significantly influenced by the adsorption rate, desorption rate, and sinking velocity coefficients. PFOS in phytoplankton was found to be sensitive to bio-concentration and the excretion rate. The results of the mass balance indicate that the standing stocks of PFOS in water, POC, and phytoplankton are 345.55 g, 63.76 g, and 0.11 g, respectively, in the inner part and 149.90 g, 27.51 g, and 0.05 g, respectively, in the outer part. Considering flux in the inner part, adsorption to POC had the highest value among transition paths. The next highest were desorption, outflow to the outer part, and inflow to the inner part. Outflow into the open sea was found to have the highest value for the outer part.

• 한국자동차공학회논문집
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• 제6권4호
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• pp.76-85
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• 1998

Recently, Genetic Algorithm(GA) is widely adopted into a search procedure for structural optimization, which is a stochastic direct search strategy that mimics the process of genetic evolution. This methods consist of three genetics operations maned selection, crossover and mutation. Contrast to traditional optimal design techniques which use design sensitivity analysis results, GA, being zero-order method, is very simple. So, they can be easily applicable to wide area of design optimization problems. Also, owing to multi-point search procedure, they have higher probability of converge to global optimum compared to traditional techniques which take one-point search method. In this study, a method of finding the optimum values of suspension parameters is proposed by using the GA. And vehicle is modelled as planar vehicle having 5 degree-of-freedom. The generalized coordinates are vertical motion of passenger seat, sprung mass and front and rear unsprung mass and rotate(pitch) motion of sprung mass. For rapid converge and precluding local optimum, share function which distribute chromosomes over design bound is introduced. Elitist survival model, remainder stochastic sampling without replacement method, multi-point crossover method are adopted. In the sight of the improvement of ride comfort, good result can be obtained in 5-D.O.F. vehicle model by using GA.

• 한국농공학회지
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• 제29권3호
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• pp.125-137
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• 1987

The purpose of this paper is to examine some difficulties in water management of agricultural reservoirs in Korea, for there are approximately more than 15,000 reservoirs which are now being utilized for the purpose of irrigation, along with the much amount of expenses and labors to be invested against droughts and floods periodically occurred. Recently, the effective use of water resources in the agricultural reservoirs with a single purpose, is becomming multiple according to the alterable environment of water use. Therefore, the task to allocate agricultural water rationally and economically must be solved for the multiple use of agricultural reservoirs. On the basis of the above statement, this study aims at suggesting the rational method of water management by introducing an optimal technique to allocate the water in an existing agricultural reservoir rationally, for the sake of maximizing the economic effect. To achieve this objective, a reservoir, called "0-Bongje" as a sample of the case study, is selected for an agricultural water development proiect of medium scale. As a model for the optimum allocation of water in the multi-purpose use of reservoirs a linear programming model is developed and analyzed. As a result, findings of the study are as follows : First, a linear programing model is developed for the optimum allocation of water in the multi-purpose use of agricultural reservoirs. By adopting the model in the case of reservoir called "O-Bongje," the optimum solution for such various objects as irrigation area, the amount of domestic water supply, the size of power generation, and the size of reservoir storage, etc., can be obtained. Second, by comparing the net benefits in each object under the changing condition of inflow into the reservoir, the factors which can most affect the yearly total net benefit can be drawn, and they are in the order of the amount of domestic water supply, irrigation area, and power generation. Third, the sensitivity analysis for the decision variable of irrigation which may have a first priority among the objects indicate that the effective method of water management can be rapidly suggested in accordance with a condition under the decreasing area of irrigation. Fourth, in the case of decision making on the water allocation policy in an existing multi-purpose reservoir, the rapid comparison of numerous alternatives can be possible by adopting the linear programming model. Besides, as the resources can be analyed in connection with various activities, it can be concluded that the linear programing model developed in this study is more quantitative than the traditional methods of analysis. Fifth, all the possible constraint equations, in using a linear programming model for adopting a water allocation problem in the agricultural reservoirs, are presented, and the method of analysis is also suggested in this study. Finally, as the linear programming model in this study is found comprehensive, the model can be adopted in any different kind of conditions of agricultural reservoirs for the purpose of analyzing optimum water allocation, if the economic and technical coefficients are known, and the decision variable is changed in accordance with the changing condition of irrigation area.

• 한국대기환경학회지
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• 제34권5호
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• pp.708-726
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• 2018

In this study, we examined the contribution of nitrogen oxides and volatile organic compounds emitted from China and Japan to ozone concentrations over Gwangyang-bay, South Korea. We used a chemical transport model, Community Multi-scale Air Quality model, and its instrumented sensitivity tool, High-order Decoupled Direct Method. Intercontinental Chemical Transport Experiment-Phase B 2006 for East Asia and Clean Air Policy Support System 2007 emissions inventories for South Korea were used for the ozone simulation. During the study period, May 2007, the modeled maximum daily 8-hr average ozone concentration among seven air quality monitors in Gwangyang-bay was 68.8 ppb. The contribution of $NO_x$ emissions from China was 19.5 ppb (28%). The highest modeled ozone concentrations and Chinese contributions appeared when air parcels were originated from Shanghai area. The observed 8-hr average ozone concentrations in Gwangyang Bay exceeded the national ambient air quality standard (60 ppb) 203 times by daytime and 56 times by nighttime during the period. It was noticed that many exeedances happened when contribution of Chinese emissions to ozone concentrations over the area increased. Sensitivity analysis shows that a reduction in Chinese $NO_x$ and VOC emissions by 15% could lessen the total exceedance hours by 24%. This result indicates that high ozone concentrations over Gwangyang-bay are strongly enhanced by Chinese emissions.

• 한국지진공학회논문집
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• 제23권1호
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• pp.19-29
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• 2019

Recent earthquakes in Korea caused some damages to stone pagodas and thereby awakened the importance of earthquake preparedness. Korean stone pagodas which have been built with very creative style of material use and construction method are worthy of world heritage. Each stone pagoda consists of three parts: top; body; and base. However each tower is uniquely defined by its own features, which makes it more difficult to generalize the seismic assessment method for stone pagodas. This study has focused on qualitative preliminary evaluation of stone pagodas that enables us to compare the relative seismic performance across major aspects among many various Korean pagodas. Specifically an analytical model for multi-block stone pagodas is to be proposed upon the investigation of structural characteristics of stone pagoda and their dynamic behavior. A strategy for seismic evaluation of heritage stone pagodas is to be established and major evaluation factors appropriate for the qualitative evaluation are identified. The evaluation factors for overall seismic resisting behavior of stone pagodas are selected based on the dynamic motions of a rigid block and its limit state. Numerical simulation analysis using discrete element method is performed to analyze the sensitivity of each factor to earthquake and discuss some effects on seismic performance.

• 대한토목학회논문집
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• 제37권3호
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• pp.561-573
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• 2017

낙동강에서 다기능보의 건설과 하도의 준설로 인해 수심은 더욱 깊어졌으며 유속이 느려져 지체시간 또한 증가하였다. 이로 인해 수심이 깊은 일부구간에는 성층현상이 발생하였으며, 또한 녹조현상을 가중시키는 원인이 되었다. 본 연구에서는 저수지와 하구언에서 성층현상 재현성이 입증된 3차원 수리 수질 해석모형인 EFDC 모형을 낙동강에 적용하여 성층현상의 재현성을 평가하고자 하였다. 낙동강 수온 및 DO 성층화 현상을 재현하기 위해 낙동강 중 하류부에 EFDC 모형을 구축하고 성층화에 민감한 주요 매개변수에 대한 민감도 분석을 수행하였으며, 민감도 분석을 통해 최적의 매개변수를 선택하여 성층화를 재현하였다. 본 연구의 결과는 다양한 성층교란 시나리오 분석의 기초자료로 활용될 수 있을 것으로 판단된다.

• Smart Structures and Systems
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• 제16권3호
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• pp.415-433
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• 2015

Tendon failures in bonded post-tensioned bridges over the last two decades have motivated ongoing investigations on various aspects of unbonded tendons and their monitoring methods. Recent research shows that change of strain distribution in anchor heads can be useful in detecting wire breakage in unbonded construction. Based on this strain variation, this paper develops a damage detection model that enables an automated tendon monitoring system to identify and locate wire breaks. The first part of this paper presents an experimental program conducted to study the strain variation in anchor heads by generating wire breaks using a mechanical device. The program comprised three sets of tests with fully populated 19-strand anchor head and evaluated the levels of strain variation with number of wire breaks in different strands. The sensitivity of strain variation with wire breaks in circumferential and radial directions of anchor head in addition to the axial direction (parallel to the strand) were investigated and the measured axial strains were found to be the most sensitive. The second part of the paper focuses on formulating the wire breakage detection framework. A finite element model of the anchorage assembly was created to demonstrate the algorithm as well as to investigate the asymmetric strain distribution observed in experimental results. In addition, as almost inevitably encountered during tendon stressing, the effects of differential wedge seating on the proposed model have been analyzed. A sensitivity analysis has been performed at the end to assess the robustness of the model with random measurement errors.

• 지구물리와물리탐사
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• 제8권1호
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• pp.26-33
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• 2005

최근 들어 토목관련 천부층 조사에 다중 모드 표면파 위상 속도의 역산이 많은 관심을 받고 있다. 감도 분석, 그리고 합성탄성파자료와 현장자료의 역산 결과는 이 방법이 기본 모드만을 이용하는 것에 비해 매우 효과적임을 보여주고 있다. 이중 모드 레일리 파의 위상속도들에서 층의 두께와 전단파 속도에서의 조그만 변화는 고차 모드의 감도들을 (a) 다른 주파수 대역들에 모이게 하고 (b) 심도가 깊어질수록 기본 모드보다도 더 크게 한다. 이 관찰을 통해 다중 모드 위상 속도 역산을 이용하면 기본 모드 자료들만의 역산에 비해 변수값들을 더 잘 구분해 낼 수 있고 깊은 구조, 특히 속도 역전이 일어난 구조에 대해 보다 나은 영상을 얻을 수 있음을 알 수 있다. 20 m 깊이에 저속도층이 존재하는 모델에서 이론적인 위상 속도들의 역산은 1차 모드만 첨가될 때 단지 연암층만을 영상화할 수 있다. 이 사실은 측정 가능한 가장 낮은 주파수가 단지 6 Hz 일 때 특히 중요하다. 현장시험들이 시추공과 PS 검층을 이용하여 조사된 지역들에서 행해졌다. 첫 번째 지역에서는 일본에서 심부 지질조사에 주로 이용되는 microtremor 배열 탐사가 35 m 깊이까지 토양층을 탐사하기 위해 사용되었다. 두 번째 지역에서는 12 m 깊이까지 조사하기 위해 sledgehammer 음원과 선형 다중 채널 수진기 전개를 이용하여 자료가 얻어졌다. 분산곡선 분석을 위해서 주파수-파수 파워 스펙트럼법이 사용되었고 각각의 시험에서 2차 모드의 속도까지 구해졌다. 다중 모드 역산 결과는 PS 검층기록과 잘 일치한다. 하지만 단지 기본 모드만을 이용하여 얻어진 결과는 매립지 아래의 천부 연암층까지의 깊이를 매우 작게 평가하였다.