• 제목/요약/키워드: Order Management

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1차 확률적 지배를 하는 최대수익 포트폴리오 가중치의 탐색에 관한 연구 (An Efficient Algorithm to Find Portfolio Weights for the First Degree Stochastic Dominance with Maximum Expected Return)

  • 류춘호
    • 한국경영과학회지
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    • 제34권4호
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    • pp.153-163
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    • 2009
  • Unlike the mean-variance approach, the stochastic dominance approach is to form a portfolio that stochastically dominates a predetermined benchmark portfolio such as KOSPI. This study is to search a set of portfolio weights for the first-order stochastic dominance with maximum expected return by managing the constraint set and the objective function separately. A nonlinear programming algorithm was developed and tested with promising results against Korean stock market data sets.

태양에너지 최적 이용을 위한 전문가시스템 구축 (Design of an Expert System for the Optimal Use of Solar Energy)

  • 조덕기;최인수
    • 한국경영과학회지
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    • 제22권4호
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    • pp.183-219
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    • 1997
  • In this research, the intensity of solar energy, which was injected to the different angle plane every hour day by day, was technically documented and quantitatively analyzed through actual observations. In order to group every days into days with similar intensity, graph was drawn with respect to time for every dary and each area value under the curve was calculated. Then, the search for grouped days having similar intensity curve patterns was carried out. In order to maximize the efficiency of solar energy systems, the optimum incident angle of absorber plate was derived.

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Comparing Solution Methods for a Basic RBC Model

  • Joo, Semin
    • Management Science and Financial Engineering
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    • 제21권2호
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    • pp.25-30
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    • 2015
  • This short article compares different solution methods for a basic RBC model (Hansen, 1985). We solve and simulate the model using two main algorithms: the methods of perturbation and projection, respectively. One novelty is that we offer a type of the hybrid method: we compute easily a second-order approximation to decision rules and use that approximation as an initial guess for finding Chebyshev polynomials. We also find that the second-order perturbation method is most competitive in terms of accuracy for standard RBC model.

그래프에 의한 stable law분포의 모수추정

  • 원형규
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1992년도 춘계공동학술대회 발표논문 및 초록집; 울산대학교, 울산; 01월 02일 May 1992
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    • pp.171-179
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    • 1992
  • 본고에서는 그래프를 이용하여 stable law분포의 index, skewness, scale, location 모수들에 대한 추정방법을 제시한다. 먼저, order statistics의 함수인 tail length statistic $K_{t}$ , skewness statistic $K_{s}$ 를 이용하여 index .alpha., scale .betha.를 추정한다. 다음에는, 추정된 .alpha., .betha.를 index로 하여 개발된 그래프들로 부터 scale .sigma., location .mu.추정에 필요한 order statistics의 함수를 결정한다. 몇가지 예를 마지막에 예시한다.

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생산라인의 설비효율 증대 확보를 위한 CBT System구축에 관한 연구 (Development of CBT system in order to increase system performance in production line)

  • 강경식;나승훈;김동환
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1994년도 춘계공동학술대회논문집; 창원대학교; 08월 09일 Apr. 1994
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    • pp.611-616
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    • 1994
  • Developing the safety training program has been a major research topic in CBT as well as in traditional teaching and learning. With regard to determining learning control in CBT, it is important to consider not only the characteristics of learning tasks but also student's individual difference. In this regard, the purposes of this study are to develop the CBT program as well as animation program in order to increase the student's performance.

Buyer's EOQ model for deteriorating products under order-size-dependent delay in payments

  • Shinn Seong-Whan;Song Chang-Yong
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2002년도 춘계학술대회
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    • pp.243-247
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    • 2002
  • This paper deals with the problem of determining the buyer's economic lot sizing policy for exponentially deteriorating products under trade credit. Assuming that the supplier's credit terms are already known and the length of delay is a function of the buyer's order size, we formulate the mathematical model and the solution algorithm is developed based on the properties of an optimal solution.

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비선형 가격정책에 의한 생산자와 다수 구매자간의 양 계층 재고관리모형 (Two-echelon inventory model for a manufacturer with multiple customers through nonlinear pricing)

  • 이경근
    • 한국경영과학회지
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    • 제17권2호
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    • pp.3-14
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    • 1992
  • The efficiency of marketing channel of distribution between a manufacturer with several customers can be increase by influencing the order quantity of customer. Manufacturer reduces average inventory holding cost by penalizing the large order quantity from the customer. Such a penalty is significant only if the manufacturer's unit inventory holding cost is relatively large. Conditions under which such penalizing can be beneficial to both parties are derived.

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NBU에 대한 지수성 검정법에 관한 연구 (A New Test for New Better than Used Class)

  • 김환중
    • 품질경영학회지
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    • 제27권2호
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    • pp.143-151
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    • 1999
  • In this thesis, a new test statistic is proposed for testing exponentiality against New Better than Used (NBU) alternatives. Our test statistic, which is based on a quadratic function of the order statistics from the sample, is readily applied in the case of small sample. Also, Our test statistic is more simple than the test statistic of Hollander and Proschan(1972).

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