• 동아시아경상학회지
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• 제12권2호
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• pp.1-7
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• 2024

Purpose: This study delves into the application of the Ohlson 1995 valuation model, particularly addressing the intricacies of the "Other information" variable. Our goal is to pinpoint the most suitable variables for substitution within this category, focusing specifically on the Mongolian Stock Exchange (MSE) context. Research design, data, and methodology: Employing data spanning from 2012 to 2022 from 60 MSE-listed companies, we conduct a comprehensive analysis encompassing both financial and non-financial indicators. Through meticulous examination, we aim to identify which variables effectively substitute for the "Other information" component of the Ohlson model. Results: Our findings reveal significant outcomes. While all financial variables within the model exhibit importance, certain non-financial indicators, notably the company's level and state ownership participation, emerge as particularly influential in determining stock prices on the MSE. Conclusions: This study not only contributes to a deeper understanding of valuation dynamics within the MSE but also provides actionable insights for future research endeavors. By refining key variables within the Ohlson model, this research enhances the accuracy and efficacy of financial analysis practices. Moreover, the implications extend to practitioners, offering valuable insights into the determinants of stock prices in the MSE and guiding strategic decision-making processes.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2002년도 ITC-CSCC -1
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• pp.686-689
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• 2002

This paper proposes a weighted least-squares(WLS) method for designing variable one-dimensional (1-D) FIR digital filters with simultaneously variable magnitude and variable non-integer phase-delay responses. First, the coefficients of a variable FIR filter are represented as the two-dimensional (2-D) polynomials of a pair of spectral parameters: one is for tuning the magnitude response, and the other is for varying its non-integer phase-delay response. Then the optimal coefficients of the 2-D polynomials are found by minimizing the total weighted squared error of the variable frequency response. Finally, we show that the resulting variable FIR filter can be implemented in a parallel form, which is suitable for high-speed signal processing.

• 한국정보통신학회:학술대회논문집
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• 한국해양정보통신학회 2002년도 춘계종합학술대회
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• pp.518-522
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• 2002

This paper proposes a new application of Fuzzy logic to Variable Step Size Least Mean Square (VS-LMS) adaptive beamforming algorithm in CDMA systems. The proposed algorithm adjusts the step size of the Least Mean Square (LMS) by using the application of Fuzzy logic in which the increase or decrease of step size depends on the fuzzy inference results of the Mean Square Error (MSE). Computer simulation results show that the proposed algorithm has a better capacity of tracking compared with the conventional LMS algorithms and other variable step size LMS algorithms.

• Journal of the Korean Data and Information Science Society
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• 제14권3호
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• pp.429-440
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• 2003

Variable sampling rate (VSR) control charts vary the sampling interval and/or the sample size according to value of the control statistic. It is known that $\bar{X}$ charts with VSR scheme lead to large improvements in performance over those with fixed sampling rate (FSR) scheme. In this paper, we studied $\bar{X}$ charts with several VSR schemes, and compared their statistical performance each other.

• 한국융합학회논문지
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• 제11권3호
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• pp.1-7
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• 2020

본 논문은 불완전한 데이터를 처리하기 위해 2가지의 서로 다른 기법과 이를 학습하는 알고리즘을 소개한다. 첫째방법은 손실변수가 가질 수 있는 균등한 확률로 손실값을 할당하여 불완전한 데이터를 처리하고, SVM 알고리즘으로 이 데이터를 학습하는 것이다. 이 기법은 임의의 변수에 손실 값의 빈도가 높을수록 엔트로피가 높도록 하여 이 변수가 결정트리에서 선택되지 않도록 하는 것이다. 이 방법은 손실 변수에 남아있는 정보를 모두 무시하고 새로운 값을 할당한다는 특징이 있다. 이에 반해 새로운 방법은 손실 값을 제외하고 남아있는 정보로 엔트로피 확률을 구하고 이를 손실 변수의 추정 값으로 사용하는 것이다. 즉, 불완전한 학습데이터로부터 소실되지 않은 많은 정보들을 이용해 소실된 일부 정보를 복구하고 딥러닝을 이용해 학습한다. 이 2가지 방법은 학습데이터에서 차례로 변수 하나를 선택하고, 이 변수에 손실된 데이터의 비율을 달리하면서 서로 다른 측정값들의 결과들과 반복적으로 비교함으로써 성능을 측정한다.

• 대한전자공학회논문지
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• 제25권3호
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• pp.262-268
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• 1988

In this paper conditions are derived, which ensure the existence of a quasi-sliding mode on the control switching hyperplane in discrete variable structure control systems and also remove the reaching phase problem observed in continuous-time variable structure systems. In addition, a discrete variable structure tracking controller which has adaptive properties is devised based on these results. This controller has useful properties, such as small sensitivity to the variation of plant parameters and to disturbances and its performing speed is fast compared to that of other adaptive controller.

• 한국컴퓨터정보학회논문지
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• 제23권4호
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• pp.65-70
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• 2018

This paper describes a effective information compressor algorithm for the fourth industrial technology. One of the difficult problems for outdoor is to obtain effective updating process of background images. Because input images generally contain the shadows of buildings, trees, moving clouds and other objects, they are changed by lapse of time and variation of illumination. They provide the lowering of performance for surveillance system under outdoor. In this paper, a effective information algorithm for variable environment variable under outdoor is proposed, which apply the Kalman Estimation Modeling and adaptive threshold on pixel level to separate foreground and background images from current input image. In results, the better SNR of about 3dB~5dB and about 10%~25% noise distribution rate in the proposed method. Furthermore, it was showed that the moving objects can be detected on various shadows under outdoor and better result Information.

• Communications for Statistical Applications and Methods
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• 제29권2호
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• pp.251-261
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• 2022

As AI has a wide range of influence on human social life, issues of transparency and ethics of AI are emerging. In particular, it is widely known that due to the existence of historical bias in data against ethics or regulatory frameworks for fairness, trained AI models based on such biased data could also impose bias or unfairness against a certain sensitive group (e.g., non-white, women). Demographic disparities due to AI, which refer to socially unacceptable bias that an AI model favors certain groups (e.g., white, men) over other groups (e.g., black, women), have been observed frequently in many applications of AI and many studies have been done recently to develop AI algorithms which remove or alleviate such demographic disparities in trained AI models. In this paper, we consider a problem of using the information in the sensitive variable for fair prediction when using the sensitive variable as a part of input variables is prohibitive by laws or regulations to avoid unfairness. As a way of reflecting the information in the sensitive variable to prediction, we consider a two-stage procedure. First, the sensitive variable is fully included in the learning phase to have a prediction model depending on the sensitive variable, and then an imputed sensitive variable is used in the prediction phase. The aim of this paper is to evaluate this procedure by analyzing several benchmark datasets. We illustrate that using an imputed sensitive variable is helpful to improve prediction accuracies without hampering the degree of fairness much.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2000년도 하계종합학술대회 논문집(1)
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• pp.17-20
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• 2000

This paper addresses a novel algorithm for variable rate channel coding with interleaver punctured convolutional code for wireless communication. In other to increase the coding performance and achieve the variable channel coding rate, serially concatenated convolutional coding scheme will be applied. In this paper, we characterize the effect of interleaver puncturing on the effectiveness of the proposed scheme some simulation results are presented, in which the channel model of additive Gaussian noise is assumed.

• Communications for Statistical Applications and Methods
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• 제20권5호
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• pp.357-366
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• 2013

This paper defines an improvement for estimating the population mean of a study variable using auxiliary information and known values of certain population parameter(s), when there is a non-response in a study as well as on auxiliary variables. Under a simple random sampling without a replacement (SRSWOR) scheme, the mean square error (MSE) of all proposed estimators are obtained and compared with each other. Numerical illustration is also given.