• Title/Summary/Keyword: Theory U

Search Result 790, Processing Time 0.028 seconds

The Analysis of Tail Dependence Between stock Markets Using Extreme Value Theory and Copula Function (극단치 분포와 Copula함수를 이용한 주식시장간 극단적 의존관계 분석)

  • Kim, Yong Hyun;Bae, Suk Joo
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.33 no.4
    • /
    • pp.410-418
    • /
    • 2007
  • This article suggests the methods to investigate adverse movement across global stock markets arising from insolvency of subprime mortgage in U.S. Our application deals with asymptotic tail dependence of daily stock index returns (KOSPI, DJIA, Shanghai Composite) of three countries; Korea, U.S., and China, over specific period via extreme value theory and copula functions. Daily stock index returns among three countries show higher extremal dependence during the period exposed to systematic shock. We confirm that extreme value theory and copula functions have potential to well describe the extreme dependence between three countries' daily stock index returns.

An Empirical Study on Behavior and Psychology Concerning Invoice Disposal in the Context of Courier Services: A Comparative Study on Korea and the U.S.

  • Se Hun Lim
    • Asia pacific journal of information systems
    • /
    • v.28 no.2
    • /
    • pp.133-153
    • /
    • 2018
  • This study investigates responses to privacy concerns by analyzing the psychological and behavioral characteristics related to the disposition toward invoices of courier service users. To this end, we develop a theoretical framework by combining stimulus response theory, communication privacy management theory, the theory of reasoned action, and the theory of planned behavior. Based on the theoretical framework, we analyze the relationships between social influence, privacy propensity, privacy control, privacy risk, privacy concern, invoice disposition intention, and invoice disposition behavior in the context of courier services. To test our hypotheses, we survey courier service users in the U.S. and Korea. Using a structural equation model, we test the relationships among these various factors for the courier service users of the two countries. Results have distinct implications for the psychological and behavioral characteristics concerning the disposal of courier invoices and enable understanding of the characteristics of courier service customers of the two countries.

Automatic Surface Generation for Extrusion Die of Non-symmetric H- and U-shaped Sections (비축대칭 H-형 및 U-형상의 압출금형 곡면의 자동생성)

  • 임종훈;유동진;양동열
    • Proceedings of the Korean Society for Technology of Plasticity Conference
    • /
    • 2003.10a
    • /
    • pp.318-321
    • /
    • 2003
  • In order to generate the extrusion die surface of non-symmetric H- and U-shaped sections, an automatic surface construction method based on B-spline surface and scalar field theory is proposed in this study. The isothermal lines and stream lines designed in the scalar field are introduced to find the control points which are used in constructing B-spline surfaces. Intersected points between the isothermal lines and stream lines are used to construct B-spline surfaces. The inlet and outlet profiles are precisely described with B-spline curves by using the centripetal method for uniform parameterization. The extrusion die surface is generated by using the cubic curve interpolation in the u- and v-directions. A quantitative measure for the control of surface is suggested by introducing the tangential vectors at the inlet and outlet sections.

  • PDF

ON DISCONTINUOUS ELLIPTIC PROBLEMS INVOLVING THE FRACTIONAL p-LAPLACIAN IN ℝN

  • Kim, In Hyoun;Kim, Yun-Ho;Park, Kisoeb
    • Bulletin of the Korean Mathematical Society
    • /
    • v.55 no.6
    • /
    • pp.1869-1889
    • /
    • 2018
  • We are concerned with the following fractional p-Laplacian inclusion: $$(-{\Delta})^s_pu+V(x){\mid}u{\mid}^{p-2}u{\in}{\lambda}[{\underline{f}}(x,u(x)),\;{\bar{f}}(s,u(x))]$$ in ${\mathbb{R}}^N$, where $(-{\Delta})^s_p$ is the fractional p-Laplacian operator, 0 < s < 1 < p < $+{\infty}$, sp < N, and $f:{\mathbb{R}}^N{\times}{\mathbb{R}}{\rightarrow}{\mathbb{R}}$ is measurable with respect to each variable separately. We show that our problem with the discontinuous nonlinearity f admits at least one or two nontrivial weak solutions. In order to do this, the main tool is the Berkovits-Tienari degree theory for weakly upper semicontinuous set-valued operators. In addition, our main assertions continue to hold when $(-{\Delta})^s_pu$ is replaced by any non-local integro-differential operator.

Proposal of the Stress Wave Concept and Its Applied Study as a Theory for the Dislocation Formation (전위생성에 대한 이론으로서의 응력파 개념에 대한 제안 및 적용 연구)

  • 서정현
    • Transactions of Materials Processing
    • /
    • v.10 no.6
    • /
    • pp.449-456
    • /
    • 2001
  • The concept of stress wave was introduced through the quantized kinetic energy which is related to the potentional energy change of atom, molecular bond energy. Differentiated molecular bond energy $\varphi$() by the lst order displacement u becomes force F(F = d$\varphi$($u_i$)/du), if resversely stated, causing physically atomic displacement $u_i$. Such physical phenomena lead stress(force/area of applied force) can be expressed by wave equation of linearly quantized physical property. Through the stress wave concept, formation of dislocation, which could not explained easily from a theory of continuum mechanics, can be explained. Moreover, this linearly quantized stress wave equation with a stress concept for grains in a crystalline solid was applied to three typical metallic microstructures and a simple shape. The result appears to be a product from well treated equations of a quantized stress wave. From this result, it can be expected to answer the reason why the defect free and very fine diameters of long crystalline shapes exhibit ideal tensile strength of materials.

  • PDF

THE THEORY AND APPLICATIONS OF SECOND-ORDER DIFFERENTIAL SUBORDINATIONS

  • Lee, Jun Rak
    • Korean Journal of Mathematics
    • /
    • v.7 no.1
    • /
    • pp.85-101
    • /
    • 1999
  • Let $p$ be analytic in the unit disc U and let $q$ be univalent in U. In addition, let ${\Omega}$ be a set in C and let ${\psi}:c^3{\times}U{\rightarrow}C$. The author determines conditions on ${\psi}$ so that $$\{{\psi}(p(z),zp^{\prime}(z),z^2p^{{\prime}{\prime}}(z);z){\mid}z{\in}U\}{\subset}{\Omega}{\Rightarrow}p(U){\subset}q(U)$$. Applications of this result to differential inequalities, differential subordinations and integral inequalities are presented.

  • PDF

SIGN CHANGING PERIODIC SOLUTIONS OF A NONLINEAR WAVE EQUATION

  • Jung, Tacksun;Choi, Q-Heung
    • Korean Journal of Mathematics
    • /
    • v.16 no.2
    • /
    • pp.243-257
    • /
    • 2008
  • We seek the sign changing periodic solutions of the nonlinear wave equation $u_{tt}-u_{xx}=a(x,t)g(u)$ under Dirichlet boundary and periodic conditions. We show that the problem has at least one solution or two solutions whether $\frac{1}{2}g(u)u-G(u)$ is bounded or not.

  • PDF

EXISTENCE OF SIX SOLUTIONS OF THE NONLINEAR SUSPENSION BRIDGE EQUATION WITH NONLINEARITY CROSSING THREE EIGENVALUES

  • Jung, Tacksun;Choi, Q.-Heung
    • Korean Journal of Mathematics
    • /
    • v.16 no.1
    • /
    • pp.1-24
    • /
    • 2008
  • Let $Lu=u_{tt}+u_{xxxx}$ and E be the complete normed space spanned by the eigenfunctions of L. We reveal the existence of six nontrivial solutions of a nonlinear suspension bridge equation $Lu+bu^+=1+{\epsilon}h(x,t)$ in E when the nonlinearity crosses three eigenvalues. It is shown by the critical point theory induced from the limit relative category of the torus with three holes and finite dimensional reduction method.

  • PDF

The Study of Wavelet Theory for System Identifications (웨이브렛과 유전 알고리즘을 이용한 시스템 근사화)

  • Lee, Young-Seog;Kim, Dong-Ok;Seo, Bo-Hyeok
    • Proceedings of the KIEE Conference
    • /
    • 1998.07b
    • /
    • pp.638-640
    • /
    • 1998
  • This paper discusses approximation modelling of discrete-time linear time-varying system(LTVS). The wavelet theory and genetic algorithm are considered as a tool for representing and approximating a LTVS. The joint time-frequency properties of wave analysis are appropriate for describing the LTVS. Simulation results is included to illustrate the potential application of the technique.

  • PDF