• Title/Summary/Keyword: Variable transformation

Search Result 269, Processing Time 0.02 seconds

The Default Risk of the Research Funding with Uncertain Variable in South Korea, Along with the Greeks (옵션민감도를 고려한 기술자금의 경제적 가치와 실패확률)

  • Sim, Jaehun
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.44 no.1
    • /
    • pp.1-8
    • /
    • 2021
  • As a nation experiencing rapid economic growth, South Korea and its government have made a continuous effort toward efficient research investments to achieve transformation of the Korean industry for the fourth industrial revolution. To achieve the maximum effectiveness of the research investments, it is necessary to evaluate its funding's worth and default risk. Thus, incorporating the concepts of the Black-Scholes-Merton model and the Greeks, this study develops a default-risk evaluation model in the foundation of a system dynamics methodology. By utilizing the proposed model, this study estimates the monetary worth and the default risks of research funding in the public and private sectors of Information and Communication technologies, along with the sensitivity of the R&D economic worth of research funding to changes in a given parameter. This study finds that the public sector has more potential than the private sector in terms of monetary worth and that the default risks of three types of research funding are relatively high. Through a sensitivity analysis, the results indicate that uncertainty in volatility, operation period, and a risk-free interest rate has trivial impacts on the monetary worth of research funding, while volatility has large impacts on the default risk among the uncertain factors.

Production of virus-like particles of nervous necrosis virus displaying partial VHSV's glycoprotein at surface and encapsulating DNA vaccine plasmids

  • Yang, Jeong In;Bessaid, Mariem;Kim, Ki Hong
    • Journal of fish pathology
    • /
    • v.33 no.2
    • /
    • pp.103-109
    • /
    • 2020
  • In order to use nervous necrosis virus (NNV) virus-like particles (VLPs) as a delivery tool for heterologous antigens or plasmids, we attempted to produce red-spotted grouper nervous necrosis virus (RGNNV) VLPs displaying a partial region of viral hemorrhagic septicemia virus (VHSV) glycoprotein at the surface and VLPs that are harboring DNA vaccine plasmids within the VLP. A peptide encoding 105 amino acids of VHSV glycoprotein was genetically inserted in the loop region of NNV capsid gene, and VLPs expressing the partial part of VHSV glycoprotein were successfully produced. However, in the transmission electron microscope analysis, the shape and size of the partial VHSV glycoprotein-expressing NNV VLPs were irregular and variable, respectively, indicating that the normal assembly of capsid proteins was inhibited by the relatively long foreign peptide (105 aa) on the loop region. To encapsulate by simultaneous transformation with both NNV capsid gene expressing plasmids and DNA vaccine plasmids (having an eGFP expressing cassette under the CMV promoter), NNV VLPs containing plasmids were produced. The encapsulation of plasmids in the NNV VLPs was demonstrated by PCR and cells exposed to the VLPs encapsulating DNA vaccine plasmids showed fluorescence. These results suggest that the encapsulation of plasmids in NNV VLPs can be done with a simple one-step process, excluding the process of disassembly-reassembly of VLPs, and NNV VLPs can be used as a delivery tool for DNA vaccine vectors.

GARCH-X(1, 1) model allowing a non-linear function of the variance to follow an AR(1) process

  • Didit B Nugroho;Bernadus AA Wicaksono;Lennox Larwuy
    • Communications for Statistical Applications and Methods
    • /
    • v.30 no.2
    • /
    • pp.163-178
    • /
    • 2023
  • GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

Influence of thermal radiation and magnetohydrodynamic on the laminar flow: Williamson fluid for velocity profile

  • Muzamal Hussain;Humaira Sharif;Mohammad Amien Khadimallah;Hamdi Ayed;Abir Mouldi;Muhammad Naeem Mohsin;Sajjad Hussain;Abdelouahed Tounsi
    • Advances in nano research
    • /
    • v.16 no.4
    • /
    • pp.427-434
    • /
    • 2024
  • Latest advancement in field of fluid dynamics has taken nanofluid under consideration which shows large thermal conductance and enlarges property of heat transformation in fluids. Motivated by this, the key aim of the current investigation scrutinizes the influence of thermal radiation and magnetohydrodynamic on the laminar flow of an incompressible two-dimensional Williamson nanofluid over an inclined surface in the presence of motile microorganism. In addition, the impact of heat absorption/generation and Arrhenius activation energy is also examined. A mathematical modeled is developed which stimulate the physical flow problem. By using the compatible similarities, we transfer the governing PDEs into ODEs. The analytic approach based on Homotopy analysis method is introduced to impose the analytic solution by using Mathematica software. The impacts of distinct pertinent variable on velocity profiles are investigated through graphs.

Homogenized Elastic-plastic Relation based on Thermodynamics and Strain Localization Analyses for Particulate Composite (열역학 기반 내부 변수를 이용한 균질화 탄소성 구성방정식 및 입자강화 복합재에서의 소성변형집중)

  • S. J. Yun;K. K. Kim
    • Transactions of Materials Processing
    • /
    • v.33 no.1
    • /
    • pp.18-35
    • /
    • 2024
  • In the present work, the evolution rules for the internal variables including continuum damage factors are obtained using the thermodynamic framework, which are in turn facilitated to derive the elastic-plastic constitutive relation for the particulate composites. Using the Mori-Tanaka scheme, the homogenization on state and internal variables such as back-stress and damage factors is carried out to procure the rate independent plasticity relations. Moreover, the degradation of mechanical properties of constituents is depicted by the distinctive damages such that the phase and interfacial damages are treated individually accordingly, whereas the kinematic hardening is depicted by combining the Armstrong-Frederick and Phillips' back-stress evolutions. On the other hand, the present constitutive relation for each phase is expressed in terms of the respective damage-free effective quantities, then, followed by transformation into the damage affected overall nominal relations using the aforementioned homogenization concentration factors. An emphasis is placed on the qualitative analyses for strain localization by observing the perturbation growth instead of the conventional bifurcation analyses. It turns out that the proposed constitutive model offers a wide range of strain localization behavior depending on the evolution of various internal variable descriptions.

CCD Photometry of a δ Scuti Variable HR 2707 (=21 Mon) (δ Scuti형 변광성 HR 2707(=21 Mon)의 CCD 측광)

  • Lee, Ho;Kim, Seung-Lee;Cho, Sung-Il;Park, Hong-Suh
    • Journal of the Korean earth science society
    • /
    • v.27 no.6
    • /
    • pp.670-676
    • /
    • 2006
  • We present a B and V band time-series CCD photometry of ${\delta}$ Scuti type variable star HR 2707. The observation was carried out for 45 nights between November 13, 2001 and February 20, 2002 with a 40 cm telescope equipped with a 1K CCD camera at the Korea National University of Education Optical Astronomy Observatory. Through the time-series CCD photometry we obtained 3011 V band and 6562 B band CCD frames. In some of these data, the V band data obtained for seven nights in January of 2002, had been used as a part of a multi-site campaign by Lopez de Coca et al. (2003). To detect pulsational frequencies, we used Discrete Fourier Transformation (DFT) and linear least square method. We have detected eight resonable pulsational frequencies and compare to previous studies we determine $f_1,\;f_2,\;f_3,\;f_4,\;f_5$ of Lopez do Coca et al. (2003) and $f_4$ for derived from this study are real pulsational frequencies of HR 2707.

Design of a Miniaturized 5.3 GHz 360° Analog Phase Shifter (소형화된 5.3 GHz 대역 360° 아날로그 위상천이기 설계)

  • Jeong, Hae-Chang;Son, Bon-Ik;Lee, Dong-Hyun;Ahmed, Abdul-Rahman;Yeom, Kyung-Whan
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.24 no.6
    • /
    • pp.602-612
    • /
    • 2013
  • In this paper, a design and fabrication of miniaturized 5.3 GHz reflection type $360^{\circ}$ analog phase shifter with branch line coupler and $360^{\circ}$ variable reactance load. In order to miniaturize phase shifter, novel branch line coupler is proposed. The novel branch line coupler is miniaturized using transformation of transmission line to T and ${\pi}$ type equivalent circuit. The miniaturized branch line coupler has small size of above 50 % compared with conventional branch line coupler. For wide phase shift range, $360^{\circ}$ variable reactance load structure is adopted. Especially, the structure was improved for linear phase shift by adding transmission line which acts as an impedance transformer. The improved structure was miniaturized using the equivalent lumped-element of transmission line. The fabricated phase shifter with $15{\times}15mm^2$ shows wide phase shift of above $480^{\circ}$, the insertion loss of -4~-6 dB and the reflection loss of below -20 dB at 5.3 GHz under 0~10 V control voltage range.

A study on the optimal variable transformation method to identify the correlation between ATP and APC (ATP와 APC 간의 관련성 규명을 위한 최적의 변수변환법에 관한 연구)

  • Moon, Hye-Kyung;Shin, Jae-Kyoung;Kim, Yang Sook
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.6
    • /
    • pp.1465-1475
    • /
    • 2016
  • In order to secure safe meals, the hazards of microorganisms associated with food poisoning accident should be monitored and controlled in real situations. It is necessary to determined the correlation between existing common bacteria number (aerobic plate count; APC) and RLU (relative light unit) in cookware. In this paper, we investigate the correlation between ATP (RUL) and APC (CFU) by using three types of transform (inverse, square root, log transforms) of raw data in two steps. Among these transforms, the log transform at the first step has been found to be optimal for the data of cutting board, knife, soup bowl (stainless), and tray (carbon). The square root-inverse and the square root-square root transform at the second step have been shown to be optimal respectively for the cup and for the soup bowl (carbon) data.

A Study on the Expressions of Rhizomatic Escape by Deleuze and Guattari - Song Hayoung With a focus on paintings and objet works - (들뢰즈와 가타리의 리좀적 탈주 표현 연구 -송하영 회화·오브제작품을 중심으로-)

  • Song, Hayoung
    • The Journal of the Convergence on Culture Technology
    • /
    • v.7 no.4
    • /
    • pp.325-330
    • /
    • 2021
  • This study set out to investigate the forms, attributes, and escape methods of post-subjects projected on the investigator's works in connection with rhizomatic thinking proposed as a way of social transformation by Deleuze and Guattari and examine their social connotations. Post-subjects projected on the investigator's works are not completed wholes of some sort, but like materials whose constant premise is change and creation. In the investigator's works, post-subjects have conscious and unconscious desire. It is the desire of creation with positive attributes including Deleuze's and Guattari's pursuit of changes in a contradicting society. When desire is deployed in post-subjects, they will carry out an escape. This way of escape is rhizomatic proposed by Deleuze and Guattari. It deconstructs contradicting things and repeats connection, contact, and severance with the outside world, building a new order. Rhizomatic post-subjects appearing in the investigator's works depict the escape process and method in abstract ways through the variable installation of objets combined with a color field of repeating brushes. In this work, the goal of post-subjects is to make a safe landing in a space where beings are recognized for their values and free and creative lives. These post-subjects are nomads creating a new landscape continuously, wandering around vast plains, and also artists and literary figures resisting a contradicting society. That is, they are connected to the concept of a war machine proposed by Deleuze and Guattari as a concept of social transformation and to the concept of Nietzsche's Agon to devise and create new values and politics based on street passion. They seek after a space where they can co-exist with otherness recognized rather than the complete deconstruction of the old order.

Water Segmentation Based on Morphologic and Edge-enhanced U-Net Using Sentinel-1 SAR Images (형태학적 연산과 경계추출 학습이 강화된 U-Net을 활용한 Sentinel-1 영상 기반 수체탐지)

  • Kim, Hwisong;Kim, Duk-jin;Kim, Junwoo
    • Korean Journal of Remote Sensing
    • /
    • v.38 no.5_2
    • /
    • pp.793-810
    • /
    • 2022
  • Synthetic Aperture Radar (SAR) is considered to be suitable for near real-time inundation monitoring. The distinctly different intensity between water and land makes it adequate for waterbody detection, but the intrinsic speckle noise and variable intensity of SAR images decrease the accuracy of waterbody detection. In this study, we suggest two modules, named 'morphology module' and 'edge-enhanced module', which are the combinations of pooling layers and convolutional layers, improving the accuracy of waterbody detection. The morphology module is composed of min-pooling layers and max-pooling layers, which shows the effect of morphological transformation. The edge-enhanced module is composed of convolution layers, which has the fixed weights of the traditional edge detection algorithm. After comparing the accuracy of various versions of each module for U-Net, we found that the optimal combination is the case that the morphology module of min-pooling and successive layers of min-pooling and max-pooling, and the edge-enhanced module of Scharr filter were the inputs of conv9. This morphologic and edge-enhanced U-Net improved the F1-score by 9.81% than the original U-Net. Qualitative inspection showed that our model has capability of detecting small-sized waterbody and detailed edge of water, which are the distinct advancement of the model presented in this research, compared to the original U-Net.