• Title/Summary/Keyword: dependence model

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R&D Investment in Intermediate Goods Industry by Intellectual Property Rights Protection Policies and Policy Implications (지식재산권 보호정책에 의한 중간재 산업 R&D 투자 결정 모형 및 정책 함의)

  • Mee-Kyung Jung
    • Korea Trade Review
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    • v.46 no.4
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    • pp.205-217
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    • 2021
  • This paper examines the effects of intellectual property protection policies on upstream firms' R&D investments in order to derive policy implications in relation to the fostering of the intermediate goods industry. To that end, the dependence on import of intermediate goods and the degree of protection of intellectual property rights are introduced into the model to analyze the effects of R&D investments on the dependence on imports and the effects of intellectual property rights protection policies on the level of R&D investments in order and the social welfare effects are also checked. The policy implications derived in this paper, which used an oligopolistic market model with a vertical specialization structure, are as follows. As R&D investments expand, upstream firm begins to have price competitiveness, the dependence on import of intermediate goods by downstream firm decreases, and social welfare increases. That is, in order to strengthen the independence of the intermediate goods industry, R&D investments by upstream firm should be expanded, and to promote this, the government should strengthen the protection of intellectual property rights.

EMPIRICAL REALITIES FOR A MINIMAL DESCRIPTION RISKY ASSET MODEL. THE NEED FOR FRACTAL FEATURES

  • Christopher C.Heyde;Liu, S.
    • Journal of the Korean Mathematical Society
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    • v.38 no.5
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    • pp.1047-1059
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    • 2001
  • The classical Geometric Brownian motion (GBM) model for the price of a risky asset, from which the huge financial derivatives industry has developed, stipulates that the log returns are iid Gaussian. however, typical log returns data show a distribution with much higher peaks and heavier tails than the Gaussian as well as evidence of strong and persistent dependence. In this paper we describe a simple replacement for GBM, a fractal activity time Geometric Brownian motion (FATGBM) model based on fractal activity time which readily explains these observed features in the data. Consequences of the model are explained, and examples are given to illustrate how the self-similar scaling properties of the activity time check out in practice.

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A Study on Evaluation Model based Characteristics of Website (구축목적에 따른 웹사이트평가 모형에 관한 연구 - 평가모형 개발 방법을 중심으로 -)

  • Kim Jung-Ja;Lee Jung-Hoon
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.28 no.2
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    • pp.125-132
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    • 2005
  • Internet website is widely used as strategic mean for making profits as well as corporate advertisement. Therefore, website becomes necessary to evaluate for improving the efficiency of the website. Especially companies construct the website with different purposes, so applying the universal web evaluation model is inefficient. Also existing research about website evaluation model don't consider about the dependence of each evaluation factor. In this paper, we propose the developing methodology of website evaluation model considering the dependence of evaluation factors. This developing methodology use FSM and the inference algorithm using levelized FCM.

Silicon Carbide MOSFET Model for High Temperature Applications (SiC MOSFET의 고온모델)

  • 이원선;오충완;최재승;신동현;이형규;박근형;김영석
    • Proceedings of the IEEK Conference
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    • 2001.06b
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    • pp.5-8
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    • 2001
  • This paper describes the development of SiC MOSFET model for high temperature applications. The temperature dependence of the threshold voltage and mobility of SiC MOSFET is quite different from that of silicon MOSFET. We developed the empirical temperature model of threshold voltage and mobility of SiC MOSFET and implemented into HSPICE. Using this model the MOSFET Id-Vds characteristics as a function of temperature are simillated. Also the SiC CMOS operational amplifieris designed using this model and the temperature dependence of the frequency response, transfer characteristics and slew rate as a function of temperature are analyzed.

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Analysis of Reserves in Multiple Life Insurance using Copula

  • Lee, Issac;Lee, Hangsuck;Kim, Hyun Tae
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.23-43
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    • 2014
  • We study the dependence between the insureds in multiple-life insurance contracts. With the future lifetimes of the insureds modeled as correlated random variables, both premium and reserve are different from those under independence. In this paper, Gaussian copula is used to impose the dependence between the insureds with Gompertz marginals. We analyze the change of the reserves of standard multiple-life insurance contracts at various dependence levels. We find that the reserves based on the assumption of dependent lifetimes are quite different for some contracts from those under independence as its correlation increase, which elucidate the importance of the dependence model in multiple-life contingencies in both theory and practice.

The Thickness Dependence of Edge Effect in Thin Insulating Films

  • Song Jeong-Myen;Moon Byung-Moo;Sung Yung-Kwon
    • Transactions on Electrical and Electronic Materials
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    • v.4 no.4
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    • pp.13-17
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    • 2003
  • This paper deals with the edge effect in thin insulating films, focusing on their dependence on film thickness. The finding is that the electric field is lowered at the edge as the film thickness is reduced, which, in turn, is closely related to dielectric breakdown voltage. In order to analyze this phenomenon, a simple capacitor model is introduced with which dependence of dielectric breakdown voltage around the electrode edge on the film thickness is explained. Due to analytical difficulty to get the expression of electrical field strength at the edge, an equivalent circuit approach is used to find the voltage expression first and then the electric field expression using it. The relation gets to an agreement with the experimental findings shown in the paper. This outcome may be extended to solve similar problems in multi-layer insulating films.

Estimation of Spatial Dependence by Quasi-likelihood Method (의사우도법을 이용한 공간 종속 모형의 추정)

  • 이윤동;최혜미
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.519-533
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    • 2004
  • In this paper, we suggest quasi-likelihood estimation (QLE) method and its robust version in estimating spatial dependence modelled through variogram used for spatial data modelling. We compare the statistical characteristics of the estimators with other popular least squares estimators of parameters for variogram model by simulation study. The QLE method for estimating spatial dependence has the advantages that it does not need the concept of lags commonly required for least squares estimation methods as well as its statistical superiority. The QLE method also shows the statistical superiority to the other methods for the tested Gaussian and non-Gaussian spatial processes.

Spin Transfer Torque in Ferromagnet-Normal Metal-Antiferromagnet Junctions

  • Lee, Hyun-Woo;Yang, Hyun-Soo
    • Journal of Magnetics
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    • v.16 no.2
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    • pp.92-96
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    • 2011
  • This study investigated theoretically the properties of the spin transfer torque acting on a ferromagnet in a ferromagnet-normal metal-antiferromagnet junction. Earlier work showed that the angular dependence of the spin transfer torque can be a wavy-type if the junction satisfies a special symmetry. This paper reports a simple model analysis that allows a derivation of the wavy angular dependence without taking advantage of the symmetry. This result suggests that the wavy angular dependence can appear even when the symmetry is broken. As an illustration, the angular dependence was calculated as a function of the degree of the compensation at the normal metal-antiferromagnet interface. The implications of the result for the current-induced magnetization precession are discussed.

Katayama Equation Modified on the Basis of Critical-Scaling Theory (임계 축척 이론을 이용한 카타야마 식의 수정)

  • Lim, Kyung-Hee
    • Journal of the Korean Applied Science and Technology
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    • v.23 no.3
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    • pp.185-191
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    • 2006
  • It is desirable to have an accurate expression on the temperature dependence of surface(or interfacial) tension ${\sigma}$, because most of the interfacial thermodynamic functions can be derived from it. There have been proposed several equations on the temperature dependence of the surface tension, ${\sigma}(T)$. Among them $E{\ddot{o}}tv{\ddot{o}}s$ equation and the one modified by Katayama, which is called Katayama equation, for improving accuracies of $E{\ddot{o}}tv{\ddot{o}}s$ equation close to critical points, have been most well-known. In this article Katayama equation is interpreted on the basis of the cell model to understand the nature of the equation. The cell model results in an expression very similar to Katayama equation. This implies that, although $E{\ddot{o}}tv{\ddot{o}}s$ and Katayama equations were obtained on the basis of experimental results, they have a sound theoretical background. The Katayama equation is also modified with the phase volume replaced with a critical scaling expression. The modified Katayama equation becomes a power-law equation with the exponent slightly different from the value obtained by critical-scaling theory. This implies that Katayama equation can be replaced by a critical-scaling equation which is proven to be accurate.

A Statistical-Mechanical Model on the Temperature Dependence of Critical Micelle Concentration (임계 마이셀 농도의 온도 의존성에 대한 통계 역학적 모델)

  • Lim, Kyung-Hee;Kang, Kye-Hong;Lee, Mi-Jin
    • Applied Chemistry for Engineering
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    • v.17 no.6
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    • pp.625-632
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    • 2006
  • Dependence of the critical micelle concentration (CMC) on temperature is examined from a statistical-mechanical point of view. A simple and primitive model examined in this article yields ln CMC= A+BT+C/T+D ln T with T being temperature and A, B, C, D being constants depending on the properties of the surfactant molecules which comprise the micelles. The resulting equation combines Muller's and Lim's equations, which have already been proven to fit well measured CMC data with temperature. The statistical-mechanical model on micellization discussed in this article provides a theoretical basis on these equations.