• Title/Summary/Keyword: mathematical change

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A NEW LOOK AT THE FUNDAMENTAL THEOREM OF ASSET PRICING

  • Yan, Jia-An
    • Journal of the Korean Mathematical Society
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    • v.35 no.3
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    • pp.659-673
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    • 1998
  • In this paper we consider a security market whose asset price process is a vector semimartingale. The market is said to be fair if there exists an equivalent martingale measure for the price process, deflated by a numeraire asset. It is shown that the fairness of a market is invariant under the change of numeraire. As a consequence, we show that the characterization of the fairness of a market is reduced to the case where the deflated price process is bounded. In the latter case a theorem of Kreps (1981) has already solved the problem. By using a theorem of Delbaen and Schachermayer (1994) we obtain an intrinsic characterization of the fairness of a market, which is more intuitive than Kreps' theorem. It is shown that the arbitrage pricing of replicatable contingent claims is independent of the choice of numeraire and equivalent martingale measure. A sufficient condition for the fairness of a market, modeled by an Ito process, is given.

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CLASSIFICATION OF CLASSICAL ORTHOGONAL POLYNOMIALS

  • Kwon, Kil-H.;Lance L.Littlejohn
    • Journal of the Korean Mathematical Society
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    • v.34 no.4
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    • pp.973-1008
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    • 1997
  • We reconsider the problem of calssifying all classical orthogonal polynomial sequences which are solutions to a second-order differential equation of the form $$ \ell_2(x)y"(x) + \ell_1(x)y'(x) = \lambda_n y(x). $$ We first obtain new (algebraic) necessary and sufficient conditions on the coefficients $\ell_1(x)$ and $\ell_2(x)$ for the above differential equation to have orthogonal polynomial solutions. Using this result, we then obtain a complete classification of all classical orthogonal polynomials : up to a real linear change of variable, there are the six distinct orthogonal polynomial sets of Jacobi, Bessel, Laguerre, Hermite, twisted Hermite, and twisted Jacobi.cobi.

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Directions for Future Research for Introducing Computer Technology into Mathematics Eduction (컴퓨터공학의 도입을 위한 수학교육연구의 방향)

  • 조완영;권성룡
    • The Mathematical Education
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    • v.39 no.2
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    • pp.179-186
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    • 2000
  • Although computer technology has a great potential for improving mathematics learning practice, it rarely used in mathematics classroom. The purpose of this study is to suggest the future direction for research in mathematics computer technology. First, there has to be a research on mathematics curriculum that take computer technology into account. Second, research on teaching sequence for certain content area is needed. Because computer technology would change the order of teaching sequence. Third, how students would learn with computer technology? how do they acquire knowledge and make sense of it? Fourth, how could we assess the learning with computer technology? Most of all, because teachers play a key role to succeed in educational reform, they have to be familiar with computer technology and software to introduce it into mathematics learning and to use it properly.

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The Goal of Mathematics School-Based Professional Development Program for Elementary School Teachers

  • CHENG, Lu Pien;KO, Ho Kyoung
    • Research in Mathematical Education
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    • v.19 no.3
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    • pp.155-174
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    • 2015
  • The goal of this study was to examine the three components of a laboratory class cycle that empowered teachers to change their teaching practices. Six teachers and their administrator in an elementary school in the southeastern United States participated in the study. All the teachers were interviewed, and their mathematics lessons were observed at the end of each cycle of laboratory classes. The study revealed how planning, observing, and critiquing mathematics lessons as a team assisted the teachers' learning and teaching. We identified opportunities for the teachers to experiment with different teaching approaches, and we found that support from the team and from the school were key factors for the laboratory class cycle to function effectively.

An American elementary school teacher's teaching practice toward student-centered mathematics classroom culture (미국 초등학교 교사의 학생중심 수학교실문화 형성사례 및 교수법 개발에 관한 소고)

  • 방정숙
    • School Mathematics
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    • v.4 no.3
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    • pp.415-433
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    • 2002
  • The mathematics education community is seeking to change a teacher-centered class-room culture to a student-centered culture. However, the real transition is not easy, even for teachers who are eager and willing to teach differently. The challenge for teachers is to use the social structure of the classrooms to nurture students' development toward mathematical ways of thinking and communicating as well as their under-standing of mathematical concepts and processes. By introducing an elementary teacher's teaching practice and professional develop-ment along with her classroom episodes, this paper is to make strides toward an enriched understanding of the culture of the elementary mathematics classrooms in which students may have a lot of opportunities to develop conceptual under standing and math-ematical disposition. This paper first provides a detailed description of the classroom flow in terms of general social norms and sociomathematical norms in order to explore how the teacher and the students have established such a student-centered math-ematics microculture. This paper then analyzes the teacher's teaching approach and professional development.

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The First Curriculum of Mathematics in Korea for the New Millennium

  • Choe, Young-Han
    • Research in Mathematical Education
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    • v.7 no.2
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    • pp.73-90
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    • 2003
  • In the Republic of Korea, mathematics has always been a major blame for huge private expenditures on so-called "private education," which consists of private tutoring and lessons at "private academies of extra curricula." The private spending on out-of-school education often exceeded public expenditures on schools. In 1997, South Korean Ministry of Education reformed curriculum of mathematics along with other subjects to ease the burden of private education. The aim of this curriculum change was to put a boost on individual students' interests, affections and other attributes toward school mathematics. The essential distinctiveness of the new curriculum of mathematics compared with the previous one is as follows: 1. The implementation of so-called "differentiated curriculum" for grades 1-10. 2. 30% reduction of contents in mathematics and the reconciliation of contents. 3. Elective subjects for mathematics for grades 11 and 12. 4. More uses of technology in mathematics teaching. Firstly, we examine the background of the curriculum reform and analyze the new curriculum according to awareness of educational administrators, teaching environments of schools and readiness of mathematics teachers. Then we find out what kinds of problems it has and look for some suggestions for remedies.

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The Development of a Mathematical model to evaluate Data Quality and an Analysis model to improve the Quality (데이터 품질평가를 위한 수학적 모델 및 개선을 위한 분석 모형 개발)

  • Kim, Yoeng-Won;Kim, Jong-Ki
    • Journal of Internet Computing and Services
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    • v.9 no.5
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    • pp.109-116
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    • 2008
  • The rapid change of computer and Internet environments produces a lot of data of various quality, Because this fact affects enterprise and organization, it demands the level evaluation on data quality, Thus, we propose mathematical model for quality evaluation on the base of data quality in this paper. And we propose the analysis model(web evaluation model, DQnA)) that analyzes and maintains data quality.

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A Study on a Generation and Transmission Planning Considering CO2 Emission Constraint and Emission Trading (CO2 배출량 제약과 배출권거래제를 고려한 설비계획 방법론 개발에 관한 연구)

  • Kim, Yang-Il;Chung, Koo-Hyung;Han, Sock-Man;Kim, Bal-Ho
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.56 no.3
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    • pp.481-490
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    • 2007
  • WASP which is used to plan generation expansion has disadvantages that can't manage environmental factors and regional supply-demand planning. But with the effectuation of the United Nations Framework Convention on Climate Change (UNFCCC) and Kyoto Protocol, it is expected that reducing greenhouse gases affects power system in its long-term generation expansion planning. Therefore national countermeasures is needed. This paper formulates a mathematical model considering CO2 emission constraints and Emission Trading that will be enforced. This model is based on the MEFISET (Model for Economic Feasibility of Interstate Electrical Ties) which was made by Korea Energy Economics Institute and Hong-ik university and manages generation expansion planning. And this mathematical model is verified by studying a case system.

SELF-HOMOTOPY EQUIVALENCES RELATED TO COHOMOTOPY GROUPS

  • Choi, Ho Won;Lee, Kee Young;Oh, Hyung Seok
    • Journal of the Korean Mathematical Society
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    • v.54 no.2
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    • pp.399-415
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    • 2017
  • Given a topological space X and a non-negative integer k, we study the self-homotopy equivalences of X that do not change maps from X to n-sphere $S^n$ homotopically by the composition for all $n{\geq}k$. We denote by ${\varepsilon}^{\sharp}_k(X)$ the set of all homotopy classes of such self-homotopy equivalences. This set is a dual concept of ${\varepsilon}^{\sharp}_k(X)$, which has been studied by several authors. We prove that if X is a finite CW complex, there are at most a finite number of distinguishing homotopy classes ${\varepsilon}^{\sharp}_k(X)$, whereas ${\varepsilon}^{\sharp}_k(X)$ may not be finite. Moreover, we obtain concrete computations of ${\varepsilon}^{\sharp}_k(X)$ to show that the cardinal of ${\varepsilon}^{\sharp}_k(X)$ is finite when X is either a Moore space or co-Moore space by using the self-closeness numbers.

A simplified matrix stiffness method for analysis of composite and prestressed beams

  • Deretic-Stojanovic, Biljana;Kostic, Svetlana M.
    • Steel and Composite Structures
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    • v.24 no.1
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    • pp.53-63
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    • 2017
  • The paper presents the simplified matrix stiffness method for analysis of composite and prestressed beams. The method is based on the previously developed "exact" analysis method that uses the mathematical theory of linear integral operators to derive all relations without any mathematical simplifications besides inevitable idealizations related to the material rheological properties. However, the method is limited since the closed-form solution can be found only for specific forms of the concrete creep function. In this paper, the authors proposed the simplified analysis method by introducing the assumption that the unknown deformations change linearly with the concrete creep function. Adopting this assumption, the nonhomogeneous integral system of equations of the "exact" method simplifies to the system of algebraic equations that can be easily solved. Therefore, the proposed method is more suitable for practical applications. Its high level of accuracy in comparison to the "exact" method is preserved, which is illustrated on the numerical example. Also, it is more accurate than the well-known EM method.