• 대한수학회보
• /
• 제46권2호
• /
• pp.209-227
• /
• 2009

We examine a unified approach of calculating the closed form solutions of option price under stochastic volatility models using stochastic calculus and the Fourier inversion formula. In particular, we review and derive the option pricing formulas under Heston and correlated Stein-Stein models using a systematic and comprehensive approach which were derived individually earlier. We compare the empirical performances of the two stochastic volatility models and the Black-Scholes model in pricing KOSPI 200 index options.

• 경영과학
• /
• 제16권2호
• /
• pp.137-147
• /
• 1999

This paper compares and evaluates the performances of the two types of mathematical programming models for solving the machine-part cell formation problem in group technology manufacturing : indirect formulation relying on surrogate measure such as similarity coefficient and direct formulation seeking to minimize the number of exceptional elements. New indirect formulation, called the generalized {{{{ { p}_{ } }}-median model. is proposed. Unlike existing {{{{ { p}_{ } }}-median formulations, proposed formulation includes the classical cell formation problem in which only one process plan exsits for each part as a special case. The proposed new formulation can also deal with the cell formation problem in which alternative process plans exist for a part. The indirect formulation is compared with a new direct formulation which needs much fewer extra variables and constraints than existing direct formulations. Some significant findings from comparative experiment are discussed.

• 한국항해항만학회:학술대회논문집
• /
• 한국항해항만학회 2002년도 춘계학술대회논문집
• /
• pp.219-227
• /
• 2002

In this paper, we designed neural network predictive PID controller to control sway happened in transfer of trolley for automatic travel control system. We include dynamic character of nonlinear system, and mathematical expression veny simple used neural network. When various establishment location and surrounding disturbance were approved based on mathematical modelling of crane, controller designed to become effective control location error and vibration angle of two control variables that simultaneously can predictive control. Neural network predictive PID controller produced parameter of PID controller using neural network self-tuner. Neural network self-tuner's input used crane's output and neural network predictive output. Neural network self-tuner using error back propagation algorithm. We analyzed control performance comparison through computer simulation when applied disturbance about sway of location and angle in transfer of crane. The results show that the proposed neural network predictive PID controller has better performances than general PID controller, neural network PID controller.

• 한국수학교육학회지시리즈D:수학교육연구
• /
• 제12권3호
• /
• pp.201-213
• /
• 2008

The main purpose of this study is to explore the relationship between the 'logical reasoning skill' and performance in the logic unit that is part of the grade 9 syllabus in mathematics in Turkey. After the teaching of the logic unit, an achievement test, a general skills test and the test of logical reasoning were administered to the 80, 9th year high school students. Pearson Moments Correlation coefficient was used for the analysis of the data to determine the relations between the variables. In addition to that to obtain the most suitable regression explaining the students' performances in the logic unit, stepwise multiple regressions analysis was used. At the end of the study, statistically significant relations were found between the students' performance in the logic unit and their logical reasoning skills, their results of the shape recognition test from the general skills battery and their overall performance in the mathematics lesson.

• 대한전기학회논문지
• /
• 제32권6호
• /
• pp.211-218
• /
• 1983

In this paper, an attempt is made to match the continuous state trajectory of the digital control system with that of its continuous data model. Matching the state trajectories instead of the output responses assures that the performances of the internal variables of the plant as well as the output variables are preserved in the discretization. The mathematical tool used in this research is an extended maximum principle of the Pontryagin type, which enables one to synthesize a staircase type of optimal control signals, such as the output signal of a zero-order hold asociated with a digital controller. A general mathematical expression of the digital controller which may be used to replace the analog controller of a general system while preserving as mauch as possible the performance characteristics of the original continuous-data control system is derived in this paper.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• 제24권4호
• /
• pp.363-374
• /
• 2020

Fingerprint authentication identifies a user based on the individual's unique fingerprint features. Fingerprint authentication methods are used in various real-life devices because they are convenient and safe and there is no risk of leakage, loss, or oblivion. However, fingerprint authentication methods are often ineffective when there is contamination of the given image through wet, dirty, dry, or wounded fingers. In this paper, a method is proposed to remove noise from fingerprint images using a convolutional neural network. The proposed model was verified using the dataset from the ChaLearn LAP Inpainting Competition Track 3-Fingerprint Denoising and Inpainting, ECCV 2018. It was demonstrated that the model proposed in this paper obtains better results with respect to the methods that achieved high performances in the competition.

• 한국산업융합학회 논문집
• /
• 제25권4_1호
• /
• pp.513-519
• /
• 2022

In this paper, we describe performances of P-PD controllers in the quadrotor system with steady-state error compensation by adding a corrective term to the system input. A decentralized control system using P-PD controllers was successfully implemented on a quadrotor platform. We also presented the results of a mathematical modeling analysis for control the quadrotor and experimental results for each response performance according to the heading reference value in accordance with the mathematical modeling and P-PD controller design. A control experiment with the real system was implemented for the test platform, and the results were evaluated and compared.

• 대한수학회지
• /
• 제60권2호
• /
• pp.273-302
• /
• 2023

In this paper, a fully discrete numerical scheme for the viscoelastic Oldroyd flow is considered with an introduced auxiliary variable. Our scheme is based on the finite element approximation for the spatial discretization and the backward Euler scheme for the time discretization. The integral term is discretized by the right trapezoidal rule. Firstly, we present the corresponding equivalent form of the considered model, and show the relationship between the origin problem and its equivalent system in finite element discretization. Secondly, unconditional stability and optimal error estimates of fully discrete numerical solutions in various norms are established. Finally, some numerical results are provided to confirm the established theoretical analysis and show the performances of the considered numerical scheme.

• Industrial Engineering and Management Systems
• /
• 제7권2호
• /
• pp.160-170
• /
• 2008

This paper proposes a mathematical model for converting conveyor assembly line to cellular manufacturing in complex production environments. Complex production environments refer to the situations with multi-products, variant demand, different batch sizes and the worker abilities varying with work stations and products respectively. The model proposed in this paper aims to determine (1) how many cells should be formatted; (2) how many workers should be assigned in each cell; (3) and how many workers should be rested in shortened conveyor line when a conveyor assembly line should be converted, in order to optimize system performances which are defined as the total throughput time and total labor power. We refer the model to a new production system. Such model can be used as an evaluation tool in the cases of (i) when a company wants to change its production system (usually a belt conveyor line) to a new one (including cell manufacturing); (ii) when a company wants to evaluate the performance of its converted system. Simulation experiments based on the data collected from the previous documents are used to estimate the marginal impact that each factor change has had on the estimated performance improvement resulting from the conversion.

• 한국산업정보학회논문지
• /
• 제22권2호
• /
• pp.79-89
• /
• 2017

본 연구에서는 적응형혼합유전알고리즘(Adaptive Hybrid Genetic Algorithm: AHGA) 접근법을 이용한 폐쇄루프 공급망(Closed-Loop Supply Chain: CLSC) 모델 최적화를 다루고 있다. CLSC 모델 구축을 위해 공급업체(Part Supplier), 제품제조업체(Product Manufacturer)등으로 구성된 전방향물류(Forward Logistics)와 수집업체(Collection Center), 회복센터(Recovery Center)등으로 구성된 역물류(Reverse Logistics)를 함께 고려하고 있다. 제안된 CLSC 모델은 수리모형(Mathematical Model)으로 표현되며, AHGA접근법을 이용해 이행되어 그 최적해를 구하게 된다. 수치실험에서는 기존연구에서 제안된 몇몇 접근법과 AHGA 접근법을 함께 사용하여 그 수행도를 비교분석하였다.