• Journal of applied mathematics & informatics
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• v.27 no.3_4
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• pp.843-856
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• 2009

In possibility framework, we propose two risk measures named Fuzzy Value-at-Risk and Fuzzy Conditional Value-at-Risk, based on Credibility measure. Two portfolio optimization models for fuzzy portfolio selection problems are formulated. Then a chaos genetic algorithm based on fuzzy simulation is designed, and finally computational results show that the two risk measures can play a role in possibility space similar to Value-at-Risk and Conditional Value-at-Risk in probability space.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.3
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• pp.741-750
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• 2021

The budget deficit is closely related to expansionary fiscal policy as a fiscal instrument to encourage economic growth. This study aims to apply optimal control theory in the Keynesian macroeconomic model for the economy, so that optimal growth can be found. Macroeconomic variables include GDP, consumption, investment, exports, imports, and budget deficit as control variables. This study uses secondary data in the form of time series, the time period 1990 to 2018. Performing optimal control will result in optimal fiscal policy. The optimal determination is done through simulation, for the period 2019-2023. The discrete optimal control problem is to minimize the objective function in the form of a quadratic function against the deviation of the state variable and control variable from the target value and the optimal value. Meanwhile, the constraint is Keynes' macroeconomic model. The results showed that the optimal value of macroeconomic variables has a deviation from the target values consisting of: consumption, investment, exports, imports, GDP, and budget deficit. The largest deviation from the average during the simulation occurs in GDP, followed by investment, exports, and the budget deficit. Meanwhile, the lowest average deviation is found in imports.

• Journal of applied mathematics & informatics
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• v.19 no.1_2
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• pp.203-214
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• 2005

In this study the optimal control of fed-batch glycerol fermentation is investigated based on an impulsive dynamical system. Considering the sudden increase of the glycerol and alkali in fed-batch culture of biodissimilation of glycerol to 1,3-propanediol, this paper proposes a non-linear impulsive system of fed-batch culture. The existence, uniqueness and regularity properties of piecewise solution for the system are proved. In view of the controllability of volumes of glycerol added to the reactor instantaneously, the paper constructs an optimal control model based on the nonlinear impulsive system and the existence of the optimal control is obtained. The control variables here are the moments and the sizes of jumps in the states at the discrete instants and the objective is to maximize the productivity of 1,3-propanediol over one cycle.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.12 no.2
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• pp.97-108
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• 2008

In this paper Bayes estimator of the parameter and reliability function of the zero-truncated Poisson distribution are obtained. Furthermore, recurrence relations for the estimator of the parameter are also derived. Monte Carlo simulation technique has been made for comparing the Bayes estimator and reliability function with the corresponding maximum likelihood estimator (MLE) of zero-truncated Poisson distribution.

• The Pure and Applied Mathematics
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• v.24 no.4
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• pp.211-226
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• 2017

In this paper, machine learning models employed in various fields are discussed and applied to KOSPI200 stock index return forecasting. The results of hyperparameter analysis of the machine learning models are also reported and practical methods for each model are presented. As a result of the analysis, Support Vector Machine and Artificial Neural Network showed a better performance than k-Nearest Neighbor and Random Forest.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.11
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• pp.801-808
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• 2020

The purpose of the study is to find the factors that influence the financial leverage of Vietnam firms. The dependent variable is the financial leverage and the independent variables are firm size, asset structure, liquidity, growth opportunities, profitability, and firm age. The data are collected from Vietnam firms' annual financial reports in the period from 2010 to 2019. The study uses a sample of 448 Vietnam listed firms in the period. We also employ a panel regression model with pooled OLS and fixed effect to analyze the firms' financial data. The results of the model showed that financial leverage (FL) has a negative relationship with some factors such as asset structure (AS), liquidity (LQ), growth opportunities (GRW), profitability (ROA), and firm age (AGE) in the fixed effect regression. It means that when liquidity, profitability, and firm age increase, firms' financial leverage will decrease. While firms' financial leverage has still a positive relationship with the firm size (SIZE) in the model. As a result, when firm size increases, financial leverage will increase, too. The results showed that models are fit for the research and can be used to predict future findings. It is also useful for enterprises, financial advisors, investors, as well as the financial managers.

• Journal of Korean Home Economics Education Association
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• v.1 no.1
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• pp.33-42
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• 1989

By the comparative analysis of high school Home Economics curricula in the U.S., Japan and Taiwan, this study first attempts to understand the current Home Economics education and to access its treads for each country. Based on the findings of the analysis, the study also seeks to get the major implications of the analysis for the betterment of the Korea Home Economics Education. The main sources of information and data analyzed here are： 1) curricula for both Oklahoma and Ohio state as representatives of the U.S.； 2) Home Economics Teaching Guidelines in Japan； and 3) Home Economics curriculum in Taiwan. Content Analysis technique is applied in this study. The major elements of contents include：1) structure of the curriculum； 2) subject name； 3) unit (time) allotment； 4) goals； 5) subject areas and content composition； and 6) other related characteristics for the implementation of the curriculum. Summarized results of the study outline as follows： 1) Home Economics is offered as independently required subject with equal status to Mathematics, Science, and Social Studies subject in all three countries； 2) Sex discrimination is prohibited both in the U.S. and Taiwan, while in Japan sex equity is not secured for Home Economics educations； 3) Time allotment for Home Economics in Japan and Taiwan is similiar to that in Korea；4) Subject areas cover such fields as Foods and Nutrition, Clothing and Textiles, Home Management, and Human Development in all three countries, which is similiar to those of Korea. In addition, Consumer Education and Career Education are also covered in the U.S., whereas in Japan Child Care is offered； and 5) Curriculum can be utilized as instructional planning material due to the clear specification of instructional methods, materials, and evaluation methods on the curriculum, especially in the U.S. and Taiwan.

• Bulletin of the Korean Mathematical Society
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• v.60 no.2
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• pp.461-473
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• 2023

Let f be a nonconstant meromorphic function of hyper-order strictly less than 1, and let c ∈ ℂ \ {0} such that f(z + c) ≢ f(z). We prove that if f and its exact difference ∆_cf(z) = f(z + c) - f(z) share partially 0, ∞ CM and share 1 IM, then ∆_cf = f, where all 1-points with multiplicities more than 2 do not need to be counted. Some similar uniqueness results for such meromorphic functions partially sharing targets with weight and their shifts are also given. Our results generalize and improve the recent important results.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.20 no.2
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• pp.163-174
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• 2016

In this paper, we propose an optimal choice scheme to determine the best option among comparable options whose current expectations are all the same under the condition that an investor has a confidence in the future value realization of underlying assets. For this purpose, we use a path-averaged option as our base instrument in which we calculate the time discounted value along the path and divide it by the number of time steps for a given expected path. First, we consider three European call options such as vanilla, cash-or-nothing, and asset-or-nothing as our comparable set of choice schemes. Next, we perform the experiments using historical data to prove the usefulness of our proposed scheme. The test suggests that the path-averaged option value is a good guideline to choose an optimal option.

• Korean Journal of Mathematics
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• v.31 no.1
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• pp.109-120
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• 2023

The Berezin symbol à of an operator A on the reproducing kernel Hilbert space 𝓗 (Ω) over some set Ω with the reproducing kernel k_λ is defined by $${\tilde{A}}(\lambda)=\,\;{\lambda}{\in}{\Omega}$$. The Berezin number of an operator A is defined by $$ber(A):=\sup_{{\lambda}{\in}{\Omega}}{\mid}{\tilde{A}}({\lambda}){\mid}$$. We study some problems of operator theory by using this bounded function Ã, including estimates for Berezin numbers of some operators, including truncated Toeplitz operators. We also prove an operator analog of some Young inequality and use it in proving of some inequalities for Berezin number of operators including the inequality ber (AB) ≤ ber (A) ber (B), for some operators A and B on 𝓗 (Ω). Moreover, we give in terms of the Berezin number a necessary condition for hyponormality of some operators.