• Industrial Engineering and Management Systems
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• 제16권1호
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• pp.118-128
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• 2017

Uncertain factors in finical markets make the prediction of future returns and risk of asset much difficult. In this paper, a model,assuming the admissible errors on expected returns and risks of assets, assisted in the multiperiod mean variance portfolio selection problem is built. The model considers transaction costs, upper bound on borrowing risk-free asset constraints, cardinality constraints and threshold constraints. Cardinality constraints limit the number of assets to be held in an efficient portfolio. At the same time, threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Because of these limitations, the proposed model is a mix integer dynamic optimization problem with path dependence. The forward dynamic programming method is designed to obtain the optimal portfolio strategy. Finally, to evaluate the model, our result of a meaning example is compared to the terminal wealth under different constraints.

• 한국진공학회지
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• 제8권1호
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• pp.55-62
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• 1999

입사 이온과 시료 핵과의 개별 산란 방식으로 이온 산란의 몬테칼로 프로그램을 제작하였다. 이 때 시료 원자의 산란 전단면적과 시료 원자들간의 거리는 시료 원자 밀도의 함수로 주어지는 실질적인 크기로 하여 개개의 시료 입자와의 충돌을 계산한다. 이 프로그램을 이용하여 입사 이온에 대한 시료 물질의 스퍼터링의 현상을 입사 이온과 시료와 관련된 변수들의 관계에 대하여 조사하였다. 입사 이온의 질량, 입사 이온의 에너지, 입사각에 따른 스퍼터링 수율과 시료면의 표면 결합에너지에 대한 수율의 변화, 그리고 스퍼터되는 원자의 에너지 분포를 해석하였다.

• Computers and Concrete
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• 제3권4호
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• pp.261-284
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• 2006

The flexural behaviour of symmetrically reinforced concrete (RC) columns cast of normal- and high-strength concrete under both monotonic and cyclic loading is studied based on an analytical procedure, which employs the actual stress-strain curves and takes into account the stress-path dependence of concrete and steel reinforcement. The analysis is particularly extended into the post-peak stage with large inelastic deformation at various applied axial load level. The effect of axial load on their complete flexural behaviour is then identified based on the results obtained. The axial load is found to have fairly large effect on the flexural behaviour of RC columns under both monotonic and cyclic loading. Such effects are discussed through examination of various aspects including the moment-curvature relationship, moment capacity, flexural ductility, variation of neutral axis depth and steel stress.

• 한국군사과학기술학회지
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• 제13권1호
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• pp.36-40
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• 2010

In this paper, the well-known LOB-based emitter localization using linear LSE algorithm is numerically implemented and the heuristic guidelines for the parameter values to achieve 1% RMS error are presented. In the simulation, we changed the total observation durations for LOB measurements, time interval between successive LOB measurements and sensor trajectories. The effects of the time interval of LOB measurements, the time duration of the LOB measurements and the angle of flight path arc on the performance are illustrated. The dependence of the performance on the various parameters is investigated and rule-of-thumbs for the parameter values corresponding to 1% RMS error are presented for each simulation condition.

• World Technopolis Review
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• 제3권2호
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• pp.66-77
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• 2014

This paper aims at exploring a conceptual framework of analyzing the evolutionary processes of regional economies by reconciling the notion of regional resilience and the concepts prevailing in the disciplines of evolutionary economics and geography. The resilience framework appears to offer a promising outlet with which combination of the seemingly contradictory conceptions is made possible. It can address why some regions manage to adapt to external shocks, renew themselves, or lock out themselves, while others are more locked in decline. In addition, it can also explain how the spatial organization of economic production, distribution, and consumption is transformed over time. Then, regional economic resilience, together with its accompanying vehicle of panarchy, emerges as a workable framework of explaining regional differentiation in regional economic performance and trajectories. Despite the risk of being a fuzzy concept, the resilience conception can be properly operationalized to provide policy principles of regional economic innovation adjusted to region-specific contexts.

• 한국분말야금학회:학술대회논문집
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• 한국분말야금학회 2006년도 Extended Abstracts of 2006 POWDER METALLURGY World Congress Part 1
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• pp.138-139
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• 2006

Sintered steels are materials characterized by residual porosity, whose dimension and morphology strongly affect the fatigue crack growth behaviour of the material. Prismatic specimens were pressed at $7.0\;g/cm^3$ from Astaloy CrM powder and sintered varying the sintering temperature and the cooling rate. Optical observations allowed to evaluate the dimensions and the morphology of the porosity and the microstructural characteristics. Fatigue tests were performed to investigate the threshold zone and to calculate the Paris law. Moreover $K_{Ic}$ tests were performed to complete the investigation. Both on fatigue and $K_{Ic}$ samples a fractographic analysis was carried out to investigate the crack path and the fracture surface features. The results show that the Paris law crack growth exponent is around 6.0 for $1120^{\circ}C$ sintered and around 4.7 for $1250^{\circ}C$ sintered materials. The same dependence to process parameters is not found for $K_{Ith}$.

• 자원ㆍ환경경제연구
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• 제11권2호
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• pp.195-210
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• 2002

In this paper, we present a nonrenewable resource model including environmental pollution stock as a state variable to analyze the dynamic structure of environmental tax. Based on the optimality conditions of our model, we showed that the optimal time path of the shadow cost for environmental pollution stock is the same as that of the costate variable for environmental pollution stock. We did this by applying the theorem, Continuous Dependence on Initial Conditions (Coddington and Levinston, 1985, pp. 22~27), to the optimal control problem. Thus, this result provides a theoretical basis to determine the magnitude of environmental tax to be imposed over time. In addition, we also identified that the costate variable for environmental pollution stock is solely due to the disutility effect.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2007년도 Techno-Fair 및 추계학술대회 논문집 전기물성,응용부문
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• pp.102-103
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• 2007

Recently, the dependence of the electric energy is increased in accordance with a growth of industry. Therefore, scientific investigation is needed for the security of electrical safety and the judgement of accident causes. Accordingly, this paper consist of the analysis for the carbonization patterns of phenolic resin and the mechanism. As the follows, spider-legs as a carbide are generated around the rods, when the electric current flows on the surface of phenolic resin. The IR absorption peak generated by the thermal effects is appeared at about $1720cm^{-1}$. As the case of Joule's heat, the crystal of a carbide is generated beca use of the rarefied oxygen. It's estimated that the formation of carbonization conductivity as the currents are easily flowed.

• Journal of Communications and Networks
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• 제4권3호
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• pp.176-188
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• 2002

This paper presents results of continuous wave and swept frequency response measurements over the frequency range of UNII lower and middle bands from 5.15GHz to 5.35GHz in indoor environments. From the continuous wave measurements at 5.2GHz, the excess path loss, and the statistical characteristics of the temporal and spatial fading were found. By sweeping the frequency over the band, envelope correlation as a function of frequency was found and the coherence bandwidth (CBW) was determined from the envelope correlation. Using a channel model, the CBW was used to evaluate RMS delay spread. The dependence of CBW on the antenna polarization was simulated and compared with the measurement results. The influence of room size and separation of transmitter and receiver for LOS paths on RMS delay spread was discussed.

• Computers and Concrete
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• 제8권4호
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• pp.473-489
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• 2011

In designing a flexural member for structural safety, both the flexural strength and ductility have to be considered. For this purpose, the flexural ductility of reinforced concrete sections has been studied quite extensively. As there have been relatively few studies on the flexural ductility of prestressed concrete sections, it is not well understood how various structural parameters affect the flexural ductility. In the present study, the full-range flexural responses of reinforced and prestressed concrete sections are analyzed taking into account the nonlinearity and stress-path dependence of constitutive materials. From the numerical results, the effects of steel content, yield strength and degree of prestressing on the yield curvature and ultimate curvature are evaluated. It is found that whilst the concept of flexural ductility in terms of the ductility factor works well for reinforced sections, it can be misleading when applied to prestressed concrete sections. For prestressed concrete sections, the concept of flexural deformability in terms of ultimate curvature times overall depth of section may be more appropriate.