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OPTIMAL PORTFOLIO FOR MULTI-TYPE ASSET MODELS USING FILTERED VARIOUS INFORMATION

  • Oh, Jae-Pill
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.15 no.4
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    • pp.277-290
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    • 2011
  • We define some multi-type asset models derved from L$\acute{e}$vy proceses which emphasize coefficients of stochastic differential equations. Also these asset models can be represented by Doleance-Dade linear equations derived from jump-type semimartingales which are decomposed by various terms of time basically. For these asset models, we can construct optimal portfolio strategy by using filtered various information at each check time.

Flow Measurement in a Clothes Dryer (의류 건조기 내의 유동 계측)

  • Myung, Hwan-Joo;Yoon, Sang-Heon
    • Proceedings of the KSME Conference
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    • 2001.06e
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    • pp.175-178
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    • 2001
  • In a clothes dryer, various thermo-fluid flow phenomena occur such as the heat and mass transfer in the process of removing moisture from clothes, the flow field generated by the fan, and the various flow characteristics from the complex flow paths. The study and understanding of such phenomena is an important factor in increasing the performance of dryers. In this study, as part of a dryer research, the flow field inside a vented dryer was measured using PIV, which the result will be used as the basic material in analyzing the various flow phenomena.

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The Development and Practical Application of a Parent Education Program (부모교육 프로그램의 개발 및 실시에 관한 연구)

  • Kim, Jung won;Lee, Kee Sook
    • Korean Journal of Child Studies
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    • v.20 no.3
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    • pp.183-197
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    • 1999
  • A pilot education program was developed, applied in a practical setting, and evaluated. The program was designed on the basis of various educational philosophies and characteristics of parents as learners in various developmental stages. Specialists in the fields of parent education, early childhood education and child development were consulted. The comparative results between the pre- and post-tests of parent behaviors demonstrate that this program has a positive influence on the behaviors of participating patents. It was concluded that this program can be applied usefully in the development of and application to various parent education programs in Korea.

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RANDOM VARIATES GENERATION FROM VARIOUS DISTRIBUTIONS

  • Lee, Chun-Jin
    • Journal of applied mathematics & informatics
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    • v.2 no.1
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    • pp.25-32
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    • 1995
  • Due to the complexity of many of the existing statistical problems found in working with envirommental copmuter simulations (Monte Carlo)have proved to be very informative. However, due to the various types of environmental data(thus the different type of distributions) one can no longer perform simulations based solely upon normal data. So in anticipating this problem, this paper outlines the computer software to generate variates from the various specified dis-tributions.

An Inspection-Maintenance Policy for a System with Various Types of Maintenance (다수의 보수형태를 갖는 시스템에서의 검사.보수정책)

  • 이창훈;홍성희
    • Journal of the Korean Operations Research and Management Science Society
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    • v.6 no.2
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    • pp.7-11
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    • 1981
  • An inspection-maintenance policy is investigated for a system having various states. A policy is characterized by the type of maintenance and the next inspection time. Maintenance actions are classified into various types according to the depth of maintenance. Policy evaluation criterion is the expected cost accumulated up to the failure of the system. The problem is formulated as a Markov decision process and an optimal policy is found by using a policy improvement procedure. A numerical example illustrates the policy for a system having five states.

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Correction of Various Testing Factors Affecting Measured Compressive Strength of Concrete Core (콘크리트 코어 압축강도의 각종 영향인자 보정)

  • Park, Seok-kyun;Choi, Ook;Oh, Kwang-Jin
    • Proceedings of the Korea Concrete Institute Conference
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    • 2002.05a
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    • pp.973-978
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    • 2002
  • This study was performed to verify the effect of various testing conditions affecting measured compressive strength of concrete core and to compute the correction coefficients for it. Conditions of specimens affecting test results include size(diameter), height-diameter ratio, humidity of specimen, amount and arrangement of bar, core direction from structure and method of end preparation. In testing core strength of concrete, special cares should be taken on various testing conditions whose effects have been latent in conventional concrete.

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Thermodynamic analysis and economical optimization on various configuration of Gas Turbine Combined Cycle Power Plants (다양한 구성의 가스터빈 복합화력발전소에 대한 열역학적 해석과 경제적 최적화 연구)

  • Kim, Seungjin;Choi, Sangmin
    • 한국연소학회:학술대회논문집
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    • 2012.11a
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    • pp.225-228
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    • 2012
  • Thermodynamic and economic analysis on various type of gas turbine combined cycle power plants was presented to build up the criteria for optimization of power plants. The efficiency considered about energy level difference between electricity and heat was introduced. The efficiency on power and heat generation of power plants whose have different purpose was estimated and power generation costs on various type of combined heat and power plants : fired/unfired, condensing/non-condensing mode, single/double pressure HRSG.

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Synthesis of Various Functional Block Copolymers via Controlled Ring Opening Metathesis Polymerization and the Subsequent Chemical Modifications

  • Kang, Min-Hyuk;Moon, Bong-Jin
    • Proceedings of the Polymer Society of Korea Conference
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    • 2006.10a
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    • pp.200-200
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    • 2006
  • Several polynorbornene or poly(norbornene-7-oxide) based functional block copolymers were synthesized by ring opening metathesis polymerization (ROMP) with good molecular weight and polydispersity control. Some representative functional groups in these polymers are a nitrobenzoyl group or ferrocene. These polymers were subjected to various chemical modification reactions to give other block copolymers that contain novel functionality such as amine, diazonium salt, and diazo groups. The resulting polymers were characterized by various techniques such as GPC, NMR, UV-VIS, AFM, and cyclovotammography (CV).

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MOTION IN A HANGING CABLE WITH VARIOUS DIFFERENT PERIODIC FORCING

  • Oh, Hyeyoung
    • The Pure and Applied Mathematics
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    • v.21 no.4
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    • pp.281-293
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    • 2014
  • We investigate long-term motions of the cable when cable has different types of periodic forcing term. Various different types of solutions are presented by using the 2nd order Runge-Kutta method under various initial conditions. There appeared to be small- and large-amplitude solutions which have different nodal structure.

Evaluation of the Influence of a Convective Term Caused by Various Finite Difference Schemes in General Curvature Coordinate (일반곡선 좌표계 사용시 대류항의 차분스킴에 의한 영향 평가)

  • 이연원
    • Journal of Advanced Marine Engineering and Technology
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    • v.18 no.3
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    • pp.94-101
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    • 1994
  • To develope the new simulator for the analysis of fluid flow information, the influence of various convective difference schemes were evaluated. General curvilinear coordinate system with nonorthogonal grids was adopted for the successful analysis of various complex geometries. Computation results show that if we can not obtain full grid numbers within available computational environment, we need to use higher order finite difference schemes to keep the prediction accuracy.

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