• Journal of IKEEE
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• v.18 no.2
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• pp.192-197
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• 2014

In this paper, $3^{rd}$ SDM with FDPA(Feedback Delay Pass Addition) technique to improve the input range is proposed. Conventional architecture with $3^{rd}$ transfer function is just made as adding a digital delay path in $2^{nd}$ SDM architecture. But the input range is very small because feedback path into the first integrator is increased. But, proposed architecture change feedback path into the first integrator to the second integrator, so input range could be improved about 9dB. The $3^{rd}$ SC SDM with only one operational amplifier was implemented using double-sampling technique. Simulation results for the proposed SDM designed in $0.18{\mu}m$ CMOS technology with power supply voltage 1.8V, signal bandwidth 20KHz and audible sampling frequency 2.8224MHz show SNR(Signal to Noise Ratio) of 83.8dB, the power consumption of $700{\mu}W$ and Dynamic Range of 82.8dB.

• Geophysics and Geophysical Exploration
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• v.3 no.4
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• pp.119-124
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• 2000

A new fast algorithm for travel time calculation using mono-chromatic one-way wave equation was developed based on the delta function and the logarithms of the single frequency wavefield in the frequency domain. We found an empirical relation between grid spacing and frequency by trial and error method such that we can minimize travel time error. In comparison with other methods, travel time contours obtained by solving eikonal equation and the wave front edge of the snapshot by the finite difference modeling solution agree with our algorithm. Compared to the other two methods, this algorithm computes travel time of directly transmitted wave. We demonstrated our algorithm on migration so that we obtained good section showing good agreement with original model. our results show that this new algorithm is a faster travel time calculation method of the directly transmitted wave for imaging the subsurface and the transmission tomography.

• The Korean Journal of Financial Management
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• v.22 no.1
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• pp.119-146
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• 2005

This study applies extreme value theory to get extreme value-VAR for Korean Stock market and showed the usefulness of the approach. Block maxima model and POT model were used as extreme value models and tested which model was more appropriate through back testing. It was shown that the block maxima model was unstable as the variation of the estimate was very large depending on the confidence level and the magnitude of the estimates depended largely on the block size. This shows that block maxima model was not appropriate for Korean Stock market. On the other hand POT model was relatively stable even though extreme value VAR depended on the selection of the critical value. Back test also showed VAR showed a better result than delta VAR above 97.5% confidence level. POT model performs better the higher the confidence level, which suggests that POT model is useful as a risk management tool especially for VAR estimates with a confidence level higher than 99%. This study picks up the right tail and left tail of the return distribution and estimates the EVT-VAR for each, which reflects the asymmetry of the return distribution of the Korean Stock market.